Fix bug with max_orders not being respected

hammertoe · Mar 9, 2019 · b00e54a · b00e54a
1 parent 49022a8
commit b00e54a
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Showing 2 changed files with 31 additions and 3 deletions.
diff --git a/crypto_balancer/simple_balancer.py b/crypto_balancer/simple_balancer.py
@@ -24,7 +24,7 @@ def permute_differences(self, differences_quote):
                     res.append((p, n))
         return res
 
-    def balance(self, initial_portfolio, exchange, accuracy=1.0, max_orders=5):
+    def balance(self, initial_portfolio, exchange, max_orders=5):
         rates = exchange.rates
         quote_currency = initial_portfolio.quote_currency
 

diff --git a/crypto_balancer/tests.py b/crypto_balancer/tests.py
@@ -273,12 +273,12 @@ def test_base_differences_start_xrp_xlm_usdt_rates3(self):
 
 class test_SimpleBalancer(unittest.TestCase):
 
-    def execute(self, targets, current, rates, fee=0.001):
+    def execute(self, targets, current, rates, fee=0.001, max_orders=5):
         exchange = DummyExchange(targets.keys(), current, rates, fee)
         portfolio = Portfolio.make_portfolio(targets, exchange)
 
         balancer = SimpleBalancer()
-        return balancer.balance(portfolio, exchange, max_orders=5)
+        return balancer.balance(portfolio, exchange, max_orders=max_orders)
 
     def test_noop(self):
 
@@ -512,6 +512,34 @@ def test_real2a(self):
             self.assertAlmostEqual(targets[cur],
                                    (base_amounts[cur] / total_base) * 100)
 
+    def test_real2a_max_orders(self):
+
+        targets = {'XRP': 40,
+                   'XLM': 20,
+                   'BTC': 20,
+                   'ETH': 10,
+                   'USDT': 10, }
+        current = {'XRP': 3352,
+                   'XLM': 0,
+                   'BTC': 0,
+                   'ETH': 0,
+                   'USDT': 243, }
+        rates = {'XRP/USDT': 0.32076,
+                 'XLM/USDT': 0.09084,
+                 'XLM/XRP': 0.283366,
+                 'XRP/BTC': 0.00008102,
+                 'XRP/ETH': 0.00217366,
+                 'BTC/USDT': 3968.13,
+                 'ETH/USDT': 147.81,
+                 }
+
+        res = self.execute(targets, current, rates, max_orders=3)
+        # Test the orders we get are correct
+        expected = [Order('ETH/USDT', 'BUY', 0.7521902983559976, 147.81),
+                    Order('XLM/XRP', 'BUY', 2902.218229854689, 0.283366),
+                    Order('XRP/BTC', 'SELL', 821.9151515151515, 8.102e-05), ]
+        self.assertEqual(res['orders'], expected)
+
     def test_real2_nondirect(self):
 
         targets = {'XRP': 40,