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_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_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)
def test_next_update_pending_order(self):
"""
Test :meth:`ArbitrageStrategy.next`
Assert :meth:`ArbitrageStrategy._update_pending_order` is called and
`True` is returned.
"""
arbitrage = ArbitrageStrategy()
trade_signal = (CurrencyGraph.BUY_ORDER, 'BTC-USD', 1.0,)
arbitrage._get_trade_signal = MagicMock(return_value=trade_signal)
arbitrage._set_current_node = MagicMock()
arbitrage._track_order = MagicMock(return_value=True)
arbitrage._update_pending_order = MagicMock()
arbitrage._place_order = MagicMock()
success = arbitrage.next()
self.assertTrue(success)
self.assertEqual(arbitrage._update_pending_order.called, 1)
self.assertEqual(arbitrage._place_order.called, 0)
def test_next_trade_signal_error(self):
"""
Test :meth:`ArbitrageStrategy.next`
Assert :meth:`ArbitrageStrategy._update_pending_order` and
:meth:`ArbitrageStrategy._place_order` are not called and `False` is
returned.
"""
arbitrage = ArbitrageStrategy()
error = MissingCurrencyGraph()
arbitrage._get_trade_signal = MagicMock(side_effect=error)
arbitrage._set_current_node = MagicMock()
arbitrage._track_order = MagicMock(return_value=False)
arbitrage._update_pending_order = MagicMock()
arbitrage._place_order = MagicMock()
success = arbitrage.next()
self.assertFalse(success)
self.assertEqual(arbitrage._update_pending_order.called, 0)
self.assertEqual(arbitrage._place_order.called, 0)