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Created fixtures mark_ohlcv and funding_rate_history

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This commit is contained in:
Sam Germain 2021-11-01 01:04:42 -06:00
parent 5c52b21346
commit 77d247e179
2 changed files with 68 additions and 58 deletions
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64
tests/conftest.py
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@ -2365,3 +2365,67 @@ def limit_order_open(limit_buy_order_usdt_open, limit_sell_order_usdt_open):
'buy': limit_buy_order_usdt_open, 'buy': limit_buy_order_usdt_open,
'sell': limit_sell_order_usdt_open 'sell': limit_sell_order_usdt_open
} }
@pytest.fixture(scope='function')
def mark_ohlcv():
return [
[
1635674520000,
1.954,
1.95435369,
1.9524,
1.95255532,
0
],
[
1635674580000,
1.95255532,
1.95356934,
1.9507,
1.9507,
0
],
[
1635674640000,
1.9505,
1.95240962,
1.9502,
1.9506914,
0
],
[
1635674700000,
1.95067489,
1.95124984,
1.94852208,
1.9486,
0
]
]
@pytest.fixture(scope='function')
def funding_rate_history():
return [
{
"symbol": "ADA/USDT",
"fundingRate": 0.00042396,
"timestamp": 1635580800001
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.00036859,
"timestamp": 1635609600013
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.0005205,
"timestamp": 1635638400008
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.00068396,
"timestamp": 1635667200010
}
]

62
tests/exchange/test_exchange.py
View File

@ -3337,42 +3337,9 @@ def test__get_funding_fee_dates(exchange, d1, d2):
return return
def test__get_mark_price_history(mocker, default_conf): def test__get_mark_price_history(mocker, default_conf, mark_ohlcv):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.fetch_ohlcv = MagicMock(return_value=[ api_mock.fetch_ohlcv = MagicMock(return_value=mark_ohlcv)
[
1635674520000,
1.954,
1.95435369,
1.9524,
1.95255532,
0
],
[
1635674580000,
1.95255532,
1.95356934,
1.9507,
1.9507,
0
],
[
1635674640000,
1.9505,
1.95240962,
1.9502,
1.9506914,
0
],
[
1635674700000,
1.95067489,
1.95124984,
1.94852208,
1.9486,
0
]
])
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
# mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y) # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
@ -3397,30 +3364,9 @@ def test__get_mark_price_history(mocker, default_conf):
) )
def test_get_funding_rate_history(mocker, default_conf): def test_get_funding_rate_history(mocker, default_conf, funding_rate_history):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.fetch_funding_rate_history = MagicMock(return_value=[ api_mock.fetch_funding_rate_history = MagicMock(return_value=funding_rate_history)
{
"symbol": "ADA/USDT",
"fundingRate": 0.00042396,
"timestamp": 1635580800001
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.00036859,
"timestamp": 1635609600013
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.0005205,
"timestamp": 1635638400008
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.00068396,
"timestamp": 1635667200010
}
])
type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True}) type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
# mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y) # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)