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

Mock fee during testing as 0.0025 

Ensures profit calculations does not vary if exchange fees change, which can cause tests to fail
This commit is contained in:
enenn 2018-03-25 22:59:58 +02:00
parent 0ae5b75f33
commit 12a84cc30b
4 changed files with 53 additions and 23 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
freqtrade/tests/optimize/test_backtesting.py
View File

@ -481,7 +481,11 @@ def test_processed() -> None:
assert col in cols
def test_backtest_pricecontours(default_conf) -> None:
def test_backtest_pricecontours(init_backtesting, default_conf, mocker) -> None:
mocker.patch(
'freqtrade.optimize.backtesting.exchange.get_fee',
MagicMock(return_value=0.0025)
)
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres)
@ -521,7 +525,11 @@ def test_backtest_only_sell(default_conf):
assert results.empty
def test_backtest_alternate_buy_sell(default_conf):
def test_backtest_alternate_buy_sell(init_backtesting, default_conf, mocker):
mocker.patch(
'freqtrade.optimize.backtesting.exchange.get_fee',
MagicMock(return_value=0.0025)
)
backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC')
results = _run_backtest_1(_trend_alternate, backtest_conf)
assert len(results) == 3
@ -530,6 +538,10 @@ def test_backtest_alternate_buy_sell(default_conf):
def test_backtest_record(default_conf, mocker):
names = []
records = []
mocker.patch(
'freqtrade.optimize.backtesting.exchange.get_fee',
MagicMock(return_value=0.0025)
)
mocker.patch(
'freqtrade.optimize.backtesting.file_dump_json',
new=lambda n, r: (names.append(n), records.append(r))

21
freqtrade/tests/rpc/test_rpc.py
View File

@ -35,7 +35,8 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -83,7 +84,8 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -117,7 +119,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -173,7 +176,8 @@ def test_rpc_trade_statistics(
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -235,7 +239,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -253,7 +258,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
get_ticker=ticker_sell_up,
get_fee=MagicMock(return_value=0.0025)
)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
@ -490,7 +496,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))

21
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -333,7 +333,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_order_id')
buy=MagicMock(return_value={'id': 'mocked_order_id'})
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -389,7 +389,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_pair_detail_url=MagicMock()
get_fee=MagicMock(return_value=0.0025)
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -497,7 +497,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -761,7 +762,8 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -800,7 +802,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -844,7 +847,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -923,7 +927,8 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -987,7 +992,7 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None:
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_order_id')
buy=MagicMock(return_value={'id': 'mocked_order_id'})
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
telegram = Telegram(freqtradebot)

18
freqtrade/tests/test_freqtradebot.py
View File

@ -589,7 +589,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -
'last': 0.00001172
}),
buy=MagicMock(return_value={'id': 'mocked_limit_buy'}),
sell=MagicMock(return_value={'id': 'mocked_limit_sell'})
sell=MagicMock(return_value={'id': 'mocked_limit_sell'}),
get_fee=MagicMock(return_value=0.0025)
)
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
@ -782,7 +783,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock
cancel_order=cancel_order_mock,
get_fee=MagicMock(return_value=0.0025)
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -996,7 +998,8 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -1037,7 +1040,8 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -1075,7 +1079,8 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
@ -1115,7 +1120,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=MagicMock(return_value=0.0025)
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))