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fixed some stuff in the leverage brackets binance test

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Sam Germain
2021-09-16 23:23:36 -06:00
parent 57c7926515
commit dced167ea2
2 changed files with 70 additions and 49 deletions
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2
freqtrade/exchange/binance.py
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@@ -131,7 +131,7 @@ class Binance(Exchange):
if self.trading_mode == TradingMode.FUTURES: if self.trading_mode == TradingMode.FUTURES:
try: try:
if self._config['dry_run']: if self._config['dry_run']:
leverage_brackets_path = Path('data') / 'leverage_brackets.json' leverage_brackets_path = Path('freqtrade/data') / 'leverage_brackets.json'
with open(leverage_brackets_path) as json_file: with open(leverage_brackets_path) as json_file:
leverage_brackets = json.load(json_file) leverage_brackets = json.load(json_file)
else: else:

117
tests/exchange/test_binance.py
View File

@@ -2,6 +2,9 @@ from datetime import datetime, timezone
from random import randint from random import randint
from unittest.mock import MagicMock, PropertyMock from unittest.mock import MagicMock, PropertyMock
import json
from pathlib import Path
import ccxt import ccxt
import pytest import pytest
@@ -203,58 +206,76 @@ def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max
def test_fill_leverage_brackets_binance(default_conf, mocker): def test_fill_leverage_brackets_binance(default_conf, mocker):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock(return_value={ # api_mock.load_leverage_brackets = MagicMock(return_value={
'ADA/BUSD': [[0.0, 0.025], # 'ADA/BUSD': [[0.0, 0.025],
[100000.0, 0.05], # [100000.0, 0.05],
[500000.0, 0.1], # [500000.0, 0.1],
[1000000.0, 0.15], # [1000000.0, 0.15],
[2000000.0, 0.25], # [2000000.0, 0.25],
[5000000.0, 0.5]], # [5000000.0, 0.5]],
'BTC/USDT': [[0.0, 0.004], # 'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005], # [50000.0, 0.005],
[250000.0, 0.01], # [250000.0, 0.01],
[1000000.0, 0.025], # [1000000.0, 0.025],
[5000000.0, 0.05], # [5000000.0, 0.05],
[20000000.0, 0.1], # [20000000.0, 0.1],
[50000000.0, 0.125], # [50000000.0, 0.125],
[100000000.0, 0.15], # [100000000.0, 0.15],
[200000000.0, 0.25], # [200000000.0, 0.25],
[300000000.0, 0.5]], # [300000000.0, 0.5]],
"ZEC/USDT": [[0.0, 0.01], # "ZEC/USDT": [[0.0, 0.01],
[5000.0, 0.025], # [5000.0, 0.025],
[25000.0, 0.05], # [25000.0, 0.05],
[100000.0, 0.1], # [100000.0, 0.1],
[250000.0, 0.125], # [250000.0, 0.125],
[1000000.0, 0.5]], # [1000000.0, 0.5]],
}) # })
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance") exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.trading_mode = TradingMode.FUTURES
exchange.fill_leverage_brackets() exchange.fill_leverage_brackets()
assert exchange._leverage_brackets == { leverage_brackets_path = Path('freqtrade/data') / 'leverage_brackets.json'
'ADA/BUSD': [[0.0, 0.025], with open(leverage_brackets_path) as json_file:
[100000.0, 0.05], leverage_brackets = json.load(json_file)
[500000.0, 0.1],
[1000000.0, 0.15], for pair, brackets in leverage_brackets.items():
[2000000.0, 0.25], leverage_brackets[pair] = [
[5000000.0, 0.5]], [
'BTC/USDT': [[0.0, 0.004], min_amount,
[50000.0, 0.005], float(margin_req)
[250000.0, 0.01], ] for [
[1000000.0, 0.025], min_amount,
[5000000.0, 0.05], margin_req
[20000000.0, 0.1], ] in brackets
[50000000.0, 0.125], ]
[100000000.0, 0.15],
[200000000.0, 0.25], assert exchange._leverage_brackets == leverage_brackets
[300000000.0, 0.5]],
"ZEC/USDT": [[0.0, 0.01], # assert exchange._leverage_brackets == {
[5000.0, 0.025], # 'ADA/BUSD': [[0.0, 0.025],
[25000.0, 0.05], # [100000.0, 0.05],
[100000.0, 0.1], # [500000.0, 0.1],
[250000.0, 0.125], # [1000000.0, 0.15],
[1000000.0, 0.5]], # [2000000.0, 0.25],
} # [5000000.0, 0.5]],
# 'BTC/USDT': [[0.0, 0.004],
# [50000.0, 0.005],
# [250000.0, 0.01],
# [1000000.0, 0.025],
# [5000000.0, 0.05],
# [20000000.0, 0.1],
# [50000000.0, 0.125],
# [100000000.0, 0.15],
# [200000000.0, 0.25],
# [300000000.0, 0.5]],
# "ZEC/USDT": [[0.0, 0.01],
# [5000.0, 0.025],
# [25000.0, 0.05],
# [100000.0, 0.1],
# [250000.0, 0.125],
# [1000000.0, 0.5]],
# }
api_mock = MagicMock() api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock() api_mock.load_leverage_brackets = MagicMock()