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Merge branch 'feat/short' into lev-exchange

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This commit is contained in:
Sam Germain
2021-09-04 20:15:36 -06:00
parent d4389eb07d 5184cc7749
commit 7eab855476
95 changed files with 1757 additions and 1148 deletions
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15
tests/exchange/test_ccxt_compat.py
View File

@@ -42,6 +42,11 @@ EXCHANGES = {
'hasQuoteVolume': True,
'timeframe': '5m',
},
'gateio': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
},
}
@@ -142,8 +147,8 @@ class TestCCXTExchange():
def test_ccxt_get_fee(self, exchange):
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
assert 0 < exchange.get_fee(pair, 'limit', 'buy') < 1
assert 0 < exchange.get_fee(pair, 'limit', 'sell') < 1
assert 0 < exchange.get_fee(pair, 'market', 'buy') < 1
assert 0 < exchange.get_fee(pair, 'market', 'sell') < 1
threshold = 0.01
assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold

72
tests/exchange/test_exchange.py
View File

@@ -591,7 +591,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
@pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
default_conf['stake_currency'] = stake_currency
api_mock = MagicMock()
type(api_mock).load_markets = MagicMock(return_value={
@@ -605,7 +605,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
Exchange(default_conf)
def test_validate_stake_currency_error(default_conf, mocker, caplog):
def test_validate_stakecurrency_error(default_conf, mocker, caplog):
default_conf['stake_currency'] = 'XRP'
api_mock = MagicMock()
type(api_mock).load_markets = MagicMock(return_value={
@@ -621,6 +621,13 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
'Available currencies are: BTC, ETH, USDT'):
Exchange(default_conf)
type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.'))
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
with pytest.raises(OperationalException,
match=r'Could not load markets, therefore cannot start\. Please.*'):
Exchange(default_conf)
def test_get_quote_currencies(default_conf, mocker):
ex = get_patched_exchange(mocker, default_conf)
@@ -1018,16 +1025,21 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
assert order['fee']
@pytest.mark.parametrize("side,amount,endprice", [
("buy", 1, 25.566),
("buy", 100, 25.5672), # Requires interpolation
("buy", 1000, 25.575), # More than orderbook return
("sell", 1, 25.563),
("sell", 100, 25.5625), # Requires interpolation
("sell", 1000, 25.5555), # More than orderbook return
@pytest.mark.parametrize("side,rate,amount,endprice", [
# spread is 25.263-25.266
("buy", 25.564, 1, 25.566),
("buy", 25.564, 100, 25.5672), # Requires interpolation
("buy", 25.590, 100, 25.5672), # Price above spread ... average is lower
("buy", 25.564, 1000, 25.575), # More than orderbook return
("buy", 24.000, 100000, 25.200), # Run into max_slippage of 5%
("sell", 25.564, 1, 25.563),
("sell", 25.564, 100, 25.5625), # Requires interpolation
("sell", 25.510, 100, 25.5625), # price below spread - average is higher
("sell", 25.564, 1000, 25.5555), # More than orderbook return
("sell", 27, 10000, 25.65), # max-slippage 5%
])
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
exchange_name, order_book_l2_usd):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -1037,7 +1049,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, en
)
order = exchange.create_dry_run_order(
pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=rate)
assert 'id' in order
assert f'dry_run_{side}_' in order["id"]
assert order["side"] == side
@@ -1593,13 +1605,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
# empty dicts
assert not exchange._klines
exchange.refresh_latest_ohlcv(pairs, cache=False)
res = exchange.refresh_latest_ohlcv(pairs, cache=False)
# No caching
assert not exchange._klines
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 2
exchange._api_async.fetch_ohlcv.reset_mock()
exchange.refresh_latest_ohlcv(pairs)
res = exchange.refresh_latest_ohlcv(pairs)
assert len(res) == len(pairs)
assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
assert exchange._klines
@@ -1616,12 +1631,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
# test caching
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]} ...",
caplog)
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
cache=False)
assert len(res) == 3
@pytest.mark.asyncio
@@ -1873,6 +1892,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
('buy', 'ask', None, 4, 4, 0, 4), # ask not available
('buy', 'ask', None, None, 4, 0, 4), # ask not available
('buy', 'bid', 6, None, 4, 0, 5), # bid not available
('buy', 'bid', None, None, 4, 0, 5), # No rate available
('sell', 'ask', None, 4, 4, 0, 4), # ask not available
('sell', 'ask', None, None, 4, 0, 4), # ask not available
('sell', 'bid', 6, None, 4, 0, 5), # bid not available
('sell', 'bid', None, None, 4, 0, 5), # bid not available
])
def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['ask_last_balance'] = last_ab
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'last': last, 'bid': bid})
with pytest.raises(PricingError):
exchange.get_rate('ETH/BTC', refresh=True, side=entry)
@pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side