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Merge branch 'develop' into feat/short

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This commit is contained in:
Sam Germain
2021-10-13 17:56:40 -06:00
parent aed138ba03 0926beaf73
commit bd488cc086
38 changed files with 329 additions and 162 deletions
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15
tests/exchange/test_exchange.py
View File

@@ -277,6 +277,7 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
(234.43, 4, 0.5, 234.5),
(234.53, 4, 0.5, 235.0),
(0.891534, 4, 0.0001, 0.8916),
(64968.89, 4, 0.01, 64968.89),
])
def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
@@ -295,7 +296,7 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi
PropertyMock(return_value=precision_mode))
pair = 'ETH/BTC'
assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
assert exchange.price_to_precision(pair, price) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
@@ -1895,6 +1896,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('ask', 20, 19, 10, None, 20), # ask_last_balance missing
('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
@@ -1905,6 +1907,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('bid', 21, 20, 10, 0.7, 13), # Between bid and last
('bid', 21, 20, 10, 0.3, 17), # Between bid and last
('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
('bid', 21, 20, 10, None, 20), # ask_last_balance missing
('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
@@ -1914,7 +1917,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['bid_strategy']['ask_last_balance'] = last_ab
if last_ab is None:
del default_conf['bid_strategy']['ask_last_balance']
else:
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -1939,6 +1945,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
('bid', 0.003, 0.002, 0.005, None, 0.002),
('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
@@ -1949,13 +1956,15 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
('ask', 0.006, 1.0, 11.0, None, 0.006),
])
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['bid_last_balance'] = last_ab
if last_ab is not None:
default_conf['ask_strategy']['bid_last_balance'] = last_ab
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'bid': bid, 'last': last})
pair = "ETH/BTC"

28
tests/exchange/test_gateio.py Normal file
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@@ -0,0 +1,28 @@
import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Gateio
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
def test_validate_order_types_gateio(default_conf, mocker):
default_conf['exchange']['name'] = 'gateio'
mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={})
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
exch = ExchangeResolver.load_exchange('gateio', default_conf, True)
assert isinstance(exch, Gateio)
default_conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
ExchangeResolver.load_exchange('gateio', default_conf, True)