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Simplify to_precision tests and imports

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This commit is contained in:
Matthias
2022-08-15 08:51:15 +02:00
parent 6c32331740
commit 15e85797c2
3 changed files with 33 additions and 68 deletions
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85
tests/exchange/test_exchange.py
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@@ -14,12 +14,12 @@ from pandas import DataFrame
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, amount_to_precision,
date_minus_candles, market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
calculate_backoff, remove_credentials)
from freqtrade.exchange.exchange import (date_minus_candles, market_is_active, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re, num_log_has_re
@@ -279,62 +279,35 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2)
@pytest.mark.parametrize("amount,precision_mode,precision,contract_size,expected,trading_mode", [
(2.34559, 2, 4, 1, 2.3455, 'spot'),
(2.34559, 2, 5, 1, 2.34559, 'spot'),
(2.34559, 2, 3, 1, 2.345, 'spot'),
(2.9999, 2, 3, 1, 2.999, 'spot'),
(2.9909, 2, 3, 1, 2.990, 'spot'),
(2.9909, 2, 0, 1, 2, 'spot'),
(29991.5555, 2, 0, 1, 29991, 'spot'),
(29991.5555, 2, -1, 1, 29990, 'spot'),
(29991.5555, 2, -2, 1, 29900, 'spot'),
@pytest.mark.parametrize("amount,precision_mode,precision,expected", [
(2.34559, 2, 4, 2.3455),
(2.34559, 2, 5, 2.34559),
(2.34559, 2, 3, 2.345),
(2.9999, 2, 3, 2.999),
(2.9909, 2, 3, 2.990),
(2.9909, 2, 0, 2),
(29991.5555, 2, 0, 29991),
(29991.5555, 2, -1, 29990),
(29991.5555, 2, -2, 29900),
# Tests for Tick-size
(2.34559, 4, 0.0001, 1, 2.3455, 'spot'),
(2.34559, 4, 0.00001, 1, 2.34559, 'spot'),
(2.34559, 4, 0.001, 1, 2.345, 'spot'),
(2.9999, 4, 0.001, 1, 2.999, 'spot'),
(2.9909, 4, 0.001, 1, 2.990, 'spot'),
(2.9909, 4, 0.005, 0.01, 2.99, 'futures'),
(2.9999, 4, 0.005, 10, 2.995, 'futures'),
(2.34559, 4, 0.0001, 2.3455),
(2.34559, 4, 0.00001, 2.34559),
(2.34559, 4, 0.001, 2.345),
(2.9999, 4, 0.001, 2.999),
(2.9909, 4, 0.001, 2.990),
(2.9909, 4, 0.005, 2.99),
(2.9999, 4, 0.005, 2.995),
])
def test_amount_to_precision(
default_conf,
mocker,
amount,
precision_mode,
precision,
contract_size,
expected,
trading_mode
):
def test_amount_to_precision(amount, precision_mode, precision, expected,):
"""
Test rounds down
"""
markets = PropertyMock(return_value={
'ETH/BTC': {
'contractSize': contract_size,
'precision': {
'amount': precision
}
}
})
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = 'isolated'
exchange = get_patched_exchange(mocker, default_conf, id="binance")
# digits counting mode
# DECIMAL_PLACES = 2
# SIGNIFICANT_DIGITS = 3
# TICK_SIZE = 4
mocker.patch('freqtrade.exchange.Exchange.precisionMode',
PropertyMock(return_value=precision_mode))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
pair = 'ETH/BTC'
assert exchange.amount_to_precision(pair, amount) == expected
assert amount_to_precision(amount, precision, precision_mode) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
@@ -359,21 +332,13 @@ def test_amount_to_precision(
(0.000000003483, 4, 1e-12, 0.000000003483),
])
def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
"""Test price to precision"""
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}})
exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
def test_price_to_precision(price, precision_mode, precision, expected):
# digits counting mode
# DECIMAL_PLACES = 2
# SIGNIFICANT_DIGITS = 3
# TICK_SIZE = 4
mocker.patch('freqtrade.exchange.Exchange.precisionMode',
PropertyMock(return_value=precision_mode))
pair = 'ETH/BTC'
assert exchange.price_to_precision(pair, price) == expected
assert price_to_precision(price, precision, precision_mode) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [