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

Update tests for new liquidation parameter

Browse Source
This commit is contained in:
Matthias
2022-12-31 10:52:02 +01:00
parent 34e7433844
commit d05ecd630f
2 changed files with 23 additions and 14 deletions
Download Patch File Download Diff File Expand all files Collapse all files

26
tests/exchange/test_ccxt_compat.py
View File

@@ -553,23 +553,25 @@ class TestCCXTExchange():
) )
liquidation_price = futures.dry_run_liquidation_price( liquidation_price = futures.dry_run_liquidation_price(
futures_pair, pair=futures_pair,
40000, open_rate=40000,
False, is_short=False,
100, amount=100,
100, stake_amount=100,
100, leverage=5,
wallet_balance=100,
) )
assert (isinstance(liquidation_price, float)) assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0 assert liquidation_price >= 0.0
liquidation_price = futures.dry_run_liquidation_price( liquidation_price = futures.dry_run_liquidation_price(
futures_pair, pair=futures_pair,
40000, open_rate=40000,
False, is_short=False,
100, amount=100,
100, stake_amount=100,
100, leverage=5,
wallet_balance=100,
) )
assert (isinstance(liquidation_price, float)) assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0 assert liquidation_price >= 0.0

11
tests/exchange/test_exchange.py
View File

@@ -4566,6 +4566,7 @@ def test_liquidation_price_is_none(
is_short=is_short, is_short=is_short,
amount=71200.81144, amount=71200.81144,
stake_amount=open_rate * 71200.81144, stake_amount=open_rate * 71200.81144,
leverage=5,
wallet_balance=-56354.57, wallet_balance=-56354.57,
mm_ex_1=0.10, mm_ex_1=0.10,
upnl_ex_1=0.0 upnl_ex_1=0.0
@@ -4604,6 +4605,7 @@ def test_liquidation_price(
upnl_ex_1=upnl_ex_1, upnl_ex_1=upnl_ex_1,
amount=amount, amount=amount,
stake_amount=open_rate * amount, stake_amount=open_rate * amount,
leverage=5,
), 2)) == expected ), 2)) == expected
@@ -5025,6 +5027,7 @@ def test__get_params(mocker, default_conf, exchange_name):
def test_get_liquidation_price1(mocker, default_conf): def test_get_liquidation_price1(mocker, default_conf):
api_mock = MagicMock() api_mock = MagicMock()
leverage = 9.97
positions = [ positions = [
{ {
'info': {}, 'info': {},
@@ -5037,7 +5040,7 @@ def test_get_liquidation_price1(mocker, default_conf):
'maintenanceMarginPercentage': 0.025, 'maintenanceMarginPercentage': 0.025,
'entryPrice': 18.884, 'entryPrice': 18.884,
'notional': 15.1072, 'notional': 15.1072,
'leverage': 9.97, 'leverage': leverage,
'unrealizedPnl': 0.0048, 'unrealizedPnl': 0.0048,
'contracts': 8, 'contracts': 8,
'contractSize': 0.1, 'contractSize': 0.1,
@@ -5067,6 +5070,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False, is_short=False,
amount=0.8, amount=0.8,
stake_amount=18.884 * 0.8, stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8, wallet_balance=18.884 * 0.8,
) )
assert liq_price == 17.47 assert liq_price == 17.47
@@ -5079,6 +5083,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False, is_short=False,
amount=0.8, amount=0.8,
stake_amount=18.884 * 0.8, stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8, wallet_balance=18.884 * 0.8,
) )
assert liq_price == 17.540699999999998 assert liq_price == 17.540699999999998
@@ -5091,6 +5096,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False, is_short=False,
amount=0.8, amount=0.8,
stake_amount=18.884 * 0.8, stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8, wallet_balance=18.884 * 0.8,
) )
assert liq_price is None assert liq_price is None
@@ -5104,6 +5110,7 @@ def test_get_liquidation_price1(mocker, default_conf):
is_short=False, is_short=False,
amount=0.8, amount=0.8,
stake_amount=18.884 * 0.8, stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8, wallet_balance=18.884 * 0.8,
) )
@@ -5222,7 +5229,7 @@ def test_get_liquidation_price(
amount=amount, amount=amount,
stake_amount=amount * open_rate / leverage, stake_amount=amount * open_rate / leverage,
wallet_balance=amount * open_rate / leverage, wallet_balance=amount * open_rate / leverage,
# leverage=leverage, leverage=leverage,
is_short=is_short, is_short=is_short,
) )
if expected_liq is None: if expected_liq is None: