get_max_pair_stake_amount_tests

This commit is contained in:
Sam Germain 2022-02-03 00:52:39 -06:00
parent 8c680d75b9
commit c5cfd971f5

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@ -342,7 +342,7 @@ def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precisio
assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected
def test_get_min_pair_stake_amount(mocker, default_conf) -> None: def test__get_stake_amount_limit(mocker, default_conf) -> None:
exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange = get_patched_exchange(mocker, default_conf, id="binance")
stoploss = -0.05 stoploss = -0.05
@ -356,7 +356,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
with pytest.raises(ValueError, match=r'.*get market information.*'): with pytest.raises(ValueError, match=r'.*get market information.*'):
exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss) exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss)
# no cost Min # no cost/amount Min
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None}, 'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None}, 'amount': {'min': None, 'max': None},
@ -367,51 +367,33 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
) )
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss) result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None assert result is None
result = exchange.get_max_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result == float('inf')
# no amount Min # min/max cost is set
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None}, 'cost': {'min': 2, 'max': 10000},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
# empty 'cost'/'amount' section
markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None},
'amount': {'min': None, 'max': None},
}
mocker.patch(
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert result is None
# min cost is set
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2, 'max': None},
'amount': {'min': None, 'max': None}, 'amount': {'min': None, 'max': None},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets) PropertyMock(return_value=markets)
) )
# min
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss) result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
expected_result = 2 * (1+0.05) / (1-abs(stoploss)) expected_result = 2 * (1+0.05) / (1-abs(stoploss))
assert isclose(result, expected_result) assert isclose(result, expected_result)
# With Leverage # With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
assert isclose(result, expected_result/3) assert isclose(result, expected_result/3)
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
assert result == 10000
# min amount is set # min amount is set
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': None, 'max': None}, 'cost': {'min': None, 'max': None},
'amount': {'min': 2, 'max': None}, 'amount': {'min': 2, 'max': 10000},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -423,6 +405,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage # With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
assert isclose(result, expected_result/5) assert isclose(result, expected_result/5)
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
assert result == 20000
# min amount and cost are set (cost is minimal) # min amount and cost are set (cost is minimal)
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
@ -442,8 +427,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# min amount and cost are set (amount is minial) # min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': 8, 'max': None}, 'cost': {'min': 8, 'max': 10000},
'amount': {'min': 2, 'max': None}, 'amount': {'min': 2, 'max': 500},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -455,6 +440,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage # With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
assert isclose(result, expected_result/7.0) assert isclose(result, expected_result/7.0)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
assert result == 1000
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
expected_result = max(8, 2 * 2) * 1.5 expected_result = max(8, 2 * 2) * 1.5
@ -462,6 +450,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage # With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
assert isclose(result, expected_result/8.0) assert isclose(result, expected_result/8.0)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
assert result == 1000
# Really big stoploss # Really big stoploss
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
@ -470,6 +461,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage # With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, expected_result/12) assert isclose(result, expected_result/12)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
assert result == 1000
markets["ETH/BTC"]["contractSize"] = '0.01' markets["ETH/BTC"]["contractSize"] = '0.01'
default_conf['trading_mode'] = 'futures' default_conf['trading_mode'] = 'futures'
@ -483,6 +477,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# Contract size 0.01 # Contract size 0.01
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
assert isclose(result, expected_result * 0.01) assert isclose(result, expected_result * 0.01)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, -1)
assert result == 10
markets["ETH/BTC"]["contractSize"] = '10' markets["ETH/BTC"]["contractSize"] = '10'
mocker.patch( mocker.patch(
@ -492,6 +489,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# With Leverage, Contract size 10 # With Leverage, Contract size 10
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, (expected_result/12) * 10.0) assert isclose(result, (expected_result/12) * 10.0)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, -1)
assert result == 10000
def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None: def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
@ -499,10 +499,10 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
stoploss = -0.05 stoploss = -0.05
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}} markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
# Real Binance data # ~Real Binance data
markets["ETH/BTC"]["limits"] = { markets["ETH/BTC"]["limits"] = {
'cost': {'min': 0.0001}, 'cost': {'min': 0.0001, 'max': 4000},
'amount': {'min': 0.001} 'amount': {'min': 0.001, 'max': 10000},
} }
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.markets', 'freqtrade.exchange.Exchange.markets',
@ -511,9 +511,23 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss) result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss)) expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
assert round(result, 8) == round(expected_result, 8) assert round(result, 8) == round(expected_result, 8)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2.0, stoploss)
assert result == 4000
# Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0) result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
assert round(result, 8) == round(expected_result/3, 8) assert round(result, 8) == round(expected_result/3, 8)
# Contract_size
markets["ETH/BTC"]["contractSize"] = 0.1
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
assert round(result, 8) == round((expected_result/3), 8)
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 12.0, stoploss)
assert result == 4000
def test_set_sandbox(default_conf, mocker): def test_set_sandbox(default_conf, mocker):
""" """