def test_open(self):
params = {
'test': True,
'secure': False,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
self.assertEqual(long1.open(), 0)
# can't after it has been opened
with self.assertRaises(Exception):
long1.open()
params['type'] = 'market'
long2 = Long(pair='ETHUSDT', params=params)
self.assertEqual(long2.open(), 0)
# can't after it has been opened
with self.assertRaises(Exception):
long2.open()
self.assertEqual(long2.status, OPEN)
def make_book(size):
assert type(size) is int
loc_params = {
'test': True,
'limit': 2,
'stop loss': 1,
'take profit': 3,
'secure': True,
'date due': None,
'amount': 1,
'type': 'market'
}
book = PositionBook(pair='ETHUSDT')
count = 0
for i in range(0, size, 1):
if i % 2 == 0:
loc_params['type'] = 'market'
elif i % 2 == 1:
loc_params['type'] = 'limit'
pos = Long(pair='ETHUSDT', params=loc_params)
pos.open()
if book._enter(position=pos) > 0:
count += 1
return book, count
def test_update(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
if long1.status == WAIT_OPEN:
orders = long1['all']
self.assertEqual(orders['take profit'], {})
self.assertEqual(orders['stop loss'], {})
while long1.status == WAIT_OPEN:
long1.update()
orders = long1['all']
self.assertNotEqual(orders['take profit'], {})
self.assertNotEqual(orders['stop loss'], {})
def open(self, params={}):
"""
:param params: MUST contain:
1. type (one of the Positions' instances) -> str
2. instruction (limit, market, etc) -> str
:return: 0 on success
-1 on failure
"""
if 'position' not in params:
raise KeyError("please specify position kind")
pos_type = params['position'].lower()
if type(pos_type) is not str or pos_type not in position_types:
return -1
new_pos = None
if pos_type == 'long':
new_pos = Long(pair=self.pair, params=params)
if pos_type == 'short':
# TODO - add after finishing short
pass
if pos_type == 'scalp':
# TODO - add after finishing scalp
pass
if new_pos is None or new_pos.open() != 0:
return -1
return self._enter(position=new_pos)
def test_get_profit_percent(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
while long1.status != OPEN:
long1.update()
self.assertAlmostEqual(long1.get_profit_percent(10), 399.4)
long1.close(limit=5)
self.assertAlmostEqual(long1.get_profit_percent(10), -25.175)
def test_init(self):
params = {}
with self.assertRaises(KeyError):
pos = Long(pair='ETHUSDT', params=params)
params['test'] = True
params['secure'] = False
params['amount'] = 1
params['date due'] = None
params['type'] = 'limit'
# limit cant be lower than stop loss in long
params['take profit'] = 3
params['limit'] = 1
params['stop loss'] = 2
with self.assertRaises(ValueError):
pos = Long(pair='ETHUSDT', params=params)
# OK
params['take profit'] = 3
params['limit'] = 2
params['stop loss'] = 1
# no such instruction
params['type'] = 'f**k'
with self.assertRaises(ValueError):
pos = Long(pair='ETHUSDT', params=params)
# OK
params['type'] = 'limit'
# should be bool
params['secure'] = 2
with self.assertRaises(ValueError):
pos = Long(pair='ETHUSDT', params=params)
# OK
params['secure'] = True
# should be bool
params['test'] = 2
with self.assertRaises(ValueError):
pos = Long(pair='ETHUSDT', params=params)
params['test'] = True
pos = Long(pair='ETHUSDT', params=params)
def test_get_profit(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
self.assertAlmostEqual(long1.get_profit(3), 0.995)
self.assertAlmostEqual(long1.get_profit(1), -1)
while long1.status != OPEN:
long1.update()
long1.close(2.5)
self.assertAlmostEqual(long1.get_profit(3), .4955, 3)
self.assertAlmostEqual(long1.get_profit(1), .4955, 3)
params['amount'] = 10
params['limit'] = 500
params['stop loss'] = 200
params['take profit'] = 600
long2 = Long(pair='BTCUSDT', params=params)
long2.open()
while long2.status != OPEN:
long2.update()
long2.close(250)
self.assertAlmostEqual(long2.get_profit(), -2507.5)
def test_get_fee(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
self.assertAlmostEqual(long1.get_profit(3), 0.995)
self.assertAlmostEqual(long1.get_profit(1), -1.005)
while long1.status != OPEN:
long1.update()
self.assertAlmostEqual(long1.get_fee(1), 0.003)
long1.close(close_params={'limit': 2.5})
self.assertAlmostEqual(long1.get_fee(), 0.0045)
self.assertAlmostEqual(long1.get_fee(1), 0.0045)
def test_secure_expose(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
while long1.status != OPEN:
long1.update()
self.assertTrue(long1.is_secure)
self.assertEqual(long1['stop loss']['limit'], 1)
self.assertEqual(long1['take profit']['limit'], 3)
self.assertEqual(long1.stop_loss_price, 1)
self.assertEqual(long1.take_profit_price, 3)
params['secure'] = False
long2 = Long(pair='ETHUSDT', params=params)
long2.open()
self.assertFalse(long2.need_secure)
self.assertFalse(long2.is_secure)
while long2.status != OPEN:
long2.update()
long1.secure()
long2.secure()
self.assertTrue(long2.need_secure)
self.assertTrue(long2.is_secure)
self.assertEqual(long2['stop loss']['limit'], 1)
self.assertEqual(long2['take profit']['limit'], 3)
self.assertEqual(long1.stop_loss_price, 1)
self.assertEqual(long1.take_profit_price, 3)
# cant assign take profit for the same price
self.assertEqual(long2.secure(take_profit=1.5, stop_loss=1), -1)
self.assertEqual(long2.secure(take_profit=3, stop_loss=2.5), -1)
self.assertEqual(long2.secure(take_profit=100, stop_loss=0.5), 0)
self.assertEqual(long2['stop loss']['limit'], 0.5)
self.assertEqual(long2['take profit']['limit'], 100)
self.assertEqual(long2.stop_loss_price, 0.5)
self.assertEqual(long2.take_profit_price, 100)
self.assertTrue(long2.need_secure)
self.assertTrue(long2.is_secure)
long2.expose()
self.assertFalse(long2.need_secure)
self.assertFalse(long2.is_secure)
long2.secure()
self.assertTrue(long2.need_secure)
self.assertTrue(long2.is_secure)
self.assertEqual(long2['stop loss']['limit'], 0.5)
self.assertEqual(long2['take profit']['limit'], 100)
self.assertEqual(long2.stop_loss_price, 0.5)
self.assertEqual(long2.take_profit_price, 100)
long3 = Long(pair='ETHUSDT', params=params)
long3.open()
params['secure'] = False
while long2.status != OPEN:
long2.update()
self.assertFalse(long3.need_secure)
self.assertFalse(long3.is_secure)
# exposing exposed position
self.assertEqual(long3.expose(), 0)
def test_cancel(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
while long1.status != OPEN:
long1.update()
self.assertTrue(long1.is_secure)
# cant cancel open position
self.assertEqual(long1.cancel(), -1)
self.assertEqual(long1.status, OPEN)
long2 = Long(pair='ETHUSDT', params=params)
long2.open()
while long2.status != WAIT_OPEN:
long2 = Long(pair='ETHUSDT', params=params)
long2.open()
# status is wait_open now we can cancel
self.assertEqual(long2.cancel(), 0)
self.assertFalse(long2.is_secure)
def test_close(self):
params = {
'test': True,
'secure': True,
'amount': 1,
'date due': None,
'type': 'limit',
'take profit': 3,
'limit': 2,
'stop loss': 1
}
long1 = Long(pair='ETHUSDT', params=params)
long1.open()
while long1.status != OPEN:
long1.update()
# can't close without limit
with self.assertRaises(ValueError):
long1.close(close_params={})
self.assertEqual(long1.close(limit=4), 0)
self.assertEqual(long1.close(limit=4), -1)
test1 = False
test2 = False
while not test1 or not test2:
long2 = Long(pair='ETHUSDT', params=params)
long2.open()
if long2.status == WAIT_OPEN:
res = long2.close(limit=4)
if res == 0 and not test1:
# after closing waiting to open position it cancels instead
self.assertIn(long2.status, [CLOSED, CANCELED])
self.assertFalse(long2.is_secure)
test1 = True
print('canceled')
if res == -1 and not test2:
# after closing waiting to open position it cancels instead
self.assertEqual(long2.status, OPEN)
test2 = True
print('opened')
self.assertEqual(long1.status, CLOSED)