def test_updating_ratio_with_current_price(self):
cfg.set_test_mode('loans_9.csv')
loan.init_loans()
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
round(
df_stats0[df_stats0['date'] == '2019-11-01']['ltv'].values[0],
2), 0.49, 'Should be 0.49 in LTV')
new_price_usd = 15000.0
loan.update_loans_with_current_price(price_given=new_price_usd)
date_to_update = tools.get_current_date_for_exchange_api()
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
df_stats0[df_stats0['date'] == date_to_update]
['btc_price_usd'].values[0], new_price_usd,
'Should be ' + str(new_price_usd) + ' in btc_price_usd')
coll_amount = df_stats0.loc[df_stats0['date'] == date_to_update,
'coll_amount'].values[0]
debt_cad = df_stats0.loc[df_stats0['date'] == date_to_update,
'debt_cad'].values[0]
interest_cad = df_stats0.loc[df_stats0['date'] == date_to_update,
'interest_cad'].values[0]
new_price_cad = df_stats0.loc[df_stats0['date'] == date_to_update,
'btc_price_cad'].values[0]
new_ratio = round(
(debt_cad + interest_cad) / (coll_amount * new_price_cad), 2)
self.assertEqual(
round(
df_stats0[df_stats0['date'] == date_to_update]
['ltv'].values[0], 2), new_ratio, 'Should be new ltv')
def test_multiple_loans_multiple_collateral_increases(self):
cfg.set_test_mode('loans_3.csv')
loan.init_loans()
self.assertEqual(len(loan.Loan.actives), 2, "Should be 2")
self.assertEqual(loan.Loan.actives[0].current_collateral, 3.0,
'Should be 3.0 in current collateral')
self.assertEqual(loan.Loan.actives[1].current_collateral, 10.0,
'Should be 10.0 in current collateral')
self.assertEqual(len(loan.Loan.actives[0].collateral_history), 2,
"Should be 2")
self.assertEqual(len(loan.Loan.actives[1].collateral_history), 4,
"Should be 4")
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-10-01']
['coll_amount'].values[0], 1.0, 'Should be 1.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-10-15']
['coll_amount'].values[0], 3.0, 'Should be 3.0 in coll_amount')
df_stats1 = loan.Loan.actives[1].stats
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-01']
['coll_amount'].values[0], 1.0, 'Should be 1.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-12']
['coll_amount'].values[0], 3.0, 'Should be 3.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-13']
['coll_amount'].values[0], 6.0, 'Should be 6.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-15']
['coll_amount'].values[0], 10.0, 'Should be 10.0 in coll_amount')
def test_loan_prod_2(self):
cfg.set_test_mode('loans_13.csv')
loan.init_loans()
df_debt = Debt().build_dataframe()
self.assertEqual(
round(
df_debt[df_debt['date'] == '2019-12-15']
['total_liab_cad'].values[0], 1), 43116.2,
'Total liabilities CAD do not match')
def test_closed_loan(self):
cfg.set_test_mode('loans_15.csv')
loan.init_loans()
self.assertEqual(len(loan.Loan.actives), 1, 'Should be 1 active loan')
self.assertEqual((loan.Loan.actives[0]).id, 2,
'Should be active loan ID:2 ')
self.assertEqual(len(loan.Loan.closed), 2, 'Should be 2 closed loans')
self.assertEqual((loan.Loan.closed[0]).id, 1,
'Should be closed loan ID:1 ')
self.assertEqual((loan.Loan.closed[1]).id, 3,
'Should be closed loan ID:3 ')
def test_single_loan_no_collateral_updates(self):
cfg.set_test_mode('loans_1.csv')
loan.init_loans()
self.assertEqual(len(loan.Loan.actives), 1, 'Should be 1 loan')
self.assertEqual(len(loan.Loan.actives[0].collateral_history), 1,
"Should be 1 entry in collateral history")
self.assertEqual(loan.Loan.actives[0].current_collateral, 1.0,
'Should be 1.0 in total collateral')
df_stats = loan.Loan.actives[0].stats
self.assertEqual(
df_stats[df_stats['date'] == '2020-01-31']['fx_cadusd'].values[0],
"0.7557", 'Should be 0.7557 in fx rate')
self.assertEqual(
df_stats[df_stats['date'] == '2020-01-24']['fx_cadusd'].values[0],
"0.7610", 'Should be 0.7610 in fx rate')
def test_single_loan_multiple_collateral_decreases(self):
cfg.set_test_mode('loans_4.csv')
loan.init_loans()
df_stats = loan.Loan.actives[0].stats
self.assertEqual(len(loan.Loan.actives[0].collateral_history), 3,
"Should be 3")
self.assertEqual(loan.Loan.actives[0].current_collateral, 5.0,
'Should be 5.0 in current collateral')
self.assertEqual(
df_stats[df_stats['date'] == '2019-11-01']
['coll_amount'].values[0], 10.0, 'Should be 10.0 in coll_amount')
self.assertEqual(
df_stats[df_stats['date'] == '2019-11-10']
['coll_amount'].values[0], 8.0, 'Should be 3.0 in coll_amount')
self.assertEqual(
df_stats[df_stats['date'] == '2019-11-20']
['coll_amount'].values[0], 5.0, 'Should be 5.0 in coll_amount')
def test_multiple_loans_multiple_cad_borrowed_increases(self):
cfg.set_test_mode('loans_6.csv')
loan.init_loans()
self.assertEqual(loan.Loan.actives[0].current_debt_cad, 10000,
'Should be 10000 in current cad debt')
self.assertEqual(loan.Loan.actives[1].current_debt_cad, 6000,
'Should be 6000 in current cad debt')
self.assertEqual(len(loan.Loan.actives[0].debt_history_cad), 4,
"Should be 4 updates")
self.assertEqual(len(loan.Loan.actives[1].debt_history_cad), 3,
"Should be 3 updates")
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-01']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-04']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-05']['debt_cad'].values[0],
3000, 'Should be 3000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-09']['debt_cad'].values[0],
3000, 'Should be 3000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-10']['debt_cad'].values[0],
6000, 'Should be 6000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-19']['debt_cad'].values[0],
6000, 'Should be 6000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-20']['debt_cad'].values[0],
10000, 'Should be 10000 in debt_cad')
df_stats1 = loan.Loan.actives[1].stats
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-01']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-10']['debt_cad'].values[0],
3000, 'Should be 3000 in debt_cad')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-20']['debt_cad'].values[0],
6000, 'Should be 60000 in debt_cad')
def test_collateralization_ratio(self):
cfg.set_test_mode('loans_8.csv')
loan.init_loans()
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
round(
df_stats0[df_stats0['date'] == '2019-11-01']['ltv'].values[0],
2), 0.49, 'Should be 0.49 in LTV')
self.assertEqual(
round(
df_stats0[df_stats0['date'] == '2019-11-02']['ltv'].values[0],
2), 0.33, 'Should be 0.33 in LTV')
self.assertEqual(
round(
df_stats0[df_stats0['date'] == '2019-11-03']['ltv'].values[0],
2), 0.40, 'Should be 0.40 in LTV')
self.assertEqual(
round(
df_stats0[df_stats0['date'] == '2019-11-04']['ltv'].values[0],
2), 0.42, 'Should be 0.42 in LTV')
def test_accrued_interest(self):
cfg.set_test_mode('loans_11.csv')
loan.init_loans()
df_stats0 = loan.Loan.actives[0].stats
stats_interest = df_stats0[df_stats0['date'] == pd.to_datetime(
'2019-12-01')]['interest_cad'].values[0]
self.assertEqual(3.29, stats_interest, "Should be 3.29 interest")
stats_interest = df_stats0[df_stats0['date'] == pd.to_datetime(
'2019-12-04')]['interest_cad'].values[0]
self.assertEqual(13.16, stats_interest, "Should be 13.16 interest")
stats_interest = df_stats0[df_stats0['date'] == pd.to_datetime(
'2019-12-05')]['interest_cad'].values[0]
self.assertEqual(19.74, stats_interest, "Should be 19.74 interest")
stats_interest = df_stats0[df_stats0['date'] == pd.to_datetime(
'2019-12-06')]['interest_cad'].values[0]
self.assertEqual(27.96, stats_interest, "Should be 27.96 interest")
stats_interest = df_stats0[df_stats0['date'] == pd.to_datetime(
'2019-12-07')]['interest_cad'].values[0]
self.assertEqual(36.19, stats_interest, "Should be 36.19 interest")
stats_interest = df_stats0[df_stats0['date'] == pd.to_datetime(
'2019-12-08')]['interest_cad'].values[0]
self.assertEqual(44.41, stats_interest, "Should be 44.41 interest")
def test_cost_loan_analysis(self):
cfg.set_test_mode('loans_14.csv')
loan.init_loans()
res = loan.get_cost_analysis()
i = 0
for cdp in loan.Loan.actives:
start_total_debt = round(
(cdp.stats.iloc[-1]['debt_cad'] +
cdp.stats.iloc[-1]['interest_cad'] + cdp.admin_fee), 4)
start_cost_btc = round(
start_total_debt / cdp.stats.iloc[-1]['btc_price_cad'], 4)
end_total_debt = round(
(cdp.stats.iloc[0]['debt_cad'] +
cdp.stats.iloc[0]['interest_cad'] + cdp.admin_fee), 4)
end_cost_btc = round(
end_total_debt / cdp.stats.iloc[0]['btc_price_cad'], 4)
diff = round(end_cost_btc - start_cost_btc, 4)
self.assertEqual(res["diff_btc"][i], diff,
"Should be " + str(diff))
i += 1
self.assertEqual(res["diff_btc"][-1],
round(res["diff_btc"][0] + res["diff_btc"][1], 4),
"Incorrect Total difference btc amount")
def test_adding_new_row_to_stats(self):
cfg.set_test_mode('loans_10.csv')
loan.init_loans()
date_not_in_stats = (datetime.now() +
timedelta(days=1)).strftime("%Y-%m-%d")
price = 123456.0
loan.update_loans_with_current_price(date_given=date_not_in_stats,
price_given=price)
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
df_stats0[df_stats0['date'] ==
date_not_in_stats]['btc_price_usd'].values[0], price,
'Should be the price in the new stats entry')
loan0 = loan.Loan.actives[0]
prev_interest_accrued = df_stats0.iloc[1]['interest_cad']
curr_interest_accrued = round(
prev_interest_accrued +
(cfg.LOAN_DAILY_INTEREST * loan0.current_debt_cad), 1)
self.assertEqual(
round(
df_stats0[df_stats0['date'] == date_not_in_stats]
['interest_cad'].values[0], 1), curr_interest_accrued,
'Interest in new row appended incorrect')
def test_closed_loan(self):
cfg.set_test_mode('debt_2.csv')
loan.init_loans()
df_debt = Debt().build_dataframe()
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-15']['debt_cad'].values[0],
1), 2020, 'Debt cad should be 2020')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-16']['debt_cad'].values[0],
1), 2020, 'Debt cad should be 2020')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-17']['debt_cad'].values[0],
1), 1010, 'Debt cad should be 1010')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-15']
['total_liab_cad'].values[0], 2), 2020.66,
'Total liab cad should be 2020.66')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-16']
['total_liab_cad'].values[0], 2), 2021.32,
'Total liab cad should be 2021.32')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-17']
['total_liab_cad'].values[0], 2), 1010.99,
'Total liab cad should be 1010.99')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2020-03-18']
['total_liab_cad'].values[0], 2), 1011.32,
'Total liab cad should be 1011.32')
def test_multiple_loans_multiple_updates_in_collateral_and_cad_borrowed(
self):
cfg.set_test_mode('loans_7.csv')
loan.init_loans()
self.assertEqual(len(loan.Loan.actives), 2,
"Should be 2 active_loans loans")
self.assertEqual(loan.Loan.actives[0].current_collateral, 4.0,
'Should be 4.0 in current collateral')
self.assertEqual(loan.Loan.actives[1].current_collateral, 10.0,
'Should be 10.0 in current collateral')
self.assertEqual(loan.Loan.actives[0].current_debt_cad, 3000,
'Should be 3000 in current cad debt')
self.assertEqual(loan.Loan.actives[1].current_debt_cad, 6000,
'Should be 6000 in current cad debt')
self.assertEqual(len(loan.Loan.actives[0].collateral_history), 4,
"Should be 4 updates")
self.assertEqual(len(loan.Loan.actives[1].collateral_history), 3,
"Should be 3 updates")
df_stats0 = loan.Loan.actives[0].stats
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-01']
['coll_amount'].values[0], 10.0, 'Should be 10.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-04']
['coll_amount'].values[0], 10.0, 'Should be 10.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-05']
['coll_amount'].values[0], 7.0, 'Should be 7.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-06']
['coll_amount'].values[0], 7.0, 'Should be 7.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-10']
['coll_amount'].values[0], 8.0, 'Should be 8.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-11']
['coll_amount'].values[0], 8.0, 'Should be 8.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-21']
['coll_amount'].values[0], 4.0, 'Should be 4.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-22']
['coll_amount'].values[0], 4.0, 'Should be 4.0 in coll_amount')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-01']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-21']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-22']['debt_cad'].values[0],
3000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats0[df_stats0['date'] == '2019-11-23']['debt_cad'].values[0],
3000, 'Should be 1000 in debt_cad')
df_stats1 = loan.Loan.actives[1].stats
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-01']
['coll_amount'].values[0], 10.0, 'Should be 1.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-09']
['coll_amount'].values[0], 10.0, 'Should be 1.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-10']
['coll_amount'].values[0], 5.0, 'Should be 5.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-11']
['coll_amount'].values[0], 5.0, 'Should be 5.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-20']
['coll_amount'].values[0], 10.0, 'Should be 6.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-21']
['coll_amount'].values[0], 10.0, 'Should be 10.0 in coll_amount')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-01']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-19']['debt_cad'].values[0],
1000, 'Should be 1000 in debt_cad')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-20']['debt_cad'].values[0],
6000, 'Should be 60000 in debt_cad')
self.assertEqual(
df_stats1[df_stats1['date'] == '2019-11-21']['debt_cad'].values[0],
6000, 'Should be 60000 in debt_cad')
def test_debt_dataframe(self):
cfg.set_test_mode('debt_1.csv')
loan.init_loans()
df_debt = Debt().build_dataframe()
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-01']['debt_cad'].values[0],
20020, 'Debt cad should be 20020')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-02']['debt_cad'].values[0],
20020, 'Debt cad should be 20020')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-03']['debt_cad'].values[0],
30030, 'Debt cad should be 30030')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-05']['debt_cad'].values[0],
40040, 'Debt cad should be 40040')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-06']['debt_cad'].values[0],
40040, 'Debt cad should be 40040')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-06']['debt_cad'].values[0],
40040, 'Debt cad should be 40040')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-01']['interest_cad'].values[0],
6.58, 'Interest should be 6.58')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-02']['interest_cad'].values[0],
13.16, 'Interest should be 13.16')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-03']['interest_cad'].values[0],
23.03, 'Interest should be 23.03')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-04']['interest_cad'].values[0],
32.90, 'Interest should be 32.90')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-05']['interest_cad'].values[0],
46.06, 'Interest should be 46.06')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-06']['interest_cad'].values[0],
59.22, 'Interest should be 59.22')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-07']['interest_cad'].values[0],
88.83, 'Interest should be 88.83')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-01']['interest_btc'].values[0],
0.0007, 'Interest should be .0007')
self.assertEqual(
df_debt[df_debt['date'] == '2019-12-07']['interest_btc'].values[0],
0.0089, 'Interest should be .0089')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2019-12-07']['debt_btc'].values[0],
1), 9.0, 'Interest should be 9.0')
df_stats0 = loan.Loan.actives[0].stats
btc_price_stats = df_stats0[df_stats0['date'] ==
'2019-12-01']['btc_price_cad'].values[0]
btc_price_debt = df_debt[df_debt['date'] ==
'2019-12-01']['btc_price_cad'].values[0]
self.assertEqual(btc_price_debt, btc_price_stats,
'BTC price is not equal in both dataframes')
self.assertEqual(
df_debt[df_debt['date'] ==
'2019-12-01']['total_liab_cad'].values[0], 20026.58,
'Total liabilities CAD do not match')
self.assertEqual(
df_debt[df_debt['date'] ==
'2019-12-07']['total_liab_cad'].values[0], 90148.83,
'Total liabilities CAD do not match')
self.assertEqual(
round(
df_debt[df_debt['date'] == '2019-12-07']
['total_liab_btc'].values[0], 1), 9.1,
'Total liabilities BTC do not match')