From e1cb6f4ae3cd1de66df0eb0eb8128b520e170d5c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 23 Feb 2020 15:06:37 +0100 Subject: [PATCH] fix and improve tests in test_freqtradebot --- tests/test_freqtradebot.py | 125 ++++++++++++++++++++++--------------- 1 file changed, 74 insertions(+), 51 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 852b6b990..655fe4684 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -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)