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persistence all to one test file, use more regular values like 2.0 for persistence tests

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This commit is contained in:
Sam Germain
2021-07-20 17:56:57 -06:00
parent a900570f1a
commit 6ad9b535a9
7 changed files with 963 additions and 1692 deletions
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161
tests/conftest.py
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@@ -205,16 +205,22 @@ def create_mock_trades(fee, use_db: bool = True):
# Simulate dry_run entries
trade = mock_trade_1(fee)
add_trade(trade)
trade = mock_trade_2(fee)
add_trade(trade)
trade = mock_trade_3(fee)
add_trade(trade)
trade = mock_trade_4(fee)
add_trade(trade)
trade = mock_trade_5(fee)
add_trade(trade)
trade = mock_trade_6(fee)
add_trade(trade)
if use_db:
Trade.query.session.flush()
@@ -231,6 +237,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
# Simulate dry_run entries
trade = mock_trade_1(fee)
add_trade(trade)
trade = mock_trade_2(fee)
add_trade(trade)
@@ -248,6 +255,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
trade = short_trade(fee)
add_trade(trade)
trade = leverage_trade(fee)
add_trade(trade)
if use_db:
@@ -2111,105 +2119,12 @@ def saved_hyperopt_results():
for res in hyperopt_res:
res['results_metrics']['holding_avg_s'] = res['results_metrics']['holding_avg'
].total_seconds()
return hyperopt_res
# * Margin Tests
@pytest.fixture(scope='function')
def limit_short_order_open():
return {
'id': 'mocked_limit_short',
'type': 'limit',
'side': 'sell',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173,
'amount': 90.99181073,
'leverage': 1.0,
'filled': 0.0,
'cost': 0.00106733393,
'remaining': 90.99181073,
'status': 'open',
'is_short': True
}
@pytest.fixture
def limit_exit_short_order_open():
return {
'id': 'mocked_limit_exit_short',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001099,
'amount': 90.99370639272354,
'filled': 0.0,
'remaining': 90.99370639272354,
'status': 'open',
'leverage': 1.0
}
@pytest.fixture(scope='function')
def limit_short_order(limit_short_order_open):
order = deepcopy(limit_short_order_open)
order['status'] = 'closed'
order['filled'] = order['amount']
order['remaining'] = 0.0
return order
@pytest.fixture
def limit_exit_short_order(limit_exit_short_order_open):
order = deepcopy(limit_exit_short_order_open)
order['remaining'] = 0.0
order['filled'] = order['amount']
order['status'] = 'closed'
return order
@pytest.fixture(scope='function')
def market_short_order():
return {
'id': 'mocked_market_short',
'type': 'market',
'side': 'sell',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004173,
'amount': 275.97543219,
'filled': 275.97543219,
'remaining': 0.0,
'status': 'closed',
'is_short': True,
'leverage': 3.0,
}
@pytest.fixture
def market_exit_short_order():
return {
'id': 'mocked_limit_exit_short',
'type': 'market',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004099,
'amount': 276.113419906095,
'filled': 276.113419906095,
'remaining': 0.0,
'status': 'closed',
'leverage': 3.0
}
# leverage 3x
@pytest.fixture(scope='function')
def limit_lev_buy_order_open():
def limit_buy_order_usdt_open():
return {
'id': 'mocked_limit_buy',
'type': 'limit',
@@ -2217,20 +2132,18 @@ def limit_lev_buy_order_open():
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001099,
'amount': 272.97543219,
'price': 2.00,
'amount': 30.0,
'filled': 0.0,
'cost': 0.0009999999999226999,
'remaining': 272.97543219,
'leverage': 3.0,
'status': 'open',
'exchange': 'binance',
'cost': 60.0,
'remaining': 30.0,
'status': 'open'
}
@pytest.fixture(scope='function')
def limit_lev_buy_order(limit_lev_buy_order_open):
order = deepcopy(limit_lev_buy_order_open)
def limit_buy_order_usdt(limit_buy_order_usdt_open):
order = deepcopy(limit_buy_order_usdt_open)
order['status'] = 'closed'
order['filled'] = order['amount']
order['remaining'] = 0.0
@@ -2238,7 +2151,7 @@ def limit_lev_buy_order(limit_lev_buy_order_open):
@pytest.fixture
def limit_lev_sell_order_open():
def limit_sell_order_usdt_open():
return {
'id': 'mocked_limit_sell',
'type': 'limit',
@@ -2246,19 +2159,17 @@ def limit_lev_sell_order_open():
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173,
'amount': 272.97543219,
'price': 2.20,
'amount': 30.0,
'filled': 0.0,
'remaining': 272.97543219,
'leverage': 3.0,
'status': 'open',
'exchange': 'binance'
'remaining': 30.0,
'status': 'open'
}
@pytest.fixture
def limit_lev_sell_order(limit_lev_sell_order_open):
order = deepcopy(limit_lev_sell_order_open)
def limit_sell_order_usdt(limit_sell_order_usdt_open):
order = deepcopy(limit_sell_order_usdt_open)
order['remaining'] = 0.0
order['filled'] = order['amount']
order['status'] = 'closed'
@@ -2266,36 +2177,32 @@ def limit_lev_sell_order(limit_lev_sell_order_open):
@pytest.fixture(scope='function')
def market_lev_buy_order():
def market_buy_order_usdt():
return {
'id': 'mocked_market_buy',
'type': 'market',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004099,
'amount': 275.97543219,
'filled': 275.97543219,
'price': 2.00,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
'status': 'closed',
'exchange': 'kraken',
'leverage': 3.0
'status': 'closed'
}
@pytest.fixture
def market_lev_sell_order():
def market_sell_order_usdt():
return {
'id': 'mocked_limit_sell',
'type': 'market',
'side': 'sell',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004173,
'amount': 275.97543219,
'filled': 275.97543219,
'price': 2.20,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
'status': 'closed',
'leverage': 3.0,
'exchange': 'kraken'
'status': 'closed'
}