114 lines
3.2 KiB
Python
114 lines
3.2 KiB
Python
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import pytest
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from freqtrade.enums import Collateral, TradingMode
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from freqtrade.leverage import liquidation_price
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# from freqtrade.exceptions import OperationalException
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spot = TradingMode.SPOT
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margin = TradingMode.MARGIN
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futures = TradingMode.FUTURES
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cross = Collateral.CROSS
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isolated = Collateral.ISOLATED
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@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
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# Bittrex
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('bittrex', "2.0", False, "3.0", spot, None),
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('bittrex', "2.0", False, "1.0", spot, cross),
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('bittrex', "2.0", True, "3.0", spot, isolated),
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# Binance
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('binance', "2.0", False, "3.0", spot, None),
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('binance', "2.0", False, "1.0", spot, cross),
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('binance', "2.0", True, "3.0", spot, isolated),
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# Kraken
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('kraken', "2.0", False, "3.0", spot, None),
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('kraken', "2.0", True, "3.0", spot, cross),
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('kraken', "2.0", False, "1.0", spot, isolated),
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# FTX
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('ftx', "2.0", True, "3.0", spot, None),
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('ftx', "2.0", False, "3.0", spot, cross),
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('ftx', "2.0", False, "3.0", spot, isolated),
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])
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def test_liquidation_price_is_none(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral
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):
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assert liquidation_price(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral
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) is None
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@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
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# Bittrex
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('bittrex', "2.0", False, "3.0", margin, cross),
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('bittrex', "2.0", False, "3.0", margin, isolated),
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('bittrex', "2.0", False, "3.0", futures, cross),
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('bittrex', "2.0", False, "3.0", futures, isolated),
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# Binance
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# Binance supports isolated margin, but freqtrade likely won't for a while on Binance
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('binance', "2.0", True, "3.0", margin, isolated),
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# Kraken
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('kraken', "2.0", False, "1.0", margin, isolated),
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('kraken', "2.0", False, "1.0", futures, isolated),
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# FTX
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('ftx', "2.0", False, "3.0", margin, isolated),
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('ftx', "2.0", False, "3.0", futures, isolated),
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])
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def test_liquidation_price_exception_thrown(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral,
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result
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):
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# TODO-lev assert exception is thrown
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return # Here to avoid indent error, remove when implemented
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@pytest.mark.parametrize(
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'exchange_name,open_rate,is_short,leverage,trading_mode,collateral,result', [
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# Binance
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('binance', "2.0", False, "1.0", margin, cross, 1.0),
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('binance', "2.0", False, "1.0", futures, cross, 1.0),
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('binance', "2.0", False, "1.0", futures, isolated, 1.0),
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# Kraken
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('kraken', "2.0", True, "3.0", margin, cross, 1.0),
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('kraken', "2.0", True, "3.0", futures, cross, 1.0),
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# FTX
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('ftx', "2.0", False, "3.0", margin, cross, 1.0),
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('ftx', "2.0", False, "3.0", futures, cross, 1.0),
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]
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)
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def test_liquidation_price(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral,
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result
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):
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# assert liquidation_price(
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# exchange_name,
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# open_rate,
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# is_short,
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# leverage,
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# trading_mode,
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# collateral
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# ) == result
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return # Here to avoid indent error
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