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-rw-r--r--tests/acceptance/print_balances/no_parallel/1.json262
-rw-r--r--tests/acceptance/print_balances/no_parallel/2.json288
-rw-r--r--tests/acceptance/print_balances/no_parallel_report_db/1.json262
-rw-r--r--tests/acceptance/print_balances/no_parallel_report_db/2.json288
-rw-r--r--tests/acceptance/print_balances/parallel/1.json262
-rw-r--r--tests/acceptance/print_balances/parallel/2.json288
-rw-r--r--tests/acceptance/print_balances/parallel_report_db/1.json262
-rw-r--r--tests/acceptance/print_balances/parallel_report_db/2.json288
-rw-r--r--tests/helper.py49
-rw-r--r--tests/test_ccxt_wrapper.py480
-rw-r--r--tests/test_main.py291
-rw-r--r--tests/test_market.py898
-rw-r--r--tests/test_portfolio.py2030
-rw-r--r--tests/test_store.py1268
14 files changed, 7216 insertions, 0 deletions
diff --git a/tests/acceptance/print_balances/no_parallel/1.json b/tests/acceptance/print_balances/no_parallel/1.json
new file mode 100644
index 0000000..5246cf3
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
21 "market_id": 3
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
28 "user_id": 1,
29 "market_id": 3
30 },
31 {
32 "type": "http_request",
33 "method": "GET",
34 "url": "https://poloniex.com/public?command=returnTicker",
35 "body": null,
36 "headers": {
37 "User-Agent": "python-requests/2.18.4",
38 "Accept-Encoding": "gzip, deflate",
39 "X-market-id": "3",
40 "X-user-id": "1"
41 },
42 "status": 200,
43 "response": 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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746052,
244 "XPM": 0.00689964,
245 "XRP": -0.00758425,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.05562572,
252 "USDT": 0.0001456211174449086766503124922,
253 "XPM": 0.00008465,
254 "XRP": 0.00007027,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04449167,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262]
diff --git a/tests/acceptance/print_balances/no_parallel/2.json b/tests/acceptance/print_balances/no_parallel/2.json
new file mode 100644
index 0000000..207159a
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
28 "user_id": 2,
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469891,
265 "ETH": -0.13882576,
266 "STORJ": 0,
267 "USDT": 0.13641575,
268 "XPM": 0.12691947,
269 "XRP": -0.13970833,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091563275,
274 "BTC": null,
275 "DASH": 0.044593375,
276 "ETH": 0.05562605,
277 "STORJ": 0.00010893,
278 "USDT": 0.0001456207533967949693116760534,
279 "XPM": 0.00008465,
280 "XRP": 0.00007020,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81232577,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288] \ No newline at end of file
diff --git a/tests/acceptance/print_balances/no_parallel_report_db/1.json b/tests/acceptance/print_balances/no_parallel_report_db/1.json
new file mode 100644
index 0000000..3890494
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel_report_db/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746052,
244 "XPM": 0.00689964,
245 "XRP": -0.00758425,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.05562572,
252 "USDT": 0.0001456211174449086766503124922,
253 "XPM": 0.00008465,
254 "XRP": 0.00007027,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04449167,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262]
diff --git a/tests/acceptance/print_balances/no_parallel_report_db/2.json b/tests/acceptance/print_balances/no_parallel_report_db/2.json
new file mode 100644
index 0000000..a748c9e
--- /dev/null
+++ b/tests/acceptance/print_balances/no_parallel_report_db/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": false,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469891,
265 "ETH": -0.13882576,
266 "STORJ": 0,
267 "USDT": 0.13641575,
268 "XPM": 0.12691947,
269 "XRP": -0.13970833,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091563275,
274 "BTC": null,
275 "DASH": 0.044593375,
276 "ETH": 0.05562605,
277 "STORJ": 0.00010893,
278 "USDT": 0.0001456207533967949693116760534,
279 "XPM": 0.00008465,
280 "XRP": 0.00007020,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81232577,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288]
diff --git a/tests/acceptance/print_balances/parallel/1.json b/tests/acceptance/print_balances/parallel/1.json
new file mode 100644
index 0000000..f28adbe
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
21 "market_id": 3
22 },
23 {
24 "type": "stage",
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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746255,
244 "XPM": 0.00692776,
245 "XRP": -0.00758263,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.055625725,
252 "USDT": 0.0001456607727763054007163493244,
253 "XPM": 0.000084995,
254 "XRP": 0.000070255,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04452344,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262] \ No newline at end of file
diff --git a/tests/acceptance/print_balances/parallel/2.json b/tests/acceptance/print_balances/parallel/2.json
new file mode 100644
index 0000000..ef0418b
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": false,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469856,
265 "ETH": -0.13882495,
266 "STORJ": 0,
267 "USDT": 0.13645324,
268 "XPM": 0.12743675,
269 "XRP": -0.13981779,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091565445,
274 "BTC": null,
275 "DASH": 0.044593265,
276 "ETH": 0.055625725,
277 "STORJ": 0.00010896,
278 "USDT": 0.0001456607727763054007163493244,
279 "XPM": 0.000084995,
280 "XRP": 0.000070255,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81277224,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288] \ No newline at end of file
diff --git a/tests/acceptance/print_balances/parallel_report_db/1.json b/tests/acceptance/print_balances/parallel_report_db/1.json
new file mode 100644
index 0000000..192b31d
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel_report_db/1.json
@@ -0,0 +1,262 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 1,
21 "market_id": 3
22 },
23 {
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229 "response_same_as": null,
230 "date": "2018-04-07T12:00:00.000000",
231 "user_id": 1,
232 "market_id": 3
233 },
234 {
235 "type": "tickers",
236 "compute_value": "average",
237 "balance_type": "total",
238 "currency": "BTC",
239 "balances": {
240 "BTC": 0.04544939,
241 "DASH": -0.00792681,
242 "ETH": -0.0075907,
243 "USDT": 0.00746255,
244 "XPM": 0.00692776,
245 "XRP": -0.00758263,
246 "ZRX": 0.00778388
247 },
248 "rates": {
249 "BTC": null,
250 "DASH": 0.044593265,
251 "ETH": 0.055625725,
252 "USDT": 0.0001456607727763054007163493244,
253 "XPM": 0.000084995,
254 "XRP": 0.000070255,
255 "ZRX": 0.000076695
256 },
257 "total": 0.04452344,
258 "date": "2018-04-07T12:00:00.000000",
259 "user_id": 1,
260 "market_id": 3
261 }
262]
diff --git a/tests/acceptance/print_balances/parallel_report_db/2.json b/tests/acceptance/print_balances/parallel_report_db/2.json
new file mode 100644
index 0000000..8a000f0
--- /dev/null
+++ b/tests/acceptance/print_balances/parallel_report_db/2.json
@@ -0,0 +1,288 @@
1[
2 {
3 "type": "market",
4 "commit": "$Format:%H$",
5 "args": {
6 "config": "../config.ini",
7 "before": false,
8 "after": false,
9 "quiet": false,
10 "debug": true,
11 "user": null,
12 "action": [
13 "print_balances"
14 ],
15 "parallel": true,
16 "report_db": true,
17 "report_path": "reports"
18 },
19 "date": "2018-04-07T12:00:00.000000",
20 "user_id": 2,
21 "market_id": 1
22 },
23 {
24 "type": "stage",
25 "stage": "print_balances",
26 "args": {},
27 "date": "2018-04-07T12:00:00.000000",
28 "user_id": 2,
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251 "response_same_as": null,
252 "date": "2018-04-07T12:00:00.000000",
253 "user_id": 2,
254 "market_id": 1
255 },
256 {
257 "type": "tickers",
258 "compute_value": "average",
259 "balance_type": "total",
260 "currency": "BTC",
261 "balances": {
262 "BCH": 2.1E-7,
263 "BTC": 0.82980419,
264 "DASH": -0.14469856,
265 "ETH": -0.13882495,
266 "STORJ": 0,
267 "USDT": 0.13645324,
268 "XPM": 0.12743675,
269 "XRP": -0.13981779,
270 "ZRX": 0.14241915
271 },
272 "rates": {
273 "BCH": 0.091565445,
274 "BTC": null,
275 "DASH": 0.044593265,
276 "ETH": 0.055625725,
277 "STORJ": 0.00010896,
278 "USDT": 0.0001456607727763054007163493244,
279 "XPM": 0.000084995,
280 "XRP": 0.000070255,
281 "ZRX": 0.000076695
282 },
283 "total": 0.81277224,
284 "date": "2018-04-07T12:00:00.000000",
285 "user_id": 2,
286 "market_id": 1
287 }
288]
diff --git a/tests/helper.py b/tests/helper.py
new file mode 100644
index 0000000..fcb0e9d
--- /dev/null
+++ b/tests/helper.py
@@ -0,0 +1,49 @@
1import sys
2import unittest
3from decimal import Decimal as D
4from unittest import mock
5import requests_mock
6from io import StringIO
7import portfolio, market, main, store
8
9__all__ = ["unittest", "WebMockTestCase", "mock", "D",
10 "StringIO"]
11
12class WebMockTestCase(unittest.TestCase):
13 import time
14
15 def market_args(self, debug=False, quiet=False, report_path=None, **kwargs):
16 return main.configargparse.Namespace(report_path=report_path,
17 debug=debug, quiet=quiet, **kwargs)
18
19 def setUp(self):
20 super().setUp()
21 self.wm = requests_mock.Mocker()
22 self.wm.start()
23
24 # market
25 self.m = mock.Mock(name="Market", spec=market.Market)
26 self.m.debug = False
27
28 self.patchers = [
29 mock.patch.multiple(market.Portfolio,
30 data=store.LockedVar(None),
31 liquidities=store.LockedVar({}),
32 last_date=store.LockedVar(None),
33 report=mock.Mock(),
34 worker=None,
35 worker_notify=None,
36 worker_started=False,
37 callback=None),
38 mock.patch.multiple(portfolio.Computation,
39 computations=portfolio.Computation.computations),
40 ]
41 for patcher in self.patchers:
42 patcher.start()
43
44 def tearDown(self):
45 for patcher in self.patchers:
46 patcher.stop()
47 self.wm.stop()
48 super().tearDown()
49
diff --git a/tests/test_ccxt_wrapper.py b/tests/test_ccxt_wrapper.py
new file mode 100644
index 0000000..f07674e
--- /dev/null
+++ b/tests/test_ccxt_wrapper.py
@@ -0,0 +1,480 @@
1from .helper import unittest, mock, D
2import requests_mock
3import market
4
5class poloniexETest(unittest.TestCase):
6 def setUp(self):
7 super().setUp()
8 self.wm = requests_mock.Mocker()
9 self.wm.start()
10
11 self.s = market.ccxt.poloniexE()
12
13 def tearDown(self):
14 self.wm.stop()
15 super().tearDown()
16
17 def test__init(self):
18 with self.subTest("Nominal case"), \
19 mock.patch("market.ccxt.poloniexE.session") as session:
20 session.request.return_value = "response"
21 ccxt = market.ccxt.poloniexE()
22 ccxt._market = mock.Mock
23 ccxt._market.report = mock.Mock()
24 ccxt._market.market_id = 3
25 ccxt._market.user_id = 3
26
27 ccxt.session.request("GET", "URL", data="data",
28 headers={})
29 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
30 {'X-market-id': '3', 'X-user-id': '3'}, 'response')
31
32 with self.subTest("Raising"),\
33 mock.patch("market.ccxt.poloniexE.session") as session:
34 session.request.side_effect = market.ccxt.RequestException("Boo")
35
36 ccxt = market.ccxt.poloniexE()
37 ccxt._market = mock.Mock
38 ccxt._market.report = mock.Mock()
39 ccxt._market.market_id = 3
40 ccxt._market.user_id = 3
41
42 with self.assertRaises(market.ccxt.RequestException, msg="Boo") as cm:
43 ccxt.session.request("GET", "URL", data="data",
44 headers={})
45 ccxt._market.report.log_http_request.assert_called_with('GET', 'URL', 'data',
46 {'X-market-id': '3', 'X-user-id': '3'}, cm.exception)
47
48
49 def test_nanoseconds(self):
50 with mock.patch.object(market.ccxt.time, "time") as time:
51 time.return_value = 123456.7890123456
52 self.assertEqual(123456789012345, self.s.nanoseconds())
53
54 def test_nonce(self):
55 with mock.patch.object(market.ccxt.time, "time") as time:
56 time.return_value = 123456.7890123456
57 self.assertEqual(123456789012345, self.s.nonce())
58
59 def test_request(self):
60 with mock.patch.object(market.ccxt.poloniex, "request") as request,\
61 mock.patch("market.ccxt.retry_call") as retry_call:
62 with self.subTest(wrapped=True):
63 with self.subTest(desc="public"):
64 self.s.request("foo")
65 retry_call.assert_called_with(request,
66 delay=1, tries=10, fargs=["foo"],
67 fkwargs={'api': 'public', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
68 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
69 request.assert_not_called()
70
71 with self.subTest(desc="private GET"):
72 self.s.request("foo", api="private")
73 retry_call.assert_called_with(request,
74 delay=1, tries=10, fargs=["foo"],
75 fkwargs={'api': 'private', 'method': 'GET', 'params': {}, 'headers': None, 'body': None},
76 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
77 request.assert_not_called()
78
79 with self.subTest(desc="private POST regexp"):
80 self.s.request("returnFoo", api="private", method="POST")
81 retry_call.assert_called_with(request,
82 delay=1, tries=10, fargs=["returnFoo"],
83 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
84 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
85 request.assert_not_called()
86
87 with self.subTest(desc="private POST non-regexp"):
88 self.s.request("getMarginPosition", api="private", method="POST")
89 retry_call.assert_called_with(request,
90 delay=1, tries=10, fargs=["getMarginPosition"],
91 fkwargs={'api': 'private', 'method': 'POST', 'params': {}, 'headers': None, 'body': None},
92 exceptions=(market.ccxt.RequestTimeout, market.ccxt.InvalidNonce))
93 request.assert_not_called()
94 retry_call.reset_mock()
95 request.reset_mock()
96 with self.subTest(wrapped=False):
97 with self.subTest(desc="private POST non-matching regexp"):
98 self.s.request("marginBuy", api="private", method="POST")
99 request.assert_called_with("marginBuy",
100 api="private", method="POST", params={},
101 headers=None, body=None)
102 retry_call.assert_not_called()
103
104 with self.subTest(desc="private POST non-matching non-regexp"):
105 self.s.request("closeMarginPositionOther", api="private", method="POST")
106 request.assert_called_with("closeMarginPositionOther",
107 api="private", method="POST", params={},
108 headers=None, body=None)
109 retry_call.assert_not_called()
110
111 def test_order_precision(self):
112 self.assertEqual(8, self.s.order_precision("FOO"))
113
114 def test_transfer_balance(self):
115 with self.subTest(success=True),\
116 mock.patch.object(self.s, "privatePostTransferBalance") as t:
117 t.return_value = { "success": 1 }
118 result = self.s.transfer_balance("FOO", 12, "exchange", "margin")
119 t.assert_called_once_with({
120 "currency": "FOO",
121 "amount": 12,
122 "fromAccount": "exchange",
123 "toAccount": "margin",
124 "confirmed": 1
125 })
126 self.assertTrue(result)
127
128 with self.subTest(success=False),\
129 mock.patch.object(self.s, "privatePostTransferBalance") as t:
130 t.return_value = { "success": 0 }
131 self.assertFalse(self.s.transfer_balance("FOO", 12, "exchange", "margin"))
132
133 def test_close_margin_position(self):
134 with mock.patch.object(self.s, "privatePostCloseMarginPosition") as c:
135 self.s.close_margin_position("FOO", "BAR")
136 c.assert_called_with({"currencyPair": "BAR_FOO"})
137
138 def test_tradable_balances(self):
139 with mock.patch.object(self.s, "privatePostReturnTradableBalances") as r:
140 r.return_value = {
141 "FOO": { "exchange": "12.1234", "margin": "0.0123" },
142 "BAR": { "exchange": "1", "margin": "0" },
143 }
144 balances = self.s.tradable_balances()
145 self.assertEqual(["FOO", "BAR"], list(balances.keys()))
146 self.assertEqual(["exchange", "margin"], list(balances["FOO"].keys()))
147 self.assertEqual(D("12.1234"), balances["FOO"]["exchange"])
148 self.assertEqual(["exchange", "margin"], list(balances["BAR"].keys()))
149
150 def test_margin_summary(self):
151 with mock.patch.object(self.s, "privatePostReturnMarginAccountSummary") as r:
152 r.return_value = {
153 "currentMargin": "1.49680968",
154 "lendingFees": "0.0000001",
155 "pl": "0.00008254",
156 "totalBorrowedValue": "0.00673602",
157 "totalValue": "0.01000000",
158 "netValue": "0.01008254",
159 }
160 expected = {
161 'current_margin': D('1.49680968'),
162 'gains': D('0.00008254'),
163 'lending_fees': D('0.0000001'),
164 'total': D('0.01000000'),
165 'total_borrowed': D('0.00673602')
166 }
167 self.assertEqual(expected, self.s.margin_summary())
168
169 def test_create_order(self):
170 with mock.patch.object(self.s, "create_exchange_order") as exchange,\
171 mock.patch.object(self.s, "create_margin_order") as margin:
172 with self.subTest(account="unspecified"):
173 self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params")
174 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
175 margin.assert_not_called()
176 exchange.reset_mock()
177 margin.reset_mock()
178
179 with self.subTest(account="exchange"):
180 self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params")
181 exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
182 margin.assert_not_called()
183 exchange.reset_mock()
184 margin.reset_mock()
185
186 with self.subTest(account="margin"):
187 self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params")
188 margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params")
189 exchange.assert_not_called()
190 exchange.reset_mock()
191 margin.reset_mock()
192
193 with self.subTest(account="unknown"), self.assertRaises(NotImplementedError):
194 self.s.create_order("symbol", "type", "side", "amount", account="unknown")
195
196 def test_parse_ticker(self):
197 ticker = {
198 "high24hr": "12",
199 "low24hr": "10",
200 "highestBid": "10.5",
201 "lowestAsk": "11.5",
202 "last": "11",
203 "percentChange": "0.1",
204 "quoteVolume": "10",
205 "baseVolume": "20"
206 }
207 market = {
208 "symbol": "BTC/ETC"
209 }
210 with mock.patch.object(self.s, "milliseconds") as ms:
211 ms.return_value = 1520292715123
212 result = self.s.parse_ticker(ticker, market)
213
214 expected = {
215 "symbol": "BTC/ETC",
216 "timestamp": 1520292715123,
217 "datetime": "2018-03-05T23:31:55.123Z",
218 "high": D("12"),
219 "low": D("10"),
220 "bid": D("10.5"),
221 "ask": D("11.5"),
222 "vwap": None,
223 "open": None,
224 "close": None,
225 "first": None,
226 "last": D("11"),
227 "change": D("0.1"),
228 "percentage": None,
229 "average": None,
230 "baseVolume": D("10"),
231 "quoteVolume": D("20"),
232 "info": ticker
233 }
234 self.assertEqual(expected, result)
235
236 def test_fetch_margin_balance(self):
237 with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position:
238 get_margin_position.return_value = {
239 "BTC_DASH": {
240 "amount": "-0.1",
241 "basePrice": "0.06818560",
242 "lendingFees": "0.00000001",
243 "liquidationPrice": "0.15107132",
244 "pl": "-0.00000371",
245 "total": "0.00681856",
246 "type": "short"
247 },
248 "BTC_ETC": {
249 "amount": "-0.6",
250 "basePrice": "0.1",
251 "lendingFees": "0.00000001",
252 "liquidationPrice": "0.6",
253 "pl": "0.00000371",
254 "total": "0.06",
255 "type": "short"
256 },
257 "BTC_ETH": {
258 "amount": "0",
259 "basePrice": "0",
260 "lendingFees": "0",
261 "liquidationPrice": "-1",
262 "pl": "0",
263 "total": "0",
264 "type": "none"
265 }
266 }
267 balances = self.s.fetch_margin_balance()
268 self.assertEqual(2, len(balances))
269 expected = {
270 "DASH": {
271 "amount": D("-0.1"),
272 "borrowedPrice": D("0.06818560"),
273 "lendingFees": D("1E-8"),
274 "pl": D("-0.00000371"),
275 "liquidationPrice": D("0.15107132"),
276 "type": "short",
277 "total": D("0.00681856"),
278 "baseCurrency": "BTC"
279 },
280 "ETC": {
281 "amount": D("-0.6"),
282 "borrowedPrice": D("0.1"),
283 "lendingFees": D("1E-8"),
284 "pl": D("0.00000371"),
285 "liquidationPrice": D("0.6"),
286 "type": "short",
287 "total": D("0.06"),
288 "baseCurrency": "BTC"
289 }
290 }
291 self.assertEqual(expected, balances)
292
293 def test_sum(self):
294 self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1")))
295
296 def test_fetch_balance(self):
297 with mock.patch.object(self.s, "load_markets") as load_markets,\
298 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\
299 mock.patch.object(self.s, "common_currency_code") as ccc:
300 ccc.side_effect = ["ETH", "BTC", "DASH"]
301 balances.return_value = {
302 "ETH": {
303 "available": "10",
304 "onOrders": "1",
305 },
306 "BTC": {
307 "available": "1",
308 "onOrders": "0",
309 },
310 "DASH": {
311 "available": "0",
312 "onOrders": "3"
313 }
314 }
315
316 expected = {
317 "info": {
318 "ETH": {"available": "10", "onOrders": "1"},
319 "BTC": {"available": "1", "onOrders": "0"},
320 "DASH": {"available": "0", "onOrders": "3"}
321 },
322 "ETH": {"free": D("10"), "used": D("1"), "total": D("11")},
323 "BTC": {"free": D("1"), "used": D("0"), "total": D("1")},
324 "DASH": {"free": D("0"), "used": D("3"), "total": D("3")},
325 "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")},
326 "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")},
327 "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")}
328 }
329 result = self.s.fetch_balance()
330 load_markets.assert_called_once()
331 self.assertEqual(expected, result)
332
333 def test_fetch_balance_per_type(self):
334 with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances:
335 balances.return_value = {
336 "exchange": {
337 "BLK": "159.83673869",
338 "BTC": "0.00005959",
339 "USDT": "0.00002625",
340 "XMR": "0.18719303"
341 },
342 "margin": {
343 "BTC": "0.03019227"
344 }
345 }
346 expected = {
347 "info": {
348 "exchange": {
349 "BLK": "159.83673869",
350 "BTC": "0.00005959",
351 "USDT": "0.00002625",
352 "XMR": "0.18719303"
353 },
354 "margin": {
355 "BTC": "0.03019227"
356 }
357 },
358 "exchange": {
359 "BLK": D("159.83673869"),
360 "BTC": D("0.00005959"),
361 "USDT": D("0.00002625"),
362 "XMR": D("0.18719303")
363 },
364 "margin": {"BTC": D("0.03019227")},
365 "BLK": {"exchange": D("159.83673869")},
366 "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")},
367 "USDT": {"exchange": D("0.00002625")},
368 "XMR": {"exchange": D("0.18719303")}
369 }
370 result = self.s.fetch_balance_per_type()
371 self.assertEqual(expected, result)
372
373 def test_fetch_all_balances(self):
374 import json
375 with mock.patch.object(self.s, "load_markets") as load_markets,\
376 mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\
377 mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\
378 mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type:
379
380 with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f:
381 balance.return_value = json.load(f)
382 with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f:
383 margin_balance.return_value = json.load(f)
384 with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f:
385 balance_per_type.return_value = json.load(f)
386
387 result = self.s.fetch_all_balances()
388 expected_doge = {
389 "total": D("-12779.79821852"),
390 "exchange_used": D("0E-8"),
391 "exchange_total": D("0E-8"),
392 "exchange_free": D("0E-8"),
393 "margin_available": 0,
394 "margin_in_position": 0,
395 "margin_borrowed": D("12779.79821852"),
396 "margin_total": D("-12779.79821852"),
397 "margin_pending_gain": 0,
398 "margin_lending_fees": D("-9E-8"),
399 "margin_pending_base_gain": D("0.00024059"),
400 "margin_position_type": "short",
401 "margin_liquidation_price": D("0.00000246"),
402 "margin_borrowed_base_price": D("0.00599149"),
403 "margin_borrowed_base_currency": "BTC"
404 }
405 expected_btc = {"total": D("0.05432165"),
406 "exchange_used": D("0E-8"),
407 "exchange_total": D("0.00005959"),
408 "exchange_free": D("0.00005959"),
409 "margin_available": D("0.03019227"),
410 "margin_in_position": D("0.02406979"),
411 "margin_borrowed": 0,
412 "margin_total": D("0.05426206"),
413 "margin_pending_gain": D("0.00093955"),
414 "margin_lending_fees": 0,
415 "margin_pending_base_gain": 0,
416 "margin_position_type": None,
417 "margin_liquidation_price": 0,
418 "margin_borrowed_base_price": 0,
419 "margin_borrowed_base_currency": None
420 }
421 expected_xmr = {"total": D("0.18719303"),
422 "exchange_used": D("0E-8"),
423 "exchange_total": D("0.18719303"),
424 "exchange_free": D("0.18719303"),
425 "margin_available": 0,
426 "margin_in_position": 0,
427 "margin_borrowed": 0,
428 "margin_total": 0,
429 "margin_pending_gain": 0,
430 "margin_lending_fees": 0,
431 "margin_pending_base_gain": 0,
432 "margin_position_type": None,
433 "margin_liquidation_price": 0,
434 "margin_borrowed_base_price": 0,
435 "margin_borrowed_base_currency": None
436 }
437 self.assertEqual(expected_xmr, result["XMR"])
438 self.assertEqual(expected_doge, result["DOGE"])
439 self.assertEqual(expected_btc, result["BTC"])
440
441 def test_create_margin_order(self):
442 with self.assertRaises(market.ExchangeError):
443 self.s.create_margin_order("FOO", "market", "buy", "10")
444
445 with mock.patch.object(self.s, "load_markets") as load_markets,\
446 mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\
447 mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\
448 mock.patch.object(self.s, "market") as market_mock,\
449 mock.patch.object(self.s, "price_to_precision") as ptp,\
450 mock.patch.object(self.s, "amount_to_precision") as atp:
451
452 margin_buy.return_value = {
453 "orderNumber": 123
454 }
455 margin_sell.return_value = {
456 "orderNumber": 456
457 }
458 market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" }
459 ptp.return_value = D("0.1")
460 atp.return_value = D("12")
461
462 order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1")
463 self.assertEqual(123, order["id"])
464 margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")})
465 margin_sell.assert_not_called()
466 margin_buy.reset_mock()
467 margin_sell.reset_mock()
468
469 order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1")
470 self.assertEqual(456, order["id"])
471 margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"})
472 margin_buy.assert_not_called()
473
474 def test_create_exchange_order(self):
475 with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order:
476 self.s.create_order("symbol", "type", "side", "amount", price="price", params="params")
477
478 create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params")
479
480
diff --git a/tests/test_main.py b/tests/test_main.py
new file mode 100644
index 0000000..06fc84e
--- /dev/null
+++ b/tests/test_main.py
@@ -0,0 +1,291 @@
1from .helper import *
2import main, market
3
4class MainTest(WebMockTestCase):
5 def test_make_order(self):
6 self.m.get_ticker.return_value = {
7 "inverted": False,
8 "average": D("0.1"),
9 "bid": D("0.09"),
10 "ask": D("0.11"),
11 }
12
13 with self.subTest(description="nominal case"):
14 main.make_order(self.m, 10, "ETH")
15
16 self.m.report.log_stage.assert_has_calls([
17 mock.call("make_order_begin"),
18 mock.call("make_order_end"),
19 ])
20 self.m.balances.fetch_balances.assert_has_calls([
21 mock.call(tag="make_order_begin"),
22 mock.call(tag="make_order_end"),
23 ])
24 self.m.trades.all.append.assert_called_once()
25 trade = self.m.trades.all.append.mock_calls[0][1][0]
26 self.assertEqual(False, trade.orders[0].close_if_possible)
27 self.assertEqual(0, trade.value_from)
28 self.assertEqual("ETH", trade.currency)
29 self.assertEqual("BTC", trade.base_currency)
30 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
31 self.m.trades.run_orders.assert_called_once_with()
32 self.m.follow_orders.assert_called_once_with()
33
34 order = trade.orders[0]
35 self.assertEqual(D("0.10"), order.rate)
36
37 self.m.reset_mock()
38 with self.subTest(compute_value="default"):
39 main.make_order(self.m, 10, "ETH", action="dispose",
40 compute_value="ask")
41
42 trade = self.m.trades.all.append.mock_calls[0][1][0]
43 order = trade.orders[0]
44 self.assertEqual(D("0.11"), order.rate)
45
46 self.m.reset_mock()
47 with self.subTest(follow=False):
48 result = main.make_order(self.m, 10, "ETH", follow=False)
49
50 self.m.report.log_stage.assert_has_calls([
51 mock.call("make_order_begin"),
52 mock.call("make_order_end_not_followed"),
53 ])
54 self.m.balances.fetch_balances.assert_called_once_with(tag="make_order_begin")
55
56 self.m.trades.all.append.assert_called_once()
57 trade = self.m.trades.all.append.mock_calls[0][1][0]
58 self.assertEqual(0, trade.value_from)
59 self.assertEqual("ETH", trade.currency)
60 self.assertEqual("BTC", trade.base_currency)
61 self.m.report.log_orders.assert_called_once_with([trade.orders[0]], None, "average")
62 self.m.trades.run_orders.assert_called_once_with()
63 self.m.follow_orders.assert_not_called()
64 self.assertEqual(trade.orders[0], result)
65
66 self.m.reset_mock()
67 with self.subTest(base_currency="USDT"):
68 main.make_order(self.m, 1, "BTC", base_currency="USDT")
69
70 trade = self.m.trades.all.append.mock_calls[0][1][0]
71 self.assertEqual("BTC", trade.currency)
72 self.assertEqual("USDT", trade.base_currency)
73
74 self.m.reset_mock()
75 with self.subTest(close_if_possible=True):
76 main.make_order(self.m, 10, "ETH", close_if_possible=True)
77
78 trade = self.m.trades.all.append.mock_calls[0][1][0]
79 self.assertEqual(True, trade.orders[0].close_if_possible)
80
81 self.m.reset_mock()
82 with self.subTest(action="dispose"):
83 main.make_order(self.m, 10, "ETH", action="dispose")
84
85 trade = self.m.trades.all.append.mock_calls[0][1][0]
86 self.assertEqual(0, trade.value_to)
87 self.assertEqual(1, trade.value_from.value)
88 self.assertEqual("ETH", trade.currency)
89 self.assertEqual("BTC", trade.base_currency)
90
91 self.m.reset_mock()
92 with self.subTest(compute_value="default"):
93 main.make_order(self.m, 10, "ETH", action="dispose",
94 compute_value="bid")
95
96 trade = self.m.trades.all.append.mock_calls[0][1][0]
97 self.assertEqual(D("0.9"), trade.value_from.value)
98
99 def test_get_user_market(self):
100 with mock.patch("main.fetch_markets") as main_fetch_markets,\
101 mock.patch("main.parse_args") as main_parse_args,\
102 mock.patch("main.parse_config") as main_parse_config:
103 with self.subTest(debug=False):
104 main_parse_args.return_value = self.market_args()
105 main_parse_config.return_value = "pg_config"
106 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
107 m = main.get_user_market("config_path.ini", 1)
108
109 self.assertIsInstance(m, market.Market)
110 self.assertFalse(m.debug)
111 main_parse_args.assert_called_once_with(["--config", "config_path.ini"])
112
113 main_parse_args.reset_mock()
114 with self.subTest(debug=True):
115 main_parse_args.return_value = self.market_args(debug=True)
116 main_parse_config.return_value = "pg_config"
117 main_fetch_markets.return_value = [(1, {"key": "market_config"}, 3)]
118 m = main.get_user_market("config_path.ini", 1, debug=True)
119
120 self.assertIsInstance(m, market.Market)
121 self.assertTrue(m.debug)
122 main_parse_args.assert_called_once_with(["--config", "config_path.ini", "--debug"])
123
124 def test_process(self):
125 with mock.patch("market.Market") as market_mock,\
126 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
127
128 args_mock = mock.Mock()
129 args_mock.action = "action"
130 args_mock.config = "config"
131 args_mock.user = "user"
132 args_mock.debug = "debug"
133 args_mock.before = "before"
134 args_mock.after = "after"
135 self.assertEqual("", stdout_mock.getvalue())
136
137 main.process("config", 3, 1, args_mock, "pg_config")
138
139 market_mock.from_config.assert_has_calls([
140 mock.call("config", args_mock, pg_config="pg_config", market_id=3, user_id=1),
141 mock.call().process("action", before="before", after="after"),
142 ])
143
144 with self.subTest(exception=True):
145 market_mock.from_config.side_effect = Exception("boo")
146 main.process(3, "config", 1, args_mock, "pg_config")
147 self.assertEqual("Exception: boo\n", stdout_mock.getvalue())
148
149 def test_main(self):
150 with self.subTest(parallel=False):
151 with mock.patch("main.parse_args") as parse_args,\
152 mock.patch("main.parse_config") as parse_config,\
153 mock.patch("main.fetch_markets") as fetch_markets,\
154 mock.patch("main.process") as process:
155
156 args_mock = mock.Mock()
157 args_mock.parallel = False
158 args_mock.user = "user"
159 parse_args.return_value = args_mock
160
161 parse_config.return_value = "pg_config"
162
163 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
164
165 main.main(["Foo", "Bar"])
166
167 parse_args.assert_called_with(["Foo", "Bar"])
168 parse_config.assert_called_with(args_mock)
169 fetch_markets.assert_called_with("pg_config", "user")
170
171 self.assertEqual(2, process.call_count)
172 process.assert_has_calls([
173 mock.call("config1", 3, 1, args_mock, "pg_config"),
174 mock.call("config2", 1, 2, args_mock, "pg_config"),
175 ])
176 with self.subTest(parallel=True):
177 with mock.patch("main.parse_args") as parse_args,\
178 mock.patch("main.parse_config") as parse_config,\
179 mock.patch("main.fetch_markets") as fetch_markets,\
180 mock.patch("main.process") as process,\
181 mock.patch("store.Portfolio.start_worker") as start,\
182 mock.patch("store.Portfolio.stop_worker") as stop:
183
184 args_mock = mock.Mock()
185 args_mock.parallel = True
186 args_mock.user = "user"
187 parse_args.return_value = args_mock
188
189 parse_config.return_value = "pg_config"
190
191 fetch_markets.return_value = [[3, "config1", 1], [1, "config2", 2]]
192
193 main.main(["Foo", "Bar"])
194
195 parse_args.assert_called_with(["Foo", "Bar"])
196 parse_config.assert_called_with(args_mock)
197 fetch_markets.assert_called_with("pg_config", "user")
198
199 stop.assert_called_once_with()
200 start.assert_called_once_with()
201 self.assertEqual(2, process.call_count)
202 process.assert_has_calls([
203 mock.call.__bool__(),
204 mock.call("config1", 3, 1, args_mock, "pg_config"),
205 mock.call.__bool__(),
206 mock.call("config2", 1, 2, args_mock, "pg_config"),
207 ])
208
209 @mock.patch.object(main.sys, "exit")
210 @mock.patch("main.os")
211 def test_parse_config(self, os, exit):
212 with self.subTest(report_path=None):
213 args = main.configargparse.Namespace(**{
214 "db_host": "host",
215 "db_port": "port",
216 "db_user": "user",
217 "db_password": "password",
218 "db_database": "database",
219 "report_path": None,
220 })
221
222 result = main.parse_config(args)
223 self.assertEqual({ "host": "host", "port": "port", "user":
224 "user", "password": "password", "database": "database"
225 }, result)
226 with self.assertRaises(AttributeError):
227 args.db_password
228
229 with self.subTest(report_path="present"):
230 args = main.configargparse.Namespace(**{
231 "db_host": "host",
232 "db_port": "port",
233 "db_user": "user",
234 "db_password": "password",
235 "db_database": "database",
236 "report_path": "report_path",
237 })
238
239 os.path.exists.return_value = False
240
241 result = main.parse_config(args)
242
243 os.path.exists.assert_called_once_with("report_path")
244 os.makedirs.assert_called_once_with("report_path")
245
246 def test_parse_args(self):
247 with self.subTest(config="config.ini"):
248 args = main.parse_args([])
249 self.assertEqual("config.ini", args.config)
250 self.assertFalse(args.before)
251 self.assertFalse(args.after)
252 self.assertFalse(args.debug)
253
254 args = main.parse_args(["--before", "--after", "--debug"])
255 self.assertTrue(args.before)
256 self.assertTrue(args.after)
257 self.assertTrue(args.debug)
258
259 with self.subTest(config="inexistant"), \
260 self.assertRaises(SystemExit), \
261 mock.patch('sys.stderr', new_callable=StringIO) as stdout_mock:
262 args = main.parse_args(["--config", "foo.bar"])
263
264 @mock.patch.object(main, "psycopg2")
265 def test_fetch_markets(self, psycopg2):
266 connect_mock = mock.Mock()
267 cursor_mock = mock.MagicMock()
268 cursor_mock.__iter__.return_value = ["row_1", "row_2"]
269
270 connect_mock.cursor.return_value = cursor_mock
271 psycopg2.connect.return_value = connect_mock
272
273 with self.subTest(user=None):
274 rows = list(main.fetch_markets({"foo": "bar"}, None))
275
276 psycopg2.connect.assert_called_once_with(foo="bar")
277 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs")
278
279 self.assertEqual(["row_1", "row_2"], rows)
280
281 psycopg2.connect.reset_mock()
282 cursor_mock.execute.reset_mock()
283 with self.subTest(user=1):
284 rows = list(main.fetch_markets({"foo": "bar"}, 1))
285
286 psycopg2.connect.assert_called_once_with(foo="bar")
287 cursor_mock.execute.assert_called_once_with("SELECT id,config,user_id FROM market_configs WHERE user_id = %s", 1)
288
289 self.assertEqual(["row_1", "row_2"], rows)
290
291
diff --git a/tests/test_market.py b/tests/test_market.py
new file mode 100644
index 0000000..fd23162
--- /dev/null
+++ b/tests/test_market.py
@@ -0,0 +1,898 @@
1from .helper import *
2import market, store, portfolio
3import datetime
4
5class 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
732class ProcessorTest(WebMockTestCase):
733 def test_values(self):
734 processor = market.Processor(self.m)
735
736 self.assertEqual(self.m, processor.market)
737
738 def test_run_action(self):
739 processor = market.Processor(self.m)
740
741 with mock.patch.object(processor, "parse_args") as parse_args:
742 method_mock = mock.Mock()
743 parse_args.return_value = [method_mock, { "foo": "bar" }]
744
745 processor.run_action("foo", "bar", "baz")
746
747 parse_args.assert_called_with("foo", "bar", "baz")
748
749 method_mock.assert_called_with(foo="bar")
750
751 processor.run_action("wait_for_recent", "bar", "baz")
752
753 method_mock.assert_called_with(foo="bar")
754
755 def test_select_step(self):
756 processor = market.Processor(self.m)
757
758 scenario = processor.scenarios["sell_all"]
759
760 self.assertEqual(scenario, processor.select_steps(scenario, "all"))
761 self.assertEqual(["all_sell"], list(map(lambda x: x["name"], processor.select_steps(scenario, "before"))))
762 self.assertEqual(["wait", "all_buy"], list(map(lambda x: x["name"], processor.select_steps(scenario, "after"))))
763 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, 2))))
764 self.assertEqual(["wait"], list(map(lambda x: x["name"], processor.select_steps(scenario, "wait"))))
765
766 with self.assertRaises(TypeError):
767 processor.select_steps(scenario, ["wait"])
768
769 @mock.patch("market.Processor.process_step")
770 def test_process(self, process_step):
771 processor = market.Processor(self.m)
772
773 processor.process("sell_all", foo="bar")
774 self.assertEqual(3, process_step.call_count)
775
776 steps = list(map(lambda x: x[1][1]["name"], process_step.mock_calls))
777 scenario_names = list(map(lambda x: x[1][0], process_step.mock_calls))
778 kwargs = list(map(lambda x: x[1][2], process_step.mock_calls))
779 self.assertEqual(["all_sell", "wait", "all_buy"], steps)
780 self.assertEqual(["sell_all", "sell_all", "sell_all"], scenario_names)
781 self.assertEqual([{"foo":"bar"}, {"foo":"bar"}, {"foo":"bar"}], kwargs)
782
783 process_step.reset_mock()
784
785 processor.process("sell_needed", steps=["before", "after"])
786 self.assertEqual(3, process_step.call_count)
787
788 def test_method_arguments(self):
789 ccxt = mock.Mock(spec=market.ccxt.poloniexE)
790 m = market.Market(ccxt, self.market_args())
791
792 processor = market.Processor(m)
793
794 method, arguments = processor.method_arguments("wait_for_recent")
795 self.assertEqual(market.Portfolio.wait_for_recent, method)
796 self.assertEqual(["delta", "poll"], arguments)
797
798 method, arguments = processor.method_arguments("prepare_trades")
799 self.assertEqual(m.prepare_trades, method)
800 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments)
801
802 method, arguments = processor.method_arguments("prepare_orders")
803 self.assertEqual(m.trades.prepare_orders, method)
804
805 method, arguments = processor.method_arguments("move_balances")
806 self.assertEqual(m.move_balances, method)
807
808 method, arguments = processor.method_arguments("run_orders")
809 self.assertEqual(m.trades.run_orders, method)
810
811 method, arguments = processor.method_arguments("follow_orders")
812 self.assertEqual(m.follow_orders, method)
813
814 method, arguments = processor.method_arguments("close_trades")
815 self.assertEqual(m.trades.close_trades, method)
816
817 def test_process_step(self):
818 processor = market.Processor(self.m)
819
820 with mock.patch.object(processor, "run_action") as run_action:
821 step = processor.scenarios["sell_needed"][1]
822
823 processor.process_step("foo", step, {"foo":"bar"})
824
825 self.m.report.log_stage.assert_has_calls([
826 mock.call("process_foo__1_sell_begin"),
827 mock.call("process_foo__1_sell_end"),
828 ])
829 self.m.balances.fetch_balances.assert_has_calls([
830 mock.call(tag="process_foo__1_sell_begin"),
831 mock.call(tag="process_foo__1_sell_end"),
832 ])
833
834 self.assertEqual(5, run_action.call_count)
835
836 run_action.assert_has_calls([
837 mock.call('prepare_trades', {}, {'foo': 'bar'}),
838 mock.call('prepare_orders', {'only': 'dispose', 'compute_value': 'average'}, {'foo': 'bar'}),
839 mock.call('run_orders', {}, {'foo': 'bar'}),
840 mock.call('follow_orders', {}, {'foo': 'bar'}),
841 mock.call('close_trades', {}, {'foo': 'bar'}),
842 ])
843
844 self.m.reset_mock()
845 with mock.patch.object(processor, "run_action") as run_action:
846 step = processor.scenarios["sell_needed"][0]
847
848 processor.process_step("foo", step, {"foo":"bar"})
849 self.m.balances.fetch_balances.assert_not_called()
850
851 def test_parse_args(self):
852 processor = market.Processor(self.m)
853
854 with mock.patch.object(processor, "method_arguments") as method_arguments:
855 method_mock = mock.Mock()
856 method_arguments.return_value = [
857 method_mock,
858 ["foo2", "foo"]
859 ]
860 method, args = processor.parse_args("action", {"foo": "bar", "foo2": "bar"}, {"foo": "bar2", "bla": "bla"})
861
862 self.assertEqual(method_mock, method)
863 self.assertEqual({"foo": "bar2", "foo2": "bar"}, args)
864
865 with mock.patch.object(processor, "method_arguments") as method_arguments:
866 method_mock = mock.Mock()
867 method_arguments.return_value = [
868 method_mock,
869 ["repartition"]
870 ]
871 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {})
872
873 self.assertEqual(1, len(args["repartition"]))
874 self.assertIn("BTC", args["repartition"])
875
876 with mock.patch.object(processor, "method_arguments") as method_arguments:
877 method_mock = mock.Mock()
878 method_arguments.return_value = [
879 method_mock,
880 ["repartition", "base_currency"]
881 ]
882 method, args = processor.parse_args("action", {"repartition": { "base_currency": 1 }}, {"base_currency": "USDT"})
883
884 self.assertEqual(1, len(args["repartition"]))
885 self.assertIn("USDT", args["repartition"])
886
887 with mock.patch.object(processor, "method_arguments") as method_arguments:
888 method_mock = mock.Mock()
889 method_arguments.return_value = [
890 method_mock,
891 ["repartition", "base_currency"]
892 ]
893 method, args = processor.parse_args("action", {"repartition": { "ETH": 1 }}, {"base_currency": "USDT"})
894
895 self.assertEqual(1, len(args["repartition"]))
896 self.assertIn("ETH", args["repartition"])
897
898
diff --git a/tests/test_portfolio.py b/tests/test_portfolio.py
new file mode 100644
index 0000000..2a42d0c
--- /dev/null
+++ b/tests/test_portfolio.py
@@ -0,0 +1,2030 @@
1from .helper import *
2import portfolio
3import datetime
4
5class ComputationTest(WebMockTestCase):
6 def test_compute_value(self):
7 compute = mock.Mock()
8 portfolio.Computation.compute_value("foo", "buy", compute_value=compute)
9 compute.assert_called_with("foo", "ask")
10
11 compute.reset_mock()
12 portfolio.Computation.compute_value("foo", "sell", compute_value=compute)
13 compute.assert_called_with("foo", "bid")
14
15 compute.reset_mock()
16 portfolio.Computation.compute_value("foo", "ask", compute_value=compute)
17 compute.assert_called_with("foo", "ask")
18
19 compute.reset_mock()
20 portfolio.Computation.compute_value("foo", "bid", compute_value=compute)
21 compute.assert_called_with("foo", "bid")
22
23 compute.reset_mock()
24 portfolio.Computation.computations["test"] = compute
25 portfolio.Computation.compute_value("foo", "bid", compute_value="test")
26 compute.assert_called_with("foo", "bid")
27
28class TradeTest(WebMockTestCase):
29
30 def test_values_assertion(self):
31 value_from = portfolio.Amount("BTC", "1.0")
32 value_from.linked_to = portfolio.Amount("ETH", "10.0")
33 value_to = portfolio.Amount("BTC", "1.0")
34 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
35 self.assertEqual("BTC", trade.base_currency)
36 self.assertEqual("ETH", trade.currency)
37 self.assertEqual(self.m, trade.market)
38
39 with self.assertRaises(AssertionError):
40 portfolio.Trade(value_from, -value_to, "ETH", self.m)
41 with self.assertRaises(AssertionError):
42 portfolio.Trade(value_from, value_to, "ETC", self.m)
43 with self.assertRaises(AssertionError):
44 value_from.currency = "ETH"
45 portfolio.Trade(value_from, value_to, "ETH", self.m)
46 value_from.currency = "BTC"
47 with self.assertRaises(AssertionError):
48 value_from2 = portfolio.Amount("BTC", "1.0")
49 portfolio.Trade(value_from2, value_to, "ETH", self.m)
50
51 value_from = portfolio.Amount("BTC", 0)
52 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
53 self.assertEqual(0, trade.value_from.linked_to)
54
55 def test_action(self):
56 value_from = portfolio.Amount("BTC", "1.0")
57 value_from.linked_to = portfolio.Amount("ETH", "10.0")
58 value_to = portfolio.Amount("BTC", "1.0")
59 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
60
61 self.assertIsNone(trade.action)
62
63 value_from = portfolio.Amount("BTC", "1.0")
64 value_from.linked_to = portfolio.Amount("BTC", "1.0")
65 value_to = portfolio.Amount("BTC", "2.0")
66 trade = portfolio.Trade(value_from, value_to, "BTC", self.m)
67
68 self.assertIsNone(trade.action)
69
70 value_from = portfolio.Amount("BTC", "0.5")
71 value_from.linked_to = portfolio.Amount("ETH", "10.0")
72 value_to = portfolio.Amount("BTC", "1.0")
73 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
74
75 self.assertEqual("acquire", trade.action)
76
77 value_from = portfolio.Amount("BTC", "0")
78 value_from.linked_to = portfolio.Amount("ETH", "0")
79 value_to = portfolio.Amount("BTC", "-1.0")
80 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
81
82 self.assertEqual("acquire", trade.action)
83
84 def test_order_action(self):
85 value_from = portfolio.Amount("BTC", "0.5")
86 value_from.linked_to = portfolio.Amount("ETH", "10.0")
87 value_to = portfolio.Amount("BTC", "1.0")
88 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
89
90 trade.inverted = False
91 self.assertEqual("buy", trade.order_action())
92 trade.inverted = True
93 self.assertEqual("sell", trade.order_action())
94
95 value_from = portfolio.Amount("BTC", "0")
96 value_from.linked_to = portfolio.Amount("ETH", "0")
97 value_to = portfolio.Amount("BTC", "-1.0")
98 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
99
100 trade.inverted = False
101 self.assertEqual("sell", trade.order_action())
102 trade.inverted = True
103 self.assertEqual("buy", trade.order_action())
104
105 def test_trade_type(self):
106 value_from = portfolio.Amount("BTC", "0.5")
107 value_from.linked_to = portfolio.Amount("ETH", "10.0")
108 value_to = portfolio.Amount("BTC", "1.0")
109 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
110
111 self.assertEqual("long", trade.trade_type)
112
113 value_from = portfolio.Amount("BTC", "0")
114 value_from.linked_to = portfolio.Amount("ETH", "0")
115 value_to = portfolio.Amount("BTC", "-1.0")
116 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
117
118 self.assertEqual("short", trade.trade_type)
119
120 def test_is_fullfiled(self):
121 with self.subTest(inverted=False):
122 value_from = portfolio.Amount("BTC", "0.5")
123 value_from.linked_to = portfolio.Amount("ETH", "10.0")
124 value_to = portfolio.Amount("BTC", "1.0")
125 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
126
127 order1 = mock.Mock()
128 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
129
130 order2 = mock.Mock()
131 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
132 trade.orders.append(order1)
133 trade.orders.append(order2)
134
135 self.assertFalse(trade.is_fullfiled)
136
137 order3 = mock.Mock()
138 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
139 trade.orders.append(order3)
140
141 self.assertTrue(trade.is_fullfiled)
142
143 order1.filled_amount.assert_called_with(in_base_currency=True)
144 order2.filled_amount.assert_called_with(in_base_currency=True)
145 order3.filled_amount.assert_called_with(in_base_currency=True)
146
147 with self.subTest(inverted=True):
148 value_from = portfolio.Amount("BTC", "0.5")
149 value_from.linked_to = portfolio.Amount("USDT", "1000.0")
150 value_to = portfolio.Amount("BTC", "1.0")
151 trade = portfolio.Trade(value_from, value_to, "USDT", self.m)
152 trade.inverted = True
153
154 order1 = mock.Mock()
155 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.3")
156
157 order2 = mock.Mock()
158 order2.filled_amount.return_value = portfolio.Amount("BTC", "0.01")
159 trade.orders.append(order1)
160 trade.orders.append(order2)
161
162 self.assertFalse(trade.is_fullfiled)
163
164 order3 = mock.Mock()
165 order3.filled_amount.return_value = portfolio.Amount("BTC", "0.19")
166 trade.orders.append(order3)
167
168 self.assertTrue(trade.is_fullfiled)
169
170 order1.filled_amount.assert_called_with(in_base_currency=False)
171 order2.filled_amount.assert_called_with(in_base_currency=False)
172 order3.filled_amount.assert_called_with(in_base_currency=False)
173
174
175 def test_filled_amount(self):
176 value_from = portfolio.Amount("BTC", "0.5")
177 value_from.linked_to = portfolio.Amount("ETH", "10.0")
178 value_to = portfolio.Amount("BTC", "1.0")
179 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
180
181 order1 = mock.Mock()
182 order1.filled_amount.return_value = portfolio.Amount("ETH", "0.3")
183
184 order2 = mock.Mock()
185 order2.filled_amount.return_value = portfolio.Amount("ETH", "0.01")
186 trade.orders.append(order1)
187 trade.orders.append(order2)
188
189 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount())
190 order1.filled_amount.assert_called_with(in_base_currency=False)
191 order2.filled_amount.assert_called_with(in_base_currency=False)
192
193 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=False))
194 order1.filled_amount.assert_called_with(in_base_currency=False)
195 order2.filled_amount.assert_called_with(in_base_currency=False)
196
197 self.assertEqual(portfolio.Amount("ETH", "0.31"), trade.filled_amount(in_base_currency=True))
198 order1.filled_amount.assert_called_with(in_base_currency=True)
199 order2.filled_amount.assert_called_with(in_base_currency=True)
200
201 @mock.patch.object(portfolio.Computation, "compute_value")
202 @mock.patch.object(portfolio.Trade, "filled_amount")
203 @mock.patch.object(portfolio, "Order")
204 def test_prepare_order(self, Order, filled_amount, compute_value):
205 Order.return_value = "Order"
206
207 with self.subTest(desc="Nothing to do"):
208 value_from = portfolio.Amount("BTC", "10")
209 value_from.rate = D("0.1")
210 value_from.linked_to = portfolio.Amount("FOO", "100")
211 value_to = portfolio.Amount("BTC", "10")
212 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
213
214 trade.prepare_order()
215
216 filled_amount.assert_not_called()
217 compute_value.assert_not_called()
218 self.assertEqual(0, len(trade.orders))
219 Order.assert_not_called()
220
221 self.m.get_ticker.return_value = { "inverted": False }
222 with self.subTest(desc="Already filled"):
223 filled_amount.return_value = portfolio.Amount("FOO", "100")
224 compute_value.return_value = D("0.125")
225
226 value_from = portfolio.Amount("BTC", "10")
227 value_from.rate = D("0.1")
228 value_from.linked_to = portfolio.Amount("FOO", "100")
229 value_to = portfolio.Amount("BTC", "0")
230 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
231
232 trade.prepare_order()
233
234 filled_amount.assert_called_with(in_base_currency=False)
235 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
236 self.assertEqual(0, len(trade.orders))
237 self.m.report.log_error.assert_called_with("prepare_order", message=mock.ANY)
238 Order.assert_not_called()
239
240 with self.subTest(action="dispose", inverted=False):
241 filled_amount.return_value = portfolio.Amount("FOO", "60")
242 compute_value.return_value = D("0.125")
243
244 value_from = portfolio.Amount("BTC", "10")
245 value_from.rate = D("0.1")
246 value_from.linked_to = portfolio.Amount("FOO", "100")
247 value_to = portfolio.Amount("BTC", "1")
248 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
249
250 trade.prepare_order()
251
252 filled_amount.assert_called_with(in_base_currency=False)
253 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
254 self.assertEqual(1, len(trade.orders))
255 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
256 D("0.125"), "BTC", "long", self.m,
257 trade, close_if_possible=False)
258
259 with self.subTest(action="dispose", inverted=False, close_if_possible=True):
260 filled_amount.return_value = portfolio.Amount("FOO", "60")
261 compute_value.return_value = D("0.125")
262
263 value_from = portfolio.Amount("BTC", "10")
264 value_from.rate = D("0.1")
265 value_from.linked_to = portfolio.Amount("FOO", "100")
266 value_to = portfolio.Amount("BTC", "1")
267 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
268
269 trade.prepare_order(close_if_possible=True)
270
271 filled_amount.assert_called_with(in_base_currency=False)
272 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
273 self.assertEqual(1, len(trade.orders))
274 Order.assert_called_with("sell", portfolio.Amount("FOO", 30),
275 D("0.125"), "BTC", "long", self.m,
276 trade, close_if_possible=True)
277
278 with self.subTest(action="acquire", inverted=False):
279 filled_amount.return_value = portfolio.Amount("BTC", "3")
280 compute_value.return_value = D("0.125")
281
282 value_from = portfolio.Amount("BTC", "1")
283 value_from.rate = D("0.1")
284 value_from.linked_to = portfolio.Amount("FOO", "10")
285 value_to = portfolio.Amount("BTC", "10")
286 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
287
288 trade.prepare_order()
289
290 filled_amount.assert_called_with(in_base_currency=True)
291 compute_value.assert_called_with(self.m.get_ticker.return_value, "buy", compute_value="default")
292 self.assertEqual(1, len(trade.orders))
293
294 Order.assert_called_with("buy", portfolio.Amount("FOO", 48),
295 D("0.125"), "BTC", "long", self.m,
296 trade, close_if_possible=False)
297
298 with self.subTest(close_if_possible=True):
299 filled_amount.return_value = portfolio.Amount("FOO", "0")
300 compute_value.return_value = D("0.125")
301
302 value_from = portfolio.Amount("BTC", "10")
303 value_from.rate = D("0.1")
304 value_from.linked_to = portfolio.Amount("FOO", "100")
305 value_to = portfolio.Amount("BTC", "0")
306 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
307
308 trade.prepare_order()
309
310 filled_amount.assert_called_with(in_base_currency=False)
311 compute_value.assert_called_with(self.m.get_ticker.return_value, "sell", compute_value="default")
312 self.assertEqual(1, len(trade.orders))
313 Order.assert_called_with("sell", portfolio.Amount("FOO", 100),
314 D("0.125"), "BTC", "long", self.m,
315 trade, close_if_possible=True)
316
317 self.m.get_ticker.return_value = { "inverted": True, "original": {} }
318 with self.subTest(action="dispose", inverted=True):
319 filled_amount.return_value = portfolio.Amount("FOO", "300")
320 compute_value.return_value = D("125")
321
322 value_from = portfolio.Amount("BTC", "10")
323 value_from.rate = D("0.01")
324 value_from.linked_to = portfolio.Amount("FOO", "1000")
325 value_to = portfolio.Amount("BTC", "1")
326 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
327
328 trade.prepare_order(compute_value="foo")
329
330 filled_amount.assert_called_with(in_base_currency=True)
331 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "buy", compute_value="foo")
332 self.assertEqual(1, len(trade.orders))
333 Order.assert_called_with("buy", portfolio.Amount("BTC", D("4.8")),
334 D("125"), "FOO", "long", self.m,
335 trade, close_if_possible=False)
336
337 with self.subTest(action="acquire", inverted=True):
338 filled_amount.return_value = portfolio.Amount("BTC", "4")
339 compute_value.return_value = D("125")
340
341 value_from = portfolio.Amount("BTC", "1")
342 value_from.rate = D("0.01")
343 value_from.linked_to = portfolio.Amount("FOO", "100")
344 value_to = portfolio.Amount("BTC", "10")
345 trade = portfolio.Trade(value_from, value_to, "FOO", self.m)
346
347 trade.prepare_order(compute_value="foo")
348
349 filled_amount.assert_called_with(in_base_currency=False)
350 compute_value.assert_called_with(self.m.get_ticker.return_value["original"], "sell", compute_value="foo")
351 self.assertEqual(1, len(trade.orders))
352 Order.assert_called_with("sell", portfolio.Amount("BTC", D("5")),
353 D("125"), "FOO", "long", self.m,
354 trade, close_if_possible=False)
355
356 def test_tick_actions_recreate(self):
357 value_from = portfolio.Amount("BTC", "0.5")
358 value_from.linked_to = portfolio.Amount("ETH", "10.0")
359 value_to = portfolio.Amount("BTC", "1.0")
360 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
361
362 self.assertEqual("average", trade.tick_actions_recreate(0))
363 self.assertEqual("foo", trade.tick_actions_recreate(0, default="foo"))
364 self.assertEqual("average", trade.tick_actions_recreate(1))
365 self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(2))
366 self.assertEqual(trade.tick_actions[2][1], trade.tick_actions_recreate(3))
367 self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(5))
368 self.assertEqual(trade.tick_actions[5][1], trade.tick_actions_recreate(6))
369 self.assertEqual("default", trade.tick_actions_recreate(7))
370 self.assertEqual("default", trade.tick_actions_recreate(8))
371
372 @mock.patch.object(portfolio.Trade, "prepare_order")
373 def test_update_order(self, prepare_order):
374 order_mock = mock.Mock()
375 new_order_mock = mock.Mock()
376
377 value_from = portfolio.Amount("BTC", "0.5")
378 value_from.linked_to = portfolio.Amount("ETH", "10.0")
379 value_to = portfolio.Amount("BTC", "1.0")
380 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
381 prepare_order.return_value = new_order_mock
382
383 for i in [0, 1, 3, 4, 6]:
384 with self.subTest(tick=i):
385 trade.update_order(order_mock, i)
386 order_mock.cancel.assert_not_called()
387 new_order_mock.run.assert_not_called()
388 self.m.report.log_order.assert_called_once_with(order_mock, i,
389 update="waiting", compute_value=None, new_order=None)
390
391 order_mock.reset_mock()
392 new_order_mock.reset_mock()
393 trade.orders = []
394 self.m.report.log_order.reset_mock()
395
396 trade.update_order(order_mock, 2)
397 order_mock.cancel.assert_called()
398 new_order_mock.run.assert_called()
399 prepare_order.assert_called()
400 self.m.report.log_order.assert_called()
401 self.assertEqual(2, self.m.report.log_order.call_count)
402 calls = [
403 mock.call(order_mock, 2, update="adjusting",
404 compute_value=mock.ANY,
405 new_order=new_order_mock),
406 mock.call(order_mock, 2, new_order=new_order_mock),
407 ]
408 self.m.report.log_order.assert_has_calls(calls)
409
410 order_mock.reset_mock()
411 new_order_mock.reset_mock()
412 trade.orders = []
413 self.m.report.log_order.reset_mock()
414
415 trade.update_order(order_mock, 5)
416 order_mock.cancel.assert_called()
417 new_order_mock.run.assert_called()
418 prepare_order.assert_called()
419 self.assertEqual(2, self.m.report.log_order.call_count)
420 self.m.report.log_order.assert_called()
421 calls = [
422 mock.call(order_mock, 5, update="adjusting",
423 compute_value=mock.ANY,
424 new_order=new_order_mock),
425 mock.call(order_mock, 5, new_order=new_order_mock),
426 ]
427 self.m.report.log_order.assert_has_calls(calls)
428
429 order_mock.reset_mock()
430 new_order_mock.reset_mock()
431 trade.orders = []
432 self.m.report.log_order.reset_mock()
433
434 trade.update_order(order_mock, 7)
435 order_mock.cancel.assert_called()
436 new_order_mock.run.assert_called()
437 prepare_order.assert_called_with(compute_value="default")
438 self.m.report.log_order.assert_called()
439 self.assertEqual(2, self.m.report.log_order.call_count)
440 calls = [
441 mock.call(order_mock, 7, update="market_fallback",
442 compute_value='default',
443 new_order=new_order_mock),
444 mock.call(order_mock, 7, new_order=new_order_mock),
445 ]
446 self.m.report.log_order.assert_has_calls(calls)
447
448 order_mock.reset_mock()
449 new_order_mock.reset_mock()
450 trade.orders = []
451 self.m.report.log_order.reset_mock()
452
453 for i in [10, 13, 16]:
454 with self.subTest(tick=i):
455 trade.update_order(order_mock, i)
456 order_mock.cancel.assert_called()
457 new_order_mock.run.assert_called()
458 prepare_order.assert_called_with(compute_value="default")
459 self.m.report.log_order.assert_called()
460 self.assertEqual(2, self.m.report.log_order.call_count)
461 calls = [
462 mock.call(order_mock, i, update="market_adjust",
463 compute_value='default',
464 new_order=new_order_mock),
465 mock.call(order_mock, i, new_order=new_order_mock),
466 ]
467 self.m.report.log_order.assert_has_calls(calls)
468
469 order_mock.reset_mock()
470 new_order_mock.reset_mock()
471 trade.orders = []
472 self.m.report.log_order.reset_mock()
473
474 for i in [8, 9, 11, 12]:
475 with self.subTest(tick=i):
476 trade.update_order(order_mock, i)
477 order_mock.cancel.assert_not_called()
478 new_order_mock.run.assert_not_called()
479 self.m.report.log_order.assert_called_once_with(order_mock, i, update="waiting",
480 compute_value=None, new_order=None)
481
482 order_mock.reset_mock()
483 new_order_mock.reset_mock()
484 trade.orders = []
485 self.m.report.log_order.reset_mock()
486
487
488 def test_print_with_order(self):
489 value_from = portfolio.Amount("BTC", "0.5")
490 value_from.linked_to = portfolio.Amount("ETH", "10.0")
491 value_to = portfolio.Amount("BTC", "1.0")
492 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
493
494 order_mock1 = mock.Mock()
495 order_mock1.__repr__ = mock.Mock()
496 order_mock1.__repr__.return_value = "Mock 1"
497 order_mock2 = mock.Mock()
498 order_mock2.__repr__ = mock.Mock()
499 order_mock2.__repr__.return_value = "Mock 2"
500 order_mock1.mouvements = []
501 mouvement_mock1 = mock.Mock()
502 mouvement_mock1.__repr__ = mock.Mock()
503 mouvement_mock1.__repr__.return_value = "Mouvement 1"
504 mouvement_mock2 = mock.Mock()
505 mouvement_mock2.__repr__ = mock.Mock()
506 mouvement_mock2.__repr__.return_value = "Mouvement 2"
507 order_mock2.mouvements = [
508 mouvement_mock1, mouvement_mock2
509 ]
510 trade.orders.append(order_mock1)
511 trade.orders.append(order_mock2)
512
513 with mock.patch.object(trade, "filled_amount") as filled:
514 filled.return_value = portfolio.Amount("BTC", "0.1")
515
516 trade.print_with_order()
517
518 self.m.report.print_log.assert_called()
519 calls = self.m.report.print_log.mock_calls
520 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(calls[0][1][0]))
521 self.assertEqual("\tMock 1", str(calls[1][1][0]))
522 self.assertEqual("\tMock 2", str(calls[2][1][0]))
523 self.assertEqual("\t\tMouvement 1", str(calls[3][1][0]))
524 self.assertEqual("\t\tMouvement 2", str(calls[4][1][0]))
525
526 self.m.report.print_log.reset_mock()
527
528 filled.return_value = portfolio.Amount("BTC", "0.5")
529 trade.print_with_order()
530 calls = self.m.report.print_log.mock_calls
531 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ✔)", str(calls[0][1][0]))
532
533 self.m.report.print_log.reset_mock()
534
535 filled.return_value = portfolio.Amount("BTC", "0.1")
536 trade.closed = True
537 trade.print_with_order()
538 calls = self.m.report.print_log.mock_calls
539 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire ❌)", str(calls[0][1][0]))
540
541 def test_close(self):
542 value_from = portfolio.Amount("BTC", "0.5")
543 value_from.linked_to = portfolio.Amount("ETH", "10.0")
544 value_to = portfolio.Amount("BTC", "1.0")
545 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
546 order1 = mock.Mock()
547 trade.orders.append(order1)
548
549 trade.close()
550
551 self.assertEqual(True, trade.closed)
552 order1.cancel.assert_called_once_with()
553
554 def test_pending(self):
555 value_from = portfolio.Amount("BTC", "0.5")
556 value_from.linked_to = portfolio.Amount("ETH", "10.0")
557 value_to = portfolio.Amount("BTC", "1.0")
558 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
559
560 trade.closed = True
561 self.assertEqual(False, trade.pending)
562
563 trade.closed = False
564 self.assertEqual(True, trade.pending)
565
566 order1 = mock.Mock()
567 order1.filled_amount.return_value = portfolio.Amount("BTC", "0.5")
568 trade.orders.append(order1)
569 self.assertEqual(False, trade.pending)
570
571 def test__repr(self):
572 value_from = portfolio.Amount("BTC", "0.5")
573 value_from.linked_to = portfolio.Amount("ETH", "10.0")
574 value_to = portfolio.Amount("BTC", "1.0")
575 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
576
577 self.assertEqual("Trade(0.50000000 BTC [10.00000000 ETH] -> 1.00000000 BTC in ETH, acquire)", str(trade))
578
579 def test_as_json(self):
580 value_from = portfolio.Amount("BTC", "0.5")
581 value_from.linked_to = portfolio.Amount("ETH", "10.0")
582 value_to = portfolio.Amount("BTC", "1.0")
583 trade = portfolio.Trade(value_from, value_to, "ETH", self.m)
584
585 as_json = trade.as_json()
586 self.assertEqual("acquire", as_json["action"])
587 self.assertEqual(D("0.5"), as_json["from"])
588 self.assertEqual(D("1.0"), as_json["to"])
589 self.assertEqual("ETH", as_json["currency"])
590 self.assertEqual("BTC", as_json["base_currency"])
591
592class BalanceTest(WebMockTestCase):
593 def test_values(self):
594 balance = portfolio.Balance("BTC", {
595 "exchange_total": "0.65",
596 "exchange_free": "0.35",
597 "exchange_used": "0.30",
598 "margin_total": "-10",
599 "margin_borrowed": "10",
600 "margin_available": "0",
601 "margin_in_position": "0",
602 "margin_position_type": "short",
603 "margin_borrowed_base_currency": "USDT",
604 "margin_liquidation_price": "1.20",
605 "margin_pending_gain": "10",
606 "margin_lending_fees": "0.4",
607 "margin_borrowed_base_price": "0.15",
608 })
609 self.assertEqual(portfolio.D("0.65"), balance.exchange_total.value)
610 self.assertEqual(portfolio.D("0.35"), balance.exchange_free.value)
611 self.assertEqual(portfolio.D("0.30"), balance.exchange_used.value)
612 self.assertEqual("BTC", balance.exchange_total.currency)
613 self.assertEqual("BTC", balance.exchange_free.currency)
614 self.assertEqual("BTC", balance.exchange_total.currency)
615
616 self.assertEqual(portfolio.D("-10"), balance.margin_total.value)
617 self.assertEqual(portfolio.D("10"), balance.margin_borrowed.value)
618 self.assertEqual(portfolio.D("0"), balance.margin_available.value)
619 self.assertEqual("BTC", balance.margin_total.currency)
620 self.assertEqual("BTC", balance.margin_borrowed.currency)
621 self.assertEqual("BTC", balance.margin_available.currency)
622
623 self.assertEqual("BTC", balance.currency)
624
625 self.assertEqual(portfolio.D("0.4"), balance.margin_lending_fees.value)
626 self.assertEqual("USDT", balance.margin_lending_fees.currency)
627
628 def test__repr(self):
629 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX])",
630 repr(portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })))
631 balance = portfolio.Balance("BTX", { "exchange_total": 3,
632 "exchange_used": 1, "exchange_free": 2 })
633 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
634
635 balance = portfolio.Balance("BTX", { "exchange_total": 1, "exchange_used": 1})
636 self.assertEqual("Balance(BTX Exch: [❌1.00000000 BTX])", repr(balance))
637
638 balance = portfolio.Balance("BTX", { "margin_total": 3,
639 "margin_in_position": 1, "margin_available": 2 })
640 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX + ❌1.00000000 BTX = 3.00000000 BTX])", repr(balance))
641
642 balance = portfolio.Balance("BTX", { "margin_total": 2, "margin_available": 2 })
643 self.assertEqual("Balance(BTX Margin: [✔2.00000000 BTX])", repr(balance))
644
645 balance = portfolio.Balance("BTX", { "margin_total": -3,
646 "margin_borrowed_base_price": D("0.1"),
647 "margin_borrowed_base_currency": "BTC",
648 "margin_lending_fees": D("0.002") })
649 self.assertEqual("Balance(BTX Margin: [-3.00000000 BTX @@ 0.10000000 BTC/0.00200000 BTC])", repr(balance))
650
651 balance = portfolio.Balance("BTX", { "margin_total": 1,
652 "margin_in_position": 1, "exchange_free": 2, "exchange_total": 2})
653 self.assertEqual("Balance(BTX Exch: [✔2.00000000 BTX] Margin: [❌1.00000000 BTX] Total: [0.00000000 BTX])", repr(balance))
654
655 def test_as_json(self):
656 balance = portfolio.Balance("BTX", { "exchange_free": 2, "exchange_total": 2 })
657 as_json = balance.as_json()
658 self.assertEqual(set(portfolio.Balance.base_keys), set(as_json.keys()))
659 self.assertEqual(D(0), as_json["total"])
660 self.assertEqual(D(2), as_json["exchange_total"])
661 self.assertEqual(D(2), as_json["exchange_free"])
662 self.assertEqual(D(0), as_json["exchange_used"])
663 self.assertEqual(D(0), as_json["margin_total"])
664 self.assertEqual(D(0), as_json["margin_available"])
665 self.assertEqual(D(0), as_json["margin_borrowed"])
666
667class OrderTest(WebMockTestCase):
668 def test_values(self):
669 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
670 D("0.1"), "BTC", "long", "market", "trade")
671 self.assertEqual("buy", order.action)
672 self.assertEqual(10, order.amount.value)
673 self.assertEqual("ETH", order.amount.currency)
674 self.assertEqual(D("0.1"), order.rate)
675 self.assertEqual("BTC", order.base_currency)
676 self.assertEqual("market", order.market)
677 self.assertEqual("long", order.trade_type)
678 self.assertEqual("pending", order.status)
679 self.assertEqual("trade", order.trade)
680 self.assertIsNone(order.id)
681 self.assertFalse(order.close_if_possible)
682
683 def test__repr(self):
684 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
685 D("0.1"), "BTC", "long", "market", "trade")
686 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending])", repr(order))
687
688 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
689 D("0.1"), "BTC", "long", "market", "trade",
690 close_if_possible=True)
691 self.assertEqual("Order(buy long 10.00000000 ETH at 0.1 BTC [pending] ✂)", repr(order))
692
693 def test_as_json(self):
694 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
695 D("0.1"), "BTC", "long", "market", "trade")
696 mouvement_mock1 = mock.Mock()
697 mouvement_mock1.as_json.return_value = 1
698 mouvement_mock2 = mock.Mock()
699 mouvement_mock2.as_json.return_value = 2
700
701 order.mouvements = [mouvement_mock1, mouvement_mock2]
702 as_json = order.as_json()
703 self.assertEqual("buy", as_json["action"])
704 self.assertEqual("long", as_json["trade_type"])
705 self.assertEqual(10, as_json["amount"])
706 self.assertEqual("ETH", as_json["currency"])
707 self.assertEqual("BTC", as_json["base_currency"])
708 self.assertEqual(D("0.1"), as_json["rate"])
709 self.assertEqual("pending", as_json["status"])
710 self.assertEqual(False, as_json["close_if_possible"])
711 self.assertIsNone(as_json["id"])
712 self.assertEqual([1, 2], as_json["mouvements"])
713
714 def test_account(self):
715 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
716 D("0.1"), "BTC", "long", "market", "trade")
717 self.assertEqual("exchange", order.account)
718
719 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
720 D("0.1"), "BTC", "short", "market", "trade")
721 self.assertEqual("margin", order.account)
722
723 def test_pending(self):
724 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
725 D("0.1"), "BTC", "long", "market", "trade")
726 self.assertTrue(order.pending)
727 order.status = "open"
728 self.assertFalse(order.pending)
729
730 def test_open(self):
731 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
732 D("0.1"), "BTC", "long", "market", "trade")
733 self.assertFalse(order.open)
734 order.status = "open"
735 self.assertTrue(order.open)
736
737 def test_finished(self):
738 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
739 D("0.1"), "BTC", "long", "market", "trade")
740 self.assertFalse(order.finished)
741 order.status = "closed"
742 self.assertTrue(order.finished)
743 order.status = "canceled"
744 self.assertTrue(order.finished)
745 order.status = "error"
746 self.assertTrue(order.finished)
747
748 @mock.patch.object(portfolio.Order, "fetch")
749 def test_cancel(self, fetch):
750 with self.subTest(debug=True):
751 self.m.debug = True
752 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
753 D("0.1"), "BTC", "long", self.m, "trade")
754 order.status = "open"
755
756 order.cancel()
757 self.m.ccxt.cancel_order.assert_not_called()
758 self.m.report.log_debug_action.assert_called_once()
759 self.m.report.log_debug_action.reset_mock()
760 self.assertEqual("canceled", order.status)
761
762 with self.subTest(desc="Nominal case"):
763 self.m.debug = False
764 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
765 D("0.1"), "BTC", "long", self.m, "trade")
766 order.status = "open"
767 order.id = 42
768
769 order.cancel()
770 self.m.ccxt.cancel_order.assert_called_with(42)
771 fetch.assert_called_once_with()
772 self.m.report.log_debug_action.assert_not_called()
773
774 with self.subTest(exception=True):
775 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
776 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
777 D("0.1"), "BTC", "long", self.m, "trade")
778 order.status = "open"
779 order.id = 42
780 order.cancel()
781 self.m.ccxt.cancel_order.assert_called_with(42)
782 self.m.report.log_error.assert_called_once()
783
784 self.m.reset_mock()
785 with self.subTest(id=None):
786 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
787 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
788 D("0.1"), "BTC", "long", self.m, "trade")
789 order.status = "open"
790 order.cancel()
791 self.m.ccxt.cancel_order.assert_not_called()
792
793 self.m.reset_mock()
794 with self.subTest(open=False):
795 self.m.ccxt.cancel_order.side_effect = portfolio.OrderNotFound
796 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
797 D("0.1"), "BTC", "long", self.m, "trade")
798 order.status = "closed"
799 order.cancel()
800 self.m.ccxt.cancel_order.assert_not_called()
801
802 def test_dust_amount_remaining(self):
803 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
804 D("0.1"), "BTC", "long", self.m, "trade")
805 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", 1))
806 self.assertFalse(order.dust_amount_remaining())
807
808 order.remaining_amount = mock.Mock(return_value=portfolio.Amount("ETH", D("0.0001")))
809 self.assertTrue(order.dust_amount_remaining())
810
811 @mock.patch.object(portfolio.Order, "fetch")
812 @mock.patch.object(portfolio.Order, "filled_amount", return_value=portfolio.Amount("ETH", 1))
813 def test_remaining_amount(self, filled_amount, fetch):
814 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
815 D("0.1"), "BTC", "long", self.m, "trade")
816
817 self.assertEqual(9, order.remaining_amount().value)
818
819 order.status = "open"
820 self.assertEqual(9, order.remaining_amount().value)
821
822 @mock.patch.object(portfolio.Order, "fetch")
823 def test_filled_amount(self, fetch):
824 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
825 D("0.1"), "BTC", "long", self.m, "trade")
826 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
827 "tradeID": 42, "type": "buy", "fee": "0.0015",
828 "date": "2017-12-30 12:00:12", "rate": "0.1",
829 "amount": "3", "total": "0.3"
830 }))
831 order.mouvements.append(portfolio.Mouvement("ETH", "BTC", {
832 "tradeID": 43, "type": "buy", "fee": "0.0015",
833 "date": "2017-12-30 13:00:12", "rate": "0.2",
834 "amount": "2", "total": "0.4"
835 }))
836 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount())
837 fetch.assert_not_called()
838 order.status = "open"
839 self.assertEqual(portfolio.Amount("ETH", 5), order.filled_amount(in_base_currency=False))
840 fetch.assert_called_once()
841 self.assertEqual(portfolio.Amount("BTC", "0.7"), order.filled_amount(in_base_currency=True))
842
843 def test_fetch_mouvements(self):
844 self.m.ccxt.privatePostReturnOrderTrades.return_value = [
845 {
846 "tradeID": 42, "type": "buy", "fee": "0.0015",
847 "date": "2017-12-30 13:00:12", "rate": "0.1",
848 "amount": "3", "total": "0.3"
849 },
850 {
851 "tradeID": 43, "type": "buy", "fee": "0.0015",
852 "date": "2017-12-30 12:00:12", "rate": "0.2",
853 "amount": "2", "total": "0.4"
854 }
855 ]
856 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
857 D("0.1"), "BTC", "long", self.m, "trade")
858 order.id = 12
859 order.mouvements = ["Foo", "Bar", "Baz"]
860
861 order.fetch_mouvements()
862
863 self.m.ccxt.privatePostReturnOrderTrades.assert_called_with({"orderNumber": 12})
864 self.assertEqual(2, len(order.mouvements))
865 self.assertEqual(43, order.mouvements[0].id)
866 self.assertEqual(42, order.mouvements[1].id)
867
868 self.m.ccxt.privatePostReturnOrderTrades.side_effect = portfolio.ExchangeError
869 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
870 D("0.1"), "BTC", "long", self.m, "trade")
871 order.fetch_mouvements()
872 self.assertEqual(0, len(order.mouvements))
873
874 def test_mark_finished_order(self):
875 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
876 D("0.1"), "BTC", "short", self.m, "trade",
877 close_if_possible=True)
878 order.status = "closed"
879 self.m.debug = False
880
881 order.mark_finished_order()
882 self.m.ccxt.close_margin_position.assert_called_with("ETH", "BTC")
883 self.m.ccxt.close_margin_position.reset_mock()
884
885 order.status = "open"
886 order.mark_finished_order()
887 self.m.ccxt.close_margin_position.assert_not_called()
888
889 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
890 D("0.1"), "BTC", "short", self.m, "trade",
891 close_if_possible=False)
892 order.status = "closed"
893 order.mark_finished_order()
894 self.m.ccxt.close_margin_position.assert_not_called()
895
896 order = portfolio.Order("sell", portfolio.Amount("ETH", 10),
897 D("0.1"), "BTC", "short", self.m, "trade",
898 close_if_possible=True)
899 order.status = "closed"
900 order.mark_finished_order()
901 self.m.ccxt.close_margin_position.assert_not_called()
902
903 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
904 D("0.1"), "BTC", "long", self.m, "trade",
905 close_if_possible=True)
906 order.status = "closed"
907 order.mark_finished_order()
908 self.m.ccxt.close_margin_position.assert_not_called()
909
910 self.m.debug = True
911
912 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
913 D("0.1"), "BTC", "short", self.m, "trade",
914 close_if_possible=True)
915 order.status = "closed"
916
917 order.mark_finished_order()
918 self.m.ccxt.close_margin_position.assert_not_called()
919 self.m.report.log_debug_action.assert_called_once()
920
921 @mock.patch.object(portfolio.Order, "fetch_mouvements")
922 @mock.patch.object(portfolio.Order, "mark_disappeared_order")
923 @mock.patch.object(portfolio.Order, "mark_finished_order")
924 def test_fetch(self, mark_finished_order, mark_disappeared_order, fetch_mouvements):
925 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
926 D("0.1"), "BTC", "long", self.m, "trade")
927 order.id = 45
928 with self.subTest(debug=True):
929 self.m.debug = True
930 order.fetch()
931 self.m.report.log_debug_action.assert_called_once()
932 self.m.report.log_debug_action.reset_mock()
933 self.m.ccxt.fetch_order.assert_not_called()
934 mark_finished_order.assert_not_called()
935 mark_disappeared_order.assert_not_called()
936 fetch_mouvements.assert_not_called()
937
938 with self.subTest(debug=False):
939 self.m.debug = False
940 self.m.ccxt.fetch_order.return_value = {
941 "status": "foo",
942 "datetime": "timestamp"
943 }
944 order.fetch()
945
946 self.m.ccxt.fetch_order.assert_called_once_with(45)
947 fetch_mouvements.assert_called_once()
948 self.assertEqual("foo", order.status)
949 self.assertEqual("timestamp", order.timestamp)
950 self.assertEqual(1, len(order.results))
951 self.m.report.log_debug_action.assert_not_called()
952 mark_finished_order.assert_called_once()
953 mark_disappeared_order.assert_called_once()
954
955 mark_finished_order.reset_mock()
956 with self.subTest(missing_order=True):
957 self.m.ccxt.fetch_order.side_effect = [
958 portfolio.OrderNotCached,
959 ]
960 order.fetch()
961 self.assertEqual("closed_unknown", order.status)
962 mark_finished_order.assert_called_once()
963
964 def test_mark_disappeared_order(self):
965 with self.subTest("Open order"):
966 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
967 D("0.1"), "BTC", "long", self.m, "trade")
968 order.id = 45
969 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
970 "tradeID":21336541,
971 "currencyPair":"BTC_XRP",
972 "type":"sell",
973 "rate":"0.00007013",
974 "amount":"0.00000222",
975 "total":"0.00000000",
976 "fee":"0.00150000",
977 "date":"2018-04-02 00:09:13"
978 }))
979 order.mark_disappeared_order()
980 self.assertEqual("pending", order.status)
981
982 with self.subTest("Non-zero amount"):
983 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
984 D("0.1"), "BTC", "long", self.m, "trade")
985 order.id = 45
986 order.status = "closed"
987 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
988 "tradeID":21336541,
989 "currencyPair":"BTC_XRP",
990 "type":"sell",
991 "rate":"0.00007013",
992 "amount":"0.00000222",
993 "total":"0.00000010",
994 "fee":"0.00150000",
995 "date":"2018-04-02 00:09:13"
996 }))
997 order.mark_disappeared_order()
998 self.assertEqual("closed", order.status)
999
1000 with self.subTest("Other mouvements"):
1001 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1002 D("0.1"), "BTC", "long", self.m, "trade")
1003 order.id = 45
1004 order.status = "closed"
1005 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
1006 "tradeID":21336541,
1007 "currencyPair":"BTC_XRP",
1008 "type":"sell",
1009 "rate":"0.00007013",
1010 "amount":"0.00000222",
1011 "total":"0.00000001",
1012 "fee":"0.00150000",
1013 "date":"2018-04-02 00:09:13"
1014 }))
1015 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
1016 "tradeID":21336541,
1017 "currencyPair":"BTC_XRP",
1018 "type":"sell",
1019 "rate":"0.00007013",
1020 "amount":"0.00000222",
1021 "total":"0.00000000",
1022 "fee":"0.00150000",
1023 "date":"2018-04-02 00:09:13"
1024 }))
1025 order.mark_disappeared_order()
1026 self.assertEqual("error_disappeared", order.status)
1027
1028 with self.subTest("Order disappeared"):
1029 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1030 D("0.1"), "BTC", "long", self.m, "trade")
1031 order.id = 45
1032 order.status = "closed"
1033 order.mouvements.append(portfolio.Mouvement("XRP", "BTC", {
1034 "tradeID":21336541,
1035 "currencyPair":"BTC_XRP",
1036 "type":"sell",
1037 "rate":"0.00007013",
1038 "amount":"0.00000222",
1039 "total":"0.00000000",
1040 "fee":"0.00150000",
1041 "date":"2018-04-02 00:09:13"
1042 }))
1043 order.mark_disappeared_order()
1044 self.assertEqual("error_disappeared", order.status)
1045
1046 @mock.patch.object(portfolio.Order, "fetch")
1047 def test_get_status(self, fetch):
1048 with self.subTest(debug=True):
1049 self.m.debug = True
1050 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1051 D("0.1"), "BTC", "long", self.m, "trade")
1052 self.assertEqual("pending", order.get_status())
1053 fetch.assert_not_called()
1054 self.m.report.log_debug_action.assert_called_once()
1055
1056 with self.subTest(debug=False, finished=False):
1057 self.m.debug = False
1058 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1059 D("0.1"), "BTC", "long", self.m, "trade")
1060 def _fetch(order):
1061 def update_status():
1062 order.status = "open"
1063 return update_status
1064 fetch.side_effect = _fetch(order)
1065 self.assertEqual("open", order.get_status())
1066 fetch.assert_called_once()
1067
1068 fetch.reset_mock()
1069 with self.subTest(debug=False, finished=True):
1070 self.m.debug = False
1071 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1072 D("0.1"), "BTC", "long", self.m, "trade")
1073 def _fetch(order):
1074 def update_status():
1075 order.status = "closed"
1076 return update_status
1077 fetch.side_effect = _fetch(order)
1078 self.assertEqual("closed", order.get_status())
1079 fetch.assert_called_once()
1080
1081 def test_run(self):
1082 self.m.ccxt.order_precision.return_value = 4
1083 with self.subTest(debug=True):
1084 self.m.debug = True
1085 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1086 D("0.1"), "BTC", "long", self.m, "trade")
1087 order.run()
1088 self.m.ccxt.create_order.assert_not_called()
1089 self.m.report.log_debug_action.assert_called_with("market.ccxt.create_order('ETH/BTC', 'limit', 'buy', 10.0000, price=0.1, account=exchange)")
1090 self.assertEqual("open", order.status)
1091 self.assertEqual(1, len(order.results))
1092 self.assertEqual(-1, order.id)
1093
1094 self.m.ccxt.create_order.reset_mock()
1095 with self.subTest(debug=False):
1096 self.m.debug = False
1097 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1098 D("0.1"), "BTC", "long", self.m, "trade")
1099 self.m.ccxt.create_order.return_value = { "id": 123 }
1100 order.run()
1101 self.m.ccxt.create_order.assert_called_once()
1102 self.assertEqual(1, len(order.results))
1103 self.assertEqual("open", order.status)
1104
1105 self.m.ccxt.create_order.reset_mock()
1106 with self.subTest(exception=True):
1107 order = portfolio.Order("buy", portfolio.Amount("ETH", 10),
1108 D("0.1"), "BTC", "long", self.m, "trade")
1109 self.m.ccxt.create_order.side_effect = Exception("bouh")
1110 order.run()
1111 self.m.ccxt.create_order.assert_called_once()
1112 self.assertEqual(0, len(order.results))
1113 self.assertEqual("error", order.status)
1114 self.m.report.log_error.assert_called_once()
1115
1116 self.m.ccxt.create_order.reset_mock()
1117 with self.subTest(dust_amount_exception=True),\
1118 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1119 order = portfolio.Order("buy", portfolio.Amount("ETH", 0.001),
1120 D("0.1"), "BTC", "long", self.m, "trade")
1121 self.m.ccxt.create_order.side_effect = portfolio.InvalidOrder
1122 order.run()
1123 self.m.ccxt.create_order.assert_called_once()
1124 self.assertEqual(0, len(order.results))
1125 self.assertEqual("closed", order.status)
1126 mark_finished_order.assert_called_once()
1127
1128 self.m.ccxt.order_precision.return_value = 8
1129 self.m.ccxt.create_order.reset_mock()
1130 with self.subTest(insufficient_funds=True),\
1131 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1132 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1133 D("0.1"), "BTC", "long", self.m, "trade")
1134 self.m.ccxt.create_order.side_effect = [
1135 portfolio.InsufficientFunds,
1136 portfolio.InsufficientFunds,
1137 portfolio.InsufficientFunds,
1138 { "id": 123 },
1139 ]
1140 order.run()
1141 self.m.ccxt.create_order.assert_has_calls([
1142 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1143 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
1144 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
1145 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
1146 ])
1147 self.assertEqual(4, self.m.ccxt.create_order.call_count)
1148 self.assertEqual(1, len(order.results))
1149 self.assertEqual("open", order.status)
1150 self.assertEqual(4, order.tries)
1151 self.m.report.log_error.assert_called()
1152 self.assertEqual(4, self.m.report.log_error.call_count)
1153
1154 self.m.ccxt.order_precision.return_value = 8
1155 self.m.ccxt.create_order.reset_mock()
1156 self.m.report.log_error.reset_mock()
1157 with self.subTest(insufficient_funds=True),\
1158 mock.patch.object(portfolio.Order, "mark_finished_order") as mark_finished_order:
1159 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1160 D("0.1"), "BTC", "long", self.m, "trade")
1161 self.m.ccxt.create_order.side_effect = [
1162 portfolio.InsufficientFunds,
1163 portfolio.InsufficientFunds,
1164 portfolio.InsufficientFunds,
1165 portfolio.InsufficientFunds,
1166 portfolio.InsufficientFunds,
1167 ]
1168 order.run()
1169 self.m.ccxt.create_order.assert_has_calls([
1170 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1171 mock.call('ETH/BTC', 'limit', 'buy', D('0.00099'), account='exchange', price=D('0.1')),
1172 mock.call('ETH/BTC', 'limit', 'buy', D('0.0009801'), account='exchange', price=D('0.1')),
1173 mock.call('ETH/BTC', 'limit', 'buy', D('0.00097029'), account='exchange', price=D('0.1')),
1174 mock.call('ETH/BTC', 'limit', 'buy', D('0.00096059'), account='exchange', price=D('0.1')),
1175 ])
1176 self.assertEqual(5, self.m.ccxt.create_order.call_count)
1177 self.assertEqual(0, len(order.results))
1178 self.assertEqual("error", order.status)
1179 self.assertEqual(5, order.tries)
1180 self.m.report.log_error.assert_called()
1181 self.assertEqual(5, self.m.report.log_error.call_count)
1182 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00096060 ETH at 0.1 BTC [pending])", exception=mock.ANY)
1183
1184 self.m.reset_mock()
1185 with self.subTest(invalid_nonce=True):
1186 with self.subTest(retry_success=True):
1187 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1188 D("0.1"), "BTC", "long", self.m, "trade")
1189 self.m.ccxt.create_order.side_effect = [
1190 portfolio.InvalidNonce,
1191 portfolio.InvalidNonce,
1192 { "id": 123 },
1193 ]
1194 order.run()
1195 self.m.ccxt.create_order.assert_has_calls([
1196 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1197 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1198 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1199 ])
1200 self.assertEqual(3, self.m.ccxt.create_order.call_count)
1201 self.assertEqual(3, order.tries)
1202 self.m.report.log_error.assert_called()
1203 self.assertEqual(2, self.m.report.log_error.call_count)
1204 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after invalid nonce", exception=mock.ANY)
1205 self.assertEqual(123, order.id)
1206
1207 self.m.reset_mock()
1208 with self.subTest(retry_success=False):
1209 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1210 D("0.1"), "BTC", "long", self.m, "trade")
1211 self.m.ccxt.create_order.side_effect = [
1212 portfolio.InvalidNonce,
1213 portfolio.InvalidNonce,
1214 portfolio.InvalidNonce,
1215 portfolio.InvalidNonce,
1216 portfolio.InvalidNonce,
1217 ]
1218 order.run()
1219 self.assertEqual(5, self.m.ccxt.create_order.call_count)
1220 self.assertEqual(5, order.tries)
1221 self.m.report.log_error.assert_called()
1222 self.assertEqual(5, self.m.report.log_error.call_count)
1223 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after invalid nonce", exception=mock.ANY)
1224 self.assertEqual("error", order.status)
1225
1226 self.m.reset_mock()
1227 with self.subTest(request_timeout=True):
1228 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1229 D("0.1"), "BTC", "long", self.m, "trade")
1230 with self.subTest(retrieved=False), \
1231 mock.patch.object(order, "retrieve_order") as retrieve:
1232 self.m.ccxt.create_order.side_effect = [
1233 portfolio.RequestTimeout,
1234 portfolio.RequestTimeout,
1235 { "id": 123 },
1236 ]
1237 retrieve.return_value = False
1238 order.run()
1239 self.m.ccxt.create_order.assert_has_calls([
1240 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1241 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1242 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1243 ])
1244 self.assertEqual(3, self.m.ccxt.create_order.call_count)
1245 self.assertEqual(3, order.tries)
1246 self.m.report.log_error.assert_called()
1247 self.assertEqual(2, self.m.report.log_error.call_count)
1248 self.m.report.log_error.assert_called_with(mock.ANY, message="Retrying after timeout", exception=mock.ANY)
1249 self.assertEqual(123, order.id)
1250
1251 self.m.reset_mock()
1252 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1253 D("0.1"), "BTC", "long", self.m, "trade")
1254 with self.subTest(retrieved=True), \
1255 mock.patch.object(order, "retrieve_order") as retrieve:
1256 self.m.ccxt.create_order.side_effect = [
1257 portfolio.RequestTimeout,
1258 ]
1259 def _retrieve():
1260 order.results.append({"id": 123})
1261 return True
1262 retrieve.side_effect = _retrieve
1263 order.run()
1264 self.m.ccxt.create_order.assert_has_calls([
1265 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1266 ])
1267 self.assertEqual(1, self.m.ccxt.create_order.call_count)
1268 self.assertEqual(1, order.tries)
1269 self.m.report.log_error.assert_called()
1270 self.assertEqual(1, self.m.report.log_error.call_count)
1271 self.m.report.log_error.assert_called_with(mock.ANY, message="Timeout, found the order")
1272 self.assertEqual(123, order.id)
1273
1274 self.m.reset_mock()
1275 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1276 D("0.1"), "BTC", "long", self.m, "trade")
1277 with self.subTest(retrieved=False), \
1278 mock.patch.object(order, "retrieve_order") as retrieve:
1279 self.m.ccxt.create_order.side_effect = [
1280 portfolio.RequestTimeout,
1281 portfolio.RequestTimeout,
1282 portfolio.RequestTimeout,
1283 portfolio.RequestTimeout,
1284 portfolio.RequestTimeout,
1285 ]
1286 retrieve.return_value = False
1287 order.run()
1288 self.m.ccxt.create_order.assert_has_calls([
1289 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1290 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1291 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1292 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1293 mock.call('ETH/BTC', 'limit', 'buy', D('0.0010'), account='exchange', price=D('0.1')),
1294 ])
1295 self.assertEqual(5, self.m.ccxt.create_order.call_count)
1296 self.assertEqual(5, order.tries)
1297 self.m.report.log_error.assert_called()
1298 self.assertEqual(5, self.m.report.log_error.call_count)
1299 self.m.report.log_error.assert_called_with(mock.ANY, message="Giving up Order(buy long 0.00100000 ETH at 0.1 BTC [pending]) after timeouts", exception=mock.ANY)
1300 self.assertEqual("error", order.status)
1301
1302 def test_retrieve_order(self):
1303 with self.subTest(similar_open_order=True):
1304 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1305 D("0.1"), "BTC", "long", self.m, "trade")
1306 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
1307
1308 self.m.ccxt.order_precision.return_value = 8
1309 self.m.ccxt.fetch_orders.return_value = [
1310 { # Wrong amount
1311 'amount': 0.002, 'cost': 0.1,
1312 'datetime': '2018-03-25T15:15:51.000Z',
1313 'fee': None, 'filled': 0.0,
1314 'id': '1',
1315 'info': {
1316 'amount': '0.002',
1317 'date': '2018-03-25 15:15:51',
1318 'margin': 0, 'orderNumber': '1',
1319 'price': '0.1', 'rate': '0.1',
1320 'side': 'buy', 'startingAmount': '0.002',
1321 'status': 'open', 'total': '0.0002',
1322 'type': 'limit'
1323 },
1324 'price': 0.1, 'remaining': 0.002, 'side': 'buy',
1325 'status': 'open', 'symbol': 'ETH/BTC',
1326 'timestamp': 1521990951000, 'trades': None,
1327 'type': 'limit'
1328 },
1329 { # Margin
1330 'amount': 0.001, 'cost': 0.1,
1331 'datetime': '2018-03-25T15:15:51.000Z',
1332 'fee': None, 'filled': 0.0,
1333 'id': '2',
1334 'info': {
1335 'amount': '0.001',
1336 'date': '2018-03-25 15:15:51',
1337 'margin': 1, 'orderNumber': '2',
1338 'price': '0.1', 'rate': '0.1',
1339 'side': 'buy', 'startingAmount': '0.001',
1340 'status': 'open', 'total': '0.0001',
1341 'type': 'limit'
1342 },
1343 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
1344 'status': 'open', 'symbol': 'ETH/BTC',
1345 'timestamp': 1521990951000, 'trades': None,
1346 'type': 'limit'
1347 },
1348 { # selling
1349 'amount': 0.001, 'cost': 0.1,
1350 'datetime': '2018-03-25T15:15:51.000Z',
1351 'fee': None, 'filled': 0.0,
1352 'id': '3',
1353 'info': {
1354 'amount': '0.001',
1355 'date': '2018-03-25 15:15:51',
1356 'margin': 0, 'orderNumber': '3',
1357 'price': '0.1', 'rate': '0.1',
1358 'side': 'sell', 'startingAmount': '0.001',
1359 'status': 'open', 'total': '0.0001',
1360 'type': 'limit'
1361 },
1362 'price': 0.1, 'remaining': 0.001, 'side': 'sell',
1363 'status': 'open', 'symbol': 'ETH/BTC',
1364 'timestamp': 1521990951000, 'trades': None,
1365 'type': 'limit'
1366 },
1367 { # Wrong rate
1368 'amount': 0.001, 'cost': 0.15,
1369 'datetime': '2018-03-25T15:15:51.000Z',
1370 'fee': None, 'filled': 0.0,
1371 'id': '4',
1372 'info': {
1373 'amount': '0.001',
1374 'date': '2018-03-25 15:15:51',
1375 'margin': 0, 'orderNumber': '4',
1376 'price': '0.15', 'rate': '0.15',
1377 'side': 'buy', 'startingAmount': '0.001',
1378 'status': 'open', 'total': '0.0001',
1379 'type': 'limit'
1380 },
1381 'price': 0.15, 'remaining': 0.001, 'side': 'buy',
1382 'status': 'open', 'symbol': 'ETH/BTC',
1383 'timestamp': 1521990951000, 'trades': None,
1384 'type': 'limit'
1385 },
1386 { # All good
1387 'amount': 0.001, 'cost': 0.1,
1388 'datetime': '2018-03-25T15:15:51.000Z',
1389 'fee': None, 'filled': 0.0,
1390 'id': '5',
1391 'info': {
1392 'amount': '0.001',
1393 'date': '2018-03-25 15:15:51',
1394 'margin': 0, 'orderNumber': '1',
1395 'price': '0.1', 'rate': '0.1',
1396 'side': 'buy', 'startingAmount': '0.001',
1397 'status': 'open', 'total': '0.0001',
1398 'type': 'limit'
1399 },
1400 'price': 0.1, 'remaining': 0.001, 'side': 'buy',
1401 'status': 'open', 'symbol': 'ETH/BTC',
1402 'timestamp': 1521990951000, 'trades': None,
1403 'type': 'limit'
1404 }
1405 ]
1406 result = order.retrieve_order()
1407 self.assertTrue(result)
1408 self.assertEqual('5', order.results[0]["id"])
1409 self.m.ccxt.fetch_my_trades.assert_not_called()
1410 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
1411
1412 self.m.reset_mock()
1413 with self.subTest(similar_open_order=False, past_trades=True):
1414 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1415 D("0.1"), "BTC", "long", self.m, "trade")
1416 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
1417
1418 self.m.ccxt.order_precision.return_value = 8
1419 self.m.ccxt.fetch_orders.return_value = []
1420 self.m.ccxt.fetch_my_trades.return_value = [
1421 { # Wrong timestamp 1
1422 'amount': 0.0006,
1423 'cost': 0.00006,
1424 'datetime': '2018-03-25T15:15:14.000Z',
1425 'id': '1-1',
1426 'info': {
1427 'amount': '0.0006',
1428 'category': 'exchange',
1429 'date': '2018-03-25 15:15:14',
1430 'fee': '0.00150000',
1431 'globalTradeID': 1,
1432 'orderNumber': '1',
1433 'rate': '0.1',
1434 'total': '0.00006',
1435 'tradeID': '1-1',
1436 'type': 'buy'
1437 },
1438 'order': '1',
1439 'price': 0.1,
1440 'side': 'buy',
1441 'symbol': 'ETH/BTC',
1442 'timestamp': 1521983714,
1443 'type': 'limit'
1444 },
1445 { # Wrong timestamp 2
1446 'amount': 0.0004,
1447 'cost': 0.00004,
1448 'datetime': '2018-03-25T15:16:54.000Z',
1449 'id': '1-2',
1450 'info': {
1451 'amount': '0.0004',
1452 'category': 'exchange',
1453 'date': '2018-03-25 15:16:54',
1454 'fee': '0.00150000',
1455 'globalTradeID': 2,
1456 'orderNumber': '1',
1457 'rate': '0.1',
1458 'total': '0.00004',
1459 'tradeID': '1-2',
1460 'type': 'buy'
1461 },
1462 'order': '1',
1463 'price': 0.1,
1464 'side': 'buy',
1465 'symbol': 'ETH/BTC',
1466 'timestamp': 1521983814,
1467 'type': 'limit'
1468 },
1469 { # Wrong side 1
1470 'amount': 0.0006,
1471 'cost': 0.00006,
1472 'datetime': '2018-03-25T15:15:54.000Z',
1473 'id': '2-1',
1474 'info': {
1475 'amount': '0.0006',
1476 'category': 'exchange',
1477 'date': '2018-03-25 15:15:54',
1478 'fee': '0.00150000',
1479 'globalTradeID': 1,
1480 'orderNumber': '2',
1481 'rate': '0.1',
1482 'total': '0.00006',
1483 'tradeID': '2-1',
1484 'type': 'sell'
1485 },
1486 'order': '2',
1487 'price': 0.1,
1488 'side': 'sell',
1489 'symbol': 'ETH/BTC',
1490 'timestamp': 1521983754,
1491 'type': 'limit'
1492 },
1493 { # Wrong side 2
1494 'amount': 0.0004,
1495 'cost': 0.00004,
1496 'datetime': '2018-03-25T15:16:54.000Z',
1497 'id': '2-2',
1498 'info': {
1499 'amount': '0.0004',
1500 'category': 'exchange',
1501 'date': '2018-03-25 15:16:54',
1502 'fee': '0.00150000',
1503 'globalTradeID': 2,
1504 'orderNumber': '2',
1505 'rate': '0.1',
1506 'total': '0.00004',
1507 'tradeID': '2-2',
1508 'type': 'buy'
1509 },
1510 'order': '2',
1511 'price': 0.1,
1512 'side': 'buy',
1513 'symbol': 'ETH/BTC',
1514 'timestamp': 1521983814,
1515 'type': 'limit'
1516 },
1517 { # Margin trade 1
1518 'amount': 0.0006,
1519 'cost': 0.00006,
1520 'datetime': '2018-03-25T15:15:54.000Z',
1521 'id': '3-1',
1522 'info': {
1523 'amount': '0.0006',
1524 'category': 'marginTrade',
1525 'date': '2018-03-25 15:15:54',
1526 'fee': '0.00150000',
1527 'globalTradeID': 1,
1528 'orderNumber': '3',
1529 'rate': '0.1',
1530 'total': '0.00006',
1531 'tradeID': '3-1',
1532 'type': 'buy'
1533 },
1534 'order': '3',
1535 'price': 0.1,
1536 'side': 'buy',
1537 'symbol': 'ETH/BTC',
1538 'timestamp': 1521983754,
1539 'type': 'limit'
1540 },
1541 { # Margin trade 2
1542 'amount': 0.0004,
1543 'cost': 0.00004,
1544 'datetime': '2018-03-25T15:16:54.000Z',
1545 'id': '3-2',
1546 'info': {
1547 'amount': '0.0004',
1548 'category': 'marginTrade',
1549 'date': '2018-03-25 15:16:54',
1550 'fee': '0.00150000',
1551 'globalTradeID': 2,
1552 'orderNumber': '3',
1553 'rate': '0.1',
1554 'total': '0.00004',
1555 'tradeID': '3-2',
1556 'type': 'buy'
1557 },
1558 'order': '3',
1559 'price': 0.1,
1560 'side': 'buy',
1561 'symbol': 'ETH/BTC',
1562 'timestamp': 1521983814,
1563 'type': 'limit'
1564 },
1565 { # Wrong amount 1
1566 'amount': 0.0005,
1567 'cost': 0.00005,
1568 'datetime': '2018-03-25T15:15:54.000Z',
1569 'id': '4-1',
1570 'info': {
1571 'amount': '0.0005',
1572 'category': 'exchange',
1573 'date': '2018-03-25 15:15:54',
1574 'fee': '0.00150000',
1575 'globalTradeID': 1,
1576 'orderNumber': '4',
1577 'rate': '0.1',
1578 'total': '0.00005',
1579 'tradeID': '4-1',
1580 'type': 'buy'
1581 },
1582 'order': '4',
1583 'price': 0.1,
1584 'side': 'buy',
1585 'symbol': 'ETH/BTC',
1586 'timestamp': 1521983754,
1587 'type': 'limit'
1588 },
1589 { # Wrong amount 2
1590 'amount': 0.0004,
1591 'cost': 0.00004,
1592 'datetime': '2018-03-25T15:16:54.000Z',
1593 'id': '4-2',
1594 'info': {
1595 'amount': '0.0004',
1596 'category': 'exchange',
1597 'date': '2018-03-25 15:16:54',
1598 'fee': '0.00150000',
1599 'globalTradeID': 2,
1600 'orderNumber': '4',
1601 'rate': '0.1',
1602 'total': '0.00004',
1603 'tradeID': '4-2',
1604 'type': 'buy'
1605 },
1606 'order': '4',
1607 'price': 0.1,
1608 'side': 'buy',
1609 'symbol': 'ETH/BTC',
1610 'timestamp': 1521983814,
1611 'type': 'limit'
1612 },
1613 { # Wrong price 1
1614 'amount': 0.0006,
1615 'cost': 0.000066,
1616 'datetime': '2018-03-25T15:15:54.000Z',
1617 'id': '5-1',
1618 'info': {
1619 'amount': '0.0006',
1620 'category': 'exchange',
1621 'date': '2018-03-25 15:15:54',
1622 'fee': '0.00150000',
1623 'globalTradeID': 1,
1624 'orderNumber': '5',
1625 'rate': '0.11',
1626 'total': '0.000066',
1627 'tradeID': '5-1',
1628 'type': 'buy'
1629 },
1630 'order': '5',
1631 'price': 0.11,
1632 'side': 'buy',
1633 'symbol': 'ETH/BTC',
1634 'timestamp': 1521983754,
1635 'type': 'limit'
1636 },
1637 { # Wrong price 2
1638 'amount': 0.0004,
1639 'cost': 0.00004,
1640 'datetime': '2018-03-25T15:16:54.000Z',
1641 'id': '5-2',
1642 'info': {
1643 'amount': '0.0004',
1644 'category': 'exchange',
1645 'date': '2018-03-25 15:16:54',
1646 'fee': '0.00150000',
1647 'globalTradeID': 2,
1648 'orderNumber': '5',
1649 'rate': '0.1',
1650 'total': '0.00004',
1651 'tradeID': '5-2',
1652 'type': 'buy'
1653 },
1654 'order': '5',
1655 'price': 0.1,
1656 'side': 'buy',
1657 'symbol': 'ETH/BTC',
1658 'timestamp': 1521983814,
1659 'type': 'limit'
1660 },
1661 { # All good 1
1662 'amount': 0.0006,
1663 'cost': 0.00006,
1664 'datetime': '2018-03-25T15:15:54.000Z',
1665 'id': '7-1',
1666 'info': {
1667 'amount': '0.0006',
1668 'category': 'exchange',
1669 'date': '2018-03-25 15:15:54',
1670 'fee': '0.00150000',
1671 'globalTradeID': 1,
1672 'orderNumber': '7',
1673 'rate': '0.1',
1674 'total': '0.00006',
1675 'tradeID': '7-1',
1676 'type': 'buy'
1677 },
1678 'order': '7',
1679 'price': 0.1,
1680 'side': 'buy',
1681 'symbol': 'ETH/BTC',
1682 'timestamp': 1521983754,
1683 'type': 'limit'
1684 },
1685 { # All good 2
1686 'amount': 0.0004,
1687 'cost': 0.000036,
1688 'datetime': '2018-03-25T15:16:54.000Z',
1689 'id': '7-2',
1690 'info': {
1691 'amount': '0.0004',
1692 'category': 'exchange',
1693 'date': '2018-03-25 15:16:54',
1694 'fee': '0.00150000',
1695 'globalTradeID': 2,
1696 'orderNumber': '7',
1697 'rate': '0.09',
1698 'total': '0.000036',
1699 'tradeID': '7-2',
1700 'type': 'buy'
1701 },
1702 'order': '7',
1703 'price': 0.09,
1704 'side': 'buy',
1705 'symbol': 'ETH/BTC',
1706 'timestamp': 1521983814,
1707 'type': 'limit'
1708 },
1709 ]
1710
1711 result = order.retrieve_order()
1712 self.assertTrue(result)
1713 self.assertEqual('7', order.results[0]["id"])
1714 self.m.ccxt.fetch_orders.assert_called_once_with(symbol="ETH/BTC", since=1521983750)
1715
1716 self.m.reset_mock()
1717 with self.subTest(similar_open_order=False, past_trades=False):
1718 order = portfolio.Order("buy", portfolio.Amount("ETH", "0.001"),
1719 D("0.1"), "BTC", "long", self.m, "trade")
1720 order.start_date = datetime.datetime(2018, 3, 25, 15, 15, 55)
1721
1722 self.m.ccxt.order_precision.return_value = 8
1723 self.m.ccxt.fetch_orders.return_value = []
1724 self.m.ccxt.fetch_my_trades.return_value = []
1725 result = order.retrieve_order()
1726 self.assertFalse(result)
1727
1728class MouvementTest(WebMockTestCase):
1729 def test_values(self):
1730 mouvement = portfolio.Mouvement("ETH", "BTC", {
1731 "tradeID": 42, "type": "buy", "fee": "0.0015",
1732 "date": "2017-12-30 12:00:12", "rate": "0.1",
1733 "amount": "10", "total": "1"
1734 })
1735 self.assertEqual("ETH", mouvement.currency)
1736 self.assertEqual("BTC", mouvement.base_currency)
1737 self.assertEqual(42, mouvement.id)
1738 self.assertEqual("buy", mouvement.action)
1739 self.assertEqual(D("0.0015"), mouvement.fee_rate)
1740 self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), mouvement.date)
1741 self.assertEqual(D("0.1"), mouvement.rate)
1742 self.assertEqual(portfolio.Amount("ETH", "10"), mouvement.total)
1743 self.assertEqual(portfolio.Amount("BTC", "1"), mouvement.total_in_base)
1744
1745 mouvement = portfolio.Mouvement("ETH", "BTC", { "foo": "bar" })
1746 self.assertIsNone(mouvement.date)
1747 self.assertIsNone(mouvement.id)
1748 self.assertIsNone(mouvement.action)
1749 self.assertEqual(-1, mouvement.fee_rate)
1750 self.assertEqual(0, mouvement.rate)
1751 self.assertEqual(portfolio.Amount("ETH", 0), mouvement.total)
1752 self.assertEqual(portfolio.Amount("BTC", 0), mouvement.total_in_base)
1753
1754 def test__repr(self):
1755 mouvement = portfolio.Mouvement("ETH", "BTC", {
1756 "tradeID": 42, "type": "buy", "fee": "0.0015",
1757 "date": "2017-12-30 12:00:12", "rate": "0.1",
1758 "amount": "10", "total": "1"
1759 })
1760 self.assertEqual("Mouvement(2017-12-30 12:00:12 ; buy 10.00000000 ETH (1.00000000 BTC) fee: 0.1500%)", repr(mouvement))
1761
1762 mouvement = portfolio.Mouvement("ETH", "BTC", {
1763 "tradeID": 42, "type": "buy",
1764 "date": "garbage", "rate": "0.1",
1765 "amount": "10", "total": "1"
1766 })
1767 self.assertEqual("Mouvement(No date ; buy 10.00000000 ETH (1.00000000 BTC))", repr(mouvement))
1768
1769 def test_as_json(self):
1770 mouvement = portfolio.Mouvement("ETH", "BTC", {
1771 "tradeID": 42, "type": "buy", "fee": "0.0015",
1772 "date": "2017-12-30 12:00:12", "rate": "0.1",
1773 "amount": "10", "total": "1"
1774 })
1775 as_json = mouvement.as_json()
1776
1777 self.assertEqual(D("0.0015"), as_json["fee_rate"])
1778 self.assertEqual(portfolio.datetime.datetime(2017, 12, 30, 12, 0, 12), as_json["date"])
1779 self.assertEqual("buy", as_json["action"])
1780 self.assertEqual(D("10"), as_json["total"])
1781 self.assertEqual(D("1"), as_json["total_in_base"])
1782 self.assertEqual("BTC", as_json["base_currency"])
1783 self.assertEqual("ETH", as_json["currency"])
1784
1785class AmountTest(WebMockTestCase):
1786 def test_values(self):
1787 amount = portfolio.Amount("BTC", "0.65")
1788 self.assertEqual(D("0.65"), amount.value)
1789 self.assertEqual("BTC", amount.currency)
1790
1791 def test_in_currency(self):
1792 amount = portfolio.Amount("ETC", 10)
1793
1794 self.assertEqual(amount, amount.in_currency("ETC", self.m))
1795
1796 with self.subTest(desc="no ticker for currency"):
1797 self.m.get_ticker.return_value = None
1798
1799 self.assertRaises(Exception, amount.in_currency, "ETH", self.m)
1800
1801 with self.subTest(desc="nominal case"):
1802 self.m.get_ticker.return_value = {
1803 "bid": D("0.2"),
1804 "ask": D("0.4"),
1805 "average": D("0.3"),
1806 "foo": "bar",
1807 }
1808 converted_amount = amount.in_currency("ETH", self.m)
1809
1810 self.assertEqual(D("3.0"), converted_amount.value)
1811 self.assertEqual("ETH", converted_amount.currency)
1812 self.assertEqual(amount, converted_amount.linked_to)
1813 self.assertEqual("bar", converted_amount.ticker["foo"])
1814
1815 converted_amount = amount.in_currency("ETH", self.m, action="bid", compute_value="default")
1816 self.assertEqual(D("2"), converted_amount.value)
1817
1818 converted_amount = amount.in_currency("ETH", self.m, compute_value="ask")
1819 self.assertEqual(D("4"), converted_amount.value)
1820
1821 converted_amount = amount.in_currency("ETH", self.m, rate=D("0.02"))
1822 self.assertEqual(D("0.2"), converted_amount.value)
1823
1824 def test__round(self):
1825 amount = portfolio.Amount("BAR", portfolio.D("1.23456789876"))
1826 self.assertEqual(D("1.23456789"), round(amount).value)
1827 self.assertEqual(D("1.23"), round(amount, 2).value)
1828
1829 def test__abs(self):
1830 amount = portfolio.Amount("SC", -120)
1831 self.assertEqual(120, abs(amount).value)
1832 self.assertEqual("SC", abs(amount).currency)
1833
1834 amount = portfolio.Amount("SC", 10)
1835 self.assertEqual(10, abs(amount).value)
1836 self.assertEqual("SC", abs(amount).currency)
1837
1838 def test__add(self):
1839 amount1 = portfolio.Amount("XVG", "12.9")
1840 amount2 = portfolio.Amount("XVG", "13.1")
1841
1842 self.assertEqual(26, (amount1 + amount2).value)
1843 self.assertEqual("XVG", (amount1 + amount2).currency)
1844
1845 amount3 = portfolio.Amount("ETH", "1.6")
1846 with self.assertRaises(Exception):
1847 amount1 + amount3
1848
1849 amount4 = portfolio.Amount("ETH", 0.0)
1850 self.assertEqual(amount1, amount1 + amount4)
1851
1852 self.assertEqual(amount1, amount1 + 0)
1853
1854 def test__radd(self):
1855 amount = portfolio.Amount("XVG", "12.9")
1856
1857 self.assertEqual(amount, 0 + amount)
1858 with self.assertRaises(Exception):
1859 4 + amount
1860
1861 def test__sub(self):
1862 amount1 = portfolio.Amount("XVG", "13.3")
1863 amount2 = portfolio.Amount("XVG", "13.1")
1864
1865 self.assertEqual(D("0.2"), (amount1 - amount2).value)
1866 self.assertEqual("XVG", (amount1 - amount2).currency)
1867
1868 amount3 = portfolio.Amount("ETH", "1.6")
1869 with self.assertRaises(Exception):
1870 amount1 - amount3
1871
1872 amount4 = portfolio.Amount("ETH", 0.0)
1873 self.assertEqual(amount1, amount1 - amount4)
1874
1875 def test__rsub(self):
1876 amount = portfolio.Amount("ETH", "1.6")
1877 with self.assertRaises(Exception):
1878 3 - amount
1879
1880 self.assertEqual(portfolio.Amount("ETH", "-1.6"), 0-amount)
1881
1882 def test__mul(self):
1883 amount = portfolio.Amount("XEM", 11)
1884
1885 self.assertEqual(D("38.5"), (amount * D("3.5")).value)
1886 self.assertEqual(D("33"), (amount * 3).value)
1887
1888 with self.assertRaises(Exception):
1889 amount * amount
1890
1891 def test__rmul(self):
1892 amount = portfolio.Amount("XEM", 11)
1893
1894 self.assertEqual(D("38.5"), (D("3.5") * amount).value)
1895 self.assertEqual(D("33"), (3 * amount).value)
1896
1897 def test__floordiv(self):
1898 amount = portfolio.Amount("XEM", 11)
1899
1900 self.assertEqual(D("5.5"), (amount / 2).value)
1901 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
1902
1903 with self.assertRaises(Exception):
1904 amount / amount
1905
1906 def test__truediv(self):
1907 amount = portfolio.Amount("XEM", 11)
1908
1909 self.assertEqual(D("5.5"), (amount / 2).value)
1910 self.assertEqual(D("4.4"), (amount / D("2.5")).value)
1911
1912 def test__lt(self):
1913 amount1 = portfolio.Amount("BTD", 11.3)
1914 amount2 = portfolio.Amount("BTD", 13.1)
1915
1916 self.assertTrue(amount1 < amount2)
1917 self.assertFalse(amount2 < amount1)
1918 self.assertFalse(amount1 < amount1)
1919
1920 amount3 = portfolio.Amount("BTC", 1.6)
1921 with self.assertRaises(Exception):
1922 amount1 < amount3
1923
1924 def test__le(self):
1925 amount1 = portfolio.Amount("BTD", 11.3)
1926 amount2 = portfolio.Amount("BTD", 13.1)
1927
1928 self.assertTrue(amount1 <= amount2)
1929 self.assertFalse(amount2 <= amount1)
1930 self.assertTrue(amount1 <= amount1)
1931
1932 amount3 = portfolio.Amount("BTC", 1.6)
1933 with self.assertRaises(Exception):
1934 amount1 <= amount3
1935
1936 def test__gt(self):
1937 amount1 = portfolio.Amount("BTD", 11.3)
1938 amount2 = portfolio.Amount("BTD", 13.1)
1939
1940 self.assertTrue(amount2 > amount1)
1941 self.assertFalse(amount1 > amount2)
1942 self.assertFalse(amount1 > amount1)
1943
1944 amount3 = portfolio.Amount("BTC", 1.6)
1945 with self.assertRaises(Exception):
1946 amount3 > amount1
1947
1948 def test__ge(self):
1949 amount1 = portfolio.Amount("BTD", 11.3)
1950 amount2 = portfolio.Amount("BTD", 13.1)
1951
1952 self.assertTrue(amount2 >= amount1)
1953 self.assertFalse(amount1 >= amount2)
1954 self.assertTrue(amount1 >= amount1)
1955
1956 amount3 = portfolio.Amount("BTC", 1.6)
1957 with self.assertRaises(Exception):
1958 amount3 >= amount1
1959
1960 def test__eq(self):
1961 amount1 = portfolio.Amount("BTD", 11.3)
1962 amount2 = portfolio.Amount("BTD", 13.1)
1963 amount3 = portfolio.Amount("BTD", 11.3)
1964
1965 self.assertFalse(amount1 == amount2)
1966 self.assertFalse(amount2 == amount1)
1967 self.assertTrue(amount1 == amount3)
1968 self.assertFalse(amount2 == 0)
1969
1970 amount4 = portfolio.Amount("BTC", 1.6)
1971 with self.assertRaises(Exception):
1972 amount1 == amount4
1973
1974 amount5 = portfolio.Amount("BTD", 0)
1975 self.assertTrue(amount5 == 0)
1976
1977 def test__ne(self):
1978 amount1 = portfolio.Amount("BTD", 11.3)
1979 amount2 = portfolio.Amount("BTD", 13.1)
1980 amount3 = portfolio.Amount("BTD", 11.3)
1981
1982 self.assertTrue(amount1 != amount2)
1983 self.assertTrue(amount2 != amount1)
1984 self.assertFalse(amount1 != amount3)
1985 self.assertTrue(amount2 != 0)
1986
1987 amount4 = portfolio.Amount("BTC", 1.6)
1988 with self.assertRaises(Exception):
1989 amount1 != amount4
1990
1991 amount5 = portfolio.Amount("BTD", 0)
1992 self.assertFalse(amount5 != 0)
1993
1994 def test__neg(self):
1995 amount1 = portfolio.Amount("BTD", "11.3")
1996
1997 self.assertEqual(portfolio.D("-11.3"), (-amount1).value)
1998
1999 def test__str(self):
2000 amount1 = portfolio.Amount("BTX", 32)
2001 self.assertEqual("32.00000000 BTX", str(amount1))
2002
2003 amount2 = portfolio.Amount("USDT", 12000)
2004 amount1.linked_to = amount2
2005 self.assertEqual("32.00000000 BTX [12000.00000000 USDT]", str(amount1))
2006
2007 def test__repr(self):
2008 amount1 = portfolio.Amount("BTX", 32)
2009 self.assertEqual("Amount(32.00000000 BTX)", repr(amount1))
2010
2011 amount2 = portfolio.Amount("USDT", 12000)
2012 amount1.linked_to = amount2
2013 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT))", repr(amount1))
2014
2015 amount3 = portfolio.Amount("BTC", 0.1)
2016 amount2.linked_to = amount3
2017 self.assertEqual("Amount(32.00000000 BTX -> Amount(12000.00000000 USDT -> Amount(0.10000000 BTC)))", repr(amount1))
2018
2019 def test_as_json(self):
2020 amount = portfolio.Amount("BTX", 32)
2021 self.assertEqual({"currency": "BTX", "value": D("32")}, amount.as_json())
2022
2023 amount = portfolio.Amount("BTX", "1E-10")
2024 self.assertEqual({"currency": "BTX", "value": D("0")}, amount.as_json())
2025
2026 amount = portfolio.Amount("BTX", "1E-5")
2027 self.assertEqual({"currency": "BTX", "value": D("0.00001")}, amount.as_json())
2028 self.assertEqual("0.00001", str(amount.as_json()["value"]))
2029
2030
diff --git a/tests/test_store.py b/tests/test_store.py
new file mode 100644
index 0000000..408c0e8
--- /dev/null
+++ b/tests/test_store.py
@@ -0,0 +1,1268 @@
1from .helper import *
2import requests
3import datetime
4import threading
5import market, portfolio, store
6
7class NoopLockTest(unittest.TestCase):
8 def test_with(self):
9 noop_lock = store.NoopLock()
10 with noop_lock:
11 self.assertTrue(True)
12
13class LockedVarTest(unittest.TestCase):
14
15 def test_values(self):
16 locked_var = store.LockedVar("Foo")
17 self.assertIsInstance(locked_var.lock, store.NoopLock)
18 self.assertEqual("Foo", locked_var.val)
19
20 def test_get(self):
21 with self.subTest(desc="Normal case"):
22 locked_var = store.LockedVar("Foo")
23 self.assertEqual("Foo", locked_var.get())
24 with self.subTest(desc="Dict"):
25 locked_var = store.LockedVar({"foo": "bar"})
26 self.assertEqual({"foo": "bar"}, locked_var.get())
27 self.assertEqual("bar", locked_var.get("foo"))
28 self.assertIsNone(locked_var.get("other"))
29
30 def test_set(self):
31 locked_var = store.LockedVar("Foo")
32 locked_var.set("Bar")
33 self.assertEqual("Bar", locked_var.get())
34
35 def test__getattr(self):
36 dummy = type('Dummy', (object,), {})()
37 dummy.attribute = "Hey"
38
39 locked_var = store.LockedVar(dummy)
40 self.assertEqual("Hey", locked_var.attribute)
41 with self.assertRaises(AttributeError):
42 locked_var.other
43
44 def test_start_lock(self):
45 locked_var = store.LockedVar("Foo")
46 locked_var.start_lock()
47 self.assertEqual("lock", locked_var.lock.__class__.__name__)
48
49 thread1 = threading.Thread(target=locked_var.set, args=["Bar1"])
50 thread2 = threading.Thread(target=locked_var.set, args=["Bar2"])
51 thread3 = threading.Thread(target=locked_var.set, args=["Bar3"])
52
53 with locked_var.lock:
54 thread1.start()
55 thread2.start()
56 thread3.start()
57
58 self.assertEqual("Foo", locked_var.val)
59 thread1.join()
60 thread2.join()
61 thread3.join()
62 self.assertEqual("Bar", locked_var.get()[0:3])
63
64class TradeStoreTest(WebMockTestCase):
65 def test_compute_trades(self):
66 self.m.balances.currencies.return_value = ["XMR", "DASH", "XVG", "BTC", "ETH"]
67
68 values_in_base = {
69 "XMR": portfolio.Amount("BTC", D("0.9")),
70 "DASH": portfolio.Amount("BTC", D("0.4")),
71 "XVG": portfolio.Amount("BTC", D("-0.5")),
72 "BTC": portfolio.Amount("BTC", D("0.5")),
73 }
74 new_repartition = {
75 "DASH": portfolio.Amount("BTC", D("0.5")),
76 "XVG": portfolio.Amount("BTC", D("0.1")),
77 "BTC": portfolio.Amount("BTC", D("0.4")),
78 "ETH": portfolio.Amount("BTC", D("0.3")),
79 }
80 side_effect = [
81 (True, 1),
82 (False, 2),
83 (False, 3),
84 (True, 4),
85 (True, 5)
86 ]
87
88 with mock.patch.object(market.TradeStore, "trade_if_matching") as trade_if_matching:
89 trade_store = market.TradeStore(self.m)
90 trade_if_matching.side_effect = side_effect
91
92 trade_store.compute_trades(values_in_base,
93 new_repartition, only="only")
94
95 self.assertEqual(5, trade_if_matching.call_count)
96 self.assertEqual(3, len(trade_store.all))
97 self.assertEqual([1, 4, 5], trade_store.all)
98 self.m.report.log_trades.assert_called_with(side_effect, "only")
99
100 def test_trade_if_matching(self):
101
102 with self.subTest(only="nope"):
103 trade_store = market.TradeStore(self.m)
104 result = trade_store.trade_if_matching(
105 portfolio.Amount("BTC", D("0")),
106 portfolio.Amount("BTC", D("0.3")),
107 "ETH", only="nope")
108 self.assertEqual(False, result[0])
109 self.assertIsInstance(result[1], portfolio.Trade)
110
111 with self.subTest(only=None):
112 trade_store = market.TradeStore(self.m)
113 result = trade_store.trade_if_matching(
114 portfolio.Amount("BTC", D("0")),
115 portfolio.Amount("BTC", D("0.3")),
116 "ETH", only=None)
117 self.assertEqual(True, result[0])
118
119 with self.subTest(only="acquire"):
120 trade_store = market.TradeStore(self.m)
121 result = trade_store.trade_if_matching(
122 portfolio.Amount("BTC", D("0")),
123 portfolio.Amount("BTC", D("0.3")),
124 "ETH", only="acquire")
125 self.assertEqual(True, result[0])
126
127 with self.subTest(only="dispose"):
128 trade_store = market.TradeStore(self.m)
129 result = trade_store.trade_if_matching(
130 portfolio.Amount("BTC", D("0")),
131 portfolio.Amount("BTC", D("0.3")),
132 "ETH", only="dispose")
133 self.assertEqual(False, result[0])
134
135 def test_prepare_orders(self):
136 trade_store = market.TradeStore(self.m)
137
138 trade_mock1 = mock.Mock()
139 trade_mock2 = mock.Mock()
140 trade_mock3 = mock.Mock()
141
142 trade_mock1.prepare_order.return_value = 1
143 trade_mock2.prepare_order.return_value = 2
144 trade_mock3.prepare_order.return_value = 3
145
146 trade_mock1.pending = True
147 trade_mock2.pending = True
148 trade_mock3.pending = False
149
150 trade_store.all.append(trade_mock1)
151 trade_store.all.append(trade_mock2)
152 trade_store.all.append(trade_mock3)
153
154 trade_store.prepare_orders()
155 trade_mock1.prepare_order.assert_called_with(compute_value="default")
156 trade_mock2.prepare_order.assert_called_with(compute_value="default")
157 trade_mock3.prepare_order.assert_not_called()
158 self.m.report.log_orders.assert_called_once_with([1, 2], None, "default")
159
160 self.m.report.log_orders.reset_mock()
161
162 trade_store.prepare_orders(compute_value="bla")
163 trade_mock1.prepare_order.assert_called_with(compute_value="bla")
164 trade_mock2.prepare_order.assert_called_with(compute_value="bla")
165 self.m.report.log_orders.assert_called_once_with([1, 2], None, "bla")
166
167 trade_mock1.prepare_order.reset_mock()
168 trade_mock2.prepare_order.reset_mock()
169 self.m.report.log_orders.reset_mock()
170
171 trade_mock1.action = "foo"
172 trade_mock2.action = "bar"
173 trade_store.prepare_orders(only="bar")
174 trade_mock1.prepare_order.assert_not_called()
175 trade_mock2.prepare_order.assert_called_with(compute_value="default")
176 self.m.report.log_orders.assert_called_once_with([2], "bar", "default")
177
178 def test_print_all_with_order(self):
179 trade_mock1 = mock.Mock()
180 trade_mock2 = mock.Mock()
181 trade_mock3 = mock.Mock()
182 trade_store = market.TradeStore(self.m)
183 trade_store.all = [trade_mock1, trade_mock2, trade_mock3]
184
185 trade_store.print_all_with_order()
186
187 trade_mock1.print_with_order.assert_called()
188 trade_mock2.print_with_order.assert_called()
189 trade_mock3.print_with_order.assert_called()
190
191 def test_run_orders(self):
192 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
193 order_mock1 = mock.Mock()
194 order_mock2 = mock.Mock()
195 order_mock3 = mock.Mock()
196 trade_store = market.TradeStore(self.m)
197
198 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
199
200 trade_store.run_orders()
201
202 all_orders.assert_called_with(state="pending")
203
204 order_mock1.run.assert_called()
205 order_mock2.run.assert_called()
206 order_mock3.run.assert_called()
207
208 self.m.report.log_stage.assert_called_with("run_orders")
209 self.m.report.log_orders.assert_called_with([order_mock1, order_mock2,
210 order_mock3])
211
212 def test_all_orders(self):
213 trade_mock1 = mock.Mock()
214 trade_mock2 = mock.Mock()
215
216 order_mock1 = mock.Mock()
217 order_mock2 = mock.Mock()
218 order_mock3 = mock.Mock()
219
220 trade_mock1.orders = [order_mock1, order_mock2]
221 trade_mock2.orders = [order_mock3]
222
223 order_mock1.status = "pending"
224 order_mock2.status = "open"
225 order_mock3.status = "open"
226
227 trade_store = market.TradeStore(self.m)
228 trade_store.all.append(trade_mock1)
229 trade_store.all.append(trade_mock2)
230
231 orders = trade_store.all_orders()
232 self.assertEqual(3, len(orders))
233
234 open_orders = trade_store.all_orders(state="open")
235 self.assertEqual(2, len(open_orders))
236 self.assertEqual([order_mock2, order_mock3], open_orders)
237
238 def test_update_all_orders_status(self):
239 with mock.patch.object(market.TradeStore, "all_orders") as all_orders:
240 order_mock1 = mock.Mock()
241 order_mock2 = mock.Mock()
242 order_mock3 = mock.Mock()
243
244 all_orders.return_value = [order_mock1, order_mock2, order_mock3]
245
246 trade_store = market.TradeStore(self.m)
247
248 trade_store.update_all_orders_status()
249 all_orders.assert_called_with(state="open")
250
251 order_mock1.get_status.assert_called()
252 order_mock2.get_status.assert_called()
253 order_mock3.get_status.assert_called()
254
255 def test_close_trades(self):
256 trade_mock1 = mock.Mock()
257 trade_mock2 = mock.Mock()
258 trade_mock3 = mock.Mock()
259
260 trade_store = market.TradeStore(self.m)
261
262 trade_store.all.append(trade_mock1)
263 trade_store.all.append(trade_mock2)
264 trade_store.all.append(trade_mock3)
265
266 trade_store.close_trades()
267
268 trade_mock1.close.assert_called_once_with()
269 trade_mock2.close.assert_called_once_with()
270 trade_mock3.close.assert_called_once_with()
271
272 def test_pending(self):
273 trade_mock1 = mock.Mock()
274 trade_mock1.pending = True
275 trade_mock2 = mock.Mock()
276 trade_mock2.pending = True
277 trade_mock3 = mock.Mock()
278 trade_mock3.pending = False
279
280 trade_store = market.TradeStore(self.m)
281
282 trade_store.all.append(trade_mock1)
283 trade_store.all.append(trade_mock2)
284 trade_store.all.append(trade_mock3)
285
286 self.assertEqual([trade_mock1, trade_mock2], trade_store.pending)
287
288class BalanceStoreTest(WebMockTestCase):
289 def setUp(self):
290 super().setUp()
291
292 self.fetch_balance = {
293 "ETC": {
294 "exchange_free": 0,
295 "exchange_used": 0,
296 "exchange_total": 0,
297 "margin_total": 0,
298 },
299 "USDT": {
300 "exchange_free": D("6.0"),
301 "exchange_used": D("1.2"),
302 "exchange_total": D("7.2"),
303 "margin_total": 0,
304 },
305 "XVG": {
306 "exchange_free": 16,
307 "exchange_used": 0,
308 "exchange_total": 16,
309 "margin_total": 0,
310 },
311 "XMR": {
312 "exchange_free": 0,
313 "exchange_used": 0,
314 "exchange_total": 0,
315 "margin_total": D("-1.0"),
316 "margin_free": 0,
317 },
318 }
319
320 def test_in_currency(self):
321 self.m.get_ticker.return_value = {
322 "bid": D("0.09"),
323 "ask": D("0.11"),
324 "average": D("0.1"),
325 }
326
327 balance_store = market.BalanceStore(self.m)
328 balance_store.all = {
329 "BTC": portfolio.Balance("BTC", {
330 "total": "0.65",
331 "exchange_total":"0.65",
332 "exchange_free": "0.35",
333 "exchange_used": "0.30"}),
334 "ETH": portfolio.Balance("ETH", {
335 "total": 3,
336 "exchange_total": 3,
337 "exchange_free": 3,
338 "exchange_used": 0}),
339 }
340
341 amounts = balance_store.in_currency("BTC")
342 self.assertEqual("BTC", amounts["ETH"].currency)
343 self.assertEqual(D("0.65"), amounts["BTC"].value)
344 self.assertEqual(D("0.30"), amounts["ETH"].value)
345 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
346 "average", "total")
347 self.m.report.log_tickers.reset_mock()
348
349 amounts = balance_store.in_currency("BTC", compute_value="bid")
350 self.assertEqual(D("0.65"), amounts["BTC"].value)
351 self.assertEqual(D("0.27"), amounts["ETH"].value)
352 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
353 "bid", "total")
354 self.m.report.log_tickers.reset_mock()
355
356 amounts = balance_store.in_currency("BTC", compute_value="bid", type="exchange_used")
357 self.assertEqual(D("0.30"), amounts["BTC"].value)
358 self.assertEqual(0, amounts["ETH"].value)
359 self.m.report.log_tickers.assert_called_once_with(amounts, "BTC",
360 "bid", "exchange_used")
361 self.m.report.log_tickers.reset_mock()
362
363 def test_fetch_balances(self):
364 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
365
366 balance_store = market.BalanceStore(self.m)
367
368 balance_store.fetch_balances()
369 self.assertNotIn("ETC", balance_store.currencies())
370 self.assertListEqual(["USDT", "XVG", "XMR"], list(balance_store.currencies()))
371
372 balance_store.all["ETC"] = portfolio.Balance("ETC", {
373 "exchange_total": "1", "exchange_free": "0",
374 "exchange_used": "1" })
375 balance_store.fetch_balances(tag="foo")
376 self.assertEqual(0, balance_store.all["ETC"].total)
377 self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies()))
378 self.m.report.log_balances.assert_called_with(tag="foo")
379
380 @mock.patch.object(market.Portfolio, "repartition")
381 def test_dispatch_assets(self, repartition):
382 self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance
383
384 balance_store = market.BalanceStore(self.m)
385 balance_store.fetch_balances()
386
387 self.assertNotIn("XEM", balance_store.currencies())
388
389 repartition_hash = {
390 "XEM": (D("0.75"), "long"),
391 "BTC": (D("0.26"), "long"),
392 "DASH": (D("0.10"), "short"),
393 }
394 repartition.return_value = repartition_hash
395
396 amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1"))
397 repartition.assert_called_with(liquidity="medium")
398 self.assertIn("XEM", balance_store.currencies())
399 self.assertEqual(D("2.6"), amounts["BTC"].value)
400 self.assertEqual(D("7.5"), amounts["XEM"].value)
401 self.assertEqual(D("-1.0"), amounts["DASH"].value)
402 self.m.report.log_balances.assert_called_with(tag=None)
403 self.m.report.log_dispatch.assert_called_once_with(portfolio.Amount("BTC",
404 "11.1"), amounts, "medium", repartition_hash)
405
406 def test_currencies(self):
407 balance_store = market.BalanceStore(self.m)
408
409 balance_store.all = {
410 "BTC": portfolio.Balance("BTC", {
411 "total": "0.65",
412 "exchange_total":"0.65",
413 "exchange_free": "0.35",
414 "exchange_used": "0.30"}),
415 "ETH": portfolio.Balance("ETH", {
416 "total": 3,
417 "exchange_total": 3,
418 "exchange_free": 3,
419 "exchange_used": 0}),
420 }
421 self.assertListEqual(["BTC", "ETH"], list(balance_store.currencies()))
422
423 def test_as_json(self):
424 balance_mock1 = mock.Mock()
425 balance_mock1.as_json.return_value = 1
426
427 balance_mock2 = mock.Mock()
428 balance_mock2.as_json.return_value = 2
429
430 balance_store = market.BalanceStore(self.m)
431 balance_store.all = {
432 "BTC": balance_mock1,
433 "ETH": balance_mock2,
434 }
435
436 as_json = balance_store.as_json()
437 self.assertEqual(1, as_json["BTC"])
438 self.assertEqual(2, as_json["ETH"])
439
440class ReportStoreTest(WebMockTestCase):
441 def test_add_log(self):
442 with self.subTest(market=self.m):
443 self.m.user_id = 1
444 self.m.market_id = 3
445 report_store = market.ReportStore(self.m)
446 result = report_store.add_log({"foo": "bar"})
447
448 self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": 1, "market_id": 3}, result)
449 self.assertEqual(result, report_store.logs[0])
450
451 with self.subTest(market=None):
452 report_store = market.ReportStore(None)
453 result = report_store.add_log({"foo": "bar"})
454
455 self.assertEqual({"foo": "bar", "date": mock.ANY, "user_id": None, "market_id": None}, result)
456
457 def test_set_verbose(self):
458 report_store = market.ReportStore(self.m)
459 with self.subTest(verbose=True):
460 report_store.set_verbose(True)
461 self.assertTrue(report_store.verbose_print)
462
463 with self.subTest(verbose=False):
464 report_store.set_verbose(False)
465 self.assertFalse(report_store.verbose_print)
466
467 def test_merge(self):
468 self.m.user_id = 1
469 self.m.market_id = 3
470 report_store1 = market.ReportStore(self.m, verbose_print=False)
471 report_store2 = market.ReportStore(None, verbose_print=False)
472
473 report_store2.log_stage("1")
474 report_store1.log_stage("2")
475 report_store2.log_stage("3")
476
477 report_store1.merge(report_store2)
478
479 self.assertEqual(3, len(report_store1.logs))
480 self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs)))
481 self.assertEqual(6, len(report_store1.print_logs))
482
483 def test_print_log(self):
484 report_store = market.ReportStore(self.m)
485 with self.subTest(verbose=True),\
486 mock.patch.object(store, "datetime") as time_mock,\
487 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
488 time_mock.datetime.now.return_value = datetime.datetime(2018, 2, 25, 2, 20, 10)
489 report_store.set_verbose(True)
490 report_store.print_log("Coucou")
491 report_store.print_log(portfolio.Amount("BTC", 1))
492 self.assertEqual(stdout_mock.getvalue(), "2018-02-25 02:20:10: Coucou\n2018-02-25 02:20:10: 1.00000000 BTC\n")
493
494 with self.subTest(verbose=False),\
495 mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock:
496 report_store.set_verbose(False)
497 report_store.print_log("Coucou")
498 report_store.print_log(portfolio.Amount("BTC", 1))
499 self.assertEqual(stdout_mock.getvalue(), "")
500
501 def test_default_json_serial(self):
502 report_store = market.ReportStore(self.m)
503
504 self.assertEqual("2018-02-24T00:00:00",
505 report_store.default_json_serial(portfolio.datetime.datetime(2018, 2, 24)))
506 self.assertEqual("1.00000000 BTC",
507 report_store.default_json_serial(portfolio.Amount("BTC", 1)))
508
509 def test_to_json(self):
510 report_store = market.ReportStore(self.m)
511 report_store.logs.append({"foo": "bar"})
512 self.assertEqual('[\n {\n "foo": "bar"\n }\n]', report_store.to_json())
513 report_store.logs.append({"date": portfolio.datetime.datetime(2018, 2, 24)})
514 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n }\n]', report_store.to_json())
515 report_store.logs.append({"amount": portfolio.Amount("BTC", 1)})
516 self.assertEqual('[\n {\n "foo": "bar"\n },\n {\n "date": "2018-02-24T00:00:00"\n },\n {\n "amount": "1.00000000 BTC"\n }\n]', report_store.to_json())
517
518 def test_to_json_array(self):
519 report_store = market.ReportStore(self.m)
520 report_store.logs.append({
521 "date": "date1", "type": "type1", "foo": "bar", "bla": "bla"
522 })
523 report_store.logs.append({
524 "date": "date2", "type": "type2", "foo": "bar", "bla": "bla"
525 })
526 logs = list(report_store.to_json_array())
527
528 self.assertEqual(2, len(logs))
529 self.assertEqual(("date1", "type1", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[0])
530 self.assertEqual(("date2", "type2", '{\n "foo": "bar",\n "bla": "bla"\n}'), logs[1])
531
532 @mock.patch.object(market.ReportStore, "print_log")
533 @mock.patch.object(market.ReportStore, "add_log")
534 def test_log_stage(self, add_log, print_log):
535 report_store = market.ReportStore(self.m)
536 c = lambda x: x
537 report_store.log_stage("foo", bar="baz", c=c, d=portfolio.Amount("BTC", 1))
538 print_log.assert_has_calls([
539 mock.call("-----------"),
540 mock.call("[Stage] foo bar=baz, c=c = lambda x: x, d={'currency': 'BTC', 'value': Decimal('1')}"),
541 ])
542 add_log.assert_called_once_with({
543 'type': 'stage',
544 'stage': 'foo',
545 'args': {
546 'bar': 'baz',
547 'c': 'c = lambda x: x',
548 'd': {
549 'currency': 'BTC',
550 'value': D('1')
551 }
552 }
553 })
554
555 @mock.patch.object(market.ReportStore, "print_log")
556 @mock.patch.object(market.ReportStore, "add_log")
557 def test_log_balances(self, add_log, print_log):
558 report_store = market.ReportStore(self.m)
559 self.m.balances.as_json.return_value = "json"
560 self.m.balances.all = { "FOO": "bar", "BAR": "baz" }
561
562 report_store.log_balances(tag="tag")
563 print_log.assert_has_calls([
564 mock.call("[Balance]"),
565 mock.call("\tbar"),
566 mock.call("\tbaz"),
567 ])
568 add_log.assert_called_once_with({
569 'type': 'balance',
570 'balances': 'json',
571 'tag': 'tag'
572 })
573
574 @mock.patch.object(market.ReportStore, "print_log")
575 @mock.patch.object(market.ReportStore, "add_log")
576 def test_log_tickers(self, add_log, print_log):
577 report_store = market.ReportStore(self.m)
578 amounts = {
579 "BTC": portfolio.Amount("BTC", 10),
580 "ETH": portfolio.Amount("BTC", D("0.3"))
581 }
582 amounts["ETH"].rate = D("0.1")
583
584 report_store.log_tickers(amounts, "BTC", "default", "total")
585 print_log.assert_not_called()
586 add_log.assert_called_once_with({
587 'type': 'tickers',
588 'compute_value': 'default',
589 'balance_type': 'total',
590 'currency': 'BTC',
591 'balances': {
592 'BTC': D('10'),
593 'ETH': D('0.3')
594 },
595 'rates': {
596 'BTC': None,
597 'ETH': D('0.1')
598 },
599 'total': D('10.3')
600 })
601
602 add_log.reset_mock()
603 compute_value = lambda x: x["bid"]
604 report_store.log_tickers(amounts, "BTC", compute_value, "total")
605 add_log.assert_called_once_with({
606 'type': 'tickers',
607 'compute_value': 'compute_value = lambda x: x["bid"]',
608 'balance_type': 'total',
609 'currency': 'BTC',
610 'balances': {
611 'BTC': D('10'),
612 'ETH': D('0.3')
613 },
614 'rates': {
615 'BTC': None,
616 'ETH': D('0.1')
617 },
618 'total': D('10.3')
619 })
620
621 @mock.patch.object(market.ReportStore, "print_log")
622 @mock.patch.object(market.ReportStore, "add_log")
623 def test_log_dispatch(self, add_log, print_log):
624 report_store = market.ReportStore(self.m)
625 amount = portfolio.Amount("BTC", "10.3")
626 amounts = {
627 "BTC": portfolio.Amount("BTC", 10),
628 "ETH": portfolio.Amount("BTC", D("0.3"))
629 }
630 report_store.log_dispatch(amount, amounts, "medium", "repartition")
631 print_log.assert_not_called()
632 add_log.assert_called_once_with({
633 'type': 'dispatch',
634 'liquidity': 'medium',
635 'repartition_ratio': 'repartition',
636 'total_amount': {
637 'currency': 'BTC',
638 'value': D('10.3')
639 },
640 'repartition': {
641 'BTC': D('10'),
642 'ETH': D('0.3')
643 }
644 })
645
646 @mock.patch.object(market.ReportStore, "print_log")
647 @mock.patch.object(market.ReportStore, "add_log")
648 def test_log_trades(self, add_log, print_log):
649 report_store = market.ReportStore(self.m)
650 trade_mock1 = mock.Mock()
651 trade_mock2 = mock.Mock()
652 trade_mock1.as_json.return_value = { "trade": "1" }
653 trade_mock2.as_json.return_value = { "trade": "2" }
654
655 matching_and_trades = [
656 (True, trade_mock1),
657 (False, trade_mock2),
658 ]
659 report_store.log_trades(matching_and_trades, "only")
660
661 print_log.assert_not_called()
662 add_log.assert_called_with({
663 'type': 'trades',
664 'only': 'only',
665 'debug': False,
666 'trades': [
667 {'trade': '1', 'skipped': False},
668 {'trade': '2', 'skipped': True}
669 ]
670 })
671
672 @mock.patch.object(market.ReportStore, "print_log")
673 @mock.patch.object(market.ReportStore, "add_log")
674 def test_log_orders(self, add_log, print_log):
675 report_store = market.ReportStore(self.m)
676
677 order_mock1 = mock.Mock()
678 order_mock2 = mock.Mock()
679
680 order_mock1.as_json.return_value = "order1"
681 order_mock2.as_json.return_value = "order2"
682
683 orders = [order_mock1, order_mock2]
684
685 report_store.log_orders(orders, tick="tick",
686 only="only", compute_value="compute_value")
687
688 print_log.assert_called_once_with("[Orders]")
689 self.m.trades.print_all_with_order.assert_called_once_with(ind="\t")
690
691 add_log.assert_called_with({
692 'type': 'orders',
693 'only': 'only',
694 'compute_value': 'compute_value',
695 'tick': 'tick',
696 'orders': ['order1', 'order2']
697 })
698
699 add_log.reset_mock()
700 def compute_value(x, y):
701 return x[y]
702 report_store.log_orders(orders, tick="tick",
703 only="only", compute_value=compute_value)
704 add_log.assert_called_with({
705 'type': 'orders',
706 'only': 'only',
707 'compute_value': 'def compute_value(x, y):\n return x[y]',
708 'tick': 'tick',
709 'orders': ['order1', 'order2']
710 })
711
712
713 @mock.patch.object(market.ReportStore, "print_log")
714 @mock.patch.object(market.ReportStore, "add_log")
715 def test_log_order(self, add_log, print_log):
716 report_store = market.ReportStore(self.m)
717 order_mock = mock.Mock()
718 order_mock.as_json.return_value = "order"
719 new_order_mock = mock.Mock()
720 new_order_mock.as_json.return_value = "new_order"
721 order_mock.__repr__ = mock.Mock()
722 order_mock.__repr__.return_value = "Order Mock"
723 new_order_mock.__repr__ = mock.Mock()
724 new_order_mock.__repr__.return_value = "New order Mock"
725
726 with self.subTest(finished=True):
727 report_store.log_order(order_mock, 1, finished=True)
728 print_log.assert_called_once_with("[Order] Finished Order Mock")
729 add_log.assert_called_once_with({
730 'type': 'order',
731 'tick': 1,
732 'update': None,
733 'order': 'order',
734 'compute_value': None,
735 'new_order': None
736 })
737
738 add_log.reset_mock()
739 print_log.reset_mock()
740
741 with self.subTest(update="waiting"):
742 report_store.log_order(order_mock, 1, update="waiting")
743 print_log.assert_called_once_with("[Order] Order Mock, tick 1, waiting")
744 add_log.assert_called_once_with({
745 'type': 'order',
746 'tick': 1,
747 'update': 'waiting',
748 'order': 'order',
749 'compute_value': None,
750 'new_order': None
751 })
752
753 add_log.reset_mock()
754 print_log.reset_mock()
755 with self.subTest(update="adjusting"):
756 compute_value = lambda x: (x["bid"] + x["ask"]*2)/3
757 report_store.log_order(order_mock, 3,
758 update="adjusting", new_order=new_order_mock,
759 compute_value=compute_value)
760 print_log.assert_called_once_with("[Order] Order Mock, tick 3, cancelling and adjusting to New order Mock")
761 add_log.assert_called_once_with({
762 'type': 'order',
763 'tick': 3,
764 'update': 'adjusting',
765 'order': 'order',
766 'compute_value': 'compute_value = lambda x: (x["bid"] + x["ask"]*2)/3',
767 'new_order': 'new_order'
768 })
769
770 add_log.reset_mock()
771 print_log.reset_mock()
772 with self.subTest(update="market_fallback"):
773 report_store.log_order(order_mock, 7,
774 update="market_fallback", new_order=new_order_mock)
775 print_log.assert_called_once_with("[Order] Order Mock, tick 7, fallbacking to market value")
776 add_log.assert_called_once_with({
777 'type': 'order',
778 'tick': 7,
779 'update': 'market_fallback',
780 'order': 'order',
781 'compute_value': None,
782 'new_order': 'new_order'
783 })
784
785 add_log.reset_mock()
786 print_log.reset_mock()
787 with self.subTest(update="market_adjusting"):
788 report_store.log_order(order_mock, 17,
789 update="market_adjust", new_order=new_order_mock)
790 print_log.assert_called_once_with("[Order] Order Mock, tick 17, market value, cancelling and adjusting to New order Mock")
791 add_log.assert_called_once_with({
792 'type': 'order',
793 'tick': 17,
794 'update': 'market_adjust',
795 'order': 'order',
796 'compute_value': None,
797 'new_order': 'new_order'
798 })
799
800 @mock.patch.object(market.ReportStore, "print_log")
801 @mock.patch.object(market.ReportStore, "add_log")
802 def test_log_move_balances(self, add_log, print_log):
803 report_store = market.ReportStore(self.m)
804 needed = {
805 "BTC": portfolio.Amount("BTC", 10),
806 "USDT": 1
807 }
808 moving = {
809 "BTC": portfolio.Amount("BTC", 3),
810 "USDT": -2
811 }
812 report_store.log_move_balances(needed, moving)
813 print_log.assert_not_called()
814 add_log.assert_called_once_with({
815 'type': 'move_balances',
816 'debug': False,
817 'needed': {
818 'BTC': D('10'),
819 'USDT': 1
820 },
821 'moving': {
822 'BTC': D('3'),
823 'USDT': -2
824 }
825 })
826
827 def test_log_http_request(self):
828 with mock.patch.object(market.ReportStore, "add_log") as add_log:
829 report_store = market.ReportStore(self.m)
830 response = mock.Mock()
831 response.status_code = 200
832 response.text = "Hey"
833
834 report_store.log_http_request("method", "url", "body",
835 "headers", response)
836 add_log.assert_called_once_with({
837 'type': 'http_request',
838 'method': 'method',
839 'url': 'url',
840 'body': 'body',
841 'headers': 'headers',
842 'status': 200,
843 'response': 'Hey',
844 'response_same_as': None,
845 })
846
847 add_log.reset_mock()
848 report_store.log_http_request("method", "url", "body",
849 "headers", ValueError("Foo"))
850 add_log.assert_called_once_with({
851 'type': 'http_request',
852 'method': 'method',
853 'url': 'url',
854 'body': 'body',
855 'headers': 'headers',
856 'status': -1,
857 'response': None,
858 'error': 'ValueError',
859 'error_message': 'Foo',
860 })
861
862 with self.subTest(no_http_dup=True, duplicate=True):
863 self.m.user_id = 1
864 self.m.market_id = 3
865 report_store = market.ReportStore(self.m, no_http_dup=True)
866 original_add_log = report_store.add_log
867 with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
868 report_store.log_http_request("method", "url", "body",
869 "headers", response)
870 report_store.log_http_request("method", "url", "body",
871 "headers", response)
872 self.assertEqual(2, add_log.call_count)
873 self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
874 self.assertIsNone(add_log.mock_calls[1][1][0]["response"])
875 self.assertEqual(add_log.mock_calls[0][1][0]["date"], add_log.mock_calls[1][1][0]["response_same_as"])
876 with self.subTest(no_http_dup=True, duplicate=False, case="Different call"):
877 self.m.user_id = 1
878 self.m.market_id = 3
879 report_store = market.ReportStore(self.m, no_http_dup=True)
880 original_add_log = report_store.add_log
881 with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
882 report_store.log_http_request("method", "url", "body",
883 "headers", response)
884 report_store.log_http_request("method2", "url", "body",
885 "headers", response)
886 self.assertEqual(2, add_log.call_count)
887 self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
888 self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
889 with self.subTest(no_http_dup=True, duplicate=False, case="Call inbetween"):
890 self.m.user_id = 1
891 self.m.market_id = 3
892 report_store = market.ReportStore(self.m, no_http_dup=True)
893 original_add_log = report_store.add_log
894
895 response2 = mock.Mock()
896 response2.status_code = 200
897 response2.text = "Hey there!"
898
899 with mock.patch.object(report_store, "add_log", side_effect=original_add_log) as add_log:
900 report_store.log_http_request("method", "url", "body",
901 "headers", response)
902 report_store.log_http_request("method", "url", "body",
903 "headers", response2)
904 report_store.log_http_request("method", "url", "body",
905 "headers", response)
906 self.assertEqual(3, add_log.call_count)
907 self.assertIsNone(add_log.mock_calls[0][1][0]["response_same_as"])
908 self.assertIsNone(add_log.mock_calls[1][1][0]["response_same_as"])
909 self.assertIsNone(add_log.mock_calls[2][1][0]["response_same_as"])
910
911 @mock.patch.object(market.ReportStore, "add_log")
912 def test_log_market(self, add_log):
913 report_store = market.ReportStore(self.m)
914
915 report_store.log_market(self.market_args(debug=True, quiet=False))
916 add_log.assert_called_once_with({
917 "type": "market",
918 "commit": "$Format:%H$",
919 "args": { "report_path": None, "debug": True, "quiet": False },
920 })
921
922 @mock.patch.object(market.ReportStore, "print_log")
923 @mock.patch.object(market.ReportStore, "add_log")
924 def test_log_error(self, add_log, print_log):
925 report_store = market.ReportStore(self.m)
926 with self.subTest(message=None, exception=None):
927 report_store.log_error("action")
928 print_log.assert_called_once_with("[Error] action")
929 add_log.assert_called_once_with({
930 'type': 'error',
931 'action': 'action',
932 'exception_class': None,
933 'exception_message': None,
934 'message': None
935 })
936
937 print_log.reset_mock()
938 add_log.reset_mock()
939 with self.subTest(message="Hey", exception=None):
940 report_store.log_error("action", message="Hey")
941 print_log.assert_has_calls([
942 mock.call("[Error] action"),
943 mock.call("\tHey")
944 ])
945 add_log.assert_called_once_with({
946 'type': 'error',
947 'action': 'action',
948 'exception_class': None,
949 'exception_message': None,
950 'message': "Hey"
951 })
952
953 print_log.reset_mock()
954 add_log.reset_mock()
955 with self.subTest(message=None, exception=Exception("bouh")):
956 report_store.log_error("action", exception=Exception("bouh"))
957 print_log.assert_has_calls([
958 mock.call("[Error] action"),
959 mock.call("\tException: bouh")
960 ])
961 add_log.assert_called_once_with({
962 'type': 'error',
963 'action': 'action',
964 'exception_class': "Exception",
965 'exception_message': "bouh",
966 'message': None
967 })
968
969 print_log.reset_mock()
970 add_log.reset_mock()
971 with self.subTest(message="Hey", exception=Exception("bouh")):
972 report_store.log_error("action", message="Hey", exception=Exception("bouh"))
973 print_log.assert_has_calls([
974 mock.call("[Error] action"),
975 mock.call("\tException: bouh"),
976 mock.call("\tHey")
977 ])
978 add_log.assert_called_once_with({
979 'type': 'error',
980 'action': 'action',
981 'exception_class': "Exception",
982 'exception_message': "bouh",
983 'message': "Hey"
984 })
985
986 @mock.patch.object(market.ReportStore, "print_log")
987 @mock.patch.object(market.ReportStore, "add_log")
988 def test_log_debug_action(self, add_log, print_log):
989 report_store = market.ReportStore(self.m)
990 report_store.log_debug_action("Hey")
991
992 print_log.assert_called_once_with("[Debug] Hey")
993 add_log.assert_called_once_with({
994 'type': 'debug_action',
995 'action': 'Hey'
996 })
997
998class PortfolioTest(WebMockTestCase):
999 def setUp(self):
1000 super().setUp()
1001
1002 with open("test_samples/test_portfolio.json") as example:
1003 self.json_response = example.read()
1004
1005 self.wm.get(market.Portfolio.URL, text=self.json_response)
1006
1007 @mock.patch.object(market.Portfolio, "parse_cryptoportfolio")
1008 def test_get_cryptoportfolio(self, parse_cryptoportfolio):
1009 with self.subTest(parallel=False):
1010 self.wm.get(market.Portfolio.URL, [
1011 {"text":'{ "foo": "bar" }', "status_code": 200},
1012 {"text": "System Error", "status_code": 500},
1013 {"exc": requests.exceptions.ConnectTimeout},
1014 ])
1015 market.Portfolio.get_cryptoportfolio()
1016 self.assertIn("foo", market.Portfolio.data.get())
1017 self.assertEqual("bar", market.Portfolio.data.get()["foo"])
1018 self.assertTrue(self.wm.called)
1019 self.assertEqual(1, self.wm.call_count)
1020 market.Portfolio.report.log_error.assert_not_called()
1021 market.Portfolio.report.log_http_request.assert_called_once()
1022 parse_cryptoportfolio.assert_called_once_with()
1023 market.Portfolio.report.log_http_request.reset_mock()
1024 parse_cryptoportfolio.reset_mock()
1025 market.Portfolio.data = store.LockedVar(None)
1026
1027 market.Portfolio.get_cryptoportfolio()
1028 self.assertIsNone(market.Portfolio.data.get())
1029 self.assertEqual(2, self.wm.call_count)
1030 parse_cryptoportfolio.assert_not_called()
1031 market.Portfolio.report.log_error.assert_not_called()
1032 market.Portfolio.report.log_http_request.assert_called_once()
1033 market.Portfolio.report.log_http_request.reset_mock()
1034 parse_cryptoportfolio.reset_mock()
1035
1036 market.Portfolio.data = store.LockedVar("Foo")
1037 market.Portfolio.get_cryptoportfolio()
1038 self.assertEqual(2, self.wm.call_count)
1039 parse_cryptoportfolio.assert_not_called()
1040
1041 market.Portfolio.get_cryptoportfolio(refetch=True)
1042 self.assertEqual("Foo", market.Portfolio.data.get())
1043 self.assertEqual(3, self.wm.call_count)
1044 market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio",
1045 exception=mock.ANY)
1046 market.Portfolio.report.log_http_request.assert_not_called()
1047 with self.subTest(parallel=True):
1048 with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\
1049 mock.patch.object(market.Portfolio, "notify_and_wait") as notify:
1050 with self.subTest(worker=True):
1051 market.Portfolio.data = store.LockedVar(None)
1052 market.Portfolio.worker = mock.Mock()
1053 is_worker.return_value = True
1054 self.wm.get(market.Portfolio.URL, [
1055 {"text":'{ "foo": "bar" }', "status_code": 200},
1056 ])
1057 market.Portfolio.get_cryptoportfolio()
1058 self.assertIn("foo", market.Portfolio.data.get())
1059 parse_cryptoportfolio.reset_mock()
1060 with self.subTest(worker=False):
1061 market.Portfolio.data = store.LockedVar(None)
1062 market.Portfolio.worker = mock.Mock()
1063 is_worker.return_value = False
1064 market.Portfolio.get_cryptoportfolio()
1065 notify.assert_called_once_with()
1066 parse_cryptoportfolio.assert_not_called()
1067
1068 def test_parse_cryptoportfolio(self):
1069 with self.subTest(description="Normal case"):
1070 market.Portfolio.data = store.LockedVar(store.json.loads(
1071 self.json_response, parse_int=D, parse_float=D))
1072 market.Portfolio.parse_cryptoportfolio()
1073
1074 self.assertListEqual(
1075 ["medium", "high"],
1076 list(market.Portfolio.liquidities.get().keys()))
1077
1078 liquidities = market.Portfolio.liquidities.get()
1079 self.assertEqual(10, len(liquidities["medium"].keys()))
1080 self.assertEqual(10, len(liquidities["high"].keys()))
1081
1082 expected = {
1083 'BTC': (D("0.2857"), "long"),
1084 'DGB': (D("0.1015"), "long"),
1085 'DOGE': (D("0.1805"), "long"),
1086 'SC': (D("0.0623"), "long"),
1087 'ZEC': (D("0.3701"), "long"),
1088 }
1089 date = portfolio.datetime.datetime(2018, 1, 8)
1090 self.assertDictEqual(expected, liquidities["high"][date])
1091
1092 expected = {
1093 'BTC': (D("1.1102e-16"), "long"),
1094 'ETC': (D("0.1"), "long"),
1095 'FCT': (D("0.1"), "long"),
1096 'GAS': (D("0.1"), "long"),
1097 'NAV': (D("0.1"), "long"),
1098 'OMG': (D("0.1"), "long"),
1099 'OMNI': (D("0.1"), "long"),
1100 'PPC': (D("0.1"), "long"),
1101 'RIC': (D("0.1"), "long"),
1102 'VIA': (D("0.1"), "long"),
1103 'XCP': (D("0.1"), "long"),
1104 }
1105 self.assertDictEqual(expected, liquidities["medium"][date])
1106 self.assertEqual(portfolio.datetime.datetime(2018, 1, 15), market.Portfolio.last_date.get())
1107
1108 with self.subTest(description="Missing weight"):
1109 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
1110 del(data["portfolio_2"]["weights"])
1111 market.Portfolio.data = store.LockedVar(data)
1112
1113 market.Portfolio.parse_cryptoportfolio()
1114 self.assertListEqual(
1115 ["medium", "high"],
1116 list(market.Portfolio.liquidities.get().keys()))
1117 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
1118
1119 with self.subTest(description="All missing weights"):
1120 data = store.json.loads(self.json_response, parse_int=D, parse_float=D)
1121 del(data["portfolio_1"]["weights"])
1122 del(data["portfolio_2"]["weights"])
1123 market.Portfolio.data = store.LockedVar(data)
1124
1125 market.Portfolio.parse_cryptoportfolio()
1126 self.assertEqual({}, market.Portfolio.liquidities.get("medium"))
1127 self.assertEqual({}, market.Portfolio.liquidities.get("high"))
1128 self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get())
1129
1130
1131 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
1132 def test_repartition(self, get_cryptoportfolio):
1133 market.Portfolio.liquidities = store.LockedVar({
1134 "medium": {
1135 "2018-03-01": "medium_2018-03-01",
1136 "2018-03-08": "medium_2018-03-08",
1137 },
1138 "high": {
1139 "2018-03-01": "high_2018-03-01",
1140 "2018-03-08": "high_2018-03-08",
1141 }
1142 })
1143 market.Portfolio.last_date = store.LockedVar("2018-03-08")
1144
1145 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition())
1146 get_cryptoportfolio.assert_called_once_with()
1147 self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium"))
1148 self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high"))
1149
1150 @mock.patch.object(market.time, "sleep")
1151 @mock.patch.object(market.Portfolio, "get_cryptoportfolio")
1152 def test_wait_for_recent(self, get_cryptoportfolio, sleep):
1153 self.call_count = 0
1154 def _get(refetch=False):
1155 if self.call_count != 0:
1156 self.assertTrue(refetch)
1157 else:
1158 self.assertFalse(refetch)
1159 self.call_count += 1
1160 market.Portfolio.last_date = store.LockedVar(store.datetime.datetime.now()\
1161 - store.datetime.timedelta(10)\
1162 + store.datetime.timedelta(self.call_count))
1163 get_cryptoportfolio.side_effect = _get
1164
1165 market.Portfolio.wait_for_recent()
1166 sleep.assert_called_with(30)
1167 self.assertEqual(6, sleep.call_count)
1168 self.assertEqual(7, get_cryptoportfolio.call_count)
1169 market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio")
1170
1171 sleep.reset_mock()
1172 get_cryptoportfolio.reset_mock()
1173 market.Portfolio.last_date = store.LockedVar(None)
1174 self.call_count = 0
1175 market.Portfolio.wait_for_recent(delta=15)
1176 sleep.assert_not_called()
1177 self.assertEqual(1, get_cryptoportfolio.call_count)
1178
1179 sleep.reset_mock()
1180 get_cryptoportfolio.reset_mock()
1181 market.Portfolio.last_date = store.LockedVar(None)
1182 self.call_count = 0
1183 market.Portfolio.wait_for_recent(delta=1)
1184 sleep.assert_called_with(30)
1185 self.assertEqual(9, sleep.call_count)
1186 self.assertEqual(10, get_cryptoportfolio.call_count)
1187
1188 def test_is_worker_thread(self):
1189 with self.subTest(worker=None):
1190 self.assertFalse(store.Portfolio.is_worker_thread())
1191
1192 with self.subTest(worker="not self"),\
1193 mock.patch("threading.current_thread") as current_thread:
1194 current = mock.Mock()
1195 current_thread.return_value = current
1196 store.Portfolio.worker = mock.Mock()
1197 self.assertFalse(store.Portfolio.is_worker_thread())
1198
1199 with self.subTest(worker="self"),\
1200 mock.patch("threading.current_thread") as current_thread:
1201 current = mock.Mock()
1202 current_thread.return_value = current
1203 store.Portfolio.worker = current
1204 self.assertTrue(store.Portfolio.is_worker_thread())
1205
1206 def test_start_worker(self):
1207 with mock.patch.object(store.Portfolio, "wait_for_notification") as notification:
1208 store.Portfolio.start_worker()
1209 notification.assert_called_once_with(poll=30)
1210
1211 self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__)
1212 self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__)
1213 store.Portfolio.report.start_lock.assert_called_once_with()
1214
1215 self.assertIsNotNone(store.Portfolio.worker)
1216 self.assertIsNotNone(store.Portfolio.worker_notify)
1217 self.assertIsNotNone(store.Portfolio.callback)
1218 self.assertTrue(store.Portfolio.worker_started)
1219
1220 self.assertFalse(store.Portfolio.worker.is_alive())
1221 self.assertEqual(1, threading.active_count())
1222
1223 def test_stop_worker(self):
1224 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
1225 mock.patch.object(store.Portfolio, "report") as report,\
1226 mock.patch.object(store.time, "sleep") as sleep:
1227 store.Portfolio.start_worker(poll=3)
1228 store.Portfolio.stop_worker()
1229 store.Portfolio.worker.join()
1230 get.assert_not_called()
1231 report.assert_not_called()
1232 sleep.assert_not_called()
1233 self.assertFalse(store.Portfolio.worker.is_alive())
1234
1235 def test_wait_for_notification(self):
1236 with self.assertRaises(RuntimeError):
1237 store.Portfolio.wait_for_notification()
1238
1239 with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\
1240 mock.patch.object(store.Portfolio, "report") as report,\
1241 mock.patch.object(store.time, "sleep") as sleep:
1242 store.Portfolio.start_worker(poll=3)
1243
1244 store.Portfolio.worker_notify.set()
1245
1246 store.Portfolio.callback.wait()
1247
1248 report.print_log.assert_called_once_with("Fetching cryptoportfolio")
1249 get.assert_called_once_with(refetch=True)
1250 sleep.assert_called_once_with(3)
1251 self.assertFalse(store.Portfolio.worker_notify.is_set())
1252 self.assertTrue(store.Portfolio.worker.is_alive())
1253
1254 store.Portfolio.callback.clear()
1255 store.Portfolio.worker_started = False
1256 store.Portfolio.worker_notify.set()
1257 store.Portfolio.worker.join()
1258 self.assertFalse(store.Portfolio.worker.is_alive())
1259
1260 def test_notify_and_wait(self):
1261 with mock.patch.object(store.Portfolio, "callback") as callback,\
1262 mock.patch.object(store.Portfolio, "worker_notify") as worker_notify:
1263 store.Portfolio.notify_and_wait()
1264 callback.clear.assert_called_once_with()
1265 worker_notify.set.assert_called_once_with()
1266 callback.wait.assert_called_once_with()
1267
1268
generated by cgit v1.2.3 (git 2.25.1) at 2024-11-04 11:21:55 +0000