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edge tests fixed for position sizing

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This commit is contained in:
misagh
2018-11-27 14:02:34 +01:00
parent f5a70750f0
commit 159ac6e657
5 changed files with 20 additions and 18 deletions
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4
freqtrade/tests/conftest.py
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@@ -10,6 +10,7 @@ import arrow
import pytest
from telegram import Chat, Message, Update
from freqtrade import constants
from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
from freqtrade.exchange import Exchange
from freqtrade.edge import Edge, PairInfo
@@ -787,10 +788,13 @@ def buy_order_fee():
@pytest.fixture(scope="function")
def edge_conf(default_conf):
default_conf['max_open_trades'] = -1
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
default_conf['edge'] = {
"enabled": True,
"process_throttle_secs": 1800,
"calculate_since_number_of_days": 14,
"capital_available_percentage": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,

20
freqtrade/tests/edge/test_edge.py
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@@ -123,9 +123,9 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
assert res.close_time == _get_frame_time_from_offset(trade.close_tick)
def test_adjust(mocker, default_conf):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
def test_adjust(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
@@ -138,9 +138,9 @@ def test_adjust(mocker, default_conf):
assert(edge.adjust(pairs) == ['E/F', 'C/D'])
def test_stoploss(mocker, default_conf):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
def test_stoploss(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
@@ -234,12 +234,12 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
return pairdata
def test_edge_process_downloaded_data(mocker, default_conf):
default_conf['datadir'] = None
freqtrade = get_patched_freqtradebot(mocker, default_conf)
def test_edge_process_downloaded_data(mocker, edge_conf):
edge_conf['datadir'] = None
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
assert edge.calculate()
assert len(edge._cached_pairs) == 2

4
freqtrade/tests/test_freqtradebot.py
View File

@@ -260,8 +260,8 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
patch_edge(mocker)
freqtrade = FreqtradeBot(edge_conf)
assert freqtrade._get_trade_stake_amount('NEO/BTC') == (0.001 * 0.01) / 0.20
assert freqtrade._get_trade_stake_amount('LTC/BTC') == (0.001 * 0.01) / 0.20
assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade._get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, edge_conf) -> None: