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Update some tests

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This commit is contained in:
Matthias
2022-03-28 19:16:12 +02:00
parent f70166270d
commit 440967e483
5 changed files with 60 additions and 51 deletions
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84
tests/exchange/test_exchange.py
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@@ -2301,8 +2301,8 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('bid', 6, 5, None, 1, 5), # last not available - uses bid
('bid', 6, 5, None, 0, 5), # last not available - uses bid
])
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
if last_ab is None:
del default_conf['entry_pricing']['ask_last_balance']
@@ -2313,15 +2313,15 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'last': last, 'bid': bid})
assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
assert exchange.get_rate('ETH/BTC', refresh=True, side="entry") == expected
assert not log_has("Using cached entry rate for ETH/BTC.", caplog)
assert exchange.get_rate('ETH/BTC', refresh=False, side="buy") == expected
assert log_has("Using cached buy rate for ETH/BTC.", caplog)
assert exchange.get_rate('ETH/BTC', refresh=False, side="entry") == expected
assert log_has("Using cached entry rate for ETH/BTC.", caplog)
# Running a 2nd time with Refresh on!
caplog.clear()
assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
assert exchange.get_rate('ETH/BTC', refresh=True, side="entry") == expected
assert not log_has("Using cached entry rate for ETH/BTC.", caplog)
@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
@@ -2345,7 +2345,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
('ask', 0.006, 1.0, 11.0, None, 0.006),
])
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
def test_get_exit_rate(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
@@ -2368,17 +2368,17 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
('buy', 'ask', None, 4, 4, 0, 4), # ask not available
('buy', 'ask', None, None, 4, 0, 4), # ask not available
('buy', 'bid', 6, None, 4, 0, 5), # bid not available
('buy', 'bid', None, None, 4, 0, 5), # No rate available
('sell', 'ask', None, 4, 4, 0, 4), # ask not available
('sell', 'ask', None, None, 4, 0, 4), # ask not available
('sell', 'bid', 6, None, 4, 0, 5), # bid not available
('sell', 'bid', None, None, 4, 0, 5), # bid not available
@pytest.mark.parametrize("entry,is_short,side,ask,bid,last,last_ab,expected", [
('entry', False, 'ask', None, 4, 4, 0, 4), # ask not available
('entry', False, 'ask', None, None, 4, 0, 4), # ask not available
('entry', False, 'bid', 6, None, 4, 0, 5), # bid not available
('entry', False, 'bid', None, None, 4, 0, 5), # No rate available
('exit', False, 'ask', None, 4, 4, 0, 4), # ask not available
('exit', False, 'ask', None, None, 4, 0, 4), # ask not available
('exit', False, 'bid', 6, None, 4, 0, 5), # bid not available
('exit', False, 'bid', None, None, 4, 0, 5), # bid not available
])
def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, is_short, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['entry_pricing']['ask_last_balance'] = last_ab
@@ -2390,14 +2390,21 @@ def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, b
return_value={'ask': ask, 'last': last, 'bid': bid})
with pytest.raises(PricingError):
exchange.get_rate('ETH/BTC', refresh=True, side=entry)
exchange.get_rate('ETH/BTC', refresh=True, side=entry, is_short=is_short)
@pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side
@pytest.mark.parametrize('is_short,side,expected', [
(False, 'bid', 0.043936), # Value from order_book_l2 fitxure - bids side
(False, 'ask', 0.043949), # Value from order_book_l2 fitxure - asks side
(False, 'other', 0.043936), # Value from order_book_l2 fitxure - bids side
(False, 'same', 0.043949), # Value from order_book_l2 fitxure - asks side
(True, 'bid', 0.043936), # Value from order_book_l2 fitxure - bids side
(True, 'ask', 0.043949), # Value from order_book_l2 fitxure - asks side
(True, 'other', 0.043949), # Value from order_book_l2 fitxure - asks side
(True, 'same', 0.043936), # Value from order_book_l2 fitxure - bids side
])
def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
def test_get_exit_rate_orderbook(
default_conf, mocker, caplog, is_short, side, expected, order_book_l2):
caplog.set_level(logging.DEBUG)
# Test orderbook mode
default_conf['exit_pricing']['price_side'] = side
@@ -2406,16 +2413,16 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
exchange = get_patched_exchange(mocker, default_conf)
rate = exchange.get_rate(pair, refresh=True, side="sell")
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
rate = exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short)
assert not log_has("Using cached exit rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == expected
rate = exchange.get_rate(pair, refresh=False, side="sell")
rate = exchange.get_rate(pair, refresh=False, side="exit", is_short=is_short)
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
assert log_has("Using cached exit rate for ETH/BTC.", caplog)
def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
def test_get_exit_rate_orderbook_exception(default_conf, mocker, caplog):
# Test orderbook mode
default_conf['exit_pricing']['price_side'] = 'ask'
default_conf['exit_pricing']['use_order_book'] = True
@@ -2426,31 +2433,32 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
return_value={'bids': [[]], 'asks': [[]]})
exchange = get_patched_exchange(mocker, default_conf)
with pytest.raises(PricingError):
exchange.get_rate(pair, refresh=True, side="sell")
assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*",
exchange.get_rate(pair, refresh=True, side="exit", is_short=False)
assert log_has_re(r"Exit Price at location 1 from orderbook could not be determined\..*",
caplog)
def test_get_sell_rate_exception(default_conf, mocker, caplog):
@pytest.mark.parametrize('is_short', [True, False])
def test_get_exit_rate_exception(default_conf, mocker, is_short):
# Ticker on one side can be empty in certain circumstances.
default_conf['exit_pricing']['price_side'] = 'ask'
pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': None, 'bid': 0.12, 'last': None})
exchange = get_patched_exchange(mocker, default_conf)
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
exchange.get_rate(pair, refresh=True, side="sell")
with pytest.raises(PricingError, match=r"Exit-Rate for ETH/BTC was empty."):
exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short)
exchange._config['exit_pricing']['price_side'] = 'bid'
assert exchange.get_rate(pair, refresh=True, side="sell") == 0.12
assert exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) == 0.12
# Reverse sides
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': 0.13, 'bid': None, 'last': None})
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
exchange.get_rate(pair, refresh=True, side="sell")
with pytest.raises(PricingError, match=r"Exit-Rate for ETH/BTC was empty."):
exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short)
exchange._config['exit_pricing']['price_side'] = 'ask'
assert exchange.get_rate(pair, refresh=True, side="sell") == 0.13
assert exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) == 0.13
@pytest.mark.parametrize("exchange_name", EXCHANGES)