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Adjust new stoploss tests to futures world

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This commit is contained in:
Matthias 2022-03-04 06:58:34 +01:00
parent 7435b5ec96
commit 011cd58377
2 changed files with 39 additions and 24 deletions
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32
tests/exchange/test_huobi.py
View File

@ -9,12 +9,12 @@ from tests.conftest import get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers from tests.exchange.test_exchange import ccxt_exceptionhandlers
@pytest.mark.parametrize('limitratio,expected', [ @pytest.mark.parametrize('limitratio,expected,side', [
(None, 220 * 0.99), (None, 220 * 0.99, "sell"),
(0.99, 220 * 0.99), (0.99, 220 * 0.99, "sell"),
(0.98, 220 * 0.98), (0.98, 220 * 0.98, "sell"),
]) ])
def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected): def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected, side):
api_mock = MagicMock() api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop-limit' order_type = 'stop-limit'
@ -33,11 +33,14 @@ def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected):
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05}) order_types={'stoploss_on_exchange_limit_ratio': 1.05},
side=side,
leverage=1.0)
api_mock.create_order.reset_mock() api_mock.create_order.reset_mock()
order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio} order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types) order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types,
side=side, leverage=1.0)
assert 'id' in order assert 'id' in order
assert 'info' in order assert 'info' in order
@ -56,17 +59,20 @@ def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected):
with pytest.raises(DependencyException): with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={}, side=side, leverage=1.0)
with pytest.raises(InvalidOrderException): with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock( api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("binance Order would trigger immediately.")) side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={}, side=side, leverage=1.0)
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "huobi", ccxt_exceptionhandlers(mocker, default_conf, api_mock, "huobi",
"stoploss", "create_order", retries=1, "stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={}) pair='ETH/BTC', amount=1, stop_price=220, order_types={},
side=side, leverage=1.0)
def test_stoploss_order_dry_run_huobi(default_conf, mocker): def test_stoploss_order_dry_run_huobi(default_conf, mocker):
@ -80,11 +86,13 @@ def test_stoploss_order_dry_run_huobi(default_conf, mocker):
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss_on_exchange_limit_ratio': 1.05}) order_types={'stoploss_on_exchange_limit_ratio': 1.05},
side='sell', leverage=1.0)
api_mock.create_order.reset_mock() api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={}, side='sell', leverage=1.0)
assert 'id' in order assert 'id' in order
assert 'info' in order assert 'info' in order

31
tests/exchange/test_kucoin.py
View File

@ -10,12 +10,12 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
@pytest.mark.parametrize('order_type', ['market', 'limit']) @pytest.mark.parametrize('order_type', ['market', 'limit'])
@pytest.mark.parametrize('limitratio,expected', [ @pytest.mark.parametrize('limitratio,expected,side', [
(None, 220 * 0.99), (None, 220 * 0.99, "sell"),
(0.99, 220 * 0.99), (0.99, 220 * 0.99, "sell"),
(0.98, 220 * 0.98), (0.98, 220 * 0.98, "sell"),
]) ])
def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, order_type): def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side, order_type):
api_mock = MagicMock() api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
@ -35,13 +35,15 @@ def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, order
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={ order_types={
'stoploss': order_type, 'stoploss': order_type,
'stoploss_on_exchange_limit_ratio': 1.05}) 'stoploss_on_exchange_limit_ratio': 1.05},
side=side, leverage=1.0)
api_mock.create_order.reset_mock() api_mock.create_order.reset_mock()
order_types = {'stoploss': order_type} order_types = {'stoploss': order_type}
if limitratio is not None: if limitratio is not None:
order_types.update({'stoploss_on_exchange_limit_ratio': limitratio}) order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types) order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types=order_types, side=side, leverage=1.0)
assert 'id' in order assert 'id' in order
assert 'info' in order assert 'info' in order
@ -65,17 +67,20 @@ def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, order
with pytest.raises(DependencyException): with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance")) api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={}, side=side, leverage=1.0)
with pytest.raises(InvalidOrderException): with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock( api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately.")) side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={}, side=side, leverage=1.0)
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin", ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin",
"stoploss", "create_order", retries=1, "stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={}) pair='ETH/BTC', amount=1, stop_price=220, order_types={},
side=side, leverage=1.0)
def test_stoploss_order_dry_run_kucoin(default_conf, mocker): def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
@ -90,11 +95,13 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
order_types={'stoploss': 'limit', order_types={'stoploss': 'limit',
'stoploss_on_exchange_limit_ratio': 1.05}) 'stoploss_on_exchange_limit_ratio': 1.05},
side='sell', leverage=1.0)
api_mock.create_order.reset_mock() api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}) order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types={}, side='sell', leverage=1.0)
assert 'id' in order assert 'id' in order
assert 'info' in order assert 'info' in order