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cleaned up liquidation price methods

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This commit is contained in:
Sam Germain
2022-01-29 02:06:56 -06:00
parent ede9012fcc
commit 143c37d36f
5 changed files with 79 additions and 191 deletions
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70
tests/exchange/test_exchange.py
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@@ -3626,6 +3626,8 @@ def test_get_liquidation_price(mocker, default_conf):
exchange_has=MagicMock(return_value=True),
)
default_conf['dry_run'] = False
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price('NEAR/USDT:USDT')
@@ -3973,13 +3975,13 @@ def test__amount_to_contracts(
@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
# Bittrex
('bittrex', "2.0", False, "3.0", spot, None),
('bittrex', "2.0", False, "1.0", spot, cross),
('bittrex', "2.0", True, "3.0", spot, isolated),
('bittrex', 2.0, False, 3.0, spot, None),
('bittrex', 2.0, False, 1.0, spot, cross),
('bittrex', 2.0, True, 3.0, spot, isolated),
# Binance
('binance', "2.0", False, "3.0", spot, None),
('binance', "2.0", False, "1.0", spot, cross),
('binance', "2.0", True, "3.0", spot, isolated),
('binance', 2.0, False, 3.0, spot, None),
('binance', 2.0, False, 1.0, spot, cross),
('binance', 2.0, True, 3.0, spot, isolated),
])
def test_liquidation_price_is_none(
mocker,
@@ -3991,51 +3993,22 @@ def test_liquidation_price_is_none(
trading_mode,
collateral
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.liquidation_price(
open_rate,
is_short,
leverage,
trading_mode,
collateral,
1535443.01,
71200.81144,
-56354.57,
135365.00,
3683.979,
0.10,
open_rate=open_rate,
is_short=is_short,
mm_ratio=1535443.01,
position=71200.81144,
wallet_balance=-56354.57,
taker_fee_rate=0.01,
maintenance_amt=3683.979,
mm_ex_1=0.10,
upnl_ex_1=0.0
) is None
@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
# Bittrex
('bittrex', "2.0", False, "3.0", margin, cross),
('bittrex', "2.0", False, "3.0", margin, isolated),
('bittrex', "2.0", False, "3.0", futures, cross),
('bittrex', "2.0", False, "3.0", futures, isolated),
# Binance
# Binance supports isolated margin, but freqtrade likely won't for a while on Binance
('binance', "2.0", True, "3.0", margin, isolated),
# Kraken
('kraken', "2.0", True, "1.0", margin, isolated),
('kraken', "2.0", True, "1.0", futures, isolated),
# FTX
('ftx', "2.0", True, "3.0", margin, isolated),
('ftx', "2.0", True, "3.0", futures, isolated),
])
def test_liquidation_price_exception_thrown(
exchange_name,
open_rate,
is_short,
leverage,
trading_mode,
collateral,
result
):
# TODO-lev assert exception is thrown
return # Here to avoid indent error, remove when implemented
@pytest.mark.parametrize(
'exchange_name, is_short, leverage, trading_mode, collateral, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
@@ -4054,13 +4027,12 @@ def test_liquidation_price(
mocker, default_conf, exchange_name, open_rate, is_short, leverage, trading_mode,
collateral, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
):
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = collateral
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert isclose(round(exchange.liquidation_price(
open_rate=open_rate,
is_short=is_short,
leverage=leverage,
trading_mode=trading_mode,
collateral=collateral,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,