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maverage_test.py
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import datetime
import unittest
from math import isclose
from unittest import mock
from unittest.mock import patch, call
import ccxt
import maverage
class MaverageTest(unittest.TestCase):
@patch('maverage.get_closed_order', return_value=None)
@patch('maverage.get_open_order', return_value=None)
@patch('maverage.buy_or_sell', return_value='BUY')
@patch('maverage.read_action', return_value=None)
def test_init_first_run(self, mock_read_action, mock_buy_or_sell, mock_get_open_order, mock_get_closed_order):
maverage.INSTANCE = 'test'
maverage.RESET = False
state = maverage.init()
self.assertEqual('BUY', state['last_action'][:3])
self.assertEqual(None, state['order'])
@patch('maverage.logging')
@patch('maverage.get_closed_order', return_value=None)
@patch('maverage.get_open_order', return_value=None)
def test_init_reset(self, mock_get_open_order, mock_get_closed_order, mock_logging):
maverage.INSTANCE = 'test'
maverage.RESET = True
maverage.LOG = mock_logging
state = maverage.init()
self.assertEqual('NIX', state['last_action'][:3])
self.assertEqual(None, state['order'])
@patch('maverage.logging')
@patch('maverage.get_closed_order', return_value=None)
@patch('maverage.get_open_order', return_value=maverage.Order({'side': 'sell', 'id': 's1o', 'price': 10000,
'amount': 100, 'type': 'limit',
'datetime': datetime.datetime.today().isoformat()}))
@patch('maverage.buy_or_sell', return_value='BUY')
@patch('maverage.read_action', return_value='-SELL (since 2020-05-20 06:55:08 UTC)')
@patch('maverage.fetch_order_status', return_value='open')
@patch('maverage.cancel_order', return_value='open')
def test_init_with_pending_action_order_still_open(self, mock_cancel_order, mock_fetch_order_status, mock_read_action,
mock_buy_or_sell, mock_get_open_order, mock_get_closed_order, mock_logging):
maverage.INSTANCE = 'test'
maverage.RESET = False
maverage.LOG = mock_logging
state = maverage.init()
self.assertEqual('BUY', state['last_action'][:3])
self.assertEqual(None, state['order'])
@patch('maverage.logging')
@patch('maverage.get_closed_order', return_value=maverage.Order({'side': 'sell', 'id': 's1o', 'price': 10000,
'amount': 100, 'type': 'limit',
'datetime': datetime.datetime.today().isoformat()}))
@patch('maverage.get_open_order', return_value=None)
@patch('maverage.read_action', return_value='-SELL (since 2020-05-20 06:55:08 UTC)')
def test_init_with_pending_action_order_filled(self, mock_read_action, mock_get_open_order, mock_get_closed_order, mock_logging):
maverage.INSTANCE = 'test'
maverage.RESET = False
maverage.LOG = mock_logging
state = maverage.init()
self.assertEqual('SELL', state['last_action'][:4])
self.assertEqual('s1o', state['order'].id)
def test_calculate_fetch_size_long(self):
maverage.CONF = self.create_default_conf()
size = maverage.calculate_fetch_size(maverage.CONF.ma_minutes_long)
self.assertEqual(6, size)
def test_calculate_fetch_size_short(self):
maverage.CONF = self.create_default_conf()
size = maverage.calculate_fetch_size(maverage.CONF.ma_minutes_short)
self.assertEqual(2, size)
@patch('maverage.get_margin_balance')
@patch('maverage.get_crypto_balance')
def test_calculate_sell_order_size_50_percent_short_of_all_free(self, mock_get_crypto_balance,
mock_get_margin_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_margin_balance.return_value = {'free': 1000, 'used': 0, 'total': 1000}
order_size = maverage.calculate_sell_order_size()
# about 4.8% reserve
self.assertAlmostEqual(0.0952, order_size, 5)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_50_percent_short_from_partial_long_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0792, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.1288, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_50_percent_short_from_partial_long_with_unrealised_loss_bitmex(self,
mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0792, 'unrealisedGrossPnl': -500000}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.1237, order_size, 3)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_50_percent_short_from_partial_long_with_unrealised_profit_bitmex(self,
mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0792, 'unrealisedGrossPnl': 500000}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.1337, order_size, 3)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_50_percent_short_from_partial_long_leverage_2_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.apply_leverage = True
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0792, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.1788, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_80_percent_short_from_partial_long_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.short_in_percent = 80
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0198, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.099, float(str(order_size)[:5]), 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_120_percent_short_from_partial_long_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.short_in_percent = 120
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0198, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.139, float(str(order_size)[:5]), 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_200_percent_short_from_partial_long_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.short_in_percent = 200
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0198, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.219, float(str(order_size)[:5]), 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_100_percent_short_with_leverage_2_and_from_partial_long_bitmex(self,
mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.apply_leverage = True
maverage.CONF.short_in_percent = 100
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0198, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.219, float(str(order_size)[:5]), 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_sell_order_size_200_percent_short_with_leverage_2_from_partial_long_bitmex(self,
mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.apply_leverage = True
maverage.CONF.short_in_percent = 200
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0, 'total': 0.1}
mock_get_position_info.return_value = {'homeNotional': 0.0198, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.419, float(str(order_size)[:5]), 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
@patch('maverage.get_position_side')
def test_calculate_sell_order_size_50_percent_short_no_position_bitmex(self, mock_get_position_side,
mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
mock_get_position_side.return_value = 'LONG'
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = None
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.099, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
@patch('maverage.get_position_side')
def test_calculate_sell_order_size_50_percent_short_30_percent_used_bitmex(self, mock_get_position_side,
mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
mock_get_position_side.return_value = 'SHORT'
# bitmex returns such odd free values for short positions..
mock_get_crypto_balance.return_value = {'free': 0.9, 'used': 0.1, 'total': 0.9}
mock_get_position_info.return_value = {'homeNotional': -0.3}
order_size = maverage.calculate_sell_order_size()
self.assertAlmostEqual(0.1485, order_size, 4)
@patch('maverage.get_margin_balance')
@patch('maverage.get_crypto_balance')
def test_calculate_sell_order_size_50_percent_short_25_percent_used(self, mock_get_crypto_balance,
mock_get_margin_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
mock_get_crypto_balance.return_value = {'free': 0.3, 'used': 0.1, 'total': 0.4}
mock_get_margin_balance.return_value = {'free': 3000, 'used': 1000, 'total': 4000}
order_size = maverage.calculate_sell_order_size()
# about 4.8% reserve
self.assertAlmostEqual(0.1904, order_size, 4)
@patch('maverage.get_margin_balance')
@patch('maverage.get_crypto_balance')
def test_calculate_sell_order_size_75_percent_short_25_percent_used(self, mock_get_crypto_balance,
mock_get_margin_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
maverage.CONF.short_in_percent = 75
mock_get_crypto_balance.return_value = {'free': 0.3, 'used': 0.1, 'total': 0.4}
mock_get_margin_balance.return_value = {'free': 3000, 'used': 1000, 'total': 4000}
order_size = maverage.calculate_sell_order_size()
# about 4.8% reserve
self.assertAlmostEqual(0.3808, order_size, 4)
@patch('maverage.get_margin_balance')
@patch('maverage.get_crypto_balance')
def test_calculate_sell_order_size_75_percent_short_75_percent_used(self, mock_get_crypto_balance,
mock_get_margin_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
maverage.CONF.short_in_percent = 75
mock_get_crypto_balance.return_value = {'free': 0.1, 'used': 0.3, 'total': 0.4}
mock_get_margin_balance.return_value = {'free': 1000, 'used': 3000, 'total': 4000}
order_size = maverage.calculate_sell_order_size()
self.assertIsNone(order_size)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_from_no_position_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = None
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.198, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_from_no_position_leverage_2_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.apply_leverage = True
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = None
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.396, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_after_50_percent_short_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
# bitmex returns such odd free values for short positions..
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = {'homeNotional': -0.099, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.297, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_after_50_percent_short_with_unrealised_loss_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
# bitmex returns such odd free values for short positions..
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = {'homeNotional': -0.099, 'unrealisedGrossPnl': -500000}
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.292, order_size, 3)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_after_50_percent_short_with_unrealised_profit_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
# bitmex returns such odd free values for short positions..
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = {'homeNotional': -0.099, 'unrealisedGrossPnl': 500000}
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.302, order_size, 3)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_after_25_percent_short_leverage_2_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.apply_leverage = True
# bitmex returns such odd free values for short positions..
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = {'homeNotional': -0.099, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.495, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_after_50_percent_long_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
# bitmex returns such odd free values for long positions..
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = {'homeNotional': 0.099, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.099, order_size, 4)
@patch('maverage.get_crypto_balance')
@patch('maverage.get_position_info')
def test_calculate_buy_order_size_after_50_percent_long_leverage_2_bitmex(self, mock_get_position_info,
mock_get_crypto_balance):
maverage.CONF = self.create_default_conf()
maverage.CONF.apply_leverage = True
# bitmex returns such odd free values for long positions..
mock_get_crypto_balance.return_value = {'free': 0.2, 'used': 0, 'total': 0.2}
mock_get_position_info.return_value = {'homeNotional': 0.198, 'unrealisedGrossPnl': 0}
order_size = maverage.calculate_buy_order_size(12345)
self.assertAlmostEqual(0.198, order_size, 4)
def test_calculate_used_margin_percentage(self):
percentage = maverage.calculate_used_margin_percentage({'total': 100, 'free': 49})
self.assertEqual(51, percentage)
@patch('maverage.get_margin_balance', return_value={'total': 0})
def test_calculate_used_margin_percentage_without_provided_balance(self, mock_get_margin_balance):
percentage = maverage.calculate_used_margin_percentage()
mock_get_margin_balance.assert_called()
self.assertEqual(0, percentage)
@patch('maverage.get_position_balance')
def test_get_position_side_long_bitmex(self, mock_get_position_balance):
maverage.CONF = self.create_default_conf()
mock_get_position_balance.return_value = 10
side = maverage.get_position_side()
self.assertEqual('LONG', side)
@patch('maverage.get_position_balance')
def test_get_position_side_short_bitmex(self, mock_get_position_balance):
maverage.CONF = self.create_default_conf()
mock_get_position_balance.return_value = -10
side = maverage.get_position_side()
self.assertEqual('SHORT', side)
@patch('maverage.get_current_price')
@patch('maverage.get_crypto_balance')
@patch('maverage.get_fiat_balance')
def test_get_position_side_long_kraken(self, mock_get_fiat_balance, mock_get_crypto_balance, mock_get_current_price):
maverage.CONF = self.create_default_conf()
mock_get_crypto_balance.return_value = {'total': 0.1}
mock_get_fiat_balance.return_value = {'total': 10}
mock_get_current_price.return_value = 10000
side = maverage.get_position_side()
self.assertEqual('LONG', side)
@patch('maverage.get_current_price')
@patch('maverage.get_crypto_balance')
@patch('maverage.get_fiat_balance')
def test_get_position_side_short_kraken(self, mock_get_fiat_balance, mock_get_crypto_balance, mock_get_current_price):
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
mock_get_crypto_balance.return_value = {'total': 0.01}
mock_get_fiat_balance.return_value = {'total': 1000}
mock_get_current_price.return_value = 10000
side = maverage.get_position_side()
self.assertEqual('SHORT', side)
def test_calculate_ma(self):
rates = [([15000]), ([10000]), ([5000])]
self.assertEqual(10000, maverage.calculate_ma(rates, 3))
self.assertEqual(12500, maverage.calculate_ma(rates, 2))
self.assertEqual(15000, maverage.calculate_ma(rates, 1))
def test_calculate_ma_including_current_price(self):
rates = [([15000]), ([10000])]
current_price = 20000
self.assertEqual(15000, maverage.calculate_ma(rates, 3, current_price))
self.assertEqual(17500, maverage.calculate_ma(rates, 2, current_price))
self.assertEqual(20000, maverage.calculate_ma(rates, 1, current_price))
def test_get_last_rates(self):
rates = maverage.get_last_rates(50)
self.assertEqual(50, len(rates))
def test_stats_add_same_again_day(self):
today = {'mBal': 0.999, 'price': 10000}
stats = maverage.Stats(int(datetime.date.today().strftime("%Y%j")), today)
same_day = {'mBal': 0.666, 'price': 9000}
stats.add_day(int(datetime.date.today().strftime("%Y%j")), same_day)
day = stats.get_day(int(datetime.date.today().strftime("%Y%j")))
self.assertTrue(isclose(day['mBal'], 0.999, rel_tol=1e-09, abs_tol=1e-09))
self.assertTrue(day['price'] == 10000)
def test_stats_add_day_removes_oldest(self):
h72 = {'mBal': 0.720, 'price': 10072}
h48 = {'mBal': 0.480, 'price': 10048}
h24 = {'mBal': 0.240, 'price': 10024}
today = {'mBal': 0.000, 'price': 10000}
stats = maverage.Stats(int(datetime.date.today().strftime("%Y%j")) - 3, h72)
stats.add_day(int(datetime.date.today().strftime("%Y%j")) - 2, h48)
stats.add_day(int(datetime.date.today().strftime("%Y%j")) - 1, h24)
self.assertTrue(len(stats.days) == 3)
stats.add_day(int(datetime.date.today().strftime("%Y%j")), today)
self.assertEqual(3, len(stats.days))
self.assertTrue(stats.get_day(int(datetime.date.today().strftime("%Y%j")) - 3) is None)
self.assertTrue(stats.get_day(int(datetime.date.today().strftime("%Y%j")) - 2) is not None)
self.assertTrue(stats.get_day(int(datetime.date.today().strftime("%Y%j")) - 1) is not None)
self.assertTrue(stats.get_day(int(datetime.date.today().strftime("%Y%j"))) is not None)
@patch('maverage.persist_statistics')
def test_calculate_statistics_first_day_without_persist(self, mock_persist_statistics):
maverage.CONF = self.create_default_conf()
today = maverage.calculate_daily_statistics(100, 8000.0, False)
self.assertTrue(today['mBal'] == 100)
self.assertTrue(isclose(today['price'], 8000.0, rel_tol=1e-09, abs_tol=1e-09))
mock_persist_statistics.assert_not_called()
def test_calculate_statistics_positive_change(self):
maverage.CONF = self.create_default_conf()
maverage.STATS = maverage.Stats(int(datetime.date.today().strftime("%Y%j")) - 2,
{'mBal': 75.15, 'price': 4400.0})
maverage.STATS.add_day(int(datetime.date.today().strftime("%Y%j")) - 1, {'mBal': 50.1, 'price': 8000.0})
today = maverage.calculate_daily_statistics(100.2, 8800.0, False)
self.assertEqual(100.2, today['mBal'])
self.assertEqual(8800.0, today['price'])
self.assertEqual(100.0, today['mBalChan24'])
self.assertEqual(10.0, today['priceChan24'])
def test_calculate_statistics_negative_change(self):
maverage.INSTANCE = 'test'
maverage.CONF = self.create_default_conf()
maverage.STATS = maverage.Stats(int(datetime.date.today().strftime("%Y%j")) - 1,
{'mBal': 150.3, 'price': 8000.0})
today = maverage.calculate_daily_statistics(100.2, 7600.0, True)
self.assertEqual(100.2, today['mBal'])
self.assertEqual(7600.0, today['price'])
self.assertEqual(-33.33, today['mBalChan24'])
self.assertEqual(-5.0, today['priceChan24'])
@patch('maverage.create_report_part_trade')
@patch('maverage.create_report_part_performance')
@patch('maverage.create_report_part_advice')
@patch('maverage.create_report_part_settings')
@patch('maverage.create_mail_part_general')
def test_create_daily_report(self, mock_create_mail_part_general, mock_create_report_part_settings,
mock_create_report_part_performance, mock_create_report_part_advice,
mock_create_report_part_trade):
maverage.INSTANCE = 'test'
maverage.CONF = self.create_default_conf()
maverage.create_mail_content(True)
mock_create_report_part_trade.assert_not_called()
mock_create_report_part_performance.assert_called()
mock_create_report_part_advice.assert_called()
mock_create_report_part_settings.assert_called()
mock_create_mail_part_general.assert_called()
@patch('maverage.create_report_part_trade')
@patch('maverage.create_report_part_performance')
@patch('maverage.create_report_part_advice')
@patch('maverage.create_report_part_settings')
@patch('maverage.create_mail_part_general')
def test_create_trade_report(self, mock_create_mail_part_general, mock_create_report_part_settings,
mock_create_report_part_performance, mock_create_report_part_advice,
mock_create_report_part_trade):
maverage.CONF = self.create_default_conf()
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': None, 'stop_loss_price': None}
maverage.create_mail_content()
mock_create_report_part_trade.assert_called()
mock_create_report_part_performance.assert_called()
mock_create_report_part_advice.assert_called()
mock_create_report_part_settings.assert_called()
mock_create_mail_part_general.assert_called()
@patch('maverage.logging')
@patch('maverage.get_last_rates')
def test_buy_or_sell_expecting_buy(self, mock_last_rates, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.CONF.ma_minutes_short = 120
maverage.CONF.ma_minutes_long = 200
maverage.LOG = mock_logging
rates = [([25000]), ([25000]), ([24000]), ([24000]), ([23000]), ([23000]), ([22000]), ([22000]), ([21000]),
([21000]), ([20000]), ([20000]), ([19000]), ([19000]), ([18000]), ([18000]), ([17000]), ([17000]),
([16000]), ([11000])]
mock_last_rates.side_effect = [rates]
self.assertEqual('BUY', maverage.buy_or_sell())
@patch('maverage.logging')
@patch('maverage.get_last_rates')
def test_buy_or_sell_expecting_sell(self, mock_last_rates, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.CONF.ma_minutes_short = 200
maverage.CONF.ma_minutes_long = 40
maverage.LOG = mock_logging
rates = [([15000]), ([15000]), ([14000]), ([14000]), ([13000]), ([13000]), ([12000]), ([12000]), ([11000]),
([11000]), ([10000]), ([10000]), ([19000]), ([19000]), ([18000]), ([18000]), ([17000]), ([17000]),
([16000]), ([16000])]
mock_last_rates.side_effect = [rates]
self.assertEqual('SELL', maverage.buy_or_sell())
def test_exchange_configuration(self):
maverage.INSTANCE = 'test'
maverage.CONF = maverage.ExchangeConfig()
self.assertEqual('bitmex', maverage.CONF.exchange)
self.assertEqual('BTC/USD', maverage.CONF.pair)
self.assertEqual('BTC', maverage.CONF.base)
self.assertEqual('USD', maverage.CONF.quote)
self.assertTrue(maverage.CONF.trade_report)
self.assertEqual(50, maverage.CONF.short_in_percent)
self.assertEqual('Test', maverage.CONF.info)
@patch('maverage.logging')
@mock.patch.object(ccxt.kraken, 'fetch_balance')
def test_get_balance(self, mock_fetch_balance, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
maverage.CONF.test = False
maverage.LOG = mock_logging
maverage.EXCHANGE = maverage.connect_to_exchange()
mock_fetch_balance.return_value = {'BTC': {'used': None, 'free': None, 'total': 0.9}}
balance = maverage.get_crypto_balance()
self.assertEqual(0, balance['used'])
self.assertEqual(0, balance['free'])
self.assertEqual(0.9, balance['total'])
@patch('maverage.logging')
@patch('ccxt.kraken')
def test_get_margin_balance_kraken(self, mock_kraken, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.CONF.base = 'BTC'
maverage.CONF.exchange = 'kraken'
maverage.EXCHANGE = mock_kraken
maverage.LOG = mock_logging
maverage.get_margin_balance()
mock_kraken.private_post_tradebalance.assert_called()
@patch('maverage.logging')
@patch('ccxt.bitmex')
def test_get_margin_balance_bitmex(self, mock_bitmex, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.EXCHANGE = mock_bitmex
maverage.LOG = mock_logging
maverage.get_margin_balance()
mock_bitmex.fetch_balance.assert_called()
@patch('maverage.logging')
@mock.patch.object(ccxt.bitmex, 'cancel_order')
@mock.patch.object(ccxt.bitmex, 'fetch_order_status')
def test_cancel_order(self, mock_fetch_order_status, mock_cancel_order, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.CONF.test = False
maverage.LOG = mock_logging
maverage.EXCHANGE = maverage.connect_to_exchange()
order1 = maverage.Order({'side': 'sell', 'id': 's1o', 'price': 10000, 'amount': 100, 'type': 'limit',
'datetime': datetime.datetime.today().isoformat()})
order2 = maverage.Order({'side': 'buy', 'id': 'b2c', 'price': 9000, 'amount': 90, 'type': 'limit',
'datetime': datetime.datetime.today().isoformat()})
return_values = {'s1o': 'open', 'b2c': 'filled'}
mock_fetch_order_status.side_effect = return_values.get
maverage.cancel_order(order1)
mock_cancel_order.assert_called()
maverage.cancel_order(order2)
mock_logging.warning.assert_called_with('Order to be canceled %s was in status: %s', str(order2), 'filled')
def test_calculate_buy_price(self):
maverage.CONF = self.create_default_conf()
price = maverage.calculate_buy_price(10000)
self.assertEqual(9998.2, price)
def test_calculate_sell_price(self):
maverage.CONF = self.create_default_conf()
price = maverage.calculate_sell_price(10000)
self.assertEqual(10001.8, price)
def test_is_better_price_long(self):
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': None, 'stop_loss_price': None}
self.assertTrue(maverage.is_better_price(19000, 'LONG'))
def test_is_better_price_long_existing_worse(self):
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': maverage.Order(), 'stop_loss_price': 20000}
self.assertTrue(maverage.is_better_price(21000, 'LONG'))
def test_is_better_price_long_existing_better(self):
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': maverage.Order(), 'stop_loss_price': 21000}
self.assertFalse(maverage.is_better_price(20000, 'LONG'))
def test_is_better_price_short(self):
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': None, 'stop_loss_price': None}
self.assertTrue(maverage.is_better_price(21000, 'SHORT'))
def test_is_better_price_short_existing_worse(self):
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': maverage.Order(), 'stop_loss_price': 20000}
self.assertTrue(maverage.is_better_price(19000, 'SHORT'))
def test_is_better_price_short_existing_better(self):
maverage.STATE = {'last_action': None, 'order': None, 'stop_loss_order': maverage.Order(), 'stop_loss_price': 19000}
self.assertFalse(maverage.is_better_price(20000, 'SHORT'))
@patch('maverage.logging')
@patch('ccxt.kraken')
def test_create_sell_order_should_call_create_limit_sell_order_with_expected_values(self, mock_kraken, mock_logging):
sell_price = 14000
amount_crypto = 0.025
maverage.LOG = mock_logging
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
maverage.EXCHANGE = mock_kraken
mock_kraken.create_limit_sell_order.return_value = {'id': 1, 'price': sell_price, 'amount': amount_crypto,
'side': 'sell', 'type': 'limit',
'datetime': str(datetime.datetime.utcnow())}
maverage.create_sell_order(sell_price, amount_crypto)
mock_kraken.create_limit_sell_order.assert_called_with(maverage.CONF.pair, amount_crypto, sell_price,
{'leverage': 2})
@patch('maverage.logging')
@patch('ccxt.kraken')
def test_create_sell_order_should_call_create_limit_sell_order_with_expected_values_leverage_3(self, mock_kraken, mock_logging):
sell_price = 14000
amount_crypto = 0.025
maverage.LOG = mock_logging
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
maverage.CONF.apply_leverage = True
maverage.CONF.leverage_default = 3
maverage.EXCHANGE = mock_kraken
mock_kraken.create_limit_sell_order.return_value = {'id': 1, 'price': sell_price, 'amount': amount_crypto,
'side': 'sell', 'type': 'limit',
'datetime': str(datetime.datetime.utcnow())}
maverage.create_sell_order(sell_price, amount_crypto)
mock_kraken.create_limit_sell_order.assert_called_with(maverage.CONF.pair, amount_crypto, sell_price,
{'leverage': 4})
@patch('maverage.logging')
@patch('ccxt.bitmex')
def test_create_sell_order_should_call_create_limit_sell_order_with_expected_fiat_values(self, mock_bitmex, mock_logging):
sell_price = 10000
amount_crypto = 0.025
maverage.LOG = mock_logging
maverage.CONF = self.create_default_conf()
maverage.EXCHANGE = mock_bitmex
mock_bitmex.create_limit_sell_order.return_value = {'id': 1, 'price': sell_price, 'amount': amount_crypto,
'side': 'sell', 'type': 'limit',
'datetime': str(datetime.datetime.utcnow())}
maverage.create_sell_order(sell_price, amount_crypto)
mock_bitmex.create_limit_sell_order.assert_called_with(maverage.CONF.pair, round(amount_crypto * sell_price), sell_price)
@patch('maverage.logging')
@patch('ccxt.kraken')
def test_create_buy_order_should_call_create_limit_buy_order_with_expected_values(self, mock_kraken, mock_logging):
buy_price = 9900
amount_crypto = 0.03
maverage.LOG = mock_logging
maverage.CONF = self.create_default_conf()
maverage.CONF.exchange = 'kraken'
maverage.EXCHANGE = mock_kraken
mock_kraken.create_limit_buy_order.return_value = {'id': 1, 'price': buy_price, 'amount': amount_crypto,
'side': 'sell', 'type': 'limit',
'datetime': str(datetime.datetime.utcnow())}
maverage.create_buy_order(buy_price, amount_crypto)
mock_kraken.create_limit_buy_order.assert_called_with(maverage.CONF.pair, amount_crypto, buy_price, {'oflags': 'fcib'})
def test_calculate_stop_loss_price_short_from_order_price(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 10000
stop_loss_price = None
stop_loss_price = maverage.calculate_stop_loss_price(10100, order_price, stop_loss_price, 'SHORT')
self.assertEqual(10500, stop_loss_price)
def test_calculate_stop_loss_price_short_first_calculation_no_action_at_loss_enabled(self):
maverage.CONF = self.create_default_conf()
order_price = 9500
new_stop_loss_price = maverage.calculate_stop_loss_price(10100, order_price, None, 'SHORT')
self.assertEqual(None, new_stop_loss_price)
def test_calculate_stop_loss_price_short_first_calculation_no_action_at_loss_disabled(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 9500
new_stop_loss_price = maverage.calculate_stop_loss_price(10100, order_price, None, 'SHORT')
self.assertEqual(9975, new_stop_loss_price)
def test_calculate_stop_loss_price_short_with_existing_stop_loss(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 9500
stop_loss_price = 10050
new_stop_loss_price = maverage.calculate_stop_loss_price(10500, order_price, stop_loss_price, 'SHORT')
self.assertEqual(10050, new_stop_loss_price)
def test_calculate_stop_loss_price_short_from_market_price(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 10000
stop_loss_price = None
stop_loss_price = maverage.calculate_stop_loss_price(9500, order_price, stop_loss_price, 'SHORT')
self.assertEqual(9975, stop_loss_price)
def test_calculate_stop_loss_price_short_keep_existing_stop_loss_price(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 9500
stop_loss_price = 10000
stop_loss_price = maverage.calculate_stop_loss_price(10500, order_price, stop_loss_price, 'SHORT')
self.assertEqual(10000, stop_loss_price)
def test_calculate_stop_loss_price_long_keep_existing_stop_loss_price(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 10000
stop_loss_price = 9000
stop_loss_price = maverage.calculate_stop_loss_price(9400, order_price, stop_loss_price, 'LONG')
self.assertEqual(9000, stop_loss_price)
def test_calculate_stop_loss_price_long_set_stop_loss_price_from_order_price(self):
maverage.CONF = self.create_default_conf()
maverage.CONF.no_action_at_loss = False
order_price = 10000
stop_loss_price = None
stop_loss_price = maverage.calculate_stop_loss_price(9600, order_price, stop_loss_price, 'LONG')
self.assertEqual(9500, stop_loss_price)
def test_calculate_stop_loss_price_long_no_action_at_loss_enabled(self):
maverage.CONF = self.create_default_conf()
order_price = 10000
stop_loss_price = None
stop_loss_price = maverage.calculate_stop_loss_price(9600, order_price, stop_loss_price, 'LONG')
self.assertEqual(None, stop_loss_price)
def test_calculate_stop_loss_price_long_set_stop_loss_price_from_stop_loss_price(self):
maverage.CONF = self.create_default_conf()
order_price = 10000
stop_loss_price = 10600
stop_loss_price = maverage.calculate_stop_loss_price(10000, order_price, stop_loss_price, 'LONG')
self.assertEqual(10600, stop_loss_price)
def test_calculate_stop_loss_size_for_existing(self):
maverage.CONF = self.create_default_conf()
sl_order = maverage.Order()
sl_order.amount = 100
maverage.STATE = {'stop_loss_order': sl_order}
self.assertEqual(sl_order.amount, maverage.calculate_stop_loss_size())
@patch('maverage.update_stop_loss_trade')
def test_update_stop_loss_order(self, mock_update_stop_loss_trade):
maverage.CONF = self.create_default_conf()
sl_order = maverage.Order()
sl_order.id = '123'
maverage.update_stop_loss_order(100, 0.5,'LONG', sl_order)
mock_update_stop_loss_trade.assert_called_with(sl_order.id, 100)
def test_evaluate_mayer_buy(self):
advice = maverage.evaluate_mayer({'current': 1, 'average': 1.5})
self.assertEqual('BUY', advice)
def test_evaluate_mayer_sell(self):
advice = maverage.evaluate_mayer({'current': 2.5, 'average': 1.5})
self.assertEqual('SELL', advice)
def test_evaluate_mayer_hold(self):
advice = maverage.evaluate_mayer({'current': 2.2, 'average': 1.5})
self.assertEqual('HOLD', advice)
def test_evaluate_mayer_na(self):
advice = maverage.evaluate_mayer()
self.assertEqual('n/a', advice)
def test_append_performance(self):
maverage.CONF = self.create_default_conf()
part = {'mail': [], 'csv': []}
maverage.append_performance(part, 100.2, 50.1, 10000)
mail_part = ''.join(part['mail'])
csv_part = ''.join(part['csv'])
self.assertTrue(mail_part.rfind('100.00%)') > 0)
self.assertTrue(csv_part.rfind('50.1') > 0)
def test_append_performance_no_deposits(self):
maverage.CONF = self.create_default_conf()
part = {'mail': [], 'csv': []}
maverage.append_performance(part, 100.2, None, 20000)
mail_part = ''.join(part['mail'])
csv_part = ''.join(part['csv'])
self.assertTrue(mail_part.rfind('n/a') > 0)
self.assertTrue(csv_part.rfind('n/a') > 0)
@patch('maverage.logging')
@patch('maverage.cancel_order')
def test_update_stop_loss_order_without_existing(self, mock_cancel_order, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.LOG = mock_logging
maverage.update_stop_loss_order(9999, 666, 'SHORT', None)
mock_cancel_order.assert_not_called()
@patch('maverage.logging')
@patch('maverage.cancel_order', return_value='open')
@patch('ccxt.bitmex')
def test_update_stop_loss_order(self, mock_bitmex, mock_cancel_order, mock_logging):
maverage.CONF = self.create_default_conf()
maverage.LOG = mock_logging
maverage.EXCHANGE = mock_bitmex
stop_loss_order = {'id': 123, 'price': None, 'amount': 100,
'side': 'sell', 'type': 'stop', 'price': 9090,
'datetime': str(datetime.datetime.utcnow())}
maverage.update_stop_loss_order(9999, 666, 'SHORT', stop_loss_order)
mock_cancel_order.assert_called_with(stop_loss_order)
mock_bitmex.create_order.assert_called_with(maverage.CONF.pair, 'stop', 'buy', 666, None, {'stopPx': 9999.0})
@patch('maverage.fetch_order_status', return_value='closed')
def test_poll_order_status_closed(self, mock_fetch_order_status):
maverage.CONF = self.create_default_conf()
maverage.CONF.order_adjust_seconds = 10
status = maverage.poll_order_status('1235', 2)
mock_fetch_order_status.assert_has_calls([call('1235')])
self.assertEqual('closed', status)
@patch('maverage.fetch_order_status', return_value='open')
def test_poll_order_status_open(self, mock_fetch_order_status):
maverage.CONF = self.create_default_conf()
maverage.CONF.order_adjust_seconds = 10
calls = [call('123'), call('123'), call('123'), call('123'), call('123')]
status = maverage.poll_order_status('123', 2)
mock_fetch_order_status.assert_has_calls(calls)
self.assertEqual('open', status)
@patch('maverage.logging')
@patch('maverage.deactivate_bot')
def test_handle_account_errors_miss(self, mock_deactivate_bot, mock_logging):
maverage.LOG = mock_logging
maverage.handle_account_errors('error')
mock_logging.error.assert_not_called()
mock_deactivate_bot.assert_not_called()
@patch('maverage.logging')
@patch('maverage.deactivate_bot')
def test_handle_account_errors_match(self, mock_deactivate_bot, mock_logging):
maverage.LOG = mock_logging
maverage.handle_account_errors('account has been disabled')
mock_logging.error.assert_called()
mock_deactivate_bot.assert_called()
@patch('maverage.logging')
@patch('maverage.send_mail')
@patch('os.remove')
def test_deactivate_bot(self, mock_os_remove, mock_send_mail, mock_logging):