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Remove isClose from tests in favor of pytest.approx

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Matthias
2022-08-31 08:18:28 +00:00
parent 10e0d53860
commit 4aec2db14d
5 changed files with 30 additions and 37 deletions
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45
tests/exchange/test_exchange.py
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@@ -2,7 +2,6 @@ import copy
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from math import isclose
from random import randint
from unittest.mock import MagicMock, Mock, PropertyMock, patch
@@ -407,10 +406,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
# min
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
expected_result = 2 * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
assert isclose(result, expected_result / 3)
assert pytest.approx(result) == expected_result / 3
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10000
@@ -426,10 +425,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
assert isclose(result, expected_result / 5)
assert pytest.approx(result) == expected_result / 5
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 20000
@@ -445,10 +444,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
assert isclose(result, expected_result / 10)
assert pytest.approx(result) == expected_result / 10
# min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = {
@@ -461,20 +460,20 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = max(8, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
assert isclose(result, expected_result / 7.0)
assert pytest.approx(result) == expected_result / 7.0
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
expected_result = max(8, 2 * 2) * 1.5
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
assert isclose(result, expected_result / 8.0)
assert pytest.approx(result) == expected_result / 8.0
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
@@ -482,10 +481,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
# Really big stoploss
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
expected_result = max(8, 2 * 2) * 1.5
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, expected_result / 12)
assert pytest.approx(result) == expected_result / 12
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
@@ -501,7 +500,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
# Contract size 0.01
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
assert isclose(result, expected_result * 0.01)
assert pytest.approx(result) == expected_result * 0.01
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10
@@ -513,7 +512,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
# With Leverage, Contract size 10
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, (expected_result / 12) * 10.0)
assert pytest.approx(result) == (expected_result / 12) * 10.0
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10000
@@ -3239,7 +3238,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
orders = exchange.get_trades_for_order(order_id, 'ETH/USDT:USDT', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
assert isclose(orders[0]['amount'], amount)
assert pytest.approx(orders[0]['amount']) == amount
assert api_mock.fetch_my_trades.call_count == 1
# since argument should be
assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
@@ -3776,8 +3775,8 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
since=unix_time
)
assert (isclose(expected_fees, fees_from_datetime))
assert (isclose(expected_fees, fees_from_unix_time))
assert pytest.approx(expected_fees) == fees_from_datetime
assert pytest.approx(expected_fees) == fees_from_unix_time
ccxt_exceptionhandlers(
mocker,
@@ -4514,7 +4513,7 @@ def test_liquidation_price(
default_conf['liquidation_buffer'] = 0.0
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
assert isclose(round(exchange.get_liquidation_price(
assert pytest.approx(round(exchange.get_liquidation_price(
pair='DOGE/USDT',
open_rate=open_rate,
is_short=is_short,
@@ -4523,7 +4522,7 @@ def test_liquidation_price(
upnl_ex_1=upnl_ex_1,
amount=amount,
stake_amount=open_rate * amount,
), 2), expected)
), 2)) == expected
def test_get_max_pair_stake_amount(
@@ -4868,8 +4867,8 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT", 170.30) == 125.0
assert isclose(exchange.get_max_leverage("BNB/BUSD", 99999.9), 5.000005)
assert isclose(exchange.get_max_leverage("BNB/USDT", 1500), 33.333333333333333)
assert pytest.approx(exchange.get_max_leverage("BNB/BUSD", 99999.9)) == 5.000005
assert pytest.approx(exchange.get_max_leverage("BNB/USDT", 1500)) == 33.333333333333333
assert exchange.get_max_leverage("BTC/USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT", 600000000) == 1.0 # Last tier
@@ -5145,7 +5144,7 @@ def test_get_liquidation_price(
else:
buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
assert isclose(expected_liq, liq)
assert pytest.approx(expected_liq) == liq
@pytest.mark.parametrize('contract_size,order_amount', [