Update tests for removed order_book_max option
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@ -33,3 +33,8 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i
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### deprecation of bidVolume and askVolume from volume-pairlist
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### deprecation of bidVolume and askVolume from volume-pairlist
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Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.
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Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.
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### Using order book steps for sell price
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Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
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As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.6.
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@ -290,8 +290,7 @@ def get_default_conf(testdatadir):
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},
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},
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"ask_strategy": {
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"ask_strategy": {
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"use_order_book": False,
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"use_order_book": False,
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"order_book_min": 1,
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"order_book_top": 1,
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"order_book_max": 1
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},
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},
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"exchange": {
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"exchange": {
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"name": "binance",
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"name": "binance",
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@ -1844,8 +1844,7 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
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# Test orderbook mode
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# Test orderbook mode
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default_conf['ask_strategy']['price_side'] = side
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default_conf['ask_strategy']['price_side'] = side
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['order_book_min'] = 1
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default_conf['ask_strategy']['order_book_top'] = 1
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default_conf['ask_strategy']['order_book_max'] = 2
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pair = "ETH/BTC"
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pair = "ETH/BTC"
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf)
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@ -1862,8 +1861,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
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# Test orderbook mode
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# Test orderbook mode
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default_conf['ask_strategy']['price_side'] = 'ask'
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default_conf['ask_strategy']['price_side'] = 'ask'
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['order_book_min'] = 1
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default_conf['ask_strategy']['order_book_top'] = 1
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default_conf['ask_strategy']['order_book_max'] = 2
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pair = "ETH/BTC"
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pair = "ETH/BTC"
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# Test What happens if the exchange returns an empty orderbook.
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# Test What happens if the exchange returns an empty orderbook.
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
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@ -1871,7 +1869,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf)
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with pytest.raises(PricingError):
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with pytest.raises(PricingError):
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exchange.get_sell_rate(pair, True)
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exchange.get_sell_rate(pair, True)
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assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
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assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*", caplog)
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def test_get_sell_rate_exception(default_conf, mocker, caplog):
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def test_get_sell_rate_exception(default_conf, mocker, caplog):
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@ -3990,8 +3990,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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default_conf['exchange']['name'] = 'binance'
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default_conf['exchange']['name'] = 'binance'
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['use_order_book'] = True
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default_conf['ask_strategy']['order_book_min'] = 1
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default_conf['ask_strategy']['order_book_top'] = 1
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default_conf['ask_strategy']['order_book_max'] = 2
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default_conf['telegram']['enabled'] = False
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default_conf['telegram']['enabled'] = False
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patch_RPCManager(mocker)
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_exchange(mocker)
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@ -4027,7 +4026,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
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return_value={'bids': [[]], 'asks': [[]]})
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return_value={'bids': [[]], 'asks': [[]]})
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with pytest.raises(PricingError):
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with pytest.raises(PricingError):
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freqtrade.handle_trade(trade)
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freqtrade.handle_trade(trade)
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assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog)
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assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog)
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def test_startup_state(default_conf, mocker):
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def test_startup_state(default_conf, mocker):
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