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-rw-r--r--tests/test_market.py131
1 files changed, 116 insertions, 15 deletions
diff --git a/tests/test_market.py b/tests/test_market.py
index e0cf70a..53630b7 100644
--- a/tests/test_market.py
+++ b/tests/test_market.py
@@ -130,19 +130,20 @@ class MarketTest(WebMockTestCase):
130 @mock.patch.object(market.Market, "get_ticker") 130 @mock.patch.object(market.Market, "get_ticker")
131 @mock.patch.object(market.TradeStore, "compute_trades") 131 @mock.patch.object(market.TradeStore, "compute_trades")
132 def test_prepare_trades(self, compute_trades, get_ticker, repartition): 132 def test_prepare_trades(self, compute_trades, get_ticker, repartition):
133 repartition.return_value = { 133 with self.subTest(available_balance_only=False),\
134 "XEM": (D("0.75"), "long"), 134 mock.patch("market.ReportStore"):
135 "BTC": (D("0.25"), "long"), 135 def _get_ticker(c1, c2):
136 } 136 if c1 == "USDT" and c2 == "BTC":
137 def _get_ticker(c1, c2): 137 return { "average": D("0.0001") }
138 if c1 == "USDT" and c2 == "BTC": 138 if c1 == "XVG" and c2 == "BTC":
139 return { "average": D("0.0001") } 139 return { "average": D("0.000001") }
140 if c1 == "XVG" and c2 == "BTC": 140 self.fail("Should not be called with {}, {}".format(c1, c2))
141 return { "average": D("0.000001") } 141 get_ticker.side_effect = _get_ticker
142 self.fail("Should be called with {}, {}".format(c1, c2)) 142
143 get_ticker.side_effect = _get_ticker 143 repartition.return_value = {
144 144 "XEM": (D("0.75"), "long"),
145 with mock.patch("market.ReportStore"): 145 "BTC": (D("0.25"), "long"),
146 }
146 m = market.Market(self.ccxt, self.market_args()) 147 m = market.Market(self.ccxt, self.market_args())
147 self.ccxt.fetch_all_balances.return_value = { 148 self.ccxt.fetch_all_balances.return_value = {
148 "USDT": { 149 "USDT": {
@@ -171,9 +172,109 @@ class MarketTest(WebMockTestCase):
171 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value) 172 self.assertEqual(D("0.7575"), call[0][1]["XEM"].value)
172 m.report.log_stage.assert_called_once_with("prepare_trades", 173 m.report.log_stage.assert_called_once_with("prepare_trades",
173 base_currency='BTC', compute_value='average', 174 base_currency='BTC', compute_value='average',
174 liquidity='medium', only=None, repartition=None) 175 available_balance_only=False, liquidity='medium',
176 only=None, repartition=None)
175 m.report.log_balances.assert_called_once_with(tag="tag") 177 m.report.log_balances.assert_called_once_with(tag="tag")
176 178
179 compute_trades.reset_mock()
180 with self.subTest(available_balance_only=True),\
181 mock.patch("market.ReportStore"):
182 def _get_ticker(c1, c2):
183 if c1 == "ZRC" and c2 == "BTC":
184 return { "average": D("0.0001") }
185 if c1 == "DOGE" and c2 == "BTC":
186 return { "average": D("0.000001") }
187 if c1 == "ETH" and c2 == "BTC":
188 return { "average": D("0.1") }
189 self.fail("Should not be called with {}, {}".format(c1, c2))
190 get_ticker.side_effect = _get_ticker
191
192 repartition.return_value = {
193 "DOGE": (D("0.25"), "short"),
194 "BTC": (D("0.25"), "long"),
195 "ETH": (D("0.25"), "long"),
196 "XMR": (D("0.25"), "long"),
197 }
198 m = market.Market(self.ccxt, self.market_args())
199 self.ccxt.fetch_all_balances.return_value = {
200 "ZRC": {
201 "exchange_free": D("2.0"),
202 "exchange_used": D("0.0"),
203 "exchange_total": D("2.0"),
204 "total": D("2.0")
205 },
206 "DOGE": {
207 "exchange_free": D("5.0"),
208 "exchange_used": D("0.0"),
209 "exchange_total": D("5.0"),
210 "total": D("5.0")
211 },
212 "BTC": {
213 "exchange_free": D("0.075"),
214 "exchange_used": D("0.02"),
215 "exchange_total": D("0.095"),
216 "margin_available": D("0.025"),
217 "margin_in_position": D("0.01"),
218 "margin_total": D("0.035"),
219 "total": D("0.13")
220 },
221 "ETH": {
222 "exchange_free": D("1.0"),
223 "exchange_used": D("0.0"),
224 "exchange_total": D("1.0"),
225 "total": D("1.0")
226 },
227 }
228
229 m.balances.fetch_balances(tag="tag")
230 m.prepare_trades(available_balance_only=True)
231 compute_trades.assert_called_once()
232
233 call = compute_trades.call_args[0]
234 values_in_base = call[0]
235 new_repartition = call[1]
236
237 self.assertEqual(portfolio.Amount("BTC", "-0.025"),
238 new_repartition["DOGE"] - values_in_base["DOGE"])
239 self.assertEqual(portfolio.Amount("BTC", "0.025"),
240 new_repartition["ETH"] - values_in_base["ETH"])
241 self.assertEqual(0,
242 new_repartition["ZRC"] - values_in_base["ZRC"])
243 self.assertEqual(portfolio.Amount("BTC", "0.025"),
244 new_repartition["XMR"])
245
246 compute_trades.reset_mock()
247 with self.subTest(available_balance_only=True, balance=0),\
248 mock.patch("market.ReportStore"):
249 def _get_ticker(c1, c2):
250 if c1 == "ETH" and c2 == "BTC":
251 return { "average": D("0.1") }
252 self.fail("Should not be called with {}, {}".format(c1, c2))
253 get_ticker.side_effect = _get_ticker
254
255 repartition.return_value = {
256 "BTC": (D("0.5"), "long"),
257 "ETH": (D("0.5"), "long"),
258 }
259 m = market.Market(self.ccxt, self.market_args())
260 self.ccxt.fetch_all_balances.return_value = {
261 "ETH": {
262 "exchange_free": D("1.0"),
263 "exchange_used": D("0.0"),
264 "exchange_total": D("1.0"),
265 "total": D("1.0")
266 },
267 }
268
269 m.balances.fetch_balances(tag="tag")
270 m.prepare_trades(available_balance_only=True)
271 compute_trades.assert_called_once()
272
273 call = compute_trades.call_args[0]
274 values_in_base = call[0]
275 new_repartition = call[1]
276
277 self.assertEqual(new_repartition["ETH"], values_in_base["ETH"])
177 278
178 @mock.patch.object(market.time, "sleep") 279 @mock.patch.object(market.time, "sleep")
179 @mock.patch.object(market.TradeStore, "all_orders") 280 @mock.patch.object(market.TradeStore, "all_orders")
@@ -859,7 +960,7 @@ class ProcessorTest(WebMockTestCase):
859 960
860 method, arguments = processor.method_arguments("prepare_trades") 961 method, arguments = processor.method_arguments("prepare_trades")
861 self.assertEqual(m.prepare_trades, method) 962 self.assertEqual(m.prepare_trades, method)
862 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only'], arguments) 963 self.assertEqual(['base_currency', 'liquidity', 'compute_value', 'repartition', 'only', 'available_balance_only'], arguments)
863 964
864 method, arguments = processor.method_arguments("prepare_orders") 965 method, arguments = processor.method_arguments("prepare_orders")
865 self.assertEqual(m.trades.prepare_orders, method) 966 self.assertEqual(m.trades.prepare_orders, method)