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fix and improve tests in test_freqtradebot

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This commit is contained in:
Matthias 2020-02-23 15:06:37 +01:00
parent e7b9891335
commit e1cb6f4ae3
1 changed files with 74 additions and 51 deletions
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125
tests/test_freqtradebot.py
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@ -761,8 +761,8 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'bittrex'
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073703367
assert trade.open_rate == 0.00001098
assert trade.amount == 91.07468123861567
assert log_has(
'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog
@ -906,20 +906,28 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("ask,last,last_ab,expected", [
(20, 10, 0.0, 20), # Full ask side
(20, 10, 1.0, 10), # Full last side
(20, 10, 0.5, 15), # Between ask and last
(20, 10, 0.7, 13), # Between ask and last
(20, 10, 0.3, 17), # Between ask and last
(5, 10, 1.0, 5), # last bigger than ask
(5, 10, 0.5, 5), # last bigger than ask
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
('ask', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 1.0, 10), # Full last side
('ask', 20, 19, 10, 0.5, 15), # Between ask and last
('ask', 20, 19, 10, 0.7, 13), # Between ask and last
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('bid', 10, 20, 10, 0.0, 20), # Full bid side
('bid', 10, 20, 10, 1.0, 10), # Full last side
('bid', 10, 20, 10, 0.5, 15), # Between bid and last
('bid', 10, 20, 10, 0.7, 13), # Between bid and last
('bid', 10, 20, 10, 0.3, 17), # Between bid and last
('bid', 4, 5, 10, 1.0, 5), # last bigger than bid
('bid', 4, 5, 10, 0.5, 5), # last bigger than bid
])
def test_get_buy_rate(mocker, default_conf, caplog, ask, last, last_ab, expected) -> None:
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid, last, last_ab, expected) -> None:
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': ask, 'last': last}))
MagicMock(return_value={'ask': ask, 'last': last, 'bid': bid}))
assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
@ -1317,7 +1325,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
assert trade.stop_loss == 0.00002344 * 0.95
assert trade.stop_loss == 0.00002346 * 0.95
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
@ -1325,10 +1333,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with(amount=85.25149190110828,
stoploss_order_mock.assert_called_once_with(amount=85.32423208191126,
pair='ETH/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002344 * 0.95)
stop_price=0.00002346 * 0.95)
# price fell below stoploss, so dry-run sells trade.
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@ -1510,12 +1518,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should be set to 1% as trailing is on
assert trade.stop_loss == 0.00002344 * 0.99
assert trade.stop_loss == 0.00002346 * 0.99
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
stoploss_order_mock.assert_called_once_with(amount=2131074.168797954,
stoploss_order_mock.assert_called_once_with(amount=2132892.491467577,
pair='NEO/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002344 * 0.99)
stop_price=0.00002346 * 0.99)
def test_enter_positions(mocker, default_conf, caplog) -> None:
@ -2292,12 +2300,12 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.0611052,
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.223e-05,
'profit_percent': 0.0620716,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
@ -2341,12 +2349,12 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478342,
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -5.406e-05,
'profit_percent': -0.05392257,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
@ -2397,12 +2405,12 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.08801e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -1.498e-05,
'profit_percent': -0.01493766,
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -1.408e-05,
'profit_percent': -0.01404051,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
@ -2587,7 +2595,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
assert not trade.is_open
assert trade.close_profit == 0.0611052
assert trade.close_profit == 0.0620716
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@ -2597,12 +2605,12 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'market',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.0611052,
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.223e-05,
'profit_percent': 0.0620716,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
@ -3624,13 +3632,20 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
assert freqtrade.handle_trade(trade) is True
def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_order_book=order_book_l2,
fetch_ticker=ticker,
)
@pytest.mark.parametrize('side,ask,bid,expected', [
('bid', 10.0, 11.0, 11.0),
('bid', 10.0, 11.2, 11.2),
('bid', 10.0, 11.0, 11.0),
('bid', 9.8, 11.0, 11.0),
('bid', 0.0001, 0.002, 0.002),
('ask', 10.0, 11.0, 10.0),
('ask', 10.11, 11.2, 10.11),
('ask', 0.001, 0.002, 0.001),
('ask', 0.006, 1.0, 0.006),
])
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -> None:
default_conf['ask_strategy']['price_side'] = side
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': ask, 'bid': bid})
pair = "ETH/BTC"
# Test regular mode
@ -3638,25 +3653,33 @@ def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> N
rate = ft.get_sell_rate(pair, True)
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == 0.00001098
assert rate == expected
# Use caching
rate = ft.get_sell_rate(pair, False)
assert rate == 0.00001098
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
caplog.clear()
@pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side
])
def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
# Test orderbook mode
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
# TODO: min/max is irrelevant for this test until refactoring
pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
ft = get_patched_freqtradebot(mocker, default_conf)
rate = ft.get_sell_rate(pair, True)
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == 0.043936
assert rate == expected
rate = ft.get_sell_rate(pair, False)
assert rate == 0.043936
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)