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Fix non-testing liquidation test

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This commit is contained in:
Matthias 2022-08-29 21:04:09 +02:00
parent efc3b39fb8
commit eee2071e32
1 changed files with 15 additions and 12 deletions
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27
tests/exchange/test_exchange.py
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@ -5023,7 +5023,7 @@ def test_get_liquidation_price1(mocker, default_conf):
)
@pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
@pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
@pytest.mark.parametrize(
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
(False, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
@ -5036,20 +5036,22 @@ def test_get_liquidation_price1(mocker, default_conf):
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 1.0, 11.89108910891089),
(True, 'futures', 'binance', 'isolated', 3.0, 10.0, 1.0, 13.211221122079207),
(True, 'futures', 'binance', 'isolated', 5.0, 8.0, 1.0, 9.514851485148514),
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 0.6, 12.557755775577558),
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 0.6, 11.897689768976898),
# Binance, long
(False, 'futures', 'binance', 'isolated', 5, 10, 1.0, 8.070707070707071),
(False, 'futures', 'binance', 'isolated', 5, 8, 1.0, 6.454545454545454),
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.717171717171718),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 7.39057239057239),
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.723905723905723),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 8.063973063973064),
# Gateio/okx, short
(True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.476180850346978),
(True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.499307342172967),
(True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.89108910891089),
(True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.886138613861386),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.211221122112212),
(True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.514851485148514),
# Gateio/okx, long
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.070707070707071),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.723905723905723),
(True, 'futures', 'okx', 'isolated', 5, 8, 1.0, 9.514851485148514),
(False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.723905723905723),
# (True, 'futures', 'okx', 'isolated', 11.87413417771621),
# (False, 'futures', 'okx', 'isolated', 8.085708510208207),
]
@ -5135,7 +5137,8 @@ def test_get_liquidation_price(
pair='ETH/USDT:USDT',
open_rate=open_rate,
amount=amount,
stake_amount=amount * open_rate / leverage,
stake_amount=(amount * open_rate) / leverage,
wallet_balance=(amount * open_rate) / leverage,
# leverage=leverage,
is_short=is_short,
)
@ -5144,7 +5147,7 @@ def test_get_liquidation_price(
else:
buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
isclose(expected_liq, liq)
assert pytest.approx(expected_liq) == liq
@pytest.mark.parametrize('contract_size,order_amount', [