get_max_pair_stake_amount_tests
This commit is contained in:
Sam Germain
parent
8c680d75b9
commit
c5cfd971f5
@ -342,7 +342,7 @@ def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precisio
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assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected
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def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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def test__get_stake_amount_limit(mocker, default_conf) -> None:
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exchange = get_patched_exchange(mocker, default_conf, id="binance")
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stoploss = -0.05
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@ -356,7 +356,7 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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with pytest.raises(ValueError, match=r'.*get market information.*'):
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exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss)
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# no cost Min
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# no cost/amount Min
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': None, 'max': None},
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'amount': {'min': None, 'max': None},
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@ -367,51 +367,33 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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assert result is None
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 1, stoploss)
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assert result == float('inf')
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# no amount Min
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# min/max cost is set
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': None, 'max': None},
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'amount': {'min': None, 'max': None},
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}
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mocker.patch(
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'freqtrade.exchange.Exchange.markets',
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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assert result is None
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# empty 'cost'/'amount' section
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': None, 'max': None},
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'amount': {'min': None, 'max': None},
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}
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mocker.patch(
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'freqtrade.exchange.Exchange.markets',
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PropertyMock(return_value=markets)
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)
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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assert result is None
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# min cost is set
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': 2, 'max': None},
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'cost': {'min': 2, 'max': 10000},
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'amount': {'min': None, 'max': None},
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}
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mocker.patch(
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'freqtrade.exchange.Exchange.markets',
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PropertyMock(return_value=markets)
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)
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# min
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
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expected_result = 2 * (1+0.05) / (1-abs(stoploss))
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assert isclose(result, expected_result)
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
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assert isclose(result, expected_result/3)
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# max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == 10000
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# min amount is set
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': None, 'max': None},
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'amount': {'min': 2, 'max': None},
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'amount': {'min': 2, 'max': 10000},
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}
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mocker.patch(
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'freqtrade.exchange.Exchange.markets',
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@ -423,6 +405,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
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assert isclose(result, expected_result/5)
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# max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == 20000
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# min amount and cost are set (cost is minimal)
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markets["ETH/BTC"]["limits"] = {
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@ -442,8 +427,8 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# min amount and cost are set (amount is minial)
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': 8, 'max': None},
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'amount': {'min': 2, 'max': None},
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'cost': {'min': 8, 'max': 10000},
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'amount': {'min': 2, 'max': 500},
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}
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mocker.patch(
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'freqtrade.exchange.Exchange.markets',
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@ -455,6 +440,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
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assert isclose(result, expected_result/7.0)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == 1000
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
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expected_result = max(8, 2 * 2) * 1.5
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@ -462,6 +450,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
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assert isclose(result, expected_result/8.0)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == 1000
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# Really big stoploss
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
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@ -470,6 +461,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# With Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
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assert isclose(result, expected_result/12)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, stoploss)
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assert result == 1000
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markets["ETH/BTC"]["contractSize"] = '0.01'
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default_conf['trading_mode'] = 'futures'
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@ -483,6 +477,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# Contract size 0.01
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
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assert isclose(result, expected_result * 0.01)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, -1)
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assert result == 10
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markets["ETH/BTC"]["contractSize"] = '10'
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mocker.patch(
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@ -492,6 +489,9 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
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# With Leverage, Contract size 10
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
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assert isclose(result, (expected_result/12) * 10.0)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2, -1)
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assert result == 10000
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def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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@ -499,10 +499,10 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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stoploss = -0.05
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markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
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# Real Binance data
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# ~Real Binance data
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markets["ETH/BTC"]["limits"] = {
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'cost': {'min': 0.0001},
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'amount': {'min': 0.001}
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'cost': {'min': 0.0001, 'max': 4000},
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'amount': {'min': 0.001, 'max': 10000},
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}
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mocker.patch(
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'freqtrade.exchange.Exchange.markets',
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@ -511,9 +511,23 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
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expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
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assert round(result, 8) == round(expected_result, 8)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 2.0, stoploss)
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assert result == 4000
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# Leverage
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
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assert round(result, 8) == round(expected_result/3, 8)
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# Contract_size
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markets["ETH/BTC"]["contractSize"] = 0.1
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result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
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assert round(result, 8) == round((expected_result/3), 8)
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# Max
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result = exchange.get_max_pair_stake_amount('ETH/BTC', 12.0, stoploss)
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assert result == 4000
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def test_set_sandbox(default_conf, mocker):
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"""
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