adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add tests for margin mode

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

65
tests/exchange/test_exchange.py
View File

@ -2946,33 +2946,58 @@ def test_timeframe_to_next_date():
assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5) 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", [ @pytest.mark.parametrize(
("BTC/USDT", 'BTC', 'USDT', "binance", True, False, {}, True), "market_symbol,base,quote,exchange,spot,margin,futures,trademode,add_dict,expected_result",
("USDT/BTC", 'USDT', 'BTC', "binance", True, False, {}, True), [
("BTCUSDT", 'BTC', 'USDT', "binance", True, False, {}, True), # No seperating / ("BTC/USDT", 'BTC', 'USDT', "binance", True, False, False, 'spot', {}, True),
("BTCUSDT", None, "USDT", "binance", True, False, {}, False), # ("USDT/BTC", 'USDT', 'BTC', "binance", True, False, False, 'spot', {}, True),
("USDT/BTC", "BTC", None, "binance", True, False, {}, False), # No seperating /
("BTCUSDT", "BTC", None, "binance", True, False, {}, False), ("BTCUSDT", 'BTC', 'USDT', "binance", True, False, False, 'spot', {}, True),
("BTC/USDT", "BTC", "USDT", "binance", True, False, {}, True), ("BTCUSDT", None, "USDT", "binance", True, False, False, 'spot', {}, False),
("BTC/UNK", "BTC", 'UNK', "binance", False, True, {}, False), # Futures market ("USDT/BTC", "BTC", None, "binance", True, False, False, 'spot', {}, False),
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, {"darkpool": False}, True), ("BTCUSDT", "BTC", None, "binance", True, False, False, 'spot', {}, False),
("EUR/BTC", 'EUR', 'BTC', "kraken", True, False, {"darkpool": False}, True), ("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'spot', {}, True),
("BTC/EUR", 'BTC', 'EUR', "kraken", True, False, {"darkpool": True}, False), # no darkpools # Futures mode, spot pair
("BTC/EUR.d", 'BTC', 'EUR', "kraken", True, False, {"darkpool": True}, False), # no darkpools ("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'futures', {}, False),
("BTC/USD", 'BTC', 'USD', "ftx", True, False, {'spot': True}, True), ("BTC/USDT", "BTC", "USDT", "binance", True, False, False, 'margin', {}, False),
("USD/BTC", 'USD', 'BTC', "ftx", True, False, {'spot': True}, True), ("BTC/USDT", "BTC", "USDT", "binance", True, True, True, 'margin', {}, True),
("BTC/USD", 'BTC', 'USD', "ftx", False, True, {'spot': False}, False), # Can only trade spot markets ("BTC/USDT", "BTC", "USDT", "binance", False, True, False, 'margin', {}, True),
("BTC-PERP", 'BTC', 'USD', "ftx", False, True, {'spot': False}, False), # Can only trade spot markets # 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, def test_market_is_tradable(
quote, spot, futures, add_dict, exchange, expected_result) -> None: 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) ex = get_patched_exchange(mocker, default_conf, id=exchange)
market = { market = {
'symbol': market_symbol, 'symbol': market_symbol,
'base': base, 'base': base,
'quote': quote, 'quote': quote,
'spot': spot, 'spot': spot,
'futures': futures, 'future': futures,
'margin': margin,
**(add_dict), **(add_dict),
} }
assert ex.market_is_tradable(market) == expected_result assert ex.market_is_tradable(market) == expected_result