adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

refactor get_target_bid to use bid as low and ask as high value

Browse Source
This commit is contained in:
gcarq
2017-10-13 23:10:51 +02:00
parent ff393e54b8
commit 57c835449e
4 changed files with 120 additions and 43 deletions
Download Patch File Download Diff File Expand all files Collapse all files

80
freqtrade/tests/test_main.py
View File

@@ -25,7 +25,7 @@ def conf():
"0": 0.02
},
"bid_strategy": {
"ask_last_balance": 0.0
"bid_ask_balance": 1.0
},
"exchange": {
"name": "bittrex",
@@ -48,16 +48,22 @@ def conf():
validate(configuration, CONF_SCHEMA)
return configuration
def test_create_trade(conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
buy_signal = mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
get_orderbook=MagicMock(return_value={
'bid': [{
'Quantity': 1,
'Rate': 0.07256061
}],
'ask': [{
'Quantity': 1,
'Rate': 0.072661
}]
}),
buy=MagicMock(return_value='mocked_order_id'))
# Save state of current whitelist
@@ -82,15 +88,21 @@ def test_create_trade(conf, mocker):
[call('BTC_ETH'), call('BTC_TKN'), call('BTC_TRST'), call('BTC_SWT')]
)
def test_handle_trade(conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.17256061,
'ask': 0.172661,
'last': 0.17256061
get_orderbook=MagicMock(return_value={
'bid': [{
'Quantity': 1,
'Rate': 0.17256061
}],
'ask': [{
'Quantity': 1,
'Rate': 0.172661
}]
}),
buy=MagicMock(return_value='mocked_order_id'))
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
@@ -101,6 +113,7 @@ def test_handle_trade(conf, mocker):
assert trade.close_date is not None
assert trade.open_order_id == 'dry_run'
def test_close_trade(conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
@@ -113,14 +126,47 @@ def test_close_trade(conf, mocker):
assert closed
assert not trade.is_open
def test_balance_fully_bid_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'bid_ask_balance': 0.0}})
orderbook = {
'bid': [{
'Quantity': 10,
'Rate': 10
}],
'ask': [{
'Quantity': 20,
'Rate': 20
}]
}
assert get_target_bid(orderbook) == 10
def test_balance_fully_ask_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 20
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'bid_ask_balance': 1.0}})
orderbook = {
'bid': [{
'Quantity': 10,
'Rate': 10
}],
'ask': [{
'Quantity': 20,
'Rate': 20
}]
}
assert get_target_bid(orderbook) == 20
def test_balance_fully_last_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 10
def test_balance_when_last_bigger_than_ask(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 5, 'last': 10}) == 5
def test_balance_half(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'bid_ask_balance': 0.5}})
orderbook = {
'bid': [{
'Quantity': 10,
'Rate': 10
}],
'ask': [{
'Quantity': 20,
'Rate': 20
}]
}
assert get_target_bid(orderbook) == 15

60
freqtrade/tests/test_telegram.py
View File

@@ -25,7 +25,7 @@ def conf():
"0": 0.02
},
"bid_strategy": {
"ask_last_balance": 0.0
"bid_ask_balance": 1.0,
},
"exchange": {
"name": "bittrex",
@@ -46,6 +46,7 @@ def conf():
validate(configuration, CONF_SCHEMA)
return configuration
@pytest.fixture
def update():
_update = Update(0)
@@ -64,10 +65,15 @@ def test_status_handle(conf, update, mocker):
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
get_orderbook=MagicMock(return_value={
'bid': [{
'Quantity': 1,
'Rate': 0.07256061
}],
'ask': [{
'Quantity': 1,
'Rate': 0.072661
}]
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
@@ -82,6 +88,7 @@ def test_status_handle(conf, update, mocker):
assert msg_mock.call_count == 2
assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
def test_profit_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
@@ -89,10 +96,15 @@ def test_profit_handle(conf, update, mocker):
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
get_orderbook=MagicMock(return_value={
'bid': [{
'Quantity': 1,
'Rate': 0.07256061
}],
'ask': [{
'Quantity': 1,
'Rate': 0.072661
}]
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
@@ -112,6 +124,7 @@ def test_profit_handle(conf, update, mocker):
assert msg_mock.call_count == 2
assert '(100.00%)' in msg_mock.call_args_list[-1][0][0]
def test_forcesell_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
@@ -119,10 +132,15 @@ def test_forcesell_handle(conf, update, mocker):
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
get_orderbook=MagicMock(return_value={
'bid': [{
'Quantity': 1,
'Rate': 0.07256061
}],
'ask': [{
'Quantity': 1,
'Rate': 0.072661
}]
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
@@ -140,6 +158,7 @@ def test_forcesell_handle(conf, update, mocker):
assert 'Selling [BTC/ETH]' in msg_mock.call_args_list[-1][0][0]
assert '0.072561' in msg_mock.call_args_list[-1][0][0]
def test_performance_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
@@ -147,10 +166,15 @@ def test_performance_handle(conf, update, mocker):
mocker.patch.multiple('freqtrade.main.telegram', _CONF=conf, init=MagicMock(), send_msg=msg_mock)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.07256061,
'ask': 0.072661,
'last': 0.07256061
get_orderbook=MagicMock(return_value={
'bid': [{
'Quantity': 1,
'Rate': 0.07256061
}],
'ask': [{
'Quantity': 1,
'Rate': 0.072661
}]
}),
buy=MagicMock(return_value='mocked_order_id'))
init(conf, 'sqlite://')
@@ -171,6 +195,7 @@ def test_performance_handle(conf, update, mocker):
assert 'Performance' in msg_mock.call_args_list[-1][0][0]
assert 'BTC_ETH 100.00%' in msg_mock.call_args_list[-1][0][0]
def test_start_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
msg_mock = MagicMock()
@@ -184,6 +209,7 @@ def test_start_handle(conf, update, mocker):
assert get_state() == State.RUNNING
assert msg_mock.call_count == 0
def test_stop_handle(conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', conf)
msg_mock = MagicMock()