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Merge branch 'develop' into pr/mkavinkumar1/6545

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Matthias
2022-05-26 19:51:36 +02:00
parent b5f6f919b6 682daa4e94
commit 192bc868a7
67 changed files with 9040 additions and 8305 deletions
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8
tests/exchange/test_binance.py
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@@ -490,11 +490,11 @@ def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers
default_conf['margin_mode'] = MarginMode.ISOLATED
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.fill_leverage_tiers()
leverage_tiers = leverage_tiers
assert len(exchange._leverage_tiers.keys()) > 100
for key, value in leverage_tiers.items():
assert exchange._leverage_tiers[key] == value
v = exchange._leverage_tiers[key]
assert isinstance(v, list)
assert len(v) == len(value)
def test__set_leverage_binance(mocker, default_conf):

69
tests/exchange/test_exchange.py
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@@ -2206,6 +2206,8 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
@pytest.mark.asyncio
async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
from freqtrade.exchange.common import _reset_logging_mixin
_reset_logging_mixin()
caplog.set_level(logging.INFO)
api_mock = MagicMock()
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.DDoSProtection(
@@ -2883,6 +2885,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
until=trades_history[-1][0])
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
@@ -3048,6 +3051,7 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_fetch_order(default_conf, mocker, exchange_name, caplog):
default_conf['dry_run'] = True
@@ -3100,6 +3104,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
order_id='_', pair='TKN/BTC')
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
# Don't test FTX here - that needs a separate test
@@ -3987,6 +3992,70 @@ def test_calculate_funding_fees(
) == kraken_fee
@pytest.mark.parametrize(
'mark_price,funding_rate,futures_funding_rate', [
(1000, 0.001, None),
(1000, 0.001, 0.01),
(1000, 0.001, 0.0),
(1000, 0.001, -0.01),
])
def test_combine_funding_and_mark(
default_conf,
mocker,
funding_rate,
mark_price,
futures_funding_rate,
):
exchange = get_patched_exchange(mocker, default_conf)
prior2_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc) - timedelta(hours=2))
prior_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc) - timedelta(hours=1))
trade_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc))
funding_rates = DataFrame([
{'date': prior2_date, 'open': funding_rate},
{'date': prior_date, 'open': funding_rate},
{'date': trade_date, 'open': funding_rate},
])
mark_rates = DataFrame([
{'date': prior2_date, 'open': mark_price},
{'date': prior_date, 'open': mark_price},
{'date': trade_date, 'open': mark_price},
])
df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
assert 'open_mark' in df.columns
assert 'open_fund' in df.columns
assert len(df) == 3
funding_rates = DataFrame([
{'date': trade_date, 'open': funding_rate},
])
mark_rates = DataFrame([
{'date': prior2_date, 'open': mark_price},
{'date': prior_date, 'open': mark_price},
{'date': trade_date, 'open': mark_price},
])
df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
if futures_funding_rate is not None:
assert len(df) == 3
assert df.iloc[0]['open_fund'] == futures_funding_rate
assert df.iloc[1]['open_fund'] == futures_funding_rate
assert df.iloc[2]['open_fund'] == funding_rate
else:
assert len(df) == 1
# Empty funding rates
funding_rates = DataFrame([], columns=['date', 'open'])
df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
if futures_funding_rate is not None:
assert len(df) == 3
assert df.iloc[0]['open_fund'] == futures_funding_rate
assert df.iloc[1]['open_fund'] == futures_funding_rate
assert df.iloc[2]['open_fund'] == futures_funding_rate
else:
assert len(df) == 0
def test_get_or_calculate_liquidation_price(mocker, default_conf):
api_mock = MagicMock()

1
tests/exchange/test_ftx.py
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@@ -174,6 +174,7 @@ def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
assert not exchange.stoploss_adjust(sl3, order, side=side)
@pytest.mark.usefixtures("init_persistence")
def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order):
default_conf['dry_run'] = True
order = MagicMock()

1
tests/exchange/test_gateio.py
View File

@@ -34,6 +34,7 @@ def test_validate_order_types_gateio(default_conf, mocker):
ExchangeResolver.load_exchange('gateio', default_conf, True)
@pytest.mark.usefixtures("init_persistence")
def test_fetch_stoploss_order_gateio(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf, id='gateio')