diff --git a/arbitrage/test/arbitrage_speed_test.py b/arbitrage/test/arbitrage_speed_test.py index 384f122e7..ac8f4b6c4 100644 --- a/arbitrage/test/arbitrage_speed_test.py +++ b/arbitrage/test/arbitrage_speed_test.py @@ -18,7 +18,7 @@ def main(): testobs = TestObserver() arbitrer.observers = [testobs] arbitrer.arbitrage_opportunity("BitstampUSD", depths["BitstampUSD"]["asks"][0], - "MtGoxEUR", depths["MtGoxEUR"]["asks"][0]) + "KrakenEUR", depths["KrakenEUR"]["asks"][0]) # FIXME: add asserts elapsed = time.time() - start_time print("Time: %.3f" % elapsed) diff --git a/arbitrage/test/arbitrage_test.py b/arbitrage/test/arbitrage_test.py index cd010662f..51cf9f4b2 100644 --- a/arbitrage/test/arbitrage_test.py +++ b/arbitrage/test/arbitrage_test.py @@ -2,10 +2,10 @@ sys.path.append('../') import unittest -import arbitrage +from arbitrage import arbitrer depths1 = { - 'PaymiumEUR': + 'BitstampEUR': {'asks': [{'amount': 4, 'price': 32.8}, {'amount': 8, 'price': 32.9}, {'amount': 2, 'price': 33.0}, @@ -14,7 +14,7 @@ {'amount': 4, 'price': 31.6}, {'amount': 6, 'price': 31.4}, {'amount': 2, 'price': 30}]}, - 'MtGoxEUR': + 'KrakenEUR': {'asks': [{'amount': 1, 'price': 34.2}, {'amount': 2, 'price': 34.3}, {'amount': 3, 'price': 34.5}, @@ -25,24 +25,24 @@ {'amount': 10, 'price': 32.3}]}} depths2 = { - 'PaymiumEUR': + 'BitstampEUR': {'asks': [{'amount': 4, 'price': 32.8}, {'amount': 8, 'price': 32.9}, {'amount': 2, 'price': 33.0}, {'amount': 3, 'price': 33.6}]}, - 'MtGoxEUR': + 'KrakenEUR': {'bids': [{'amount': 2, 'price': 33.2}, {'amount': 3, 'price': 33.1}, {'amount': 5, 'price': 32.6}, {'amount': 10, 'price': 32.3}]}} depths3 = { - 'PaymiumEUR': + 'BitstampEUR': {'asks': [{'amount': 1, 'price': 34.2}, {'amount': 2, 'price': 34.3}, {'amount': 3, 'price': 34.5}, {'amount': 3, 'price': 35.0}]}, - 'MtGoxEUR': + 'KrakenEUR': {'bids': [{'amount': 2, 'price': 33.2}, {'amount': 3, 'price': 33.1}, {'amount': 5, 'price': 32.6}, @@ -51,26 +51,27 @@ class TestArbitrage(unittest.TestCase): def setUp(self): - self.arbitrer = arbitrage.Arbitrer() + self.arbitrer = arbitrer.Arbitrer() def test_getprofit1(self): self.arbitrer.depths = depths2 profit, vol, wb, ws = self.arbitrer.get_profit_for( - 0, 0, 'PaymiumEUR', 'MtGoxEUR') + 0, 0, 'BitstampEUR', 'KrakenEUR') + print(profit, vol, wb, ws) assert(80 == int(profit * 100)) assert(vol == 2) def test_getprofit2(self): self.arbitrer.depths = depths2 profit, vol, wb, ws = self.arbitrer.get_profit_for( - 2, 1, 'PaymiumEUR', 'MtGoxEUR') + 2, 1, 'BitstampEUR', 'KrakenEUR') assert(159 == int(profit * 100)) assert(vol == 5) def test_getprofit3(self): self.arbitrer.depths = depths3 profit, vol, wb, ws = self.arbitrer.get_profit_for( - 2, 1, 'PaymiumEUR', 'MtGoxEUR') + 2, 1, 'BitstampEUR', 'KrakenEUR') assert(profit == 0) assert(vol == 0) diff --git a/arbitrage/test/speed-test.json b/arbitrage/test/speed-test.json index 68d48c93f..66d020425 100644 --- a/arbitrage/test/speed-test.json +++ 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