class TestCompareArbitrage(unittest.TestCase):
def setUp(self):
self.arbitrer = Arbitrer()
self.arbitrerNG = ArbitrerNG()
bs = BitstampUSD()
bs_file = open('bitstamp_data.json', 'r')
bs_depth = json.loads(bs_file.read())
bs_file.close()
self.bs_data = bs.format_depth(bs_depth)
cbx = CampBXUSD()
cbx_file = open('cbx_data.json', 'r')
cbx_depth = json.loads(cbx_file.read())
cbx_file.close()
self.cbx_data = cbx.format_depth(cbx_depth)
mt = MtGoxUSD()
mt_file = open('mtgox_data.json', 'r')
mt_depth = json.loads(mt_file.read())["data"]
mt_file.close()
self.mt_data = mt.format_depth(mt_depth)
def test_compare_arbitrage_depth_opportunity_1(self):
self.arbitrer.depths = {'AAA': self.bs_data, 'BBB': self.cbx_data}
self.arbitrerNG.depths = {'AAA': self.bs_data, 'BBB': self.cbx_data}
self._do_compare()
def test_compare_arbitrage_depth_opportunity_2(self):
self.arbitrer.depths = {'AAA': self.bs_data, 'BBB': self.mt_data}
self.arbitrerNG.depths = {'AAA': self.bs_data, 'BBB': self.mt_data}
self._do_compare()
def test_compare_arbitrage_depth_opportunity_3(self):
self.arbitrer.depths = {'AAA': self.cbx_data, 'BBB': self.mt_data}
self.arbitrerNG.depths = {'AAA': self.cbx_data, 'BBB': self.mt_data}
self._do_compare()
def _do_compare(self):
print("profit, volume, buyprice, sellprice, weighted_buyprice, weighted_sellprice")
T1 = self.arbitrer.arbitrage_depth_opportunity('AAA', 'BBB')
val1 = [v for v in T1]
print(','.join(str(v) for v in T1))
T2 = self.arbitrerNG.arbitrage_depth_opportunity('AAA', 'BBB', 10)
val2 = [v for v in T2]
print(','.join(str(v) for v in T2))
# les tuples marchent pas bien avec les assert quand ils sont KO... à creuser
# pb lié au plugin 'nose manager'
# assert T1 == T2
for (a, b) in zip(val1, val2):
assert a == b
T = self.arbitrer.arbitrage_depth_opportunity('BBB', 'AAA')
print(','.join(str(v) for v in T))
T = self.arbitrerNG.arbitrage_depth_opportunity('BBB', 'AAA', 10)
print(','.join(str(v) for v in T))
class TestCompareArbitrage(unittest.TestCase):
def setUp(self):
self.arbitrer = Arbitrer()
self.arbitrerNG = ArbitrerNG()
bs = BitstampUSD()
bs_file = open('bitstamp_data.json', 'r')
bs_depth = json.loads(bs_file.read())
bs_file.close()
self.bs_data = bs.format_depth(bs_depth)
cbx = CampBXUSD()
cbx_file = open('cbx_data.json', 'r')
cbx_depth = json.loads(cbx_file.read())
cbx_file.close()
self.cbx_data = cbx.format_depth(cbx_depth)
mt = MtGoxUSD()
mt_file = open('mtgox_data.json', 'r')
mt_depth = json.loads(mt_file.read())["data"]
mt_file.close()
self.mt_data = mt.format_depth(mt_depth)
def test_compare_arbitrage_depth_opportunity_1(self):
self.arbitrer.depths = {'AAA': self.bs_data, 'BBB': self.cbx_data}
self.arbitrerNG.depths = {'AAA': self.bs_data, 'BBB': self.cbx_data}
self._do_compare()
def test_compare_arbitrage_depth_opportunity_2(self):
self.arbitrer.depths = {'AAA': self.bs_data, 'BBB': self.mt_data}
self.arbitrerNG.depths = {'AAA': self.bs_data, 'BBB': self.mt_data}
self._do_compare()
def test_compare_arbitrage_depth_opportunity_3(self):
self.arbitrer.depths = {'AAA': self.cbx_data, 'BBB': self.mt_data}
self.arbitrerNG.depths = {'AAA': self.cbx_data, 'BBB': self.mt_data}
self._do_compare()
def _do_compare(self):
print(
"profit, volume, buyprice, sellprice, weighted_buyprice, weighted_sellprice"
)
T1 = self.arbitrer.arbitrage_depth_opportunity('AAA', 'BBB')
val1 = [v for v in T1]
print(','.join(str(v) for v in T1))
T2 = self.arbitrerNG.arbitrage_depth_opportunity('AAA', 'BBB', 10)
val2 = [v for v in T2]
print(','.join(str(v) for v in T2))
# les tuples marchent pas bien avec les assert quand ils sont KO... à creuser
# pb lié au plugin 'nose manager'
# assert T1 == T2
for (a, b) in zip(val1, val2):
assert a == b
T = self.arbitrer.arbitrage_depth_opportunity('BBB', 'AAA')
print(','.join(str(v) for v in T))
T = self.arbitrerNG.arbitrage_depth_opportunity('BBB', 'AAA', 10)
print(','.join(str(v) for v in T))
def setUp(self):
self.arbitrer = Arbitrer()
self.arbitrerNG = ArbitrerNG()
bs = BitstampUSD()
bs_file = open('bitstamp_data.json', 'r')
bs_depth = json.loads(bs_file.read())
bs_file.close()
self.bs_data = bs.format_depth(bs_depth)
cbx = CampBXUSD()
cbx_file = open('cbx_data.json', 'r')
cbx_depth = json.loads(cbx_file.read())
cbx_file.close()
self.cbx_data = cbx.format_depth(cbx_depth)
mt = MtGoxUSD()
mt_file = open('mtgox_data.json', 'r')
mt_depth = json.loads(mt_file.read())["data"]
mt_file.close()
self.mt_data = mt.format_depth(mt_depth)
def setUp(self):
self.arbitrer = Arbitrer()
self.arbitrerNG = ArbitrerNG()
bs = BitstampUSD()
bs_file = open('bitstamp_data.json', 'r')
bs_depth = json.loads(bs_file.read())
bs_file.close()
self.bs_data = bs.format_depth(bs_depth)
cbx = CampBXUSD()
cbx_file = open('cbx_data.json', 'r')
cbx_depth = json.loads(cbx_file.read())
cbx_file.close()
self.cbx_data = cbx.format_depth(cbx_depth)
mt = MtGoxUSD()
mt_file = open('mtgox_data.json', 'r')
mt_depth = json.loads(mt_file.read())["data"]
mt_file.close()
self.mt_data = mt.format_depth(mt_depth)
