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Merge branch 'freqtrade:develop' into dca

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This commit is contained in:
Reigo Reinmets
2021-12-12 08:31:38 +02:00
committed by GitHub
parent 64558e60d3 c12f2378db
commit 8dacd987b9
7 changed files with 37 additions and 18 deletions
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36
tests/exchange/test_exchange.py
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@@ -2948,39 +2948,49 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
assert ex.extract_cost_curr_rate(order) == expected
@pytest.mark.parametrize("order,expected", [
@pytest.mark.parametrize("order,unknown_fee_rate,expected", [
# Using base-currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1),
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, None, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08),
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, None, 0.08),
# Using quote currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1),
'fee': {'currency': 'BTC', 'cost': 0.005}}, None, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04),
'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, None, 0.04),
# Using foreign currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
'fee': {'currency': 'NEO', 'cost': 0.0012}}, None, 0.001944),
({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, None, 0.00074305),
# Rate included in return - return as is
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, None, 0.01),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, None, 0.005),
# 0.1% filled - no costs (kraken - #3431)
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None),
'fee': {'currency': 'BTC', 'cost': 0.0, 'rate': None}}, None, None),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, 0.0),
'fee': {'currency': 'ETH', 'cost': 0.0, 'rate': None}}, None, 0.0),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.0,
'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None),
'fee': {'currency': 'NEO', 'cost': 0.0, 'rate': None}}, None, None),
# Invalid pair combination - POINT/BTC is not a pair
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, None, None),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
])
def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
if unknown_fee_rate:
default_conf['exchange']['unknown_fee_rate'] = unknown_fee_rate
ex = get_patched_exchange(mocker, default_conf)
assert ex.calculate_fee_rate(order) == expected