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

Add tests for exchange functions that comply with ccxt

Browse Source
This commit is contained in:
enenn
2018-03-23 23:02:43 +01:00
parent d387b68b85
commit 800c327b12
2 changed files with 316 additions and 231 deletions
Download Patch File Download Diff File Expand all files Collapse all files

218
freqtrade/tests/conftest.py
View File

@@ -73,11 +73,11 @@ def default_conf():
"key": "key",
"secret": "secret",
"pair_whitelist": [
"BTC_ETH",
"BTC_TKN",
"BTC_TRST",
"BTC_SWT",
"BTC_BCC"
"ETH/BTC",
"TKN/BTC",
"TRST/BTC",
"SWT/BTC",
"BCC/BTC"
]
},
"telegram": {
@@ -160,13 +160,14 @@ def health():
def limit_buy_order():
return {
'id': 'mocked_limit_buy',
'type': 'LIMIT_BUY',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'opened': str(arrow.utcnow().datetime),
'rate': 0.00001099,
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 0.0,
'closed': str(arrow.utcnow().datetime),
'status': 'closed'
}
@@ -174,12 +175,14 @@ def limit_buy_order():
def limit_buy_order_old():
return {
'id': 'mocked_limit_buy_old',
'type': 'LIMIT_BUY',
'pair': 'BTC_ETH',
'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
'rate': 0.00001099,
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 90.99181073,
'status': 'open'
}
@@ -187,12 +190,14 @@ def limit_buy_order_old():
def limit_sell_order_old():
return {
'id': 'mocked_limit_sell_old',
'type': 'LIMIT_SELL',
'pair': 'BTC_ETH',
'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
'rate': 0.00001099,
'type': 'limit',
'side': 'sell',
'pair': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 90.99181073,
'status': 'open'
}
@@ -200,12 +205,14 @@ def limit_sell_order_old():
def limit_buy_order_old_partial():
return {
'id': 'mocked_limit_buy_old_partial',
'type': 'LIMIT_BUY',
'pair': 'BTC_ETH',
'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
'rate': 0.00001099,
'type': 'limit',
'side': 'buy',
'pair': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 67.99181073,
'status': 'open'
}
@@ -213,16 +220,47 @@ def limit_buy_order_old_partial():
def limit_sell_order():
return {
'id': 'mocked_limit_sell',
'type': 'LIMIT_SELL',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'opened': str(arrow.utcnow().datetime),
'rate': 0.00001173,
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001173,
'amount': 90.99181073,
'remaining': 0.0,
'closed': str(arrow.utcnow().datetime),
'status': 'closed'
}
@pytest.fixture
def ticker_history_api():
return [
[
1511686200000, # unix timestamp ms
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
0.0877869, # volume (in quote currency)
],
[
1511686500000,
8.88e-05,
8.942e-05,
8.88e-05,
8.893e-05,
0.05874751,
],
[
1511686800,
8.891e-05,
8.893e-05,
8.875e-05,
8.877e-05,
0.7039405
]
]
@pytest.fixture
def ticker_history():
return [
@@ -299,133 +337,3 @@ def result():
# return the open-order-id
# See tests in rpc/main that could use this
@pytest.fixture
def get_market_summaries_data():
"""
This fixture is a real result from exchange.get_market_summaries() but reduced to only
8 entries. 4 BTC, 4 USTD
:return: JSON market summaries
"""
return [
{
'Ask': 1.316e-05,
'BaseVolume': 5.72599471,
'Bid': 1.3e-05,
'Created': '2014-04-14T00:00:00',
'High': 1.414e-05,
'Last': 1.298e-05,
'Low': 1.282e-05,
'MarketName': 'BTC-XWC',
'OpenBuyOrders': 2000,
'OpenSellOrders': 1484,
'PrevDay': 1.376e-05,
'TimeStamp': '2018-02-05T01:32:40.493',
'Volume': 424041.21418375
},
{
'Ask': 0.00627051,
'BaseVolume': 93.23302388,
'Bid': 0.00618192,
'Created': '2016-10-20T04:48:30.387',
'High': 0.00669897,
'Last': 0.00618192,
'Low': 0.006,
'MarketName': 'BTC-XZC',
'OpenBuyOrders': 343,
'OpenSellOrders': 2037,
'PrevDay': 0.00668229,
'TimeStamp': '2018-02-05T01:32:43.383',
'Volume': 14863.60730702
},
{
'Ask': 0.01137247,
'BaseVolume': 383.55922657,
'Bid': 0.01136006,
'Created': '2016-11-15T20:29:59.73',
'High': 0.012,
'Last': 0.01137247,
'Low': 0.01119883,
'MarketName': 'BTC-ZCL',
'OpenBuyOrders': 1332,
'OpenSellOrders': 5317,
'PrevDay': 0.01179603,
'TimeStamp': '2018-02-05T01:32:42.773',
'Volume': 33308.07358285
},
{
'Ask': 0.04155821,
'BaseVolume': 274.75369074,
'Bid': 0.04130002,
'Created': '2016-10-28T17:13:10.833',
'High': 0.04354429,
'Last': 0.041585,
'Low': 0.0413,
'MarketName': 'BTC-ZEC',
'OpenBuyOrders': 863,
'OpenSellOrders': 5579,
'PrevDay': 0.0429,
'TimeStamp': '2018-02-05T01:32:43.21',
'Volume': 6479.84033259
},
{
'Ask': 210.99999999,
'BaseVolume': 615132.70989532,
'Bid': 210.05503736,
'Created': '2017-07-21T01:08:49.397',
'High': 257.396,
'Last': 211.0,
'Low': 209.05333589,
'MarketName': 'USDT-XMR',
'OpenBuyOrders': 180,
'OpenSellOrders': 1203,
'PrevDay': 247.93528899,
'TimeStamp': '2018-02-05T01:32:43.117',
'Volume': 2688.17410793
},
{
'Ask': 0.79589979,
'BaseVolume': 9349557.01853031,
'Bid': 0.789226,
'Created': '2017-07-14T17:10:10.737',
'High': 0.977,
'Last': 0.79589979,
'Low': 0.781,
'MarketName': 'USDT-XRP',
'OpenBuyOrders': 1075,
'OpenSellOrders': 6508,
'PrevDay': 0.93300218,
'TimeStamp': '2018-02-05T01:32:42.383',
'Volume': 10801663.00788851
},
{
'Ask': 0.05154982,
'BaseVolume': 2311087.71232136,
'Bid': 0.05040107,
'Created': '2017-12-29T19:29:18.357',
'High': 0.06668561,
'Last': 0.0508,
'Low': 0.05006731,
'MarketName': 'USDT-XVG',
'OpenBuyOrders': 655,
'OpenSellOrders': 5544,
'PrevDay': 0.0627,
'TimeStamp': '2018-02-05T01:32:41.507',
'Volume': 40031424.2152716
},
{
'Ask': 332.65500022,
'BaseVolume': 562911.87455665,
'Bid': 330.00000001,
'Created': '2017-07-14T17:10:10.673',
'High': 401.59999999,
'Last': 332.65500019,
'Low': 330.0,
'MarketName': 'USDT-ZEC',
'OpenBuyOrders': 161,
'OpenSellOrders': 1731,
'PrevDay': 391.42,
'TimeStamp': '2018-02-05T01:32:42.947',
'Volume': 1571.09647946
}
]