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Remove isClose from tests in favor of pytest.approx

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This commit is contained in:
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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5
tests/data/test_btanalysis.py
View File

@ -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'],

45
tests/exchange/test_exchange.py
View File

@ -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', [

6
tests/leverage/test_interest.py
View File

@ -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

4
tests/strategy/test_strategy_helpers.py
View File

@ -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():

7
tests/test_persistence.py
View File

@ -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 isclose(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_open_trade_value(trade.amount, trade.open_rate)) == open_value
assert pytest.approx(trade.calc_close_trade_value(trade.close_rate)) == close_value
assert pytest.approx(trade.calc_profit(trade.close_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio