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added test for get_rates

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மனோஜ்குமார் பழனிச்சாமி 2022-03-26 12:02:54 +05:30
parent ab7cdca68e
commit 4a35c8c0f3
2 changed files with 99 additions and 16 deletions
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4
freqtrade/exchange/exchange.py
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@ -1182,6 +1182,10 @@ class Exchange:
sell_rate = None
if not refresh:
buy_rate, sell_rate = self._buy_rate_cache.get(pair), self._sell_rate_cache.get(pair)
if buy_rate:
logger.debug(f"Using cached buy rate for {pair}.")
if sell_rate:
logger.debug(f"Using cached sell rate for {pair}.")
bid_strategy = self._config.get('bid_strategy', {})
ask_strategy = self._config.get('ask_strategy', {})

111
tests/exchange/test_exchange.py
View File

@ -1903,7 +1903,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
get_buy_rate_data = [
('ask', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 1.0, 10), # Full last side
('ask', 20, 19, 10, 0.5, 15), # Between ask and last
@ -1928,7 +1928,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
('bid', 6, 5, None, 1, 5), # last not available - uses bid
('bid', 6, 5, None, 0, 5), # last not available - uses bid
])
]
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_buy_rate_data)
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
@ -1952,7 +1955,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
get_sell_rate_data = [
('bid', 12.0, 11.0, 11.5, 0.0, 11.0), # full bid side
('bid', 12.0, 11.0, 11.5, 1.0, 11.5), # full last side
('bid', 12.0, 11.0, 11.5, 0.5, 11.25), # between bid and lat
@ -1972,7 +1975,10 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
('ask', 0.006, 1.0, 11.0, None, 0.006),
])
]
@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
@ -1996,16 +2002,19 @@ 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
])
get_ticker_rate_error = [
('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,side,ask,bid,last,last_ab,expected", get_ticker_rate_error)
def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
@ -2022,8 +2031,8 @@ def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, b
@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
('bid', 0.043936), # Value from order_book_l2 fixture - bids side
('ask', 0.043949), # Value from order_book_l2 fixture - asks side
])
def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
caplog.set_level(logging.DEBUG)
@ -2082,6 +2091,76 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
assert exchange.get_rate(pair, refresh=True, side="sell") == 0.13
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", get_buy_rate_data)
@pytest.mark.parametrize("side2", ['bid', 'ask'])
@pytest.mark.parametrize("use_order_book", [True, False])
def test_get_rates_testing_buy(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected,
side2, use_order_book, order_book_l2) -> None:
caplog.set_level(logging.DEBUG)
if last_ab is None:
del default_conf['bid_strategy']['ask_last_balance']
else:
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
default_conf['ask_strategy']['price_side'] = side2
default_conf['ask_strategy']['use_order_book'] = use_order_book
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
api_mock.fetch_ticker = MagicMock(
return_value={'ask': ask, 'last': last, 'bid': bid})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_rates('ETH/BTC', refresh=True)[0] == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
assert exchange.get_rates('ETH/BTC', refresh=False)[0] == expected
assert log_has("Using cached buy rate for ETH/BTC.", caplog)
# Running a 2nd time with Refresh on!
caplog.clear()
assert exchange.get_rates('ETH/BTC', refresh=True)[0] == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
api_mock.fetch_l2_order_book.call_count = int(use_order_book)
api_mock.fetch_ticker.call_count = 1
@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', get_sell_rate_data)
@pytest.mark.parametrize("side2", ['bid', 'ask'])
@pytest.mark.parametrize("use_order_book", [True, False])
def test_get_rates_testing_sell(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected,
side2, use_order_book, order_book_l2) -> None:
caplog.set_level(logging.DEBUG)
default_conf['ask_strategy']['price_side'] = side
if last_ab is not None:
default_conf['ask_strategy']['bid_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side2
default_conf['bid_strategy']['use_order_book'] = use_order_book
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
api_mock.fetch_ticker = MagicMock(
return_value={'ask': ask, 'last': last, 'bid': bid})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
pair = "ETH/BTC"
# Test regular mode
rate = exchange.get_rate(pair, refresh=True, side="sell")
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == expected
# Use caching
rate = exchange.get_rate(pair, refresh=False, side="sell")
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
api_mock.fetch_l2_order_book.call_count = int(use_order_book)
api_mock.fetch_ticker.call_count = 1
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.asyncio
async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):