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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) 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' default_conf['exchange']['name'] = 'binance'
exchange = Exchange(default_conf) api_mock = MagicMock()
order_book = exchange.get_order_book(pair='ETH/BTC', limit=50)
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 'bids' in order_book
assert 'asks' in order_book assert 'asks' in order_book
assert len(order_book['bids']) == 50 assert len(order_book['bids']) == 10
assert len(order_book['asks']) == 50 assert len(order_book['asks']) == 10
def test_get_order_book_exception(default_conf, mocker): 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 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 test if function get_target_bid will return the order book price
instead of the ask rate 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['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 2 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 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) 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) 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['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 2 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 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 test if function get_target_bid will return ask rate instead
of the order book rate 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['exchange']['name'] = 'binance'
default_conf['experimental']['bid_strategy']['use_order_book'] = True default_conf['experimental']['bid_strategy']['use_order_book'] = True
default_conf['experimental']['bid_strategy']['order_book_top'] = 1 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 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 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['telegram']['enabled'] = False
default_conf['exchange']['name'] = 'binance' default_conf['exchange']['name'] = 'binance'
default_conf['experimental']['check_depth_of_market']['enabled'] = True default_conf['experimental']['check_depth_of_market']['enabled'] = True