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Merge pull request #33 from nullart/nullartHFT

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Order book updates, percent from top feature and documentation updates
This commit is contained in:
Gert Wohlgemuth
2018-06-20 01:06:56 -07:00
committed by GitHub
parent 3b7a54a963 97a621325b
commit c7a72d470c
11 changed files with 179 additions and 97 deletions
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1
freqtrade/tests/conftest.py
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@@ -98,6 +98,7 @@ def default_conf():
"use_book_order": False,
"book_order_top": 6,
"ask_last_balance": 0.0,
"percent_from_top": 0.0
},
"ask_strategy": {
"use_book_order": False,

21
freqtrade/tests/test_freqtradebot.py
View File

@@ -499,7 +499,12 @@ def test_balance_fully_ask_side(mocker) -> None:
"""
Test get_target_bid() method
"""
param = {'use_book_order': False, 'book_order_top': 6, 'ask_last_balance': 0.0}
param = {
'use_book_order': False,
'book_order_top': 6,
'ask_last_balance': 0.0,
'percent_from_top': 0
}
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': param})
assert freqtrade.get_target_bid('ETH/BTC') >= 0.07
@@ -509,7 +514,12 @@ def test_balance_fully_last_side(mocker) -> None:
"""
Test get_target_bid() method
"""
param = {'use_book_order': False, 'book_order_top': 6, 'ask_last_balance': 0.0}
param = {
'use_book_order': False,
'book_order_top': 6,
'ask_last_balance': 0.0,
'percent_from_top': 0
}
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': param})
assert freqtrade.get_target_bid('ETH/BTC') >= 0.07
@@ -519,7 +529,12 @@ def test_balance_bigger_last_ask(mocker) -> None:
"""
Test get_target_bid() method
"""
param = {'use_book_order': False, 'book_order_top': 6, 'ask_last_balance': 0.0}
param = {
'use_book_order': False,
'book_order_top': 6,
'ask_last_balance': 0.0,
'percent_from_top': 0.00
}
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': param})
assert freqtrade.get_target_bid('ETH/BTC') >= 0.07