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Merge pull request #5 from xmatthias/order_book_xmatt

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fix some test mockings in orderbook pr
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nullart2 2018-08-26 20:01:42 +08:00 committed by GitHub
commit 4dfaf1d284
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2 changed files with 36 additions and 13 deletions
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13
freqtrade/tests/exchange/test_exchange.py
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@ -515,14 +515,17 @@ def test_get_ticker(default_conf, mocker):
exchange.get_ticker(pair='ETH/BTC', refresh=True)
def test_get_order_book(default_conf, mocker):
def test_get_order_book(default_conf, mocker, order_book_l2):
default_conf['exchange']['name'] = 'binance'
exchange = Exchange(default_conf)
order_book = exchange.get_order_book(pair='ETH/BTC', limit=50)
api_mock = MagicMock()
api_mock.fetch_l2_order_book = order_book_l2
exchange = get_patched_exchange(mocker, default_conf, api_mock)
order_book = exchange.get_order_book(pair='ETH/BTC', limit=10)
assert 'bids' in order_book
assert 'asks' in order_book
assert len(order_book['bids']) == 50
assert len(order_book['asks']) == 50
assert len(order_book['bids']) == 10
assert len(order_book['asks']) == 10
def test_get_order_book_exception(default_conf, mocker):

36
freqtrade/tests/test_freqtradebot.py
View File

@ -1946,12 +1946,17 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
assert trade is None
def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) -> None:
"""
test if function get_target_bid will return the order book price
instead of the ask rate
"""
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_markets=markets,
get_order_book=order_book_l2
)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 2
@ -1962,12 +1967,17 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.045, 'last': 0.046}) == 0.043935
def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) -> None:
"""
test if function get_target_bid will return the ask rate (since its value is lower)
instead of the order book rate (even if enabled)
"""
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_markets=markets,
get_order_book=order_book_l2
)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 2
@ -1978,12 +1988,17 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2) -> None:
assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.042, 'last': 0.046}) == 0.042
def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2) -> None:
def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2, markets) -> None:
"""
test if function get_target_bid will return ask rate instead
of the order book rate
"""
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_markets=markets,
get_order_book=order_book_l2
)
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 1
@ -1995,11 +2010,16 @@ def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2) -> None:
assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.03, 'last': 0.029}) == 0.03
def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets) -> None:
"""
test check depth of market
"""
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_markets=markets,
get_order_book=order_book_l2
)
default_conf['telegram']['enabled'] = False
default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['check_depth_of_market']['enabled'] = True