def test_multiple_washes(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
wash_one = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("0.25"), Decimal("5000"),
Decimal("0"))
wash_two = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("0.5"), Decimal("5000"),
Decimal("0"))
wash_three = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("0.25"), Decimal("5000"),
Decimal("0"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
p_l.wash_loss(wash_one)
# adjust -1130 * 3/4 = -847.50
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("-847.5"))
p_l.wash_loss(wash_two)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("-282.5"))
p_l.wash_loss(wash_three)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("0"))
# Wash loss (0.25 * 5000) + (0.25 * 1130) = 1532.5
self.assertEqual(wash_one[ADJUSTED_VALUE], Decimal("1532.5"))
# Wash loss (0.5 * 5000) + (0.5 * 1130) = 3065
self.assertEqual(wash_two[ADJUSTED_VALUE], Decimal("3065"))
self.assertEqual(wash_three[ADJUSTED_VALUE], Decimal("1532.5"))
def test_wash_trade_twice_beyond_size(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"), Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"), Decimal("60"))
wash_one = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("0.75"), Decimal("5000"), Decimal("0"))
wash_two = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("0.50"), Decimal("5000"), Decimal("0"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
# redundant to test results
p_l.wash_loss(wash_one)
p_l.wash_loss(wash_two)
# adj 2500 + (0.25 * 1130) = 2782.5
self.assertEqual(wash_two[ADJUSTED_VALUE], Decimal("2782.5"))
def test_id_matching_for_wash_trades(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
# size is 60.60 * 0.02 - 0.012 = 1.2
eth_btc_wash = get_mock_trade(
Pair.ETH_BTC, Side.SELL, Decimal("60.60"), Decimal("0.02"),
Decimal("0.012"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
p_l.wash_loss(eth_btc_wash)
self.assertEqual(p_l.wash_loss_basis_ids, [eth_btc_wash[ID]])
self.assertEqual(eth_btc_wash[WASH_P_L_IDS], [p_l.id])
def test_mismatch_exceeds_size(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
# size is 60.60 * 0.02 - 0.012 = 1.2
eth_btc_wash = get_mock_trade(
Pair.ETH_BTC, Side.SELL, Decimal("60.60"), Decimal("0.02"),
Decimal("0.012"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
p_l.wash_loss(eth_btc_wash)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("0"))
# adjust -(1.2 * 5000) - 1130 = -7130 (5000 test helper default btc per usd)
# context is in respect to ETH not BTC so loss value is swapped to positive.
self.assertEqual(eth_btc_wash[ADJUSTED_VALUE], Decimal("7130"))
def test_mismatched_pair(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
# size is 40.40 * 0.02 - 0.008 = 0.8
eth_btc_wash = get_mock_trade(
Pair.ETH_BTC, Side.SELL, Decimal("40.40"), Decimal("0.02"),
Decimal("0.008")
)
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
p_l.wash_loss(eth_btc_wash)
# p_l -1130 * 0.2 = -226
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("-226"))
# adjust 5000 * 0.8 + 1130 * 0.8 = 4904
self.assertEqual(eth_btc_wash[ADJUSTED_VALUE], Decimal("4904"))
def test_small_wash_trade(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
wash = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal(".75"), Decimal("5000"),
Decimal("37.5"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
p_l.wash_loss(wash)
# Wash loss -1130 / 4 = -282.5
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("-282.5"))
# adjust 5000 * 3/4 + 37.5 + 1130 * 3/4 = 4635
self.assertEqual(wash[ADJUSTED_VALUE], Decimal("4635"))
def test_wash_trade_without_loss_raises_exception(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70")
)
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("8000"),
Decimal("80")
)
wash = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("5000"),
Decimal("0"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("850"),
"7920 - 7070 = 850")
with self.assertRaises(RuntimeError) as context:
p_l.wash_loss(wash)
self.assertEqual(str(context.exception),
"wash_loss not allowed with profit:\n{}".format(p_l))
def test_larger_trade_returns_rem_fraction(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
# sold for 5940
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
wash = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1.2"), Decimal("5000"),
Decimal("60"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
p_l.wash_loss(wash)
# Wash size exceeds loss size
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("0"))
# total - (1.2 * 5000 + 60) = -6060
self.assertEqual(wash[TOTAL], Decimal("-6060"))
# 6060 + 1130 = 7190
self.assertEqual(wash[ADJUSTED_VALUE], Decimal("7190"))
def test_wash_trade(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70"))
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60"))
wash = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("5000"),
Decimal("50"))
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
# 5940 - 7070 = -1130
expected_loss = Decimal("-1130")
self.assertEqual(p_l.taxed_profit_and_loss, expected_loss)
p_l.wash_loss(wash)
self.assertEqual(p_l.profit_and_loss, expected_loss)
# Wash loss makes final p and l zero
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("0"))
# adjusted 5050 + 1130
self.assertEqual(wash[ADJUSTED_VALUE], Decimal("6180"))
def test_loss(self):
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70")
)
# sold for 5940
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60")
)
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("-1130"),
"5940 - 7070 = -1130")
def test_mismatch_basis_gain(self):
# 1 btc = size * price - fee = 202 * 0.005 - 0.001
# total in usd = 5000 (default form helper)
basis = get_mock_trade(
Pair.LTC_BTC, Side.SELL, Decimal("202"), Decimal("0.005"),
Decimal("0.01")
)
# sold for 5940
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("6000"),
Decimal("60")
)
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("940"),
"5940 - 5000 = 940")
def test_p_and_l_gain(self):
# bought for 7070
basis = get_mock_trade(
Pair.BTC_USD, Side.BUY, Decimal("1"), Decimal("7000"),
Decimal("70")
)
# sold for 7920
proceeds = get_mock_trade(
Pair.BTC_USD, Side.SELL, Decimal("1"), Decimal("8000"),
Decimal("80")
)
p_l = ProfitAndLoss(Asset.BTC, basis, proceeds)
self.assertEqual(p_l.taxed_profit_and_loss, Decimal("850"),
"7920 - 7070 = 850")
def assert_sizes_raise_exception(self, asset, basis, b_size, proceeds,
p_size):
with self.assertRaises(ValueError) as context:
ProfitAndLoss(asset, basis, proceeds)
self.assertEqual(str(context.exception),
INVALID_MATCH(basis, b_size, proceeds, p_size))
def assert_proceeds_raises_exception(self, asset, basis, proceeds):
with self.assertRaises(ValueError) as context:
ProfitAndLoss(asset, basis, proceeds)
self.assertEqual(
str(context.exception), INVALID_TRADE(asset, proceeds, "proceeds")
)