adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Test for short exchange.stoploss exchange.stoploss_adjust

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

39
tests/exchange/test_kraken.py
View File

@@ -164,11 +164,13 @@ def test_get_balances_prod(default_conf, mocker):
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
"get_balances", "fetch_balance")
# TODO-lev: All these stoploss tests with shorts
@pytest.mark.parametrize('ordertype', ['market', 'limit'])
def test_stoploss_order_kraken(default_conf, mocker, ordertype):
@pytest.mark.parametrize('side,limitratio,adjustedprice', [
("buy", 0.99, 217.8),
("sell", 1.01, 222.2),
])
def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio, adjustedprice):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
@@ -185,9 +187,9 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side="sell",
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side=side,
order_types={'stoploss': ordertype,
'stoploss_on_exchange_limit_ratio': 0.99
'stoploss_on_exchange_limit_ratio': limitratio
})
assert 'id' in order
@@ -197,12 +199,12 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
if ordertype == 'limit':
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree', 'price2': 217.8}
'trading_agreement': 'agree', 'price2': adjustedprice}
else:
assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
assert api_mock.create_order.call_args_list[0][1]['params'] == {
'trading_agreement': 'agree'}
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
assert api_mock.create_order.call_args_list[0][1]['price'] == 220
@@ -210,20 +212,21 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype):
with pytest.raises(DependencyException):
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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("kraken Order would trigger immediately."))
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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, "kraken",
"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_kraken(default_conf, mocker):
@pytest.mark.parametrize('side', ['buy', 'sell'])
def test_stoploss_order_dry_run_kraken(default_conf, mocker, side):
api_mock = MagicMock()
default_conf['dry_run'] = True
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
@@ -233,7 +236,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side="sell")
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={}, side=side)
assert 'id' in order
assert 'info' in order
@@ -244,17 +247,21 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker):
assert order['amount'] == 1
def test_stoploss_adjust_kraken(mocker, default_conf):
@pytest.mark.parametrize('sl1,sl2,sl3,side', [
(1501, 1499, 1501, "sell"),
(1499, 1501, 1499, "buy")
])
def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
exchange = get_patched_exchange(mocker, default_conf, id='kraken')
order = {
'type': STOPLOSS_ORDERTYPE,
'price': 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_limit'
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', [