Example #1
0
    def test__set_current_node_with_valid_balance(self):
        """
        Test :meth:`ArbitrageStrategy._set_current_node`

        Assert :attr:`ArbitrageStrategy.current_node` is set to the first
        account currency with a positive balance.
        """

        arbitrage = ArbitrageStrategy()

        UNCHANGED_NODE = 'FAKE'
        arbitrage.current_node = UNCHANGED_NODE

        TEST_CURRENCY = 'USD'
        TEST_2ND_CURRENCY = 'BTC'
        TEST_BALANCE = 1.0

        arbitrage.accounts = [
            {
                'currency': TEST_CURRENCY,
                'balance': TEST_BALANCE,
            }, {
                'currency': TEST_2ND_CURRENCY,
                'balance': TEST_BALANCE,
            }
        ]

        arbitrage.ticker = {}

        arbitrage._set_current_node()

        self.assertEqual(arbitrage.current_node, TEST_CURRENCY)
Example #2
0
    def test__set_current_node_with_empty_balances(self):
        """
        Test :meth:`ArbitrageStrategy._set_current_node`

        Assert :attr:`ArbitrageStrategy.current_node` is unchanged.
        """

        arbitrage = ArbitrageStrategy()

        UNCHANGED_NODE = 'FAKE'
        arbitrage.current_node = UNCHANGED_NODE

        TEST_CURRENCY = 'USD'
        TEST_2ND_CURRENCY = 'BTC'
        TEST_BALANCE = 0.0

        arbitrage.accounts = [
            {
                'currency': TEST_CURRENCY,
                'balance': TEST_BALANCE,
            }, {
                'currency': TEST_2ND_CURRENCY,
                'balance': TEST_BALANCE,
            }
        ]

        arbitrage.ticker = {}

        arbitrage._set_current_node()

        self.assertEqual(arbitrage.current_node, UNCHANGED_NODE)
Example #3
0
    def test__set_current_node_with_invalid_account_data(self):
        """
        Test :meth:`ArbitrageStrategy._set_current_node`

        Assert :attr:`ArbitrageStrategy.current_node` is unchanged.
        """

        arbitrage = ArbitrageStrategy()

        UNCHANGED_NODE = 'FAKE'
        arbitrage.current_node = UNCHANGED_NODE

        TEST_CURRENCY = 'USD'
        TEST_BALANCE = 1.0

        arbitrage.accounts = [
            { 'error': 'Invalid account data.', }
        ]

        arbitrage.ticker = {}

        arbitrage._set_current_node()

        self.assertEqual(arbitrage.current_node, UNCHANGED_NODE)
Example #4
0
    def test_next_update_pending_order(self):
        """
        Test :meth:`ArbitrageStrategy.next`

        Assert :meth:`ArbitrageStrategy._update_pending_order` is called and
        `True` is returned.
        """

        arbitrage = ArbitrageStrategy()

        trade_signal = (CurrencyGraph.BUY_ORDER, 'BTC-USD', 1.0,)
        arbitrage._get_trade_signal = MagicMock(return_value=trade_signal)

        arbitrage._set_current_node = MagicMock()
        arbitrage._track_order = MagicMock(return_value=True)
        arbitrage._update_pending_order = MagicMock()
        arbitrage._place_order = MagicMock()

        success = arbitrage.next()

        self.assertTrue(success)
        self.assertEqual(arbitrage._update_pending_order.called, 1)
        self.assertEqual(arbitrage._place_order.called, 0)
Example #5
0
    def test_next_trade_signal_error(self):
        """
        Test :meth:`ArbitrageStrategy.next`

        Assert :meth:`ArbitrageStrategy._update_pending_order` and
        :meth:`ArbitrageStrategy._place_order` are not called and `False` is
        returned.
        """

        arbitrage = ArbitrageStrategy()

        error = MissingCurrencyGraph()
        arbitrage._get_trade_signal = MagicMock(side_effect=error)

        arbitrage._set_current_node = MagicMock()
        arbitrage._track_order = MagicMock(return_value=False)
        arbitrage._update_pending_order = MagicMock()
        arbitrage._place_order = MagicMock()

        success = arbitrage.next()

        self.assertFalse(success)
        self.assertEqual(arbitrage._update_pending_order.called, 0)
        self.assertEqual(arbitrage._place_order.called, 0)