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Partially revert prior commit, use correct exchange class

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This commit is contained in:
Matthias 2022-08-29 21:51:10 +02:00
parent eee2071e32
commit 71846ecbf2
1 changed files with 13 additions and 15 deletions
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28
tests/exchange/test_exchange.py
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@ -5023,7 +5023,7 @@ def test_get_liquidation_price1(mocker, default_conf):
) )
@pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05]) @pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
@pytest.mark.parametrize( @pytest.mark.parametrize(
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [ "is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
(False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None), (False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
@ -5043,17 +5043,15 @@ def test_get_liquidation_price1(mocker, default_conf):
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.723905723905723), (False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.723905723905723),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 8.063973063973064), (False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 8.063973063973064),
# Gateio/okx, short # Gateio/okx, short
(True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.89108910891089), (True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.886138613861386), (True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.211221122112212), (True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.193482419684678),
(True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.514851485148514), (True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.499307342172967),
(True, 'futures', 'okx', 'isolated', 3, 10, 1.0, 13.193482419684678),
# Gateio/okx, long # Gateio/okx, long
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.070707070707071), (False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.723905723905723), (False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
(True, 'futures', 'okx', 'isolated', 5, 8, 1.0, 9.514851485148514), (False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
(False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.723905723905723),
# (True, 'futures', 'okx', 'isolated', 11.87413417771621),
# (False, 'futures', 'okx', 'isolated', 8.085708510208207),
] ]
) )
def test_get_liquidation_price( def test_get_liquidation_price(
@ -5126,7 +5124,7 @@ def test_get_liquidation_price(
default_conf_usdt['exchange']['name'] = exchange_name default_conf_usdt['exchange']['name'] = exchange_name
default_conf_usdt['margin_mode'] = margin_mode default_conf_usdt['margin_mode'] = margin_mode
mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes') mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes')
exchange = get_patched_exchange(mocker, default_conf_usdt) exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01)) exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))
exchange.name = exchange_name exchange.name = exchange_name
@ -5137,8 +5135,8 @@ def test_get_liquidation_price(
pair='ETH/USDT:USDT', pair='ETH/USDT:USDT',
open_rate=open_rate, open_rate=open_rate,
amount=amount, amount=amount,
stake_amount=(amount * open_rate) / leverage, stake_amount=amount * open_rate / leverage,
wallet_balance=(amount * open_rate) / leverage, wallet_balance=amount * open_rate / leverage,
# leverage=leverage, # leverage=leverage,
is_short=is_short, is_short=is_short,
) )
@ -5147,7 +5145,7 @@ def test_get_liquidation_price(
else: else:
buffer_amount = liquidation_buffer * abs(open_rate - expected_liq) buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
assert pytest.approx(expected_liq) == liq assert isclose(expected_liq, liq)
@pytest.mark.parametrize('contract_size,order_amount', [ @pytest.mark.parametrize('contract_size,order_amount', [