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Test for short exchange.stoploss exchange.stoploss_adjust

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This commit is contained in:
Sam Germain
2021-09-09 14:24:07 -06:00
parent 785b71aec1
commit 2c7cf794f5
6 changed files with 105 additions and 57 deletions
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51
tests/exchange/test_binance.py
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@@ -9,12 +9,22 @@ from tests.conftest import get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@pytest.mark.parametrize('limitratio,expected', [
(None, 220 * 0.99),
(0.99, 220 * 0.99),
(0.98, 220 * 0.98),
@pytest.mark.parametrize('limitratio,exchangelimitratio,expected,side', [
(None, 1.05, 220 * 0.99, "sell"),
(0.99, 1.05, 220 * 0.99, "sell"),
(0.98, 1.05, 220 * 0.98, "sell"),
(None, 0.95, 220 * 1.01, "buy"),
(1.01, 0.95, 220 * 1.01, "buy"),
(1.02, 0.95, 220 * 1.02, "buy"),
])
def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
def test_stoploss_order_binance(
default_conf,
mocker,
limitratio,
exchangelimitratio,
expected,
side
):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit'
@@ -32,20 +42,25 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
with pytest.raises(OperationalException):
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190, side="sell",
order_types={'stoploss_on_exchange_limit_ratio': 1.05})
order = exchange.stoploss(
pair='ETH/BTC',
amount=1,
stop_price=190,
side=side,
order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio}
)
api_mock.create_order.reset_mock()
order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
order_types=order_types, side="sell")
order_types=order_types, side=side)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
assert api_mock.create_order.call_args_list[0][1]['type'] == order_type
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['side'] == side
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
# Price should be 1% below stopprice
assert api_mock.create_order.call_args_list[0][1]['price'] == expected
@@ -55,17 +70,17 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
with pytest.raises(InvalidOrderException):
api_mock.create_order = MagicMock(
side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
"stoploss", "create_order", retries=1,
pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
def test_stoploss_order_dry_run_binance(default_conf, mocker):
@@ -94,18 +109,22 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
assert order['amount'] == 1
def test_stoploss_adjust_binance(mocker, default_conf):
@pytest.mark.parametrize('sl1,sl2,sl3,side', [
(1501, 1499, 1501, "sell"),
(1499, 1501, 1499, "buy")
])
def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
exchange = get_patched_exchange(mocker, default_conf, id='binance')
order = {
'type': 'stop_loss_limit',
'price': 1500,
'info': {'stopPrice': 1500},
}
assert exchange.stoploss_adjust(1501, order, side="sell")
assert not exchange.stoploss_adjust(1499, order, side="sell")
assert exchange.stoploss_adjust(sl1, order, side=side)
assert not exchange.stoploss_adjust(sl2, order, side=side)
# Test with invalid order case
order['type'] = 'stop_loss'
assert not exchange.stoploss_adjust(1501, order, side="sell")
assert not exchange.stoploss_adjust(sl3, order, side=side)
@pytest.mark.parametrize('pair,nominal_value,max_lev', [