Update tests for removed order_book_max option

This commit is contained in:
Matthias 2021-06-25 20:41:41 +02:00
parent ae6a5c908e
commit 8c542e4028
4 changed files with 11 additions and 10 deletions

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@ -33,3 +33,8 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i
### deprecation of bidVolume and askVolume from volume-pairlist ### deprecation of bidVolume and askVolume from volume-pairlist
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. 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.
### Using order book steps for sell price
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.
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):
}, },
"ask_strategy": { "ask_strategy": {
"use_order_book": False, "use_order_book": False,
"order_book_min": 1, "order_book_top": 1,
"order_book_max": 1
}, },
"exchange": { "exchange": {
"name": "binance", "name": "binance",

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@ -1844,8 +1844,7 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
# Test orderbook mode # Test orderbook mode
default_conf['ask_strategy']['price_side'] = side default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_top'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
pair = "ETH/BTC" pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
@ -1862,8 +1861,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
# Test orderbook mode # Test orderbook mode
default_conf['ask_strategy']['price_side'] = 'ask' default_conf['ask_strategy']['price_side'] = 'ask'
default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_top'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
pair = "ETH/BTC" pair = "ETH/BTC"
# Test What happens if the exchange returns an empty orderbook. # Test What happens if the exchange returns an empty orderbook.
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
@ -1871,7 +1869,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
with pytest.raises(PricingError): with pytest.raises(PricingError):
exchange.get_sell_rate(pair, True) exchange.get_sell_rate(pair, True)
assert log_has("Sell Price at location from orderbook could not be determined.", caplog) assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*", caplog)
def test_get_sell_rate_exception(default_conf, mocker, caplog): 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
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
default_conf['exchange']['name'] = 'binance' default_conf['exchange']['name'] = 'binance'
default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_top'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
default_conf['telegram']['enabled'] = False default_conf['telegram']['enabled'] = False
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
@ -4027,7 +4026,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
return_value={'bids': [[]], 'asks': [[]]}) return_value={'bids': [[]], 'asks': [[]]})
with pytest.raises(PricingError): with pytest.raises(PricingError):
freqtrade.handle_trade(trade) freqtrade.handle_trade(trade)
assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog) assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog)
def test_startup_state(default_conf, mocker): def test_startup_state(default_conf, mocker):