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combined test_order_book_depth_of_market and test_order_book_depth_of_market_high_delta

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This commit is contained in:
Sam Germain 2021-09-21 16:40:24 -06:00
parent 707d0ef795
commit 553c868d7f
1 changed files with 42 additions and 80 deletions
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122
tests/test_freqtradebot.py
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@ -3546,24 +3546,19 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
@pytest.mark.parametrize( @pytest.mark.parametrize(
'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', 'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
[
(None, 'ETH', 0, True, None), (None, 'ETH', 0, True, None),
(0.004, None, 0, True, None), (0.004, None, 0, True, None),
(0.00094518, "BNB", 0, True, None), (0.00094518, "BNB", 0, True, (
( 'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
0.004, ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
"LTC", )),
0.004, (0.004, "LTC", 0.004, False, (
False, 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
( 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' )),
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
)
),
(0.008, None, 0, True, None), (0.008, None, 0, True, None),
] ])
)
def test_get_real_amount( def test_get_real_amount(
default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog, default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
@ -3590,6 +3585,7 @@ def test_get_real_amount(
if not use_ticker_rate: if not use_ticker_rate:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
caplog.clear()
# Amount does not change # Amount does not change
assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
@ -3598,32 +3594,16 @@ def test_get_real_amount(
@pytest.mark.parametrize( @pytest.mark.parametrize(
'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', 'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', [
[ ("BTC", None, None, 0.001, 0.001, (
( 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
"BTC", 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
None, )),
None, ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, (
0.001, 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
0.001, 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
( )),
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' ])
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
)
),
(
"ETH",
0.02,
'BNB',
0.0005,
0.001518575,
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
)
),
]
)
def test_get_real_amount_multi( def test_get_real_amount_multi(
default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets, default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log, stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
@ -3653,10 +3633,8 @@ def test_get_real_amount_multi(
markets['BNB/ETH'] = markets['ETH/BTC'] markets['BNB/ETH'] = markets['ETH/BTC']
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch( mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
'freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.19, 'last': 0.2})
return_value={'ask': 0.19, 'last': 0.2}
)
# Amount is reduced by "fee" # Amount is reduced by "fee"
expected_amount = amount - (amount * fee_reduction_amount) expected_amount = amount - (amount * fee_reduction_amount)
@ -3788,10 +3766,14 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
assert walletmock.call_count == 1 assert walletmock.call_count == 1
@pytest.mark.parametrize("delta, is_high_delta", [
(0.1, False),
(100, True),
])
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order, def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
fee, mocker, order_book_l2): fee, mocker, order_book_l2, delta, is_high_delta):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1 default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
@ -3809,42 +3791,22 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
freqtrade.enter_positions() freqtrade.enter_positions()
trade = Trade.query.first() trade = Trade.query.first()
assert trade is not None if is_high_delta:
assert trade.stake_amount == 0.001 assert trade is None
assert trade.is_open else:
assert trade.open_date is not None assert trade is not None
assert trade.exchange == 'binance' assert trade.stake_amount == 0.001
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
assert len(Trade.query.all()) == 1 assert len(Trade.query.all()) == 1
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order) trade.update(limit_buy_order)
assert trade.open_rate == 0.00001099 assert trade.open_rate == 0.00001099
assert whitelist == default_conf['exchange']['pair_whitelist'] assert whitelist == default_conf['exchange']['pair_whitelist']
def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
fee, mocker, order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
# Save state of current whitelist
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade is None
@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [ @pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [