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Add tests for margin mode

This commit is contained in:
Matthias 2021-11-01 09:33:55 +01:00
parent 0dd9a277d3
commit bfe3760f68
1 changed files with 45 additions and 20 deletions
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65
tests/exchange/test_exchange.py
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@ -2946,33 +2946,58 @@ def test_timeframe_to_next_date():
assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
@pytest.mark.parametrize("market_symbol,base,quote,exchange,spot,futures,add_dict,expected_result", [
("BTC/USDT", 'BTC', 'USDT', "binance", True, False, {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", True, False, {}, True),
("BTCUSDT", 'BTC', 'USDT', "binance", True, False, {}, True), # No seperating /
("BTCUSDT", None, "USDT", "binance", True, False, {}, False), #
("USDT/BTC", "BTC", None, "binance", True, False, {}, False),
("BTCUSDT", "BTC", None, "binance", True, False, {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, False, {}, True),
("BTC/UNK", "BTC", 'UNK', "binance", False, True, {}, False), # Futures market
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", True, False, {"darkpool": False}, True),
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, {"darkpool": True}, False), # no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, {"darkpool": True}, False), # no darkpools
("BTC/USD", 'BTC', 'USD', "ftx", True, False, {'spot': True}, True),
("USD/BTC", 'USD', 'BTC', "ftx", True, False, {'spot': True}, True),
("BTC/USD", 'BTC', 'USD', "ftx", False, True, {'spot': False}, False), # Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", False, True, {'spot': False}, False), # Can only trade spot markets
@pytest.mark.parametrize(
"market_symbol,base,quote,exchange,spot,margin,futures,trademode,add_dict,expected_result",
[
("BTC/USDT", 'BTC', 'USDT', "binance", True, False, False, 'spot', {}, True),
("USDT/BTC", 'USDT', 'BTC', "binance", True, False, False, 'spot', {}, True),
# No seperating /
("BTCUSDT", 'BTC', 'USDT', "binance", True, False, False, 'spot', {}, True),
("BTCUSDT", None, "USDT", "binance", True, False, False, 'spot', {}, False),
("USDT/BTC", "BTC", None, "binance", True, False, False, 'spot', {}, False),
("BTCUSDT", "BTC", None, "binance", True, False, False, 'spot', {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'spot', {}, True),
# Futures mode, spot pair
("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'futures', {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'margin', {}, False),
("BTC/USDT", "BTC", "USDT", "binance", True, True, True, 'margin', {}, True),
("BTC/USDT", "BTC", "USDT", "binance", False, True, False, 'margin', {}, True),
# Futures mode, futures pair
("BTC/USDT", "BTC", "USDT", "binance", False, False, True, 'futures', {}, True),
# Futures market
("BTC/UNK", "BTC", 'UNK', "binance", False, False, True, 'spot', {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, False, 'spot', {"darkpool": False}, True),
("EUR/BTC", 'EUR', 'BTC', "kraken", True, False, False, 'spot', {"darkpool": False}, True),
# no darkpools
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, False, 'spot',
{"darkpool": True}, False),
# no darkpools
("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, False, 'spot',
{"darkpool": True}, False),
("BTC/USD", 'BTC', 'USD', "ftx", True, False, False, 'spot', {}, True),
("USD/BTC", 'USD', 'BTC', "ftx", True, False, False, 'spot', {}, True),
# Can only trade spot markets
("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
("BTC/USD", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
# Can only trade spot markets
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'spot', {}, False),
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'margin', {}, False),
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
])
def test_market_is_tradable(mocker, default_conf, market_symbol, base,
quote, spot, futures, add_dict, exchange, expected_result) -> None:
def test_market_is_tradable(
mocker, default_conf, market_symbol, base,
quote, spot, margin, futures, trademode, add_dict, exchange, expected_result
) -> None:
default_conf['trading_mode'] = trademode
mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_collateral')
ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = {
'symbol': market_symbol,
'base': base,
'quote': quote,
'spot': spot,
'futures': futures,
'future': futures,
'margin': margin,
**(add_dict),
}
assert ex.market_is_tradable(market) == expected_result