adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

feat: Added price_rounding modes in config

Browse Source
This commit is contained in:
ASU
2023-03-09 02:11:31 +02:00
parent ba38a826e9
commit 1132fa6093
4 changed files with 113 additions and 51 deletions
Download Patch File Download Diff File Expand all files Collapse all files

95
tests/exchange/test_exchange.py
View File

@@ -8,6 +8,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch
import arrow
import ccxt
import pytest
from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
from pandas import DataFrame
from freqtrade.enums import CandleType, MarginMode, TradingMode
@@ -312,35 +313,47 @@ def test_amount_to_precision(amount, precision_mode, precision, expected,):
assert amount_to_precision(amount, precision, precision_mode) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
(2.34559, 2, 4, 2.3456),
(2.34559, 2, 5, 2.34559),
(2.34559, 2, 3, 2.346),
(2.9999, 2, 3, 3.000),
(2.9909, 2, 3, 2.991),
# Tests for Tick_size
(2.34559, 4, 0.0001, 2.3456),
(2.34559, 4, 0.00001, 2.34559),
(2.34559, 4, 0.001, 2.346),
(2.9999, 4, 0.001, 3.000),
(2.9909, 4, 0.001, 2.991),
(2.9909, 4, 0.005, 2.995),
(2.9973, 4, 0.005, 3.0),
(2.9977, 4, 0.005, 3.0),
(234.43, 4, 0.5, 234.5),
(234.53, 4, 0.5, 235.0),
(0.891534, 4, 0.0001, 0.8916),
(64968.89, 4, 0.01, 64968.89),
(0.000000003483, 4, 1e-12, 0.000000003483),
@pytest.mark.parametrize("price,precision_mode,precision,expected,rounding_mode", [
# Tests for DECIMAL_PLACES, ROUND_UP
(2.34559, 2, 4, 2.3456, ROUND_UP),
(2.34559, 2, 5, 2.34559, ROUND_UP),
(2.34559, 2, 3, 2.346, ROUND_UP),
(2.9999, 2, 3, 3.000, ROUND_UP),
(2.9909, 2, 3, 2.991, ROUND_UP),
# Tests for DECIMAL_PLACES, ROUND
(2.345600000000001, DECIMAL_PLACES, 4, 2.3456, ROUND),
(2.345551, DECIMAL_PLACES, 4, 2.3456, ROUND),
(2.49, DECIMAL_PLACES, 0, 2., ROUND),
(2.51, DECIMAL_PLACES, 0, 3., ROUND),
(5.1, DECIMAL_PLACES, -1, 10., ROUND),
(4.9, DECIMAL_PLACES, -1, 0., ROUND),
# Tests for TICK_SIZE, ROUND_UP
(2.34559, TICK_SIZE, 0.0001, 2.3456, ROUND_UP),
(2.34559, TICK_SIZE, 0.00001, 2.34559, ROUND_UP),
(2.34559, TICK_SIZE, 0.001, 2.346, ROUND_UP),
(2.9999, TICK_SIZE, 0.001, 3.000, ROUND_UP),
(2.9909, TICK_SIZE, 0.001, 2.991, ROUND_UP),
(2.9909, TICK_SIZE, 0.005, 2.995, ROUND_UP),
(2.9973, TICK_SIZE, 0.005, 3.0, ROUND_UP),
(2.9977, TICK_SIZE, 0.005, 3.0, ROUND_UP),
(234.43, TICK_SIZE, 0.5, 234.5, ROUND_UP),
(234.53, TICK_SIZE, 0.5, 235.0, ROUND_UP),
(0.891534, TICK_SIZE, 0.0001, 0.8916, ROUND_UP),
(64968.89, TICK_SIZE, 0.01, 64968.89, ROUND_UP),
(0.000000003483, TICK_SIZE, 1e-12, 0.000000003483, ROUND_UP),
# Tests for TICK_SIZE, ROUND
(2.49, TICK_SIZE, 1., 2., ROUND),
(2.51, TICK_SIZE, 1., 3., ROUND),
(2.000000051, TICK_SIZE, 0.0000001, 2.0000001, ROUND),
(2.000000049, TICK_SIZE, 0.0000001, 2., ROUND),
(2.9909, TICK_SIZE, 0.005, 2.990, ROUND),
(2.9973, TICK_SIZE, 0.005, 2.995, ROUND),
(2.9977, TICK_SIZE, 0.005, 3.0, ROUND),
(234.24, TICK_SIZE, 0.5, 234., ROUND),
(234.26, TICK_SIZE, 0.5, 234.5, ROUND),
])
def test_price_to_precision(price, precision_mode, precision, expected):
# digits counting mode
# DECIMAL_PLACES = 2
# SIGNIFICANT_DIGITS = 3
# TICK_SIZE = 4
assert price_to_precision(price, precision, precision_mode) == expected
def test_price_to_precision(price, precision_mode, precision, expected, rounding_mode):
assert price_to_precision(price, precision, precision_mode, rounding_mode) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
@@ -5307,3 +5320,29 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
assert order['cost'] == 100
assert order['filled'] == 100
assert order['remaining'] == 100
def test_price_to_precision_with_default_conf(default_conf, mocker):
conf = copy.deepcopy(default_conf)
patched_ex = get_patched_exchange(mocker, conf)
prec_price = patched_ex.price_to_precision("XRP/USDT", 1.0000000101)
assert prec_price == 1.00000002
@pytest.mark.parametrize(
"rounding_mode, price, expected_price",
[
(TRUNCATE, 1.0000000199, 1.00000001),
(ROUND, 1.0000000149, 1.00000001),
(ROUND, 1.0000000151, 1.00000002),
(ROUND_UP, 1.0000000101, 1.00000002),
],
)
def test_price_to_precision_rounding_mode_from_conf(
default_conf, mocker, rounding_mode, price, expected_price
):
conf = copy.deepcopy(default_conf)
conf["exchange"]["price_rounding_mode"] = rounding_mode
patched_ex = get_patched_exchange(mocker, conf)
prec_price = patched_ex.price_to_precision("XRP/USDT", price)
assert prec_price == expected_price