Merge pull request #5601 from ferrants/parameterize-tests
parameterize some tests
This commit is contained in:
Matthias
GitHub
commit
ec445776e9
@ -1685,14 +1685,6 @@ def trades_for_order2():
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'fee': {'cost': 0.004, 'currency': 'LTC'}}]
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@pytest.fixture(scope="function")
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def trades_for_order3(trades_for_order2):
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# Different fee currencies for each trade
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trades_for_order = deepcopy(trades_for_order2)
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trades_for_order[0]['fee'] = {'cost': 0.02, 'currency': 'BNB'}
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return trades_for_order
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@pytest.fixture
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def buy_order_fee():
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return {
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@ -3568,8 +3568,33 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
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caplog)
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def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
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trades_for_order[0]['fee']['currency'] = 'ETH'
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@pytest.mark.parametrize(
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'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [
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# basic, amount does not change
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({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
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# no currency in fee
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({'cost': 0.004, 'currency': None}, 0, True, None),
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# BNB no rate
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({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, (
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'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
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' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
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)),
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# from order
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({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
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)),
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# invalid, no currency in from fee dict
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({'cost': 0.008, 'currency': None}, 0, True, None),
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])
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def test_get_real_amount(
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default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
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fee_par, fee_reduction_amount, use_ticker_rate, expected_log
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):
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buy_order = deepcopy(buy_order_fee)
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buy_order['fee'] = fee_par
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trades_for_order[0]['fee'] = fee_par
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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@ -3584,19 +3609,38 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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# Amount does not change
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
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if not use_ticker_rate:
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
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caplog.clear()
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assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
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if expected_log:
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assert log_has(expected_log, caplog)
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def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee,
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fee, mocker):
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@pytest.mark.parametrize(
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'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
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# basic, amount is reduced by fee
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(None, None, 0.001, 0.001, 7.992),
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# different fee currency on both trades, fee is average of both trade's fee
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(0.02, 'BNB', 0.0005, 0.001518575, 7.996),
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])
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def test_get_real_amount_multi(
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default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
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fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
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):
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limit_buy_order = deepcopy(buy_order_fee)
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limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
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trades_for_order[0]['fee']['currency'] = None
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trades_for_order = deepcopy(trades_for_order2)
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if fee_cost:
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trades_for_order[0]['fee']['cost'] = fee_cost
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if fee_currency:
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trades_for_order[0]['fee']['currency'] = fee_currency
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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amount = float(sum(x['amount'] for x in trades_for_order))
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default_conf['stake_currency'] = "ETH"
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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@ -3606,76 +3650,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
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open_rate=0.245441,
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open_order_id="123456"
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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# Amount does not change
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assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
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def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker):
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trades_for_order[0]['fee']['currency'] = 'BNB'
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trades_for_order[0]['fee']['cost'] = 0.00094518
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.245441,
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open_order_id="123456"
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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# Amount does not change
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
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def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
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amount = float(sum(x['amount'] for x in trades_for_order2))
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.245441,
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open_order_id="123456"
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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# Amount is reduced by "fee"
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
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assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
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caplog)
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assert trade.fee_open == 0.001
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assert trade.fee_close == 0.001
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assert trade.fee_open_cost is not None
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assert trade.fee_open_currency is not None
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assert trade.fee_close_cost is None
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assert trade.fee_close_currency is None
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def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
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mocker, markets):
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# Different fee currency on both trades
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order3)
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amount = float(sum(x['amount'] for x in trades_for_order3))
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default_conf['stake_currency'] = 'ETH'
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.245441,
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open_order_id="123456"
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)
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# Fake markets entry to enable fee parsing
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markets['BNB/ETH'] = markets['ETH/BTC']
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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@ -3684,46 +3659,24 @@ def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee,
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return_value={'ask': 0.19, 'last': 0.2})
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# Amount is reduced by "fee"
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.0005)
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assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
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caplog)
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# Overall fee is average of both trade's fee
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assert trade.fee_open == 0.001518575
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expected_amount = amount - (amount * fee_reduction_amount)
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assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
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assert log_has(
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(
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'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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f'open_rate=0.24544100, open_since=closed) (from 8.0 to {expected_log_amount}).'
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),
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caplog
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)
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assert trade.fee_open == expected_fee
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assert trade.fee_close == expected_fee
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assert trade.fee_open_cost is not None
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assert trade.fee_open_currency is not None
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assert trade.fee_close_cost is None
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assert trade.fee_close_currency is None
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def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
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caplog, mocker):
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limit_buy_order = deepcopy(buy_order_fee)
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limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
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return_value=[trades_for_order])
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amount = float(sum(x['amount'] for x in trades_for_order))
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.245441,
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open_order_id="123456"
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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# Ticker rate cannot be found for this to work.
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
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# Amount is reduced by "fee"
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assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
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assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
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caplog)
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def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
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limit_buy_order = deepcopy(buy_order_fee)
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limit_buy_order['fee'] = {'cost': 0.004}
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@ -3791,27 +3744,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
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abs_tol=MATH_CLOSE_PREC,)
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def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker):
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# Remove "Currency" from fee dict
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trades_for_order[0]['fee'] = {'cost': 0.008}
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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open_rate=0.245441,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_order_id="123456"
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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# Amount does not change
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
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def test_get_real_amount_open_trade(default_conf, fee, mocker):
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amount = 12345
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trade = Trade(
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@ -3862,10 +3794,14 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
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assert walletmock.call_count == 1
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@pytest.mark.parametrize("delta, is_high_delta", [
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(0.1, False),
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(100, True),
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])
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def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
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fee, mocker, order_book_l2):
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fee, mocker, order_book_l2, delta, is_high_delta):
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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@ -3883,42 +3819,22 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
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freqtrade.enter_positions()
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trade = Trade.query.first()
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assert trade is not None
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assert trade.stake_amount == 0.001
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == 'binance'
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if is_high_delta:
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assert trade is None
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else:
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assert trade is not None
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assert trade.stake_amount == 0.001
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == 'binance'
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assert len(Trade.query.all()) == 1
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assert len(Trade.query.all()) == 1
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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assert trade.open_rate == 0.00001099
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assert whitelist == default_conf['exchange']['pair_whitelist']
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def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
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fee, mocker, order_book_l2):
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default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
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default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
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get_fee=fee,
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)
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# Save state of current whitelist
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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assert trade is None
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assert trade.open_rate == 0.00001099
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assert whitelist == default_conf['exchange']['pair_whitelist']
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@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
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