Merge branch 'feat/short' into lev-freqtradebot
This commit is contained in:
Sam Germain
@@ -277,6 +277,7 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
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(234.43, 4, 0.5, 234.5),
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(234.53, 4, 0.5, 235.0),
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(0.891534, 4, 0.0001, 0.8916),
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(64968.89, 4, 0.01, 64968.89),
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])
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def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
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@@ -295,7 +296,7 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi
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PropertyMock(return_value=precision_mode))
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pair = 'ETH/BTC'
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assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
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assert exchange.price_to_precision(pair, price) == expected
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@pytest.mark.parametrize("price,precision_mode,precision,expected", [
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@@ -1895,6 +1896,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
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('ask', 20, 19, 10, 0.3, 17), # Between ask and last
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('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
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('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
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('ask', 20, 19, 10, None, 20), # ask_last_balance missing
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('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
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('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
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('ask', 4, 5, None, 1, 4), # last not available - uses ask
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@@ -1905,6 +1907,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
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('bid', 21, 20, 10, 0.7, 13), # Between bid and last
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('bid', 21, 20, 10, 0.3, 17), # Between bid and last
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('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
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('bid', 21, 20, 10, None, 20), # ask_last_balance missing
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('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
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('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
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('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
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@@ -1914,7 +1917,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
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def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
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last, last_ab, expected) -> None:
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caplog.set_level(logging.DEBUG)
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default_conf['bid_strategy']['ask_last_balance'] = last_ab
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if last_ab is None:
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del default_conf['bid_strategy']['ask_last_balance']
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else:
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default_conf['bid_strategy']['ask_last_balance'] = last_ab
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default_conf['bid_strategy']['price_side'] = side
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exchange = get_patched_exchange(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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@@ -1939,6 +1945,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
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('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
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('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
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('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
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('bid', 0.003, 0.002, 0.005, None, 0.002),
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('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
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('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
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('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
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@@ -1949,13 +1956,15 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
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('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
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('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
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('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
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('ask', 0.006, 1.0, 11.0, None, 0.006),
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])
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def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
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last, last_ab, expected) -> None:
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caplog.set_level(logging.DEBUG)
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default_conf['ask_strategy']['price_side'] = side
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default_conf['ask_strategy']['bid_last_balance'] = last_ab
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if last_ab is not None:
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default_conf['ask_strategy']['bid_last_balance'] = last_ab
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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return_value={'ask': ask, 'bid': bid, 'last': last})
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pair = "ETH/BTC"
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@@ -3048,6 +3057,74 @@ def test_calculate_backoff(retrycount, max_retries, expected):
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assert calculate_backoff(retrycount, max_retries) == expected
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@pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
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def test_get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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api_mock.fetch_funding_history = MagicMock(return_value=[
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{
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'amount': 0.14542,
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'code': 'USDT',
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'datetime': '2021-09-01T08:00:01.000Z',
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'id': '485478',
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'info': {'asset': 'USDT',
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'income': '0.14542',
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'incomeType': 'FUNDING_FEE',
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'info': 'FUNDING_FEE',
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'symbol': 'XRPUSDT',
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'time': '1630382001000',
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'tradeId': '',
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'tranId': '993203'},
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'symbol': 'XRP/USDT',
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'timestamp': 1630382001000
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},
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{
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'amount': -0.14642,
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'code': 'USDT',
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'datetime': '2021-09-01T16:00:01.000Z',
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'id': '485479',
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'info': {'asset': 'USDT',
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'income': '-0.14642',
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'incomeType': 'FUNDING_FEE',
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'info': 'FUNDING_FEE',
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'symbol': 'XRPUSDT',
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'time': '1630314001000',
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'tradeId': '',
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'tranId': '993204'},
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'symbol': 'XRP/USDT',
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'timestamp': 1630314001000
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}
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])
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type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True})
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# mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ')
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unix_time = int(date_time.timestamp())
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expected_fees = -0.001 # 0.14542341 + -0.14642341
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fees_from_datetime = exchange.get_funding_fees_from_exchange(
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pair='XRP/USDT',
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since=date_time
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)
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fees_from_unix_time = exchange.get_funding_fees_from_exchange(
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pair='XRP/USDT',
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since=unix_time
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)
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assert(isclose(expected_fees, fees_from_datetime))
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assert(isclose(expected_fees, fees_from_unix_time))
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ccxt_exceptionhandlers(
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mocker,
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default_conf,
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api_mock,
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exchange_name,
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"get_funding_fees_from_exchange",
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"fetch_funding_history",
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pair="XRP/USDT",
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since=unix_time
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)
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@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx'])
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@pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [
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(9.0, 3.0, 3.0),
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28
tests/exchange/test_gateio.py
Normal file
28
tests/exchange/test_gateio.py
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@@ -0,0 +1,28 @@
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import pytest
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import Gateio
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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def test_validate_order_types_gateio(default_conf, mocker):
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default_conf['exchange']['name'] = 'gateio'
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
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mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={})
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mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
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mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
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mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
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mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
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exch = ExchangeResolver.load_exchange('gateio', default_conf, True)
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assert isinstance(exch, Gateio)
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default_conf['order_types'] = {
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'buy': 'market',
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'sell': 'limit',
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'stoploss': 'market',
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'stoploss_on_exchange': False
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}
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with pytest.raises(OperationalException,
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match=r'Exchange .* does not support market orders.'):
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ExchangeResolver.load_exchange('gateio', default_conf, True)
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