Remove isClose from tests in favor of pytest.approx

tests/data/test_btanalysis.py

@@ -1,4 +1,3 @@
-from math import isclose
 from pathlib import Path
 from unittest.mock import MagicMock
 
@@ -269,7 +268,7 @@ def test_create_cum_profit(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
+    assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
 
 
 def test_create_cum_profit1(testdatadir):
@@ -287,7 +286,7 @@ def test_create_cum_profit1(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
+    assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
 
     with pytest.raises(ValueError, match='Trade dataframe empty.'):
         create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],

tests/exchange/test_exchange.py

@@ -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 pytest.approx(expected_fees) == fees_from_datetime
-    assert (isclose(expected_fees, fees_from_unix_time))
+    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 pytest.approx(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/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', [

tests/leverage/test_interest.py

@@ -1,5 +1,3 @@
-from math import isclose
-
 import pytest
 
 from freqtrade.leverage import interest
@@ -30,9 +28,9 @@ twentyfive_hours = FtPrecise(25.0)
 def test_interest(exchange, interest_rate, hours, expected):
     borrowed = FtPrecise(60.0)
 
-    assert isclose(interest(
+    assert pytest.approx(float(interest(
         exchange_name=exchange,
         borrowed=borrowed,
         rate=FtPrecise(interest_rate),
         hours=hours
-    ), expected)
+    ))) == expected

tests/strategy/test_strategy_helpers.py

@@ -1,5 +1,3 @@
-from math import isclose
-
 import numpy as np
 import pandas as pd
 import pytest
@@ -165,7 +163,7 @@ def test_stoploss_from_open():
                                 or (side == 'short' and expected_stop_price < current_price)):
                             assert stoploss == 0
                         else:
-                            assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
+                            assert pytest.approx(stop_price) == expected_stop_price
 
 
 def test_stoploss_from_absolute():

tests/test_persistence.py

@@ -1,7 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 from datetime import datetime, timedelta, timezone
-from math import isclose
 from pathlib import Path
 from types import FunctionType
 from unittest.mock import MagicMock
@@ -630,9 +629,9 @@ def test_calc_open_close_trade_price(
     trade.open_rate = 2.0
     trade.close_rate = 2.2
     trade.recalc_open_trade_value()
-    assert isclose(trade._calc_open_trade_value(trade.amount, trade.open_rate), open_value)
+    assert pytest.approx(trade._calc_open_trade_value(trade.amount, trade.open_rate)) == open_value
-    assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
+    assert pytest.approx(trade.calc_close_trade_value(trade.close_rate)) == close_value
-    assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
+    assert pytest.approx(trade.calc_profit(trade.close_rate)) == round(profit, 8)
     assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio