From b79d967371c175f38706bb6409181d71d85f09de Mon Sep 17 00:00:00 2001 From: iuvbio Date: Fri, 22 Feb 2019 01:48:35 +0100 Subject: [PATCH] add tests, further consolidate orders --- freqtrade/exchange/__init__.py | 36 +++++++--------- freqtrade/tests/exchange/test_exchange.py | 50 +++++++++++++++++++++++ 2 files changed, 65 insertions(+), 21 deletions(-) diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py index 2580bf6b1..26fd56b59 100644 --- a/freqtrade/exchange/__init__.py +++ b/freqtrade/exchange/__init__.py @@ -283,7 +283,7 @@ class Exchange(object): return price def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, - rate: float, params: Dict = {}) -> Tuple[str, Dict[str, Any]]: + rate: float, params: Dict = {}) -> Dict[str, Any]: order_id = f'dry_run_{side}_{randint(0, 10**6)}' dry_order = { # TODO: additional entry should be added for stoploss limit "id": order_id, @@ -297,11 +297,15 @@ class Exchange(object): 'status': 'closed', 'fee': None } - return order_id, dry_order + return dry_order def create_order(self, pair: str, ordertype: str, side: str, amount: float, rate: float, params: Dict = {}) -> Dict: try: + # Set the precision for amount and price(rate) as accepted by the exchange + amount = self.symbol_amount_prec(pair, amount) + rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None + return self._api.create_order(pair, ordertype, side, amount, rate, params) @@ -325,13 +329,9 @@ class Exchange(object): rate: float, time_in_force) -> Dict: if self._conf['dry_run']: - order_id, dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate) - self._dry_run_open_orders[order_id] = dry_order - return {'id': order_id} - - # Set the precision for amount and price(rate) as accepted by the exchange - amount = self.symbol_amount_prec(pair, amount) - rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None + dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate) + self._dry_run_open_orders[dry_order["id"]] = dry_order + return {"id": dry_order["id"]} params = self._params.copy() if time_in_force != 'gtc': @@ -343,13 +343,9 @@ class Exchange(object): rate: float, time_in_force='gtc') -> Dict: if self._conf['dry_run']: - order_id, dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate) - self._dry_run_open_orders[order_id] = dry_order - return {'id': order_id} - - # Set the precision for amount and price(rate) as accepted by the exchange - amount = self.symbol_amount_prec(pair, amount) - rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None + dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate) + self._dry_run_open_orders[dry_order["id"]] = dry_order + return {"id": dry_order["id"]} params = self._params.copy() if time_in_force != 'gtc': @@ -363,9 +359,7 @@ class Exchange(object): NOTICE: it is not supported by all exchanges. only binance is tested for now. """ ordertype = "stop_loss_limit" - # Set the precision for amount and price(rate) as accepted by the exchange - amount = self.symbol_amount_prec(pair, amount) - rate = self.symbol_price_prec(pair, rate) + stop_price = self.symbol_price_prec(pair, stop_price) # Ensure rate is less than stop price @@ -374,10 +368,10 @@ class Exchange(object): 'In stoploss limit order, stop price should be more than limit price') if self._conf['dry_run']: - order_id, dry_order = self.dry_run_order( + dry_order = self.dry_run_order( pair, ordertype, "sell", amount, stop_price) dry_order.update({"info": {}, "remaining": amount, "status": "open"}) - self._dry_run_open_orders[order_id] = dry_order + self._dry_run_open_orders[dry_order["id"]] = dry_order return dry_order params = self._params.copy() diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py index 72919103c..c646c0db7 100644 --- a/freqtrade/tests/exchange/test_exchange.py +++ b/freqtrade/tests/exchange/test_exchange.py @@ -441,6 +441,56 @@ def test_exchange_has(default_conf, mocker): assert not exchange.exchange_has("deadbeef") +@pytest.mark.parametrize("side", [ + ("buy"), + ("sell") +]) +def test_dry_run_order(default_conf, mocker, side): + default_conf['dry_run'] = True + exchange = get_patched_exchange(mocker, default_conf) + + order = exchange.dry_run_order( + pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200) + assert 'id' in order + assert f'dry_run_{side}_' in order["id"] + + +@pytest.mark.parametrize("side", [ + ("buy"), + ("sell") +]) +@pytest.mark.parametrize("ordertype,rate", [ + ("market", None), + ("limit", 200), + ("stop_loss_limit", 200) +]) +def test_create_order(default_conf, mocker, side, ordertype, rate): + api_mock = MagicMock() + order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6)) + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + } + }) + default_conf['dry_run'] = False + mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y) + mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y) + exchange = get_patched_exchange(mocker, default_conf, api_mock) + + order = exchange.create_order( + pair='ETH/BTC', ordertype=ordertype, side=side, amount=1, rate=200) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert api_mock.create_order.call_args[0][0] == 'ETH/BTC' + assert api_mock.create_order.call_args[0][1] == ordertype + assert api_mock.create_order.call_args[0][2] == side + assert api_mock.create_order.call_args[0][3] == 1 + assert api_mock.create_order.call_args[0][4] is rate + + def test_buy_dry_run(default_conf, mocker): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf)