From 1f117ac79e10c3c9728d3b267d134dec2a165603 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Tue, 6 Mar 2018 00:21:52 +0100 Subject: Move helper methods to their due places --- helper.py | 320 ---------------------------------------------- main.py | 149 ++++++++++++++++++++-- market.py | 215 ++++++++++++++++++++++++++++++- test.py | 428 ++++++++++++++++++++++++++++++++++++++------------------------ 4 files changed, 610 insertions(+), 502 deletions(-) delete mode 100644 helper.py diff --git a/helper.py b/helper.py deleted file mode 100644 index 8f726d5..0000000 --- a/helper.py +++ /dev/null @@ -1,320 +0,0 @@ -from datetime import datetime -import argparse -import configparser -import psycopg2 -import os -import sys - -import portfolio - -def make_order(market, value, currency, action="acquire", - close_if_possible=False, base_currency="BTC", follow=True, - compute_value="average"): - """ - Make an order on market - "market": The market on which to place the order - "value": The value in *base_currency* to acquire, - or in *currency* to dispose. - use negative for margin trade. - "action": "acquire" or "dispose". - "acquire" will buy long or sell short, - "dispose" will sell long or buy short. - "currency": The currency to acquire or dispose - "base_currency": The base currency. The value is expressed in that - currency (default: BTC) - "follow": Whether to follow the order once run (default: True) - "close_if_possible": Whether to try to close the position at the end - of the trade, i.e. reach exactly 0 at the end - (only meaningful in "dispose"). May have - unwanted effects if the end value of the - currency is not 0. - "compute_value": Compute value to place the order - """ - market.report.log_stage("make_order_begin") - market.balances.fetch_balances(tag="make_order_begin") - if action == "acquire": - trade = portfolio.Trade( - portfolio.Amount(base_currency, 0), - portfolio.Amount(base_currency, value), - currency, market) - else: - amount = portfolio.Amount(currency, value) - trade = portfolio.Trade( - amount.in_currency(base_currency, market, compute_value=compute_value), - portfolio.Amount(base_currency, 0), - currency, market) - market.trades.all.append(trade) - order = trade.prepare_order( - close_if_possible=close_if_possible, - compute_value=compute_value) - market.report.log_orders([order], None, compute_value) - market.trades.run_orders() - if follow: - market.follow_orders() - market.balances.fetch_balances(tag="make_order_end") - else: - market.report.log_stage("make_order_end_not_followed") - return order - market.report.log_stage("make_order_end") - -def get_user_market(config_path, user_id, debug=False): - import market - pg_config, report_path = main_parse_config(config_path) - market_config = list(main_fetch_markets(pg_config, str(user_id)))[0][0] - return market.Market.from_config(market_config, debug=debug) - -def main_parse_args(argv): - parser = argparse.ArgumentParser( - description="Run the trade bot") - - parser.add_argument("-c", "--config", - default="config.ini", - required=False, - help="Config file to load (default: config.ini)") - parser.add_argument("--before", - default=False, action='store_const', const=True, - help="Run the steps before the cryptoportfolio update") - parser.add_argument("--after", - default=False, action='store_const', const=True, - help="Run the steps after the cryptoportfolio update") - parser.add_argument("--debug", - default=False, action='store_const', const=True, - help="Run in debug mode") - parser.add_argument("--user", - default=None, required=False, help="Only run for that user") - parser.add_argument("--action", - action='append', - help="Do a different action than trading (add several times to chain)") - - args = parser.parse_args(argv) - - if not os.path.exists(args.config): - print("no config file found, exiting") - sys.exit(1) - - return args - -def main_parse_config(config_file): - config = configparser.ConfigParser() - config.read(config_file) - - if "postgresql" not in config: - print("no configuration for postgresql in config file") - sys.exit(1) - - if "app" in config and "report_path" in config["app"]: - report_path = config["app"]["report_path"] - - if not os.path.exists(report_path): - os.makedirs(report_path) - else: - report_path = None - - return [config["postgresql"], report_path] - -def main_fetch_markets(pg_config, user): - connection = psycopg2.connect(**pg_config) - cursor = connection.cursor() - - if user is None: - cursor.execute("SELECT config,user_id FROM market_configs") - else: - cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) - - for row in cursor: - yield row - -def main_process_market(user_market, actions, before=False, after=False): - if len(actions or []) == 0: - if before: - Processor(user_market).process("sell_all", steps="before") - if after: - Processor(user_market).process("sell_all", steps="after") - else: - for action in actions: - if action in globals(): - (globals()[action])(user_market) - else: - raise NotImplementedError("Unknown action {}".format(action)) - -def main_store_report(report_path, user_id, user_market): - try: - if report_path is not None: - report_file = "{}/{}_{}.json".format(report_path, datetime.now().isoformat(), user_id) - with open(report_file, "w") as f: - f.write(user_market.report.to_json()) - except Exception as e: - print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) - -def print_orders(market, base_currency="BTC"): - market.report.log_stage("print_orders") - market.balances.fetch_balances(tag="print_orders") - market.prepare_trades(base_currency=base_currency, compute_value="average") - market.trades.prepare_orders(compute_value="average") - -def print_balances(market, base_currency="BTC"): - market.report.log_stage("print_balances") - market.balances.fetch_balances() - if base_currency is not None: - market.report.print_log("total:") - market.report.print_log(sum(market.balances.in_currency(base_currency).values())) - -class Processor: - scenarios = { - "sell_needed": [ - { - "name": "wait", - "number": 0, - "before": False, - "after": True, - "wait_for_recent": {}, - }, - { - "name": "sell", - "number": 1, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, - "prepare_orders": { "only": "dispose", "compute_value": "average" }, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - { - "name": "buy", - "number": 2, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "only": "acquire" }, - "prepare_orders": { "only": "acquire", "compute_value": "average" }, - "move_balances": {}, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - ], - "sell_all": [ - { - "name": "all_sell", - "number": 1, - "before": True, - "after": False, - "fetch_balances": ["begin", "end"], - "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, - "prepare_orders": { "compute_value": "average" }, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - { - "name": "wait", - "number": 2, - "before": False, - "after": True, - "wait_for_recent": {}, - }, - { - "name": "all_buy", - "number": 3, - "before": False, - "after": True, - "fetch_balances": ["begin", "end"], - "prepare_trades": {}, - "prepare_orders": { "compute_value": "average" }, - "move_balances": {}, - "run_orders": {}, - "follow_orders": {}, - "close_trades": {}, - }, - ] - } - - ordered_actions = [ - "wait_for_recent", "prepare_trades", "prepare_orders", - "move_balances", "run_orders", "follow_orders", - "close_trades"] - - def __init__(self, market): - self.market = market - - def select_steps(self, scenario, step): - if step == "all": - return scenario - elif step == "before" or step == "after": - return list(filter(lambda x: step in x and x[step], scenario)) - elif type(step) == int: - return [scenario[step-1]] - elif type(step) == str: - return list(filter(lambda x: x["name"] == step, scenario)) - else: - raise TypeError("Unknown step {}".format(step)) - - def process(self, scenario_name, steps="all", **kwargs): - scenario = self.scenarios[scenario_name] - selected_steps = [] - - if type(steps) == str or type(steps) == int: - selected_steps += self.select_steps(scenario, steps) - else: - for step in steps: - selected_steps += self.select_steps(scenario, step) - for step in selected_steps: - self.process_step(scenario_name, step, kwargs) - - def process_step(self, scenario_name, step, kwargs): - process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) - self.market.report.log_stage("{}_begin".format(process_name)) - if "begin" in step.get("fetch_balances", []): - self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) - - for action in self.ordered_actions: - if action in step: - self.run_action(action, step[action], kwargs) - - if "end" in step.get("fetch_balances", []): - self.market.balances.fetch_balances(tag="{}_end".format(process_name)) - self.market.report.log_stage("{}_end".format(process_name)) - - def method_arguments(self, action): - import inspect - - if action == "wait_for_recent": - method = portfolio.Portfolio.wait_for_recent - elif action == "prepare_trades": - method = self.market.prepare_trades - elif action == "prepare_orders": - method = self.market.trades.prepare_orders - elif action == "move_balances": - method = self.market.move_balances - elif action == "run_orders": - method = self.market.trades.run_orders - elif action == "follow_orders": - method = self.market.follow_orders - elif action == "close_trades": - method = self.market.trades.close_trades - - signature = inspect.getfullargspec(method) - defaults = signature.defaults or [] - kwargs = signature.args[-len(defaults):] - - return [method, kwargs] - - def parse_args(self, action, default_args, kwargs): - method, allowed_arguments = self.method_arguments(action) - args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } - - if "repartition" in args and "base_currency" in args["repartition"]: - r = args["repartition"] - r[args.get("base_currency", "BTC")] = r.pop("base_currency") - - return method, args - - def run_action(self, action, default_args, kwargs): - method, args = self.parse_args(action, default_args, kwargs) - - if action == "wait_for_recent": - method(self.market, **args) - else: - method(**args) diff --git a/main.py b/main.py index d4bab02..dcbc2a3 100644 --- a/main.py +++ b/main.py @@ -1,18 +1,143 @@ +from datetime import datetime +import argparse +import configparser +import psycopg2 +import os import sys -import helper, market -args = helper.main_parse_args(sys.argv[1:]) +import market +import portfolio -pg_config, report_path = helper.main_parse_config(args.config) +__all__ = ["make_order", "get_user_market"] -for market_config, user_id in helper.main_fetch_markets(pg_config, args.user): - try: - user_market = market.Market.from_config(market_config, debug=args.debug) - helper.main_process_market(user_market, args.action, before=args.before, after=args.after) - except Exception as e: +def make_order(market, value, currency, action="acquire", + close_if_possible=False, base_currency="BTC", follow=True, + compute_value="average"): + """ + Make an order on market + "market": The market on which to place the order + "value": The value in *base_currency* to acquire, + or in *currency* to dispose. + use negative for margin trade. + "action": "acquire" or "dispose". + "acquire" will buy long or sell short, + "dispose" will sell long or buy short. + "currency": The currency to acquire or dispose + "base_currency": The base currency. The value is expressed in that + currency (default: BTC) + "follow": Whether to follow the order once run (default: True) + "close_if_possible": Whether to try to close the position at the end + of the trade, i.e. reach exactly 0 at the end + (only meaningful in "dispose"). May have + unwanted effects if the end value of the + currency is not 0. + "compute_value": Compute value to place the order + """ + market.report.log_stage("make_order_begin") + market.balances.fetch_balances(tag="make_order_begin") + if action == "acquire": + trade = portfolio.Trade( + portfolio.Amount(base_currency, 0), + portfolio.Amount(base_currency, value), + currency, market) + else: + amount = portfolio.Amount(currency, value) + trade = portfolio.Trade( + amount.in_currency(base_currency, market, compute_value=compute_value), + portfolio.Amount(base_currency, 0), + currency, market) + market.trades.all.append(trade) + order = trade.prepare_order( + close_if_possible=close_if_possible, + compute_value=compute_value) + market.report.log_orders([order], None, compute_value) + market.trades.run_orders() + if follow: + market.follow_orders() + market.balances.fetch_balances(tag="make_order_end") + else: + market.report.log_stage("make_order_end_not_followed") + return order + market.report.log_stage("make_order_end") + +def get_user_market(config_path, user_id, debug=False): + pg_config, report_path = parse_config(config_path) + market_config = list(fetch_markets(pg_config, str(user_id)))[0][0] + return market.Market.from_config(market_config, debug=debug) + +def fetch_markets(pg_config, user): + connection = psycopg2.connect(**pg_config) + cursor = connection.cursor() + + if user is None: + cursor.execute("SELECT config,user_id FROM market_configs") + else: + cursor.execute("SELECT config,user_id FROM market_configs WHERE user_id = %s", user) + + for row in cursor: + yield row + +def parse_config(config_file): + config = configparser.ConfigParser() + config.read(config_file) + + if "postgresql" not in config: + print("no configuration for postgresql in config file") + sys.exit(1) + + if "app" in config and "report_path" in config["app"]: + report_path = config["app"]["report_path"] + + if not os.path.exists(report_path): + os.makedirs(report_path) + else: + report_path = None + + return [config["postgresql"], report_path] + +def parse_args(argv): + parser = argparse.ArgumentParser( + description="Run the trade bot") + + parser.add_argument("-c", "--config", + default="config.ini", + required=False, + help="Config file to load (default: config.ini)") + parser.add_argument("--before", + default=False, action='store_const', const=True, + help="Run the steps before the cryptoportfolio update") + parser.add_argument("--after", + default=False, action='store_const', const=True, + help="Run the steps after the cryptoportfolio update") + parser.add_argument("--debug", + default=False, action='store_const', const=True, + help="Run in debug mode") + parser.add_argument("--user", + default=None, required=False, help="Only run for that user") + parser.add_argument("--action", + action='append', + help="Do a different action than trading (add several times to chain)") + + args = parser.parse_args(argv) + + if not os.path.exists(args.config): + print("no config file found, exiting") + sys.exit(1) + + return args + +def main(argv): + args = parse_args(argv) + + pg_config, report_path = parse_config(args.config) + + for market_config, user_id in fetch_markets(pg_config, args.user): try: - user_market.report.log_error("main", exception=e) - except: + market.Market\ + .from_config(market_config, debug=args.debug, user_id=user_id, report_path=report_path)\ + .process(args.action, before=args.before, after=args.after) + except Exception as e: print("{}: {}".format(e.__class__.__name__, e)) - finally: - helper.main_store_report(report_path, user_id, user_market) + +if __name__ == '__main__': # pragma: no cover + main(sys.argv[1:]) diff --git a/market.py b/market.py index 3381d1e..6c14ae2 100644 --- a/market.py +++ b/market.py @@ -3,6 +3,8 @@ import ccxt_wrapper as ccxt import time from store import * from cachetools.func import ttl_cache +from datetime import datetime +import portfolio class Market: debug = False @@ -11,17 +13,21 @@ class Market: trades = None balances = None - def __init__(self, ccxt_instance, debug=False): + def __init__(self, ccxt_instance, debug=False, user_id=None, report_path=None): self.debug = debug self.ccxt = ccxt_instance self.ccxt._market = self self.report = ReportStore(self) self.trades = TradeStore(self) self.balances = BalanceStore(self) + self.processor = Processor(self) + + self.user_id = user_id + self.report_path = report_path @classmethod - def from_config(cls, config, debug=False): - config["apiKey"] = config.pop("key") + def from_config(cls, config, debug=False, user_id=None, report_path=None): + config["apiKey"] = config.pop("key", None) ccxt_instance = ccxt.poloniexE(config) @@ -37,7 +43,34 @@ class Market: ccxt_instance.session.request = request_wrap.__get__(ccxt_instance.session, ccxt_instance.session.__class__) - return cls(ccxt_instance, debug=debug) + return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path) + + def store_report(self): + try: + if self.report_path is not None: + report_file = "{}/{}_{}.json".format(self.report_path, datetime.now().isoformat(), self.user_id) + with open(report_file, "w") as f: + f.write(self.report.to_json()) + except Exception as e: + print("impossible to store report file: {}; {}".format(e.__class__.__name__, e)) + + def process(self, actions, before=False, after=False): + try: + if len(actions or []) == 0: + if before: + self.processor.process("sell_all", steps="before") + if after: + self.processor.process("sell_all", steps="after") + else: + for action in actions: + if hasattr(self, action): + getattr(self, action)() + else: + self.report.log_error("market_process", message="Unknown action {}".format(action)) + except Exception as e: + self.report.log_error("market_process", exception=e) + finally: + self.store_report() def move_balances(self): needed_in_margin = {} @@ -143,3 +176,177 @@ class Market: liquidity=liquidity, repartition=repartition) self.trades.compute_trades(values_in_base, new_repartition, only=only) + # Helpers + def print_orders(self, base_currency="BTC"): + self.report.log_stage("print_orders") + self.balances.fetch_balances(tag="print_orders") + self.prepare_trades(base_currency=base_currency, compute_value="average") + self.trades.prepare_orders(compute_value="average") + + def print_balances(self, base_currency="BTC"): + self.report.log_stage("print_balances") + self.balances.fetch_balances() + if base_currency is not None: + self.report.print_log("total:") + self.report.print_log(sum(self.balances.in_currency(base_currency).values())) + +class Processor: + scenarios = { + "sell_needed": [ + { + "name": "wait", + "number": 0, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "sell", + "number": 1, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "only": "dispose", "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + { + "name": "buy", + "number": 2, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "only": "acquire" }, + "prepare_orders": { "only": "acquire", "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + ], + "sell_all": [ + { + "name": "all_sell", + "number": 1, + "before": True, + "after": False, + "fetch_balances": ["begin", "end"], + "prepare_trades": { "repartition": { "base_currency": (1, "long") } }, + "prepare_orders": { "compute_value": "average" }, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + { + "name": "wait", + "number": 2, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "all_buy", + "number": 3, + "before": False, + "after": True, + "fetch_balances": ["begin", "end"], + "prepare_trades": {}, + "prepare_orders": { "compute_value": "average" }, + "move_balances": {}, + "run_orders": {}, + "follow_orders": {}, + "close_trades": {}, + }, + ] + } + + ordered_actions = [ + "wait_for_recent", "prepare_trades", "prepare_orders", + "move_balances", "run_orders", "follow_orders", + "close_trades"] + + def __init__(self, market): + self.market = market + + def select_steps(self, scenario, step): + if step == "all": + return scenario + elif step == "before" or step == "after": + return list(filter(lambda x: step in x and x[step], scenario)) + elif type(step) == int: + return [scenario[step-1]] + elif type(step) == str: + return list(filter(lambda x: x["name"] == step, scenario)) + else: + raise TypeError("Unknown step {}".format(step)) + + def process(self, scenario_name, steps="all", **kwargs): + scenario = self.scenarios[scenario_name] + selected_steps = [] + + if type(steps) == str or type(steps) == int: + selected_steps += self.select_steps(scenario, steps) + else: + for step in steps: + selected_steps += self.select_steps(scenario, step) + for step in selected_steps: + self.process_step(scenario_name, step, kwargs) + + def process_step(self, scenario_name, step, kwargs): + process_name = "process_{}__{}_{}".format(scenario_name, step["number"], step["name"]) + self.market.report.log_stage("{}_begin".format(process_name)) + if "begin" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_begin".format(process_name)) + + for action in self.ordered_actions: + if action in step: + self.run_action(action, step[action], kwargs) + + if "end" in step.get("fetch_balances", []): + self.market.balances.fetch_balances(tag="{}_end".format(process_name)) + self.market.report.log_stage("{}_end".format(process_name)) + + def method_arguments(self, action): + import inspect + + if action == "wait_for_recent": + method = portfolio.Portfolio.wait_for_recent + elif action == "prepare_trades": + method = self.market.prepare_trades + elif action == "prepare_orders": + method = self.market.trades.prepare_orders + elif action == "move_balances": + method = self.market.move_balances + elif action == "run_orders": + method = self.market.trades.run_orders + elif action == "follow_orders": + method = self.market.follow_orders + elif action == "close_trades": + method = self.market.trades.close_trades + + signature = inspect.getfullargspec(method) + defaults = signature.defaults or [] + kwargs = signature.args[-len(defaults):] + + return [method, kwargs] + + def parse_args(self, action, default_args, kwargs): + method, allowed_arguments = self.method_arguments(action) + args = {k: v for k, v in {**default_args, **kwargs}.items() if k in allowed_arguments } + + if "repartition" in args and "base_currency" in args["repartition"]: + r = args["repartition"] + r[args.get("base_currency", "BTC")] = r.pop("base_currency") + + return method, args + + def run_action(self, action, default_args, kwargs): + method, args = self.parse_args(action, default_args, kwargs) + + if action == "wait_for_recent": + method(self.market, **args) + else: + method(**args) + diff --git a/test.py b/test.py index a45010b..feac62f 100644 --- a/test.py +++ b/test.py @@ -7,7 +7,7 @@ from unittest import mock import requests import requests_mock from io import StringIO -import portfolio, helper, market +import portfolio, market, main limits = ["acceptance", "unit"] for test_type in limits: @@ -907,7 +907,163 @@ class MarketTest(WebMockTestCase): self.ccxt.transfer_balance.assert_any_call("BTC", 3, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("USDT", 100, "exchange", "margin") self.ccxt.transfer_balance.assert_any_call("ETC", 5, "margin", "exchange") - + + def test_store_report(self): + + file_open = mock.mock_open() + with self.subTest(file=None), mock.patch("market.open", file_open): + m = market.Market(self.ccxt, user_id=1) + m.store_report() + file_open.assert_not_called() + + file_open = mock.mock_open() + m = market.Market(self.ccxt, report_path="present", user_id=1) + with self.subTest(file="present"),\ + mock.patch("market.open", file_open),\ + mock.patch.object(m, "report") as report,\ + mock.patch.object(market, "datetime") as time_mock: + + time_mock.now.return_value = datetime.datetime(2018, 2, 25) + report.to_json.return_value = "json_content" + + m.store_report() + + file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") + file_open().write.assert_called_once_with("json_content") + m.report.to_json.assert_called_once_with() + + m = market.Market(self.ccxt, report_path="error", user_id=1) + with self.subTest(file="error"),\ + mock.patch("market.open") as file_open,\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + file_open.side_effect = FileNotFoundError + + m.store_report() + + self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + + def test_print_orders(self): + m = market.Market(self.ccxt) + with mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m, "prepare_trades") as prepare_trades,\ + mock.patch.object(m.trades, "prepare_orders") as prepare_orders: + m.print_orders() + + log_stage.assert_called_with("print_orders") + fetch_balances.assert_called_with(tag="print_orders") + prepare_trades.assert_called_with(base_currency="BTC", + compute_value="average") + prepare_orders.assert_called_with(compute_value="average") + + def test_print_balances(self): + m = market.Market(self.ccxt) + + with mock.patch.object(m.balances, "in_currency") as in_currency,\ + mock.patch.object(m.report, "log_stage") as log_stage,\ + mock.patch.object(m.balances, "fetch_balances") as fetch_balances,\ + mock.patch.object(m.report, "print_log") as print_log: + + in_currency.return_value = { + "BTC": portfolio.Amount("BTC", "0.65"), + "ETH": portfolio.Amount("BTC", "0.3"), + } + + m.print_balances() + + log_stage.assert_called_once_with("print_balances") + fetch_balances.assert_called_with() + print_log.assert_has_calls([ + mock.call("total:"), + mock.call(portfolio.Amount("BTC", "0.95")), + ]) + + @mock.patch("market.Processor.process") + @mock.patch("market.ReportStore.log_error") + @mock.patch("market.Market.store_report") + def test_process(self, store_report, log_error, process): + m = market.Market(self.ccxt) + with self.subTest(before=False, after=False): + m.process(None) + + process.assert_not_called() + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=False): + m.process(None, before=True) + + process.assert_called_once_with("sell_all", steps="before") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=False, after=True): + m.process(None, after=True) + + process.assert_called_once_with("sell_all", steps="after") + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(before=True, after=True): + m.process(None, before=True, after=True) + + process.assert_has_calls([ + mock.call("sell_all", steps="before"), + mock.call("sell_all", steps="after"), + ]) + store_report.assert_called_once() + log_error.assert_not_called() + + process.reset_mock() + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_balances"),\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="print_orders"),\ + mock.patch.object(m, "print_orders") as print_orders,\ + mock.patch.object(m, "print_balances") as print_balances: + m.process(["print_orders", "print_balances"]) + + process.assert_not_called() + log_error.assert_not_called() + store_report.assert_called_once() + print_orders.assert_called_once_with() + print_balances.assert_called_once_with() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(action="unknown"): + m.process(["unknown"]) + log_error.assert_called_once_with("market_process", message="Unknown action unknown") + store_report.assert_called_once() + + log_error.reset_mock() + store_report.reset_mock() + with self.subTest(unhandled_exception=True): + process.side_effect = Exception("bouh") + + m.process(None, before=True) + log_error.assert_called_with("market_process", exception=mock.ANY) + store_report.assert_called_once() + @unittest.skipUnless("unit" in limits, "Unit skipped") class TradeStoreTest(WebMockTestCase): def test_compute_trades(self): @@ -2752,7 +2908,7 @@ class ReportStoreTest(WebMockTestCase): }) @unittest.skipUnless("unit" in limits, "Unit skipped") -class HelperTest(WebMockTestCase): +class MainTest(WebMockTestCase): def test_make_order(self): self.m.get_ticker.return_value = { "inverted": False, @@ -2762,7 +2918,7 @@ class HelperTest(WebMockTestCase): } with self.subTest(description="nominal case"): - helper.make_order(self.m, 10, "ETH") + main.make_order(self.m, 10, "ETH") self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), @@ -2787,7 +2943,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(compute_value="default"): - helper.make_order(self.m, 10, "ETH", action="dispose", + main.make_order(self.m, 10, "ETH", action="dispose", compute_value="ask") trade = self.m.trades.all.append.mock_calls[0][1][0] @@ -2796,7 +2952,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(follow=False): - result = helper.make_order(self.m, 10, "ETH", follow=False) + result = main.make_order(self.m, 10, "ETH", follow=False) self.m.report.log_stage.assert_has_calls([ mock.call("make_order_begin"), @@ -2816,7 +2972,7 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(base_currency="USDT"): - helper.make_order(self.m, 1, "BTC", base_currency="USDT") + main.make_order(self.m, 1, "BTC", base_currency="USDT") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual("BTC", trade.currency) @@ -2824,14 +2980,14 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(close_if_possible=True): - helper.make_order(self.m, 10, "ETH", close_if_possible=True) + main.make_order(self.m, 10, "ETH", close_if_possible=True) trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(True, trade.orders[0].close_if_possible) self.m.reset_mock() with self.subTest(action="dispose"): - helper.make_order(self.m, 10, "ETH", action="dispose") + main.make_order(self.m, 10, "ETH", action="dispose") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(0, trade.value_to) @@ -2841,19 +2997,19 @@ class HelperTest(WebMockTestCase): self.m.reset_mock() with self.subTest(compute_value="default"): - helper.make_order(self.m, 10, "ETH", action="dispose", + main.make_order(self.m, 10, "ETH", action="dispose", compute_value="bid") trade = self.m.trades.all.append.mock_calls[0][1][0] self.assertEqual(D("0.9"), trade.value_from.value) - def test_user_market(self): - with mock.patch("helper.main_fetch_markets") as main_fetch_markets,\ - mock.patch("helper.main_parse_config") as main_parse_config: + def test_get_user_market(self): + with mock.patch("main.fetch_markets") as main_fetch_markets,\ + mock.patch("main.parse_config") as main_parse_config: with self.subTest(debug=False): main_parse_config.return_value = ["pg_config", "report_path"] main_fetch_markets.return_value = [({"key": "market_config"},)] - m = helper.get_user_market("config_path.ini", 1) + m = main.get_user_market("config_path.ini", 1) self.assertIsInstance(m, market.Market) self.assertFalse(m.debug) @@ -2861,141 +3017,56 @@ class HelperTest(WebMockTestCase): with self.subTest(debug=True): main_parse_config.return_value = ["pg_config", "report_path"] main_fetch_markets.return_value = [({"key": "market_config"},)] - m = helper.get_user_market("config_path.ini", 1, debug=True) + m = main.get_user_market("config_path.ini", 1, debug=True) self.assertIsInstance(m, market.Market) self.assertTrue(m.debug) - def test_main_store_report(self): - file_open = mock.mock_open() - with self.subTest(file=None), mock.patch("__main__.open", file_open): - helper.main_store_report(None, 1, self.m) - file_open.assert_not_called() - - file_open = mock.mock_open() - with self.subTest(file="present"), mock.patch("helper.open", file_open),\ - mock.patch.object(helper, "datetime") as time_mock: - time_mock.now.return_value = datetime.datetime(2018, 2, 25) - self.m.report.to_json.return_value = "json_content" - - helper.main_store_report("present", 1, self.m) - - file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") - file_open().write.assert_called_once_with("json_content") - self.m.report.to_json.assert_called_once_with() - - with self.subTest(file="error"),\ - mock.patch("helper.open") as file_open,\ + def test_main(self): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("market.Market") as market_mock,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - file_open.side_effect = FileNotFoundError - helper.main_store_report("error", 1, self.m) + args_mock = mock.Mock() + args_mock.action = "action" + args_mock.config = "config" + args_mock.user = "user" + args_mock.debug = "debug" + args_mock.before = "before" + args_mock.after = "after" + parse_args.return_value = args_mock - self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") + parse_config.return_value = ["pg_config", "report_path"] - @mock.patch("helper.Processor.process") - def test_main_process_market(self, process): - with self.subTest(before=False, after=False): - m = mock.Mock() - helper.main_process_market(m, None) + fetch_markets.return_value = [["config1", 1], ["config2", 2]] - process.assert_not_called() + main.main(["Foo", "Bar"]) - process.reset_mock() - with self.subTest(before=True, after=False): - helper.main_process_market(m, None, before=True) + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") - process.assert_called_once_with("sell_all", steps="before") - - process.reset_mock() - with self.subTest(before=False, after=True): - helper.main_process_market(m, None, after=True) - - process.assert_called_once_with("sell_all", steps="after") - - process.reset_mock() - with self.subTest(before=True, after=True): - helper.main_process_market(m, None, before=True, after=True) - - process.assert_has_calls([ - mock.call("sell_all", steps="before"), - mock.call("sell_all", steps="after"), + self.assertEqual(2, market_mock.from_config.call_count) + market_mock.from_config.assert_has_calls([ + mock.call("config1", debug="debug", user_id=1, report_path="report_path"), + mock.call().process("action", before="before", after="after"), + mock.call("config2", debug="debug", user_id=2, report_path="report_path"), + mock.call().process("action", before="before", after="after") ]) - process.reset_mock() - with self.subTest(action="print_balances"),\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_balances"]) - - process.assert_not_called() - print_balances.assert_called_once_with("user") - - with self.subTest(action="print_orders"),\ - mock.patch("helper.print_orders") as print_orders,\ - mock.patch("helper.print_balances") as print_balances: - helper.main_process_market("user", ["print_orders", "print_balances"]) - - process.assert_not_called() - print_orders.assert_called_once_with("user") - print_balances.assert_called_once_with("user") - - with self.subTest(action="unknown"),\ - self.assertRaises(NotImplementedError): - helper.main_process_market("user", ["unknown"]) - - @mock.patch.object(helper, "psycopg2") - def test_fetch_markets(self, psycopg2): - connect_mock = mock.Mock() - cursor_mock = mock.MagicMock() - cursor_mock.__iter__.return_value = ["row_1", "row_2"] - - connect_mock.cursor.return_value = cursor_mock - psycopg2.connect.return_value = connect_mock - - with self.subTest(user=None): - rows = list(helper.main_fetch_markets({"foo": "bar"}, None)) - - psycopg2.connect.assert_called_once_with(foo="bar") - cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") - - self.assertEqual(["row_1", "row_2"], rows) - - psycopg2.connect.reset_mock() - cursor_mock.execute.reset_mock() - with self.subTest(user=1): - rows = list(helper.main_fetch_markets({"foo": "bar"}, 1)) - - psycopg2.connect.assert_called_once_with(foo="bar") - cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) - - self.assertEqual(["row_1", "row_2"], rows) - - @mock.patch.object(helper.sys, "exit") - def test_main_parse_args(self, exit): - with self.subTest(config="config.ini"): - args = helper.main_parse_args([]) - self.assertEqual("config.ini", args.config) - self.assertFalse(args.before) - self.assertFalse(args.after) - self.assertFalse(args.debug) - - args = helper.main_parse_args(["--before", "--after", "--debug"]) - self.assertTrue(args.before) - self.assertTrue(args.after) - self.assertTrue(args.debug) - - exit.assert_not_called() + self.assertEqual("", stdout_mock.getvalue()) - with self.subTest(config="inexistant"),\ - mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: - args = helper.main_parse_args(["--config", "foo.bar"]) - exit.assert_called_once_with(1) - self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) + with self.subTest(exception=True): + market_mock.from_config.side_effect = Exception("boo") + main.main(["Foo", "Bar"]) + self.assertEqual("Exception: boo\nException: boo\n", stdout_mock.getvalue()) - @mock.patch.object(helper.sys, "exit") - @mock.patch("helper.configparser") - @mock.patch("helper.os") - def test_main_parse_config(self, os, configparser, exit): + @mock.patch.object(main.sys, "exit") + @mock.patch("main.configparser") + @mock.patch("main.os") + def test_parse_config(self, os, configparser, exit): with self.subTest(pg_config=True, report_path=None): config_mock = mock.MagicMock() configparser.ConfigParser.return_value = config_mock @@ -3005,7 +3076,7 @@ class HelperTest(WebMockTestCase): config_mock.__contains__.side_effect = config config_mock.__getitem__.return_value = "pg_config" - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") @@ -3023,7 +3094,7 @@ class HelperTest(WebMockTestCase): ] os.path.exists.return_value = False - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") self.assertEqual(["pg_config", "report_path"], result) @@ -3034,46 +3105,71 @@ class HelperTest(WebMockTestCase): mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: config_mock = mock.MagicMock() configparser.ConfigParser.return_value = config_mock - result = helper.main_parse_config("configfile") + result = main.parse_config("configfile") config_mock.read.assert_called_with("configfile") exit.assert_called_once_with(1) self.assertEqual("no configuration for postgresql in config file\n", stdout_mock.getvalue()) + @mock.patch.object(main.sys, "exit") + def test_parse_args(self, exit): + with self.subTest(config="config.ini"): + args = main.parse_args([]) + self.assertEqual("config.ini", args.config) + self.assertFalse(args.before) + self.assertFalse(args.after) + self.assertFalse(args.debug) - def test_print_orders(self): - helper.print_orders(self.m) + args = main.parse_args(["--before", "--after", "--debug"]) + self.assertTrue(args.before) + self.assertTrue(args.after) + self.assertTrue(args.debug) - self.m.report.log_stage.assert_called_with("print_orders") - self.m.balances.fetch_balances.assert_called_with(tag="print_orders") - self.m.prepare_trades.assert_called_with(base_currency="BTC", - compute_value="average") - self.m.trades.prepare_orders.assert_called_with(compute_value="average") + exit.assert_not_called() + + with self.subTest(config="inexistant"),\ + mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: + args = main.parse_args(["--config", "foo.bar"]) + exit.assert_called_once_with(1) + self.assertEqual("no config file found, exiting\n", stdout_mock.getvalue()) + + @mock.patch.object(main, "psycopg2") + def test_fetch_markets(self, psycopg2): + connect_mock = mock.Mock() + cursor_mock = mock.MagicMock() + cursor_mock.__iter__.return_value = ["row_1", "row_2"] + + connect_mock.cursor.return_value = cursor_mock + psycopg2.connect.return_value = connect_mock + + with self.subTest(user=None): + rows = list(main.fetch_markets({"foo": "bar"}, None)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs") + + self.assertEqual(["row_1", "row_2"], rows) + + psycopg2.connect.reset_mock() + cursor_mock.execute.reset_mock() + with self.subTest(user=1): + rows = list(main.fetch_markets({"foo": "bar"}, 1)) + + psycopg2.connect.assert_called_once_with(foo="bar") + cursor_mock.execute.assert_called_once_with("SELECT config,user_id FROM market_configs WHERE user_id = %s", 1) + + self.assertEqual(["row_1", "row_2"], rows) - def test_print_balances(self): - self.m.balances.in_currency.return_value = { - "BTC": portfolio.Amount("BTC", "0.65"), - "ETH": portfolio.Amount("BTC", "0.3"), - } - - helper.print_balances(self.m) - - self.m.report.log_stage.assert_called_once_with("print_balances") - self.m.balances.fetch_balances.assert_called_with() - self.m.report.print_log.assert_has_calls([ - mock.call("total:"), - mock.call(portfolio.Amount("BTC", "0.95")), - ]) @unittest.skipUnless("unit" in limits, "Unit skipped") class ProcessorTest(WebMockTestCase): def test_values(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) self.assertEqual(self.m, processor.market) def test_run_action(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "parse_args") as parse_args: method_mock = mock.Mock() @@ -3090,7 +3186,7 @@ class ProcessorTest(WebMockTestCase): method_mock.assert_called_with(self.m, foo="bar") def test_select_step(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) scenario = processor.scenarios["sell_all"] @@ -3103,9 +3199,9 @@ class ProcessorTest(WebMockTestCase): with self.assertRaises(TypeError): processor.select_steps(scenario, ["wait"]) - @mock.patch("helper.Processor.process_step") + @mock.patch("market.Processor.process_step") def test_process(self, process_step): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) processor.process("sell_all", foo="bar") self.assertEqual(3, process_step.call_count) @@ -3126,7 +3222,7 @@ class ProcessorTest(WebMockTestCase): ccxt = mock.Mock(spec=market.ccxt.poloniexE) m = market.Market(ccxt) - processor = helper.Processor(m) + processor = market.Processor(m) method, arguments = processor.method_arguments("wait_for_recent") self.assertEqual(portfolio.Portfolio.wait_for_recent, method) @@ -3152,7 +3248,7 @@ class ProcessorTest(WebMockTestCase): self.assertEqual(m.trades.close_trades, method) def test_process_step(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "run_action") as run_action: step = processor.scenarios["sell_needed"][1] @@ -3186,7 +3282,7 @@ class ProcessorTest(WebMockTestCase): self.m.balances.fetch_balances.assert_not_called() def test_parse_args(self): - processor = helper.Processor(self.m) + processor = market.Processor(self.m) with mock.patch.object(processor, "method_arguments") as method_arguments: method_mock = mock.Mock() -- cgit v1.2.3 From d00dc02b02b23079671bdd1c37629faad7efa858 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Tue, 6 Mar 2018 01:59:59 +0100 Subject: Complete tests for the ccxt wrapper --- test.py | 313 ++++- test_portfolio.json | 356 ----- .../poloniexETest.test_fetch_all_balances.1.json | 1459 ++++++++++++++++++++ .../poloniexETest.test_fetch_all_balances.2.json | 101 ++ .../poloniexETest.test_fetch_all_balances.3.json | 11 + test_samples/test_portfolio.json | 356 +++++ 6 files changed, 2239 insertions(+), 357 deletions(-) delete mode 100644 test_portfolio.json create mode 100644 test_samples/poloniexETest.test_fetch_all_balances.1.json create mode 100644 test_samples/poloniexETest.test_fetch_all_balances.2.json create mode 100644 test_samples/poloniexETest.test_fetch_all_balances.3.json create mode 100644 test_samples/test_portfolio.json diff --git a/test.py b/test.py index feac62f..c2c70cb 100644 --- a/test.py +++ b/test.py @@ -126,6 +126,317 @@ class poloniexETest(unittest.TestCase): } self.assertEqual(expected, self.s.margin_summary()) + def test_create_order(self): + with mock.patch.object(self.s, "create_exchange_order") as exchange,\ + mock.patch.object(self.s, "create_margin_order") as margin: + with self.subTest(account="unspecified"): + self.s.create_order("symbol", "type", "side", "amount", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="exchange"): + self.s.create_order("symbol", "type", "side", "amount", account="exchange", price="price", lending_rate="lending_rate", params="params") + exchange.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + margin.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="margin"): + self.s.create_order("symbol", "type", "side", "amount", account="margin", price="price", lending_rate="lending_rate", params="params") + margin.assert_called_once_with("symbol", "type", "side", "amount", lending_rate="lending_rate", price="price", params="params") + exchange.assert_not_called() + exchange.reset_mock() + margin.reset_mock() + + with self.subTest(account="unknown"), self.assertRaises(NotImplementedError): + self.s.create_order("symbol", "type", "side", "amount", account="unknown") + + def test_parse_ticker(self): + ticker = { + "high24hr": "12", + "low24hr": "10", + "highestBid": "10.5", + "lowestAsk": "11.5", + "last": "11", + "percentChange": "0.1", + "quoteVolume": "10", + "baseVolume": "20" + } + market = { + "symbol": "BTC/ETC" + } + with mock.patch.object(self.s, "milliseconds") as ms: + ms.return_value = 1520292715123 + result = self.s.parse_ticker(ticker, market) + + expected = { + "symbol": "BTC/ETC", + "timestamp": 1520292715123, + "datetime": "2018-03-05T23:31:55.123Z", + "high": D("12"), + "low": D("10"), + "bid": D("10.5"), + "ask": D("11.5"), + "vwap": None, + "open": None, + "close": None, + "first": None, + "last": D("11"), + "change": D("0.1"), + "percentage": None, + "average": None, + "baseVolume": D("10"), + "quoteVolume": D("20"), + "info": ticker + } + self.assertEqual(expected, result) + + def test_fetch_margin_balance(self): + with mock.patch.object(self.s, "privatePostGetMarginPosition") as get_margin_position: + get_margin_position.return_value = { + "BTC_DASH": { + "amount": "-0.1", + "basePrice": "0.06818560", + "lendingFees": "0.00000001", + "liquidationPrice": "0.15107132", + "pl": "-0.00000371", + "total": "0.00681856", + "type": "short" + }, + "BTC_ETC": { + "amount": "-0.6", + "basePrice": "0.1", + "lendingFees": "0.00000001", + "liquidationPrice": "0.6", + "pl": "0.00000371", + "total": "0.06", + "type": "short" + }, + "BTC_ETH": { + "amount": "0", + "basePrice": "0", + "lendingFees": "0", + "liquidationPrice": "-1", + "pl": "0", + "total": "0", + "type": "none" + } + } + balances = self.s.fetch_margin_balance() + self.assertEqual(2, len(balances)) + expected = { + "DASH": { + "amount": D("-0.1"), + "borrowedPrice": D("0.06818560"), + "lendingFees": D("1E-8"), + "pl": D("-0.00000371"), + "liquidationPrice": D("0.15107132"), + "type": "short", + "total": D("0.00681856"), + "baseCurrency": "BTC" + }, + "ETC": { + "amount": D("-0.6"), + "borrowedPrice": D("0.1"), + "lendingFees": D("1E-8"), + "pl": D("0.00000371"), + "liquidationPrice": D("0.6"), + "type": "short", + "total": D("0.06"), + "baseCurrency": "BTC" + } + } + self.assertEqual(expected, balances) + + def test_sum(self): + self.assertEqual(D("1.1"), self.s.sum(D("1"), D("0.1"))) + + def test_fetch_balance(self): + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balances,\ + mock.patch.object(self.s, "common_currency_code") as ccc: + ccc.side_effect = ["ETH", "BTC", "DASH"] + balances.return_value = { + "ETH": { + "available": "10", + "onOrders": "1", + }, + "BTC": { + "available": "1", + "onOrders": "0", + }, + "DASH": { + "available": "0", + "onOrders": "3" + } + } + + expected = { + "info": { + "ETH": {"available": "10", "onOrders": "1"}, + "BTC": {"available": "1", "onOrders": "0"}, + "DASH": {"available": "0", "onOrders": "3"} + }, + "ETH": {"free": D("10"), "used": D("1"), "total": D("11")}, + "BTC": {"free": D("1"), "used": D("0"), "total": D("1")}, + "DASH": {"free": D("0"), "used": D("3"), "total": D("3")}, + "free": {"ETH": D("10"), "BTC": D("1"), "DASH": D("0")}, + "used": {"ETH": D("1"), "BTC": D("0"), "DASH": D("3")}, + "total": {"ETH": D("11"), "BTC": D("1"), "DASH": D("3")} + } + result = self.s.fetch_balance() + load_markets.assert_called_once() + self.assertEqual(expected, result) + + def test_fetch_balance_per_type(self): + with mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balances: + balances.return_value = { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + } + expected = { + "info": { + "exchange": { + "BLK": "159.83673869", + "BTC": "0.00005959", + "USDT": "0.00002625", + "XMR": "0.18719303" + }, + "margin": { + "BTC": "0.03019227" + } + }, + "exchange": { + "BLK": D("159.83673869"), + "BTC": D("0.00005959"), + "USDT": D("0.00002625"), + "XMR": D("0.18719303") + }, + "margin": {"BTC": D("0.03019227")}, + "BLK": {"exchange": D("159.83673869")}, + "BTC": {"exchange": D("0.00005959"), "margin": D("0.03019227")}, + "USDT": {"exchange": D("0.00002625")}, + "XMR": {"exchange": D("0.18719303")} + } + result = self.s.fetch_balance_per_type() + self.assertEqual(expected, result) + + def test_fetch_all_balances(self): + import json + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostGetMarginPosition") as margin_balance,\ + mock.patch.object(self.s, "privatePostReturnCompleteBalances") as balance,\ + mock.patch.object(self.s, "privatePostReturnAvailableAccountBalances") as balance_per_type: + + with open("test_samples/poloniexETest.test_fetch_all_balances.1.json") as f: + balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.2.json") as f: + margin_balance.return_value = json.load(f) + with open("test_samples/poloniexETest.test_fetch_all_balances.3.json") as f: + balance_per_type.return_value = json.load(f) + + result = self.s.fetch_all_balances() + expected_doge = { + "total": D("-12779.79821852"), + "exchange_used": D("0E-8"), + "exchange_total": D("0E-8"), + "exchange_free": D("0E-8"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": D("12779.79821852"), + "margin_total": D("-12779.79821852"), + "margin_pending_gain": 0, + "margin_lending_fees": D("-9E-8"), + "margin_pending_base_gain": D("0.00024059"), + "margin_position_type": "short", + "margin_liquidation_price": D("0.00000246"), + "margin_borrowed_base_price": D("0.00599149"), + "margin_borrowed_base_currency": "BTC" + } + expected_btc = {"total": D("0.05432165"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.00005959"), + "exchange_free": D("0.00005959"), + "margin_available": D("0.03019227"), + "margin_in_position": D("0.02406979"), + "margin_borrowed": 0, + "margin_total": D("0.05426206"), + "margin_pending_gain": D("0.00093955"), + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + expected_xmr = {"total": D("0.18719303"), + "exchange_used": D("0E-8"), + "exchange_total": D("0.18719303"), + "exchange_free": D("0.18719303"), + "margin_available": 0, + "margin_in_position": 0, + "margin_borrowed": 0, + "margin_total": 0, + "margin_pending_gain": 0, + "margin_lending_fees": 0, + "margin_pending_base_gain": 0, + "margin_position_type": None, + "margin_liquidation_price": 0, + "margin_borrowed_base_price": 0, + "margin_borrowed_base_currency": None + } + self.assertEqual(expected_xmr, result["XMR"]) + self.assertEqual(expected_doge, result["DOGE"]) + self.assertEqual(expected_btc, result["BTC"]) + + def test_create_margin_order(self): + with self.assertRaises(market.ExchangeError): + self.s.create_margin_order("FOO", "market", "buy", "10") + + with mock.patch.object(self.s, "load_markets") as load_markets,\ + mock.patch.object(self.s, "privatePostMarginBuy") as margin_buy,\ + mock.patch.object(self.s, "privatePostMarginSell") as margin_sell,\ + mock.patch.object(self.s, "market") as market_mock,\ + mock.patch.object(self.s, "price_to_precision") as ptp,\ + mock.patch.object(self.s, "amount_to_precision") as atp: + + margin_buy.return_value = { + "orderNumber": 123 + } + margin_sell.return_value = { + "orderNumber": 456 + } + market_mock.return_value = { "id": "BTC_ETC", "symbol": "BTC_ETC" } + ptp.return_value = D("0.1") + atp.return_value = D("12") + + order = self.s.create_margin_order("BTC_ETC", "margin", "buy", "12", price="0.1") + self.assertEqual(123, order["id"]) + margin_buy.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12")}) + margin_sell.assert_not_called() + margin_buy.reset_mock() + margin_sell.reset_mock() + + order = self.s.create_margin_order("BTC_ETC", "margin", "sell", "12", lending_rate="0.01", price="0.1") + self.assertEqual(456, order["id"]) + margin_sell.assert_called_once_with({"currencyPair": "BTC_ETC", "rate": D("0.1"), "amount": D("12"), "lendingRate": "0.01"}) + margin_buy.assert_not_called() + + def test_create_exchange_order(self): + with mock.patch.object(market.ccxt.poloniex, "create_order") as create_order: + self.s.create_order("symbol", "type", "side", "amount", price="price", params="params") + + create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") + @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def fill_data(self): @@ -135,7 +446,7 @@ class PortfolioTest(WebMockTestCase): def setUp(self): super(PortfolioTest, self).setUp() - with open("test_portfolio.json") as example: + with open("test_samples/test_portfolio.json") as example: self.json_response = example.read() self.wm.get(portfolio.Portfolio.URL, text=self.json_response) diff --git a/test_portfolio.json b/test_portfolio.json deleted file mode 100644 index a2ba3f0..0000000 --- a/test_portfolio.json +++ /dev/null @@ -1,356 +0,0 @@ -{ - "portfolio_1": { - "holding": { - "logo": [ - "", - "", - "", - "", - "", - "" - ], - "direction": [ - "long", - "long", - "long", - "long", - "long", - "long" - ], - "weight": [ - 11.27, - 12.26, - 13.08, - 14.29, - 15.69, - 33.41 - ], - "bid_ask_spread": [ - 0.669, - 0.243, - 0.301, - 0.243, - 0.094, - 0 - ], - "holding_time": [ - 1, - 1, - 1, - 274, - 1, - 1 - ], - "weekly_return_usdt": [ - -0.2515, - 0, - 0.0266, - -0.1353, - -0.2352, - -0.315 - ], - "_row": [ - "Ethereum C (ETC)", - "Tether (USDT)", - "Gas (GAS)", - "Bitcoin (BTC)", - "Ethereum (ETH)", - "Factoids (FCT)" - ] - }, - "weights": { - "USDT": [ 0, 0, 0, 0, 0, 0, 0.1577, 0.1083, 0, 0.1226 ], - "AMP": [ 0, 0, 0.1854, 0, 0, 0, 0, 0, 0, 0 ], - "ARDR": [ 0, 0, 0, 0.0718, 0, 0, 0, 0, 0, 0 ], - "BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BCH": [ 0.1126, 0.0386, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BCN": [ 0, 0, 0, 0, 0, 0.1467, 0, 0, 0, 0 ], - "BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BELA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BLK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BTC": [ 0.1667, 0.2857, 0.2857, 0.2857, 0.2857, 0.2857, 0.1429, 0.1429, 0.2857, 0.1429 ], - "BTCD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BTM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BTS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BTSs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BURST": [ 0, 0, 0, 0, 0.2959, 0, 0, 0, 0, 0 ], - "CLAM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "CLAMs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "CURE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "DASH": [ 0.0919, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "DASHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "DCR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "DGB": [ 0, 0, 0, 0, 0, 0, 0.1177, 0, 0.1015, 0 ], - "DOGE": [ 0, 0, 0, 0, 0, 0.1092, 0.2092, 0, 0.1805, 0 ], - "DOGEs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "EMC2": [ 0, 0, 0, 0, 0, 0.3456, 0, 0, 0, 0 ], - "ETC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1127 ], - "ETH": [ 0.3568, 0, 0, 0, 0, 0, 0, 0, 0, 0.1569 ], - "ETHs": [ 0, 0, 0, 0.3085, 0, 0, 0, 0, 0, 0 ], - "EXP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "FCT": [ 0, 0, 0, 0, 0, 0, 0, 0.1922, 0, 0.3341 ], - "FCTs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "FLDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "FLO": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "GAME": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "GAS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1308 ], - "GNT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "GRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "HZ": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "IOC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "LSK": [ 0, 0.2231, 0, 0, 0, 0, 0, 0, 0, 0 ], - "LTC": [ 0.2656, 0, 0, 0, 0.2175, 0, 0, 0, 0, 0 ], - "LTCs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "MAID": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "MAIDs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "NAUT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "NAV": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "NOTE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "NXC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "NXT": [ 0, 0, 0.1297, 0, 0, 0, 0.1445, 0, 0, 0 ], - "OMG": [ 0, 0, 0, 0, 0, 0, 0, 0.1757, 0, 0 ], - "OMNI": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "PINK": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "POT": [ 0, 0, 0.148, 0, 0, 0, 0, 0.1959, 0, 0 ], - "PPC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "QTL": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "RADS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "RBY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "REP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "SBD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "SC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.0623, 0 ], - "SDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "SJCX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "STEEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "STR": [ 0, 0, 0, 0, 0.0599, 0.1127, 0, 0.185, 0, 0 ], - "STRAT": [ 0, 0, 0, 0.0944, 0.1409, 0, 0.2281, 0, 0, 0 ], - "SYS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "VOX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "VRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "VTC": [ 0, 0, 0.2512, 0, 0, 0, 0, 0, 0, 0 ], - "XBC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XCP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XMG": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XMR": [ 0.0064, 0.0068, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XMRs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XRP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "XRPs": [ 0, 0.4457, 0, 0.2397, 0, 0, 0, 0, 0, 0 ], - "XVC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "ZEC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.3701, 0 ], - "_row": [ - "2017-11-13", - "2017-11-20", - "2017-11-27", - "2017-12-04", - "2017-12-11", - "2017-12-18", - "2017-12-25", - "2018-01-01", - "2018-01-08", - "2018-01-15" - ] - } - }, - "portfolio_2": { - "holding": { - "logo": [ - "", - "", - "", - "", - "", - "", - "", - "", - "", - "" - ], - "direction": [ - "long", - "long", - "long", - "long", - "long", - "long", - "long", - "long", - "long", - "long" - ], - "weight": [ - 10, - 10, - 10, - 10, - 10, - 10, - 10, - 10, - 10, - 10 - ], - "bid_ask_spread": [ - 1.699, - 0.076, - 0.216, - 0.076, - 0.363, - 0.133, - 0.306, - 0.479, - 0.181, - 0.264 - ], - "holding_time": [ - 1, - 1, - 1, - 1, - 15, - 1, - 1, - 15, - 8, - 1 - ], - "weekly_return_usdt": [ - -0.1887, - 0, - -0.2292, - -0.3314, - -0.2335, - -0.2816, - -0.1052, - -0.315, - -0.2515, - -0.3732 - ], - "_row": [ - "Vcash (XVC)", - "Tether (USDT)", - "Stratis (STRAT)", - "Steem (STEEM)", - "OmiseGo (OMG)", - "NEM (XEM)", - "Monero (XMR)", - "Factoids (FCT)", - "Ethereum C (ETC)", - "0x (ZRX)" - ] - }, - "weights": { - "USDT": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1 ], - "AMP": [ 0, 0, 0.1111, 0, 0, 0, 0.1, 0, 0, 0 ], - "ARDR": [ 0, 0, 0, 0.1111, 0.2, 0, 0, 0, 0, 0 ], - "BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BCH": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BCN": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0 ], - "BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BELA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BITS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BLK": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BTC": [ 1.1102e-16, 0, 0, 0, 1.1102e-16, 0, 2.2204e-16, 0, 1.1102e-16, 1.1102e-16 ], - "BTCD": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "BTM": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ], - "BTS": [ 0.1, 0.125, 0.1111, 0, 0, 0.1111, 0.1, 0, 0, 0 ], - "BTSs": [ 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0 ], - "BURST": [ 0, 0, 0, 0, 0.2, 0.1111, 0.1, 0, 0, 0 ], - "C2": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "CLAM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "CLAMs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "CURE": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "DASH": [ 0.1, 0.125, 0.1111, 0, 0, 0, 0, 0, 0, 0 ], - "DASHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "DCR": [ 0.1, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0 ], - "DGB": [ 0, 0, 0, 0, 0, 0.1111, 0.1, 0, 0, 0 ], - "DOGE": [ 0, 0, 0, 0, 0, 0.1111, 0.1, 0, 0, 0 ], - "DOGEs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "EMC2": [ 0, 0, 0, 0.1111, 0, 0.1111, 0, 0, 0, 0 ], - "ETC": [ 0.1, 0.125, 0, 0, 0, 0, 0, 0, 0.1, 0.1 ], - "ETH": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "ETHs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "EXP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "FCT": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0.1 ], - "FCTs": [ 0, 0, 0, 0.1111, 0, 0, 0, 0, 0, 0 ], - "FLDC": [ 0, 0, 0, 0, 0.2, 0, 0, 0, 0, 0 ], - "FLO": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ], - "GAME": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "GAS": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0.1, 0 ], - "GNO": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "GNT": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "GRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "HUC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "HZ": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "IOC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "LBC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "LSK": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0 ], - "LTC": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "LTCs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "MAID": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - "MAIDs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], - 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+ } +} diff --git a/test_samples/test_portfolio.json b/test_samples/test_portfolio.json new file mode 100644 index 0000000..a2ba3f0 --- /dev/null +++ b/test_samples/test_portfolio.json @@ -0,0 +1,356 @@ +{ + "portfolio_1": { + "holding": { + "logo": [ + "", + "", + "", + "", + "", + "" + ], + "direction": [ + "long", + "long", + "long", + "long", + "long", + "long" + ], + "weight": [ + 11.27, + 12.26, + 13.08, + 14.29, + 15.69, + 33.41 + ], + "bid_ask_spread": [ + 0.669, + 0.243, + 0.301, + 0.243, + 0.094, + 0 + ], + "holding_time": [ + 1, + 1, + 1, + 274, + 1, + 1 + ], + "weekly_return_usdt": [ + -0.2515, + 0, + 0.0266, + -0.1353, + -0.2352, + -0.315 + ], + "_row": [ + "Ethereum C (ETC)", + "Tether (USDT)", + "Gas (GAS)", + "Bitcoin (BTC)", + "Ethereum (ETH)", + "Factoids (FCT)" + ] + }, + "weights": { + "USDT": [ 0, 0, 0, 0, 0, 0, 0.1577, 0.1083, 0, 0.1226 ], + "AMP": [ 0, 0, 0.1854, 0, 0, 0, 0, 0, 0, 0 ], + "ARDR": [ 0, 0, 0, 0.0718, 0, 0, 0, 0, 0, 0 ], + "BBR": [ 0, 0, 0, 0, 0, 0, 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10 + ], + "bid_ask_spread": [ + 1.699, + 0.076, + 0.216, + 0.076, + 0.363, + 0.133, + 0.306, + 0.479, + 0.181, + 0.264 + ], + "holding_time": [ + 1, + 1, + 1, + 1, + 15, + 1, + 1, + 15, + 8, + 1 + ], + "weekly_return_usdt": [ + -0.1887, + 0, + -0.2292, + -0.3314, + -0.2335, + -0.2816, + -0.1052, + -0.315, + -0.2515, + -0.3732 + ], + "_row": [ + "Vcash (XVC)", + "Tether (USDT)", + "Stratis (STRAT)", + "Steem (STEEM)", + "OmiseGo (OMG)", + "NEM (XEM)", + "Monero (XMR)", + "Factoids (FCT)", + "Ethereum C (ETC)", + "0x (ZRX)" + ] + }, + "weights": { + "USDT": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1 ], + "AMP": [ 0, 0, 0.1111, 0, 0, 0, 0.1, 0, 0, 0 ], + "ARDR": [ 0, 0, 0, 0.1111, 0.2, 0, 0, 0, 0, 0 ], + "BBR": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "BCH": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "BCN": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0 ], + "BCY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "BELA": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "BITS": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "BLK": [ 0, 0.125, 0, 0, 0, 0, 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0, 0, 0 ], + "SDC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "SJCX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "STEEM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1 ], + "STORJ": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0, 0 ], + "STR": [ 0, 0, 0.1111, 0.1111, 0.2, 0.1111, 0, 0.1, 0, 0 ], + "STRAT": [ 0, 0, 0, 0, 0.2, 0, 0.1, 0, 0, 0.1 ], + "SYS": [ 0, 0, 0.1111, 0, 0, 0, 0, 0, 0, 0 ], + "UNITY": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "VIA": [ 0, 0, 0, 0, 0, 0, 0, 0.1, 0.1, 0 ], + "VOX": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "VRC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "VTC": [ 0.1, 0, 0.1111, 0.1111, 0, 0, 0, 0, 0, 0 ], + "XBC": [ 0.1, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "XCP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0.1, 0 ], + "XEM": [ 0, 0, 0, 0, 0, 0.1111, 0, 0, 0, 0.1 ], + "XMG": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "XMR": [ 0, 0.125, 0, 0, 0, 0, 0, 0, 0, 0.1 ], + "XMRs": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "XPM": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "XRP": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "XRPs": [ 0, 0.125, 0, 0.1111, 0, 0, 0, 0, 0, 0 ], + "XVC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.1 ], + "ZEC": [ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ], + "ZRX": [ 0, 0, 0, 0, 0, 0, 0.1, 0, 0, 0.1 ], + "_row": [ + "2017-11-13", + "2017-11-20", + "2017-11-27", + "2017-12-04", + "2017-12-11", + "2017-12-18", + "2017-12-25", + "2018-01-01", + "2018-01-08", + "2018-01-15" + ] + } + } +} + -- cgit v1.2.3 From a18ce2f16973155c81f983643aba675f62dea7af Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Thu, 8 Mar 2018 01:18:21 +0100 Subject: Move market processing to single method --- main.py | 15 +++++++++------ test.py | 47 +++++++++++++++++++++++++++++------------------ 2 files changed, 38 insertions(+), 24 deletions(-) diff --git a/main.py b/main.py index dcbc2a3..37f485d 100644 --- a/main.py +++ b/main.py @@ -126,18 +126,21 @@ def parse_args(argv): return args +def process(market_config, user_id, report_path, args): + try: + market.Market\ + .from_config(market_config, debug=args.debug, user_id=user_id, report_path=report_path)\ + .process(args.action, before=args.before, after=args.after) + except Exception as e: + print("{}: {}".format(e.__class__.__name__, e)) + def main(argv): args = parse_args(argv) pg_config, report_path = parse_config(args.config) for market_config, user_id in fetch_markets(pg_config, args.user): - try: - market.Market\ - .from_config(market_config, debug=args.debug, user_id=user_id, report_path=report_path)\ - .process(args.action, before=args.before, after=args.after) - except Exception as e: - print("{}: {}".format(e.__class__.__name__, e)) + process(market_config, user_id, report_path, args) if __name__ == '__main__': # pragma: no cover main(sys.argv[1:]) diff --git a/test.py b/test.py index c2c70cb..bbe0697 100644 --- a/test.py +++ b/test.py @@ -3333,11 +3333,8 @@ class MainTest(WebMockTestCase): self.assertIsInstance(m, market.Market) self.assertTrue(m.debug) - def test_main(self): - with mock.patch("main.parse_args") as parse_args,\ - mock.patch("main.parse_config") as parse_config,\ - mock.patch("main.fetch_markets") as fetch_markets,\ - mock.patch("market.Market") as market_mock,\ + def test_process(self): + with mock.patch("market.Market") as market_mock,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: args_mock = mock.Mock() @@ -3347,6 +3344,29 @@ class MainTest(WebMockTestCase): args_mock.debug = "debug" args_mock.before = "before" args_mock.after = "after" + self.assertEqual("", stdout_mock.getvalue()) + + main.process("config", 1, "report_path", args_mock) + + market_mock.from_config.assert_has_calls([ + mock.call("config", debug="debug", user_id=1, report_path="report_path"), + mock.call().process("action", before="before", after="after"), + ]) + + with self.subTest(exception=True): + market_mock.from_config.side_effect = Exception("boo") + main.process("config", 1, "report_path", args_mock) + self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) + + def test_main(self): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process: + + args_mock = mock.Mock() + args_mock.config = "config" + args_mock.user = "user" parse_args.return_value = args_mock parse_config.return_value = ["pg_config", "report_path"] @@ -3359,21 +3379,12 @@ class MainTest(WebMockTestCase): parse_config.assert_called_with("config") fetch_markets.assert_called_with("pg_config", "user") - self.assertEqual(2, market_mock.from_config.call_count) - market_mock.from_config.assert_has_calls([ - mock.call("config1", debug="debug", user_id=1, report_path="report_path"), - mock.call().process("action", before="before", after="after"), - mock.call("config2", debug="debug", user_id=2, report_path="report_path"), - mock.call().process("action", before="before", after="after") + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call("config1", 1, "report_path", args_mock), + mock.call("config2", 2, "report_path", args_mock), ]) - self.assertEqual("", stdout_mock.getvalue()) - - with self.subTest(exception=True): - market_mock.from_config.side_effect = Exception("boo") - main.main(["Foo", "Bar"]) - self.assertEqual("Exception: boo\nException: boo\n", stdout_mock.getvalue()) - @mock.patch.object(main.sys, "exit") @mock.patch("main.configparser") @mock.patch("main.os") -- cgit v1.2.3 From ada1b5f109ebaa6f3adb7cd87b007c6db891811c Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Thu, 8 Mar 2018 02:04:50 +0100 Subject: Move Portfolio to store and cleanup methods Make report stored in portfolio class instead of market --- market.py | 8 +-- portfolio.py | 79 +---------------------- store.py | 85 ++++++++++++++++++++++++- test.py | 203 +++++++++++++++++++++++++++-------------------------------- 4 files changed, 177 insertions(+), 198 deletions(-) diff --git a/market.py b/market.py index 6c14ae2..388dea0 100644 --- a/market.py +++ b/market.py @@ -312,7 +312,7 @@ class Processor: import inspect if action == "wait_for_recent": - method = portfolio.Portfolio.wait_for_recent + method = Portfolio.wait_for_recent elif action == "prepare_trades": method = self.market.prepare_trades elif action == "prepare_orders": @@ -345,8 +345,4 @@ class Processor: def run_action(self, action, default_args, kwargs): method, args = self.parse_args(action, default_args, kwargs) - if action == "wait_for_recent": - method(self.market, **args) - else: - method(**args) - + method(**args) diff --git a/portfolio.py b/portfolio.py index 0f2c011..554b34f 100644 --- a/portfolio.py +++ b/portfolio.py @@ -1,87 +1,10 @@ -import time -from datetime import datetime, timedelta +from datetime import datetime from decimal import Decimal as D, ROUND_DOWN -from json import JSONDecodeError -from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError from ccxt import ExchangeError, InsufficientFunds, ExchangeNotAvailable, InvalidOrder, OrderNotCached, OrderNotFound from retry import retry -import requests # FIXME: correctly handle web call timeouts -class Portfolio: - URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" - liquidities = {} - data = None - last_date = None - - @classmethod - def wait_for_recent(cls, market, delta=4): - cls.repartition(market, refetch=True) - while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): - time.sleep(30) - market.report.print_log("Attempt to fetch up-to-date cryptoportfolio") - cls.repartition(market, refetch=True) - - @classmethod - def repartition(cls, market, liquidity="medium", refetch=False): - cls.parse_cryptoportfolio(market, refetch=refetch) - liquidities = cls.liquidities[liquidity] - return liquidities[cls.last_date] - - @classmethod - def get_cryptoportfolio(cls, market): - try: - r = requests.get(cls.URL) - market.report.log_http_request(r.request.method, - r.request.url, r.request.body, r.request.headers, r) - except Exception as e: - market.report.log_error("get_cryptoportfolio", exception=e) - return - try: - cls.data = r.json(parse_int=D, parse_float=D) - except (JSONDecodeError, SimpleJSONDecodeError): - cls.data = None - - @classmethod - def parse_cryptoportfolio(cls, market, refetch=False): - if refetch or cls.data is None: - cls.get_cryptoportfolio(market) - - def filter_weights(weight_hash): - if weight_hash[1][0] == 0: - return False - if weight_hash[0] == "_row": - return False - return True - - def clean_weights(i): - def clean_weights_(h): - if h[0].endswith("s"): - return [h[0][0:-1], (h[1][i], "short")] - else: - return [h[0], (h[1][i], "long")] - return clean_weights_ - - def parse_weights(portfolio_hash): - weights_hash = portfolio_hash["weights"] - weights = {} - for i in range(len(weights_hash["_row"])): - date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") - weights[date] = dict(filter( - filter_weights, - map(clean_weights(i), weights_hash.items()))) - return weights - - high_liquidity = parse_weights(cls.data["portfolio_1"]) - medium_liquidity = parse_weights(cls.data["portfolio_2"]) - - cls.liquidities = { - "medium": medium_liquidity, - "high": high_liquidity, - } - cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) - class Computation: computations = { "default": lambda x, y: x[y], diff --git a/store.py b/store.py index d25dd35..78dfe2d 100644 --- a/store.py +++ b/store.py @@ -1,10 +1,14 @@ +import time +import requests import portfolio import simplejson as json from decimal import Decimal as D, ROUND_DOWN -from datetime import date, datetime +from datetime import date, datetime, timedelta import inspect +from json import JSONDecodeError +from simplejson.errors import JSONDecodeError as SimpleJSONDecodeError -__all__ = ["BalanceStore", "ReportStore", "TradeStore"] +__all__ = ["Portfolio", "BalanceStore", "ReportStore", "TradeStore"] class ReportStore: def __init__(self, market, verbose_print=True): @@ -213,7 +217,7 @@ class BalanceStore: def dispatch_assets(self, amount, liquidity="medium", repartition=None): if repartition is None: - repartition = portfolio.Portfolio.repartition(self.market, liquidity=liquidity) + repartition = Portfolio.repartition(liquidity=liquidity) sum_ratio = sum([v[0] for k, v in repartition.items()]) amounts = {} for currency, (ptt, trade_type) in repartition.items(): @@ -301,4 +305,79 @@ class TradeStore: for order in self.all_orders(state="open"): order.get_status() +class Portfolio: + URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" + liquidities = {} + data = None + last_date = None + report = ReportStore(None) + + @classmethod + def wait_for_recent(cls, delta=4): + cls.get_cryptoportfolio() + while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): + time.sleep(30) + cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") + cls.get_cryptoportfolio(refetch=True) + + @classmethod + def repartition(cls, liquidity="medium"): + cls.get_cryptoportfolio() + liquidities = cls.liquidities[liquidity] + return liquidities[cls.last_date] + + @classmethod + def get_cryptoportfolio(cls, refetch=False): + if cls.data is not None and not refetch: + return + try: + r = requests.get(cls.URL) + cls.report.log_http_request(r.request.method, + r.request.url, r.request.body, r.request.headers, r) + except Exception as e: + cls.report.log_error("get_cryptoportfolio", exception=e) + return + try: + cls.data = r.json(parse_int=D, parse_float=D) + cls.parse_cryptoportfolio() + except (JSONDecodeError, SimpleJSONDecodeError): + cls.data = None + cls.liquidities = {} + + @classmethod + def parse_cryptoportfolio(cls): + def filter_weights(weight_hash): + if weight_hash[1][0] == 0: + return False + if weight_hash[0] == "_row": + return False + return True + + def clean_weights(i): + def clean_weights_(h): + if h[0].endswith("s"): + return [h[0][0:-1], (h[1][i], "short")] + else: + return [h[0], (h[1][i], "long")] + return clean_weights_ + + def parse_weights(portfolio_hash): + weights_hash = portfolio_hash["weights"] + weights = {} + for i in range(len(weights_hash["_row"])): + date = datetime.strptime(weights_hash["_row"][i], "%Y-%m-%d") + weights[date] = dict(filter( + filter_weights, + map(clean_weights(i), weights_hash.items()))) + return weights + + high_liquidity = parse_weights(cls.data["portfolio_1"]) + medium_liquidity = parse_weights(cls.data["portfolio_2"]) + + cls.liquidities = { + "medium": medium_liquidity, + "high": high_liquidity, + } + cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) + diff --git a/test.py b/test.py index bbe0697..d4432f6 100644 --- a/test.py +++ b/test.py @@ -7,7 +7,7 @@ from unittest import mock import requests import requests_mock from io import StringIO -import portfolio, market, main +import portfolio, market, main, store limits = ["acceptance", "unit"] for test_type in limits: @@ -32,7 +32,11 @@ class WebMockTestCase(unittest.TestCase): self.m.debug = False self.patchers = [ - mock.patch.multiple(portfolio.Portfolio, last_date=None, data=None, liquidities={}), + mock.patch.multiple(market.Portfolio, + last_date=None, + data=None, + liquidities={}, + report=mock.Mock()), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), ] @@ -439,57 +443,64 @@ class poloniexETest(unittest.TestCase): @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): - def fill_data(self): - if self.json_response is not None: - portfolio.Portfolio.data = self.json_response - def setUp(self): super(PortfolioTest, self).setUp() with open("test_samples/test_portfolio.json") as example: self.json_response = example.read() - self.wm.get(portfolio.Portfolio.URL, text=self.json_response) + self.wm.get(market.Portfolio.URL, text=self.json_response) - def test_get_cryptoportfolio(self): - self.wm.get(portfolio.Portfolio.URL, [ + @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") + def test_get_cryptoportfolio(self, parse_cryptoportfolio): + self.wm.get(market.Portfolio.URL, [ {"text":'{ "foo": "bar" }', "status_code": 200}, {"text": "System Error", "status_code": 500}, {"exc": requests.exceptions.ConnectTimeout}, ]) - portfolio.Portfolio.get_cryptoportfolio(self.m) - self.assertIn("foo", portfolio.Portfolio.data) - self.assertEqual("bar", portfolio.Portfolio.data["foo"]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data) + self.assertEqual("bar", market.Portfolio.data["foo"]) self.assertTrue(self.wm.called) self.assertEqual(1, self.wm.call_count) - self.m.report.log_error.assert_not_called() - self.m.report.log_http_request.assert_called_once() - self.m.report.log_http_request.reset_mock() - - portfolio.Portfolio.get_cryptoportfolio(self.m) - self.assertIsNone(portfolio.Portfolio.data) + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + parse_cryptoportfolio.assert_called_once_with() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + market.Portfolio.data = None + + market.Portfolio.get_cryptoportfolio() + self.assertIsNone(market.Portfolio.data) self.assertEqual(2, self.wm.call_count) - self.m.report.log_error.assert_not_called() - self.m.report.log_http_request.assert_called_once() - self.m.report.log_http_request.reset_mock() - + parse_cryptoportfolio.assert_not_called() + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + + market.Portfolio.data = "Foo" + market.Portfolio.get_cryptoportfolio() + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() - portfolio.Portfolio.data = "Foo" - portfolio.Portfolio.get_cryptoportfolio(self.m) - self.assertEqual("Foo", portfolio.Portfolio.data) + market.Portfolio.get_cryptoportfolio(refetch=True) + self.assertEqual("Foo", market.Portfolio.data) self.assertEqual(3, self.wm.call_count) - self.m.report.log_error.assert_called_once_with("get_cryptoportfolio", + market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", exception=mock.ANY) - self.m.report.log_http_request.assert_not_called() + market.Portfolio.report.log_http_request.assert_not_called() def test_parse_cryptoportfolio(self): - portfolio.Portfolio.parse_cryptoportfolio(self.m) + market.Portfolio.data = store.json.loads(self.json_response, parse_int=D, + parse_float=D) + market.Portfolio.parse_cryptoportfolio() self.assertListEqual( ["medium", "high"], - list(portfolio.Portfolio.liquidities.keys())) + list(market.Portfolio.liquidities.keys())) - liquidities = portfolio.Portfolio.liquidities + liquidities = market.Portfolio.liquidities self.assertEqual(10, len(liquidities["medium"].keys())) self.assertEqual(10, len(liquidities["high"].keys())) @@ -517,94 +528,64 @@ class PortfolioTest(WebMockTestCase): 'XCP': (D("0.1"), "long"), } self.assertDictEqual(expected, liquidities["medium"][date]) - self.assertEqual(portfolio.datetime(2018, 1, 15), portfolio.Portfolio.last_date) - - self.m.report.log_http_request.assert_called_once_with("GET", - portfolio.Portfolio.URL, None, mock.ANY, mock.ANY) - self.m.report.log_http_request.reset_mock() - - # It doesn't refetch the data when available - portfolio.Portfolio.parse_cryptoportfolio(self.m) - self.m.report.log_http_request.assert_not_called() - - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.parse_cryptoportfolio(self.m, refetch=True) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_http_request.assert_called_once() - - def test_repartition(self): - expected_medium = { - 'BTC': (D("1.1102e-16"), "long"), - 'USDT': (D("0.1"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'STEEM': (D("0.1"), "long"), - 'STRAT': (D("0.1"), "long"), - 'XEM': (D("0.1"), "long"), - 'XMR': (D("0.1"), "long"), - 'XVC': (D("0.1"), "long"), - 'ZRX': (D("0.1"), "long"), - } - expected_high = { - 'USDT': (D("0.1226"), "long"), - 'BTC': (D("0.1429"), "long"), - 'ETC': (D("0.1127"), "long"), - 'ETH': (D("0.1569"), "long"), - 'FCT': (D("0.3341"), "long"), - 'GAS': (D("0.1308"), "long"), + self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date) + + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_repartition(self, get_cryptoportfolio): + market.Portfolio.liquidities = { + "medium": { + "2018-03-01": "medium_2018-03-01", + "2018-03-08": "medium_2018-03-08", + }, + "high": { + "2018-03-01": "high_2018-03-01", + "2018-03-08": "high_2018-03-08", + } } + market.Portfolio.last_date = "2018-03-08" - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m)) - self.assertEqual(expected_medium, portfolio.Portfolio.repartition(self.m, liquidity="medium")) - self.assertEqual(expected_high, portfolio.Portfolio.repartition(self.m, liquidity="high")) - - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.repartition(self.m) - self.assertEqual(1, self.wm.call_count) - - portfolio.Portfolio.repartition(self.m, refetch=True) - self.assertEqual(2, self.wm.call_count) - self.m.report.log_http_request.assert_called() - self.assertEqual(2, self.m.report.log_http_request.call_count) + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) + get_cryptoportfolio.assert_called_once_with() + self.assertEqual("medium_2018-03-08", market.Portfolio.repartition(liquidity="medium")) + self.assertEqual("high_2018-03-08", market.Portfolio.repartition(liquidity="high")) - @mock.patch.object(portfolio.time, "sleep") - @mock.patch.object(portfolio.Portfolio, "repartition") - def test_wait_for_recent(self, repartition, sleep): + @mock.patch.object(market.time, "sleep") + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") + def test_wait_for_recent(self, get_cryptoportfolio, sleep): self.call_count = 0 - def _repartition(market, refetch): - self.assertEqual(self.m, market) - self.assertTrue(refetch) + def _get(refetch=False): + if self.call_count != 0: + self.assertTrue(refetch) + else: + self.assertFalse(refetch) self.call_count += 1 - portfolio.Portfolio.last_date = portfolio.datetime.now()\ - - portfolio.timedelta(10)\ - + portfolio.timedelta(self.call_count) - repartition.side_effect = _repartition + market.Portfolio.last_date = store.datetime.now()\ + - store.timedelta(10)\ + + store.timedelta(self.call_count) + get_cryptoportfolio.side_effect = _get - portfolio.Portfolio.wait_for_recent(self.m) + market.Portfolio.wait_for_recent() sleep.assert_called_with(30) self.assertEqual(6, sleep.call_count) - self.assertEqual(7, repartition.call_count) - self.m.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") + self.assertEqual(7, get_cryptoportfolio.call_count) + market.Portfolio.report.print_log.assert_called_with("Attempt to fetch up-to-date cryptoportfolio") sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = None self.call_count = 0 - portfolio.Portfolio.wait_for_recent(self.m, delta=15) + market.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() - self.assertEqual(1, repartition.call_count) + self.assertEqual(1, get_cryptoportfolio.call_count) sleep.reset_mock() - repartition.reset_mock() - portfolio.Portfolio.last_date = None + get_cryptoportfolio.reset_mock() + market.Portfolio.last_date = None self.call_count = 0 - portfolio.Portfolio.wait_for_recent(self.m, delta=1) + market.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) - self.assertEqual(10, repartition.call_count) + self.assertEqual(10, get_cryptoportfolio.call_count) @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): @@ -1047,7 +1028,7 @@ class MarketTest(WebMockTestCase): self.assertEqual("Foo", m.fetch_fees()) self.ccxt.fetch_fees.assert_not_called() - @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(market.Portfolio, "repartition") @mock.patch.object(market.Market, "get_ticker") @mock.patch.object(market.TradeStore, "compute_trades") def test_prepare_trades(self, compute_trades, get_ticker, repartition): @@ -1098,7 +1079,7 @@ class MarketTest(WebMockTestCase): m.report.log_balances.assert_called_once_with(tag="tag") - @mock.patch.object(portfolio.time, "sleep") + @mock.patch.object(market.time, "sleep") @mock.patch.object(market.TradeStore, "all_orders") def test_follow_orders(self, all_orders, time_mock): for debug, sleep in [ @@ -1693,7 +1674,7 @@ class BalanceStoreTest(WebMockTestCase): self.assertListEqual(["USDT", "XVG", "XMR", "ETC"], list(balance_store.currencies())) self.m.report.log_balances.assert_called_with(tag="foo") - @mock.patch.object(portfolio.Portfolio, "repartition") + @mock.patch.object(market.Portfolio, "repartition") def test_dispatch_assets(self, repartition): self.m.ccxt.fetch_all_balances.return_value = self.fetch_balance @@ -1710,7 +1691,7 @@ class BalanceStoreTest(WebMockTestCase): repartition.return_value = repartition_hash amounts = balance_store.dispatch_assets(portfolio.Amount("BTC", "11.1")) - repartition.assert_called_with(self.m, liquidity="medium") + repartition.assert_called_with(liquidity="medium") self.assertIn("XEM", balance_store.currencies()) self.assertEqual(D("2.6"), amounts["BTC"].value) self.assertEqual(D("7.5"), amounts["XEM"].value) @@ -3505,7 +3486,7 @@ class ProcessorTest(WebMockTestCase): processor.run_action("wait_for_recent", "bar", "baz") - method_mock.assert_called_with(self.m, foo="bar") + method_mock.assert_called_with(foo="bar") def test_select_step(self): processor = market.Processor(self.m) @@ -3547,7 +3528,7 @@ class ProcessorTest(WebMockTestCase): processor = market.Processor(m) method, arguments = processor.method_arguments("wait_for_recent") - self.assertEqual(portfolio.Portfolio.wait_for_recent, method) + self.assertEqual(market.Portfolio.wait_for_recent, method) self.assertEqual(["delta"], arguments) method, arguments = processor.method_arguments("prepare_trades") @@ -3730,7 +3711,7 @@ class AcceptanceTest(WebMockTestCase): market = mock.Mock() market.fetch_all_balances.return_value = fetch_balance market.fetch_ticker.side_effect = fetch_ticker - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 1 helper.prepare_trades(market) @@ -3809,7 +3790,7 @@ class AcceptanceTest(WebMockTestCase): "amount": "10", "total": "1" } ] - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 4 helper.follow_orders(verbose=False) @@ -3850,7 +3831,7 @@ class AcceptanceTest(WebMockTestCase): } market.fetch_all_balances.return_value = fetch_balance - with mock.patch.object(portfolio.Portfolio, "repartition", return_value=repartition): + with mock.patch.object(market.Portfolio, "repartition", return_value=repartition): # Action 5 helper.prepare_trades(market, only="acquire", compute_value="average") @@ -3922,7 +3903,7 @@ class AcceptanceTest(WebMockTestCase): # TODO # portfolio.TradeStore.run_orders() - with mock.patch.object(portfolio.time, "sleep") as sleep: + with mock.patch.object(market.time, "sleep") as sleep: # Action 8 helper.follow_orders(verbose=False) -- cgit v1.2.3 From 9bde69bfc1dcd17a92ac2ee5abfcda5b30034d93 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Thu, 8 Mar 2018 02:15:50 +0100 Subject: Add merge method for report --- market.py | 1 + store.py | 4 ++++ test.py | 26 ++++++++++++++++++++++++-- 3 files changed, 29 insertions(+), 2 deletions(-) diff --git a/market.py b/market.py index 388dea0..c9629c9 100644 --- a/market.py +++ b/market.py @@ -46,6 +46,7 @@ class Market: return cls(ccxt_instance, debug=debug, user_id=user_id, report_path=report_path) def store_report(self): + self.report.merge(Portfolio.report) try: if self.report_path is not None: report_file = "{}/{}_{}.json".format(self.report_path, datetime.now().isoformat(), self.user_id) diff --git a/store.py b/store.py index 78dfe2d..c8cdc42 100644 --- a/store.py +++ b/store.py @@ -17,6 +17,10 @@ class ReportStore: self.logs = [] + def merge(self, other_report): + self.logs += other_report.logs + self.logs.sort(key=lambda x: x["date"]) + def print_log(self, message): message = str(message) if self.verbose_print: diff --git a/test.py b/test.py index d4432f6..c0e6a8a 100644 --- a/test.py +++ b/test.py @@ -1203,11 +1203,15 @@ class MarketTest(WebMockTestCase): def test_store_report(self): file_open = mock.mock_open() - with self.subTest(file=None), mock.patch("market.open", file_open): - m = market.Market(self.ccxt, user_id=1) + m = market.Market(self.ccxt, user_id=1) + with self.subTest(file=None),\ + mock.patch.object(m, "report") as report,\ + mock.patch("market.open", file_open): m.store_report() + report.merge.assert_called_with(store.Portfolio.report) file_open.assert_not_called() + report.reset_mock() file_open = mock.mock_open() m = market.Market(self.ccxt, report_path="present", user_id=1) with self.subTest(file="present"),\ @@ -1223,15 +1227,20 @@ class MarketTest(WebMockTestCase): file_open.assert_any_call("present/2018-02-25T00:00:00_1.json", "w") file_open().write.assert_called_once_with("json_content") m.report.to_json.assert_called_once_with() + report.merge.assert_called_with(store.Portfolio.report) + + report.reset_mock() m = market.Market(self.ccxt, report_path="error", user_id=1) with self.subTest(file="error"),\ mock.patch("market.open") as file_open,\ + mock.patch.object(m, "report") as report,\ mock.patch('sys.stdout', new_callable=StringIO) as stdout_mock: file_open.side_effect = FileNotFoundError m.store_report() + report.merge.assert_called_with(store.Portfolio.report) self.assertRegex(stdout_mock.getvalue(), "impossible to store report file: FileNotFoundError;") def test_print_orders(self): @@ -2782,6 +2791,19 @@ class ReportStoreTest(WebMockTestCase): report_store.set_verbose(False) self.assertFalse(report_store.verbose_print) + def test_merge(self): + report_store1 = market.ReportStore(self.m, verbose_print=False) + report_store2 = market.ReportStore(None, verbose_print=False) + + report_store2.log_stage("1") + report_store1.log_stage("2") + report_store2.log_stage("3") + + report_store1.merge(report_store2) + + self.assertEqual(3, len(report_store1.logs)) + self.assertEqual(["1", "2", "3"], list(map(lambda x: x["stage"], report_store1.logs))) + def test_print_log(self): report_store = market.ReportStore(self.m) with self.subTest(verbose=True),\ -- cgit v1.2.3 From 81d1db5117b61c2bb9f114cfc59f015e97c6eb9b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Thu, 8 Mar 2018 02:37:53 +0100 Subject: Add fake scenario --- market.py | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) diff --git a/market.py b/market.py index c9629c9..8672c59 100644 --- a/market.py +++ b/market.py @@ -193,6 +193,33 @@ class Market: class Processor: scenarios = { + "wait_for_cryptoportfolio": [ + { + "name": "wait", + "number": 1, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + ], + "print_orders": [ + { + "name": "wait", + "number": 1, + "before": False, + "after": True, + "wait_for_recent": {}, + }, + { + "name": "make_orders", + "number": 2, + "before": False, + "after": True, + "fetch_balances": ["begin"], + "prepare_trades": { "compute_value": "average" }, + "prepare_orders": { "compute_value": "average" }, + }, + ], "sell_needed": [ { "name": "wait", -- cgit v1.2.3 From dc1ca9a306f09886c6c57f8d426c59a9d084b2b3 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Isma=C3=ABl=20Bouya?= Date: Fri, 9 Mar 2018 15:37:10 +0100 Subject: Add parallelization --- main.py | 13 +- store.py | 128 +++++++++++++++---- test.py | 418 +++++++++++++++++++++++++++++++++++++++++++++++---------------- 3 files changed, 431 insertions(+), 128 deletions(-) diff --git a/main.py b/main.py index 37f485d..856d449 100644 --- a/main.py +++ b/main.py @@ -117,6 +117,8 @@ def parse_args(argv): parser.add_argument("--action", action='append', help="Do a different action than trading (add several times to chain)") + parser.add_argument("--parallel", action='store_true', default=True, dest="parallel") + parser.add_argument("--no-parallel", action='store_false', dest="parallel") args = parser.parse_args(argv) @@ -139,8 +141,15 @@ def main(argv): pg_config, report_path = parse_config(args.config) - for market_config, user_id in fetch_markets(pg_config, args.user): - process(market_config, user_id, report_path, args) + if args.parallel: + import threading + market.Portfolio.start_worker() + + for market_config, user_id in fetch_markets(pg_config, args.user): + threading.Thread(target=process, args=[market_config, user_id, report_path, args]).start() + else: + for market_config, user_id in fetch_markets(pg_config, args.user): + process(market_config, user_id, report_path, args) if __name__ == '__main__': # pragma: no cover main(sys.argv[1:]) diff --git a/store.py b/store.py index c8cdc42..f655be5 100644 --- a/store.py +++ b/store.py @@ -309,30 +309,110 @@ class TradeStore: for order in self.all_orders(state="open"): order.get_status() +class NoopLock: + def __enter__(self, *args): + pass + def __exit__(self, *args): + pass + +class LockedVar: + def __init__(self, value): + self.lock = NoopLock() + self.val = value + + def start_lock(self): + import threading + self.lock = threading.Lock() + + def set(self, value): + with self.lock: + self.val = value + + def get(self, key=None): + with self.lock: + if key is not None and isinstance(self.val, dict): + return self.val.get(key) + else: + return self.val + + def __getattr__(self, key): + with self.lock: + return getattr(self.val, key) + class Portfolio: URL = "https://cryptoportfolio.io/wp-content/uploads/portfolio/json/cryptoportfolio.json" - liquidities = {} - data = None - last_date = None - report = ReportStore(None) + data = LockedVar(None) + liquidities = LockedVar({}) + last_date = LockedVar(None) + report = LockedVar(ReportStore(None)) + worker = None + worker_started = False + worker_notify = None + callback = None + + @classmethod + def start_worker(cls, poll=30): + import threading + + cls.worker = threading.Thread(name="portfolio", daemon=True, + target=cls.wait_for_notification, kwargs={"poll": poll}) + cls.worker_notify = threading.Event() + cls.callback = threading.Event() + + cls.last_date.start_lock() + cls.liquidities.start_lock() + cls.report.start_lock() + + cls.worker_started = True + cls.worker.start() + + @classmethod + def is_worker_thread(cls): + if cls.worker is None: + return False + else: + import threading + return cls.worker == threading.current_thread() + + @classmethod + def wait_for_notification(cls, poll=30): + if not cls.is_worker_thread(): + raise RuntimeError("This method needs to be ran with the worker") + while cls.worker_started: + cls.worker_notify.wait() + cls.worker_notify.clear() + cls.report.print_log("Fetching cryptoportfolio") + cls.get_cryptoportfolio(refetch=True) + cls.callback.set() + time.sleep(poll) @classmethod - def wait_for_recent(cls, delta=4): + def notify_and_wait(cls): + cls.callback.clear() + cls.worker_notify.set() + cls.callback.wait() + + @classmethod + def wait_for_recent(cls, delta=4, poll=30): cls.get_cryptoportfolio() - while cls.last_date is None or datetime.now() - cls.last_date > timedelta(delta): - time.sleep(30) - cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") + while cls.last_date.get() is None or datetime.now() - cls.last_date.get() > timedelta(delta): + if cls.worker is None: + time.sleep(poll) + cls.report.print_log("Attempt to fetch up-to-date cryptoportfolio") cls.get_cryptoportfolio(refetch=True) @classmethod def repartition(cls, liquidity="medium"): cls.get_cryptoportfolio() - liquidities = cls.liquidities[liquidity] - return liquidities[cls.last_date] + liquidities = cls.liquidities.get(liquidity) + return liquidities[cls.last_date.get()] @classmethod def get_cryptoportfolio(cls, refetch=False): - if cls.data is not None and not refetch: + if cls.data.get() is not None and not refetch: + return + if cls.worker is not None and not cls.is_worker_thread(): + cls.notify_and_wait() return try: r = requests.get(cls.URL) @@ -342,11 +422,12 @@ class Portfolio: cls.report.log_error("get_cryptoportfolio", exception=e) return try: - cls.data = r.json(parse_int=D, parse_float=D) + cls.data.set(r.json(parse_int=D, parse_float=D)) cls.parse_cryptoportfolio() except (JSONDecodeError, SimpleJSONDecodeError): - cls.data = None - cls.liquidities = {} + cls.data.set(None) + cls.last_date.set(None) + cls.liquidities.set({}) @classmethod def parse_cryptoportfolio(cls): @@ -366,6 +447,8 @@ class Portfolio: return clean_weights_ def parse_weights(portfolio_hash): + if "weights" not in portfolio_hash: + return {} weights_hash = portfolio_hash["weights"] weights = {} for i in range(len(weights_hash["_row"])): @@ -375,13 +458,16 @@ class Portfolio: map(clean_weights(i), weights_hash.items()))) return weights - high_liquidity = parse_weights(cls.data["portfolio_1"]) - medium_liquidity = parse_weights(cls.data["portfolio_2"]) + high_liquidity = parse_weights(cls.data.get("portfolio_1")) + medium_liquidity = parse_weights(cls.data.get("portfolio_2")) - cls.liquidities = { - "medium": medium_liquidity, - "high": high_liquidity, - } - cls.last_date = max(max(medium_liquidity.keys()), max(high_liquidity.keys())) + cls.liquidities.set({ + "medium": medium_liquidity, + "high": high_liquidity, + }) + cls.last_date.set(max( + max(medium_liquidity.keys(), default=datetime(1, 1, 1)), + max(high_liquidity.keys(), default=datetime(1, 1, 1)) + )) diff --git a/test.py b/test.py index c0e6a8a..f61e739 100644 --- a/test.py +++ b/test.py @@ -7,6 +7,7 @@ from unittest import mock import requests import requests_mock from io import StringIO +import threading import portfolio, market, main, store limits = ["acceptance", "unit"] @@ -33,10 +34,14 @@ class WebMockTestCase(unittest.TestCase): self.patchers = [ mock.patch.multiple(market.Portfolio, - last_date=None, - data=None, - liquidities={}, - report=mock.Mock()), + data=store.LockedVar(None), + liquidities=store.LockedVar({}), + last_date=store.LockedVar(None), + report=mock.Mock(), + worker=None, + worker_notify=None, + worker_started=False, + callback=None), mock.patch.multiple(portfolio.Computation, computations=portfolio.Computation.computations), ] @@ -441,6 +446,99 @@ class poloniexETest(unittest.TestCase): create_order.assert_called_once_with("symbol", "type", "side", "amount", price="price", params="params") +@unittest.skipUnless("unit" in limits, "Unit skipped") +class NoopLockTest(unittest.TestCase): + def test_with(self): + noop_lock = store.NoopLock() + with noop_lock: + self.assertTrue(True) + +@unittest.skipUnless("unit" in limits, "Unit skipped") +class LockedVar(unittest.TestCase): + + def test_values(self): + locked_var = store.LockedVar("Foo") + self.assertIsInstance(locked_var.lock, store.NoopLock) + self.assertEqual("Foo", locked_var.val) + + def test_get(self): + with self.subTest(desc="Normal case"): + locked_var = store.LockedVar("Foo") + self.assertEqual("Foo", locked_var.get()) + with self.subTest(desc="Dict"): + locked_var = store.LockedVar({"foo": "bar"}) + self.assertEqual({"foo": "bar"}, locked_var.get()) + self.assertEqual("bar", locked_var.get("foo")) + self.assertIsNone(locked_var.get("other")) + + def test_set(self): + locked_var = store.LockedVar("Foo") + locked_var.set("Bar") + self.assertEqual("Bar", locked_var.get()) + + def test__getattr(self): + dummy = type('Dummy', (object,), {})() + dummy.attribute = "Hey" + + locked_var = store.LockedVar(dummy) + self.assertEqual("Hey", locked_var.attribute) + with self.assertRaises(AttributeError): + locked_var.other + + def test_start_lock(self): + locked_var = store.LockedVar("Foo") + locked_var.start_lock() + self.assertEqual("lock", locked_var.lock.__class__.__name__) + + thread1 = threading.Thread(target=locked_var.set, args=["Bar1"]) + thread2 = threading.Thread(target=locked_var.set, args=["Bar2"]) + thread3 = threading.Thread(target=locked_var.set, args=["Bar3"]) + + with locked_var.lock: + thread1.start() + thread2.start() + thread3.start() + + self.assertEqual("Foo", locked_var.val) + thread1.join() + thread2.join() + thread3.join() + self.assertEqual("Bar", locked_var.get()[0:3]) + + def test_wait_for_notification(self): + with self.assertRaises(RuntimeError): + store.Portfolio.wait_for_notification() + + with mock.patch.object(store.Portfolio, "get_cryptoportfolio") as get,\ + mock.patch.object(store.Portfolio, "report") as report,\ + mock.patch.object(store.time, "sleep") as sleep: + store.Portfolio.start_worker(poll=3) + + store.Portfolio.worker_notify.set() + + store.Portfolio.callback.wait() + + report.print_log.assert_called_once_with("Fetching cryptoportfolio") + get.assert_called_once_with(refetch=True) + sleep.assert_called_once_with(3) + self.assertFalse(store.Portfolio.worker_notify.is_set()) + self.assertTrue(store.Portfolio.worker.is_alive()) + + store.Portfolio.callback.clear() + store.Portfolio.worker_started = False + store.Portfolio.worker_notify.set() + store.Portfolio.callback.wait() + + self.assertFalse(store.Portfolio.worker.is_alive()) + + def test_notify_and_wait(self): + with mock.patch.object(store.Portfolio, "callback") as callback,\ + mock.patch.object(store.Portfolio, "worker_notify") as worker_notify: + store.Portfolio.notify_and_wait() + callback.clear.assert_called_once_with() + worker_notify.set.assert_called_once_with() + callback.wait.assert_called_once_with() + @unittest.skipUnless("unit" in limits, "Unit skipped") class PortfolioTest(WebMockTestCase): def setUp(self): @@ -453,86 +551,131 @@ class PortfolioTest(WebMockTestCase): @mock.patch.object(market.Portfolio, "parse_cryptoportfolio") def test_get_cryptoportfolio(self, parse_cryptoportfolio): - self.wm.get(market.Portfolio.URL, [ - {"text":'{ "foo": "bar" }', "status_code": 200}, - {"text": "System Error", "status_code": 500}, - {"exc": requests.exceptions.ConnectTimeout}, - ]) - market.Portfolio.get_cryptoportfolio() - self.assertIn("foo", market.Portfolio.data) - self.assertEqual("bar", market.Portfolio.data["foo"]) - self.assertTrue(self.wm.called) - self.assertEqual(1, self.wm.call_count) - market.Portfolio.report.log_error.assert_not_called() - market.Portfolio.report.log_http_request.assert_called_once() - parse_cryptoportfolio.assert_called_once_with() - market.Portfolio.report.log_http_request.reset_mock() - parse_cryptoportfolio.reset_mock() - market.Portfolio.data = None - - market.Portfolio.get_cryptoportfolio() - self.assertIsNone(market.Portfolio.data) - self.assertEqual(2, self.wm.call_count) - parse_cryptoportfolio.assert_not_called() - market.Portfolio.report.log_error.assert_not_called() - market.Portfolio.report.log_http_request.assert_called_once() - market.Portfolio.report.log_http_request.reset_mock() - parse_cryptoportfolio.reset_mock() - - market.Portfolio.data = "Foo" - market.Portfolio.get_cryptoportfolio() - self.assertEqual(2, self.wm.call_count) - parse_cryptoportfolio.assert_not_called() - - market.Portfolio.get_cryptoportfolio(refetch=True) - self.assertEqual("Foo", market.Portfolio.data) - self.assertEqual(3, self.wm.call_count) - market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", - exception=mock.ANY) - market.Portfolio.report.log_http_request.assert_not_called() + with self.subTest(parallel=False): + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + {"text": "System Error", "status_code": 500}, + {"exc": requests.exceptions.ConnectTimeout}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + self.assertEqual("bar", market.Portfolio.data.get()["foo"]) + self.assertTrue(self.wm.called) + self.assertEqual(1, self.wm.call_count) + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + parse_cryptoportfolio.assert_called_once_with() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + market.Portfolio.data = store.LockedVar(None) + + market.Portfolio.get_cryptoportfolio() + self.assertIsNone(market.Portfolio.data.get()) + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + market.Portfolio.report.log_error.assert_not_called() + market.Portfolio.report.log_http_request.assert_called_once() + market.Portfolio.report.log_http_request.reset_mock() + parse_cryptoportfolio.reset_mock() + + market.Portfolio.data = store.LockedVar("Foo") + market.Portfolio.get_cryptoportfolio() + self.assertEqual(2, self.wm.call_count) + parse_cryptoportfolio.assert_not_called() + + market.Portfolio.get_cryptoportfolio(refetch=True) + self.assertEqual("Foo", market.Portfolio.data.get()) + self.assertEqual(3, self.wm.call_count) + market.Portfolio.report.log_error.assert_called_once_with("get_cryptoportfolio", + exception=mock.ANY) + market.Portfolio.report.log_http_request.assert_not_called() + with self.subTest(parallel=True): + with mock.patch.object(market.Portfolio, "is_worker_thread") as is_worker,\ + mock.patch.object(market.Portfolio, "notify_and_wait") as notify: + with self.subTest(worker=True): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = True + self.wm.get(market.Portfolio.URL, [ + {"text":'{ "foo": "bar" }', "status_code": 200}, + ]) + market.Portfolio.get_cryptoportfolio() + self.assertIn("foo", market.Portfolio.data.get()) + parse_cryptoportfolio.reset_mock() + with self.subTest(worker=False): + market.Portfolio.data = store.LockedVar(None) + market.Portfolio.worker = mock.Mock() + is_worker.return_value = False + market.Portfolio.get_cryptoportfolio() + notify.assert_called_once_with() + parse_cryptoportfolio.assert_not_called() def test_parse_cryptoportfolio(self): - market.Portfolio.data = store.json.loads(self.json_response, parse_int=D, - parse_float=D) - market.Portfolio.parse_cryptoportfolio() - - self.assertListEqual( - ["medium", "high"], - list(market.Portfolio.liquidities.keys())) - - liquidities = market.Portfolio.liquidities - self.assertEqual(10, len(liquidities["medium"].keys())) - self.assertEqual(10, len(liquidities["high"].keys())) - - expected = { - 'BTC': (D("0.2857"), "long"), - 'DGB': (D("0.1015"), "long"), - 'DOGE': (D("0.1805"), "long"), - 'SC': (D("0.0623"), "long"), - 'ZEC': (D("0.3701"), "long"), - } - date = portfolio.datetime(2018, 1, 8) - self.assertDictEqual(expected, liquidities["high"][date]) - - expected = { - 'BTC': (D("1.1102e-16"), "long"), - 'ETC': (D("0.1"), "long"), - 'FCT': (D("0.1"), "long"), - 'GAS': (D("0.1"), "long"), - 'NAV': (D("0.1"), "long"), - 'OMG': (D("0.1"), "long"), - 'OMNI': (D("0.1"), "long"), - 'PPC': (D("0.1"), "long"), - 'RIC': (D("0.1"), "long"), - 'VIA': (D("0.1"), "long"), - 'XCP': (D("0.1"), "long"), - } - self.assertDictEqual(expected, liquidities["medium"][date]) - self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date) + with self.subTest(description="Normal case"): + market.Portfolio.data = store.LockedVar(store.json.loads( + self.json_response, parse_int=D, parse_float=D)) + market.Portfolio.parse_cryptoportfolio() + + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + + liquidities = market.Portfolio.liquidities.get() + self.assertEqual(10, len(liquidities["medium"].keys())) + self.assertEqual(10, len(liquidities["high"].keys())) + + expected = { + 'BTC': (D("0.2857"), "long"), + 'DGB': (D("0.1015"), "long"), + 'DOGE': (D("0.1805"), "long"), + 'SC': (D("0.0623"), "long"), + 'ZEC': (D("0.3701"), "long"), + } + date = portfolio.datetime(2018, 1, 8) + self.assertDictEqual(expected, liquidities["high"][date]) + + expected = { + 'BTC': (D("1.1102e-16"), "long"), + 'ETC': (D("0.1"), "long"), + 'FCT': (D("0.1"), "long"), + 'GAS': (D("0.1"), "long"), + 'NAV': (D("0.1"), "long"), + 'OMG': (D("0.1"), "long"), + 'OMNI': (D("0.1"), "long"), + 'PPC': (D("0.1"), "long"), + 'RIC': (D("0.1"), "long"), + 'VIA': (D("0.1"), "long"), + 'XCP': (D("0.1"), "long"), + } + self.assertDictEqual(expected, liquidities["medium"][date]) + self.assertEqual(portfolio.datetime(2018, 1, 15), market.Portfolio.last_date.get()) + + with self.subTest(description="Missing weight"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertListEqual( + ["medium", "high"], + list(market.Portfolio.liquidities.get().keys())) + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + + with self.subTest(description="All missing weights"): + data = store.json.loads(self.json_response, parse_int=D, parse_float=D) + del(data["portfolio_1"]["weights"]) + del(data["portfolio_2"]["weights"]) + market.Portfolio.data = store.LockedVar(data) + + market.Portfolio.parse_cryptoportfolio() + self.assertEqual({}, market.Portfolio.liquidities.get("medium")) + self.assertEqual({}, market.Portfolio.liquidities.get("high")) + self.assertEqual(datetime.datetime(1,1,1), market.Portfolio.last_date.get()) + @mock.patch.object(market.Portfolio, "get_cryptoportfolio") def test_repartition(self, get_cryptoportfolio): - market.Portfolio.liquidities = { + market.Portfolio.liquidities = store.LockedVar({ "medium": { "2018-03-01": "medium_2018-03-01", "2018-03-08": "medium_2018-03-08", @@ -541,8 +684,8 @@ class PortfolioTest(WebMockTestCase): "2018-03-01": "high_2018-03-01", "2018-03-08": "high_2018-03-08", } - } - market.Portfolio.last_date = "2018-03-08" + }) + market.Portfolio.last_date = store.LockedVar("2018-03-08") self.assertEqual("medium_2018-03-08", market.Portfolio.repartition()) get_cryptoportfolio.assert_called_once_with() @@ -559,9 +702,9 @@ class PortfolioTest(WebMockTestCase): else: self.assertFalse(refetch) self.call_count += 1 - market.Portfolio.last_date = store.datetime.now()\ + market.Portfolio.last_date = store.LockedVar(store.datetime.now()\ - store.timedelta(10)\ - + store.timedelta(self.call_count) + + store.timedelta(self.call_count)) get_cryptoportfolio.side_effect = _get market.Portfolio.wait_for_recent() @@ -572,7 +715,7 @@ class PortfolioTest(WebMockTestCase): sleep.reset_mock() get_cryptoportfolio.reset_mock() - market.Portfolio.last_date = None + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 market.Portfolio.wait_for_recent(delta=15) sleep.assert_not_called() @@ -580,13 +723,45 @@ class PortfolioTest(WebMockTestCase): sleep.reset_mock() get_cryptoportfolio.reset_mock() - market.Portfolio.last_date = None + market.Portfolio.last_date = store.LockedVar(None) self.call_count = 0 market.Portfolio.wait_for_recent(delta=1) sleep.assert_called_with(30) self.assertEqual(9, sleep.call_count) self.assertEqual(10, get_cryptoportfolio.call_count) + def test_is_worker_thread(self): + with self.subTest(worker=None): + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="not self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = mock.Mock() + self.assertFalse(store.Portfolio.is_worker_thread()) + + with self.subTest(worker="self"),\ + mock.patch("threading.current_thread") as current_thread: + current = mock.Mock() + current_thread.return_value = current + store.Portfolio.worker = current + self.assertTrue(store.Portfolio.is_worker_thread()) + + def test_start_worker(self): + with mock.patch.object(store.Portfolio, "wait_for_notification") as notification: + store.Portfolio.start_worker() + notification.assert_called_once_with(poll=30) + + self.assertEqual("lock", store.Portfolio.last_date.lock.__class__.__name__) + self.assertEqual("lock", store.Portfolio.liquidities.lock.__class__.__name__) + store.Portfolio.report.start_lock.assert_called_once_with() + + self.assertIsNotNone(store.Portfolio.worker) + self.assertIsNotNone(store.Portfolio.worker_notify) + self.assertIsNotNone(store.Portfolio.callback) + self.assertTrue(store.Portfolio.worker_started) + @unittest.skipUnless("unit" in limits, "Unit skipped") class AmountTest(WebMockTestCase): def test_values(self): @@ -3362,31 +3537,64 @@ class MainTest(WebMockTestCase): self.assertEqual("Exception: boo\n", stdout_mock.getvalue()) def test_main(self): - with mock.patch("main.parse_args") as parse_args,\ - mock.patch("main.parse_config") as parse_config,\ - mock.patch("main.fetch_markets") as fetch_markets,\ - mock.patch("main.process") as process: + with self.subTest(parallel=False): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process: - args_mock = mock.Mock() - args_mock.config = "config" - args_mock.user = "user" - parse_args.return_value = args_mock + args_mock = mock.Mock() + args_mock.parallel = False + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock - parse_config.return_value = ["pg_config", "report_path"] + parse_config.return_value = ["pg_config", "report_path"] - fetch_markets.return_value = [["config1", 1], ["config2", 2]] + fetch_markets.return_value = [["config1", 1], ["config2", 2]] - main.main(["Foo", "Bar"]) + main.main(["Foo", "Bar"]) - parse_args.assert_called_with(["Foo", "Bar"]) - parse_config.assert_called_with("config") - fetch_markets.assert_called_with("pg_config", "user") + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") - self.assertEqual(2, process.call_count) - process.assert_has_calls([ - mock.call("config1", 1, "report_path", args_mock), - mock.call("config2", 2, "report_path", args_mock), - ]) + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call("config1", 1, "report_path", args_mock), + mock.call("config2", 2, "report_path", args_mock), + ]) + with self.subTest(parallel=True): + with mock.patch("main.parse_args") as parse_args,\ + mock.patch("main.parse_config") as parse_config,\ + mock.patch("main.fetch_markets") as fetch_markets,\ + mock.patch("main.process") as process,\ + mock.patch("store.Portfolio.start_worker") as start: + + args_mock = mock.Mock() + args_mock.parallel = True + args_mock.config = "config" + args_mock.user = "user" + parse_args.return_value = args_mock + + parse_config.return_value = ["pg_config", "report_path"] + + fetch_markets.return_value = [["config1", 1], ["config2", 2]] + + main.main(["Foo", "Bar"]) + + parse_args.assert_called_with(["Foo", "Bar"]) + parse_config.assert_called_with("config") + fetch_markets.assert_called_with("pg_config", "user") + + start.assert_called_once_with() + self.assertEqual(2, process.call_count) + process.assert_has_calls([ + mock.call.__bool__(), + mock.call("config1", 1, "report_path", args_mock), + mock.call.__bool__(), + mock.call("config2", 2, "report_path", args_mock), + ]) @mock.patch.object(main.sys, "exit") @mock.patch("main.configparser") @@ -3551,7 +3759,7 @@ class ProcessorTest(WebMockTestCase): method, arguments = processor.method_arguments("wait_for_recent") self.assertEqual(market.Portfolio.wait_for_recent, method) - self.assertEqual(["delta"], arguments) + self.assertEqual(["delta", "poll"], arguments) method, arguments = processor.method_arguments("prepare_trades") self.assertEqual(m.prepare_trades, method) -- cgit v1.2.3