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Add test verifying correct price reduction on limit stoploss orders

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This commit is contained in:
Matthias 2020-05-15 08:09:53 +02:00
parent 92b6d3e2fa
commit a7b469e83d
1 changed files with 9 additions and 5 deletions
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14
tests/exchange/test_binance.py
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@ -9,7 +9,12 @@ from freqtrade.exceptions import (DependencyException, InvalidOrderException,
from tests.conftest import get_patched_exchange
def test_stoploss_order_binance(default_conf, mocker):
@pytest.mark.parametrize('limitratio,expected', [
(None, 220 * 0.99),
(0.99, 220 * 0.99),
(0.98, 220 * 0.98),
])
def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
order_type = 'stop_loss_limit'
@ -20,7 +25,6 @@ def test_stoploss_order_binance(default_conf, mocker):
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
@ -32,8 +36,8 @@ def test_stoploss_order_binance(default_conf, mocker):
order_types={'stoploss_on_exchange_limit_ratio': 1.05})
api_mock.create_order.reset_mock()
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types)
assert 'id' in order
assert 'info' in order
@ -43,7 +47,7 @@ def test_stoploss_order_binance(default_conf, mocker):
assert api_mock.create_order.call_args_list[0][1]['side'] == 'sell'
assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
# Price should be 1% below stopprice
assert api_mock.create_order.call_args_list[0][1]['price'] == 220 * 0.99
assert api_mock.create_order.call_args_list[0][1]['price'] == expected
assert api_mock.create_order.call_args_list[0][1]['params'] == {'stopPrice': 220}
# test exception handling