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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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4
freqtrade/constants.py
View File

@ -180,7 +180,7 @@ CONF_SCHEMA = {
'maximum': 1,
'exclusiveMaximum': False,
},
'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'bid'},
'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'same'},
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
'check_depth_of_market': {
@ -196,7 +196,7 @@ CONF_SCHEMA = {
'exit_pricing': {
'type': 'object',
'properties': {
'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'ask'},
'price_side': {'type': 'string', 'enum': PRICING_SIDES, 'default': 'same'},
'bid_last_balance': {
'type': 'number',
'minimum': 0,

10
freqtrade/exchange/exchange.py
View File

@ -1468,10 +1468,10 @@ class Exchange:
if price_side in ('same', 'other'):
price_map = {
('enter', 'long', 'same'): 'bid',
('enter', 'long', 'other'): 'ask',
('enter', 'short', 'same'): 'ask',
('enter', 'short', 'other'): 'bid',
('entry', 'long', 'same'): 'bid',
('entry', 'long', 'other'): 'ask',
('entry', 'short', 'same'): 'ask',
('entry', 'short', 'other'): 'bid',
('exit', 'long', 'same'): 'ask',
('exit', 'long', 'other'): 'bid',
('exit', 'short', 'same'): 'bid',
@ -1481,7 +1481,7 @@ class Exchange:
price_side_word = price_side.capitalize()
if conf_strategy.get('use_order_book', True):
if conf_strategy.get('use_order_book', False):
order_book_top = conf_strategy.get('order_book_top', 1)
order_book = self.fetch_l2_order_book(pair, order_book_top)

2
freqtrade/rpc/telegram.py
View File

@ -1491,7 +1491,7 @@ class Telegram(RPCHandler):
f"*Max open Trades:* `{val['max_open_trades']}`\n"
f"*Minimum ROI:* `{val['minimal_roi']}`\n"
f"*Entry strategy:* ```\n{json.dumps(val['entry_pricing'])}```\n"
f"*Exit strategy:* ```\n{json.dumps(val['exit_strategy'])}```\n"
f"*Exit strategy:* ```\n{json.dumps(val['exit_pricing'])}```\n"
f"{sl_info}"
f"{pa_info}"
f"*Timeframe:* `{val['timeframe']}`\n"

82
tests/exchange/test_exchange.py
View File

@ -2301,7 +2301,7 @@ 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,
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:
@ -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)

11
tests/test_freqtradebot.py
View File

@ -898,7 +898,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
# Fail to get price...
mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
with pytest.raises(PricingError, match=f"Could not determine {enter_side(is_short)} price."):
with pytest.raises(PricingError, match="Could not determine entry price."):
freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
# In case of custom entry price
@ -4497,11 +4497,12 @@ def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exc
freqtrade = FreqtradeBot(default_conf_usdt)
if exception_thrown:
with pytest.raises(PricingError):
freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy")
freqtrade.exchange.get_rate('ETH/USDT', side="entry", is_short=False, refresh=True)
assert log_has_re(
r'Buy Price at location 1 from orderbook could not be determined.', caplog)
r'Entry Price at location 1 from orderbook could not be determined.', caplog)
else:
assert freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") == 0.043935
assert freqtrade.exchange.get_rate(
'ETH/USDT', side="entry", is_short=False, refresh=True) == 0.043935
assert ticker_usdt_mock.call_count == 0
@ -4577,7 +4578,7 @@ def test_order_book_exit_pricing(
return_value={'bids': [[]], 'asks': [[]]})
with pytest.raises(PricingError):
freqtrade.handle_trade(trade)
assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
assert log_has_re(r'Exit Price at location 1 from orderbook could not be determined\..*',
caplog)