def test__place_order_sell_signal(self):
"""
Test :meth:`ArbitrageStrategy._place_order`
Assert a sell order is placed and `True` is returned.
"""
arbitrage = ArbitrageStrategy()
TEST_PRICE = 1.0
arbitrage._get_market_price = MagicMock(return_value=TEST_PRICE)
arbitrage.get_currency_balance = MagicMock()
trader = MagicMock()
arbitrage.trader = trader
TEST_SIGNAL = CurrencyGraph.SELL_ORDER
TEST_PRODUCT = 'BTC-USD'
TEST_DISTANCE = 2.0
success = arbitrage._place_order(TEST_SIGNAL, TEST_PRODUCT,
TEST_DISTANCE)
self.assertEqual(trader.buy.called, 0)
self.assertEqual(trader.sell.called, 1)
self.assertTrue(success)
def test__place_order_invalid_signal(self):
"""
Test :meth:`ArbitrageStrategy._place_order`
Assert that no orders are placed and `False` is returned.
"""
arbitrage = ArbitrageStrategy()
TEST_PRICE = 1.0
arbitrage._get_market_price = MagicMock(return_value=TEST_PRICE)
arbitrage.get_currency_balance = MagicMock()
trader = MagicMock()
arbitrage.trader = trader
INVALID_SIGNAL = 3
TEST_PRODUCT = 'BTC-USD'
TEST_DISTANCE = 2.0
success = arbitrage._place_order(INVALID_SIGNAL, TEST_PRODUCT,
TEST_DISTANCE)
self.assertEqual(trader.buy.called, 0)
self.assertEqual(trader.sell.called, 0)
self.assertFalse(success)
def test__place_order_below_threshold(self):
"""
Test :meth:`ArbitrageStrategy._place_order`
Assert that no orders are placed and `False` is returned.
"""
arbitrage = ArbitrageStrategy()
TEST_PRICE = 1.0
arbitrage._get_market_price = MagicMock(return_value=TEST_PRICE)
arbitrage.get_currency_balance = MagicMock()
trader = MagicMock()
arbitrage.trader = trader
TEST_SIGNAL = CurrencyGraph.BUY_ORDER
TEST_PRODUCT = 'BTC-USD'
TEST_DISTANCE = 1.0
success = arbitrage._place_order(TEST_SIGNAL, TEST_PRODUCT,
TEST_DISTANCE)
self.assertEqual(trader.buy.called, 0)
self.assertEqual(trader.sell.called, 0)
self.assertFalse(success)