def test_nan_starting(self):
""" Test the case where the starting balance is 0. """
performance_analysis = PerformanceAnalysis()
performance_analysis.add_balances("WETH", 0, True, True)
performance_analysis.add_balances("DAI", 0, False, True)
performance_analysis.add_balances("WETH", 0.3, True, False)
performance_analysis.add_balances("DAI", 70, False, False)
calculated_percent = performance_analysis.compute_profitability(50)
self.assertTrue(math.isnan(calculated_percent), "Starting value of 0 test failed.")
def test_basic_one_ex(self):
""" Test performance analysis on a one exchange balance. """
performance_analysis = PerformanceAnalysis()
performance_analysis.add_balances("WETH", 0.5, True, True)
performance_analysis.add_balances("DAI", 60, False, True)
performance_analysis.add_balances("WETH", 0.4, True, False)
performance_analysis.add_balances("DAI", 70, False, False)
calculated_percent = performance_analysis.compute_profitability(50)
expected_percent = (((0.4 * 50) + 70)/((0.5 * 50) + 60) - 1) * 100
self.assertEqual(calculated_percent, expected_percent, "Basic one ex test failed.")
def test_basic_two_ex(self):
""" Test performance analysis on a two exchange balance with the same currencies trading in both exchanges. """
performance_analysis = PerformanceAnalysis()
performance_analysis.add_balances("WETH", 0.5, True, True)
performance_analysis.add_balances("DAI", 60, False, True)
performance_analysis.add_balances("WETH", 0.7, True, True)
performance_analysis.add_balances("DAI", 50, False, True)
performance_analysis.add_balances("WETH", 0.4, True, False)
performance_analysis.add_balances("DAI", 70, False, False)
performance_analysis.add_balances("WETH", 0.3, True, False)
performance_analysis.add_balances("DAI", 70, False, False)
calculated_percent = performance_analysis.compute_profitability(50)
expected_percent = (((0.7 * 50) + 140)/((1.2 * 50) + 110) - 1) * 100
self.assertEqual(calculated_percent, expected_percent, "Basic one ex test failed.")
def test_different_tokens_two_ex(self):
""" Test performance analysis on a two exchange balance with different currencies trading. Note that this test
will not work as the config file that contains the conversion has not been loaded."""
performance_analysis = PerformanceAnalysis()
performance_analysis.add_balances("WETH", 0.5, True, True)
performance_analysis.add_balances("DAI", 60, False, True)
performance_analysis.add_balances("ETH", 0.7, True, True)
performance_analysis.add_balances("USD", 50, False, True)
performance_analysis.add_balances("WETH", 0.4, True, False)
performance_analysis.add_balances("DAI", 70, False, False)
performance_analysis.add_balances("ETH", 0.3, True, False)
performance_analysis.add_balances("USD", 70, False, False)
calculated_percent = performance_analysis.compute_profitability(50)
expected_percent = (((0.7 * 50) + 140)/((1.2 * 50) + 110) - 1) * 100
self.assertAlmostEquals(calculated_percent, expected_percent, msg="Two diff token test failed.", delta=0.1)
