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Add time_in_force test for sell

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This commit is contained in:
Matthias 2019-03-11 20:30:16 +01:00
parent c0f276a892
commit 4705b7da0e
1 changed files with 56 additions and 4 deletions
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60
freqtrade/tests/exchange/test_exchange.py
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@ -590,7 +590,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
amount=1, rate=200, time_in_force=time_in_force) amount=1, rate=200, time_in_force=time_in_force)
def test_buy_considers_time_in_force(default_conf, mocker): @pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
api_mock = MagicMock() api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6)) order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={ api_mock.create_order = MagicMock(return_value={
@ -602,7 +603,7 @@ def test_buy_considers_time_in_force(default_conf, mocker):
default_conf['dry_run'] = False default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y) mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_type = 'limit' order_type = 'limit'
time_in_force = 'ioc' time_in_force = 'ioc'
@ -618,7 +619,8 @@ def test_buy_considers_time_in_force(default_conf, mocker):
assert api_mock.create_order.call_args[0][2] == 'buy' assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1 assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200 assert api_mock.create_order.call_args[0][4] == 200
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc'} assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
order_type = 'market' order_type = 'market'
time_in_force = 'ioc' time_in_force = 'ioc'
@ -634,7 +636,8 @@ def test_buy_considers_time_in_force(default_conf, mocker):
assert api_mock.create_order.call_args[0][2] == 'buy' assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1 assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None assert api_mock.create_order.call_args[0][4] is None
assert api_mock.create_order.call_args[0][5] == {} # Market orders should not send timeInForce!!
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
def test_sell_dry_run(default_conf, mocker): def test_sell_dry_run(default_conf, mocker):
@ -705,6 +708,55 @@ def test_sell_prod(default_conf, mocker, exchange_name):
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200) exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
order_type = 'limit'
time_in_force = 'ioc'
order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
order_type = 'market'
time_in_force = 'ioc'
order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
amount=1, rate=200, time_in_force=time_in_force)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
# Market orders should not send timeInForce!!
assert "timeInForce" not in api_mock.create_order.call_args[0][5]
def test_get_balance_dry_run(default_conf, mocker): def test_get_balance_dry_run(default_conf, mocker):
default_conf['dry_run'] = True default_conf['dry_run'] = True