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added tests for min stake amount with leverage

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This commit is contained in:
Sam Germain 2021-08-22 23:28:03 -06:00
parent 8a5bad7c3e
commit f950f039a8
1 changed files with 41 additions and 12 deletions
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53
tests/exchange/test_exchange.py
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@ -309,7 +309,6 @@ def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precisio
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
# TODO-lev: Test with leverage
exchange = get_patched_exchange(mocker, default_conf, id="binance")
stoploss = -0.05
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
@ -381,7 +380,12 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
assert isclose(result, 2 * (1+0.05) / (1-abs(stoploss)))
expected_result = 2 * (1+0.05) / (1-abs(stoploss))
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
assert isclose(result, expected_result/3)
# TODO-lev: Min stake for base, kraken and ftx
# min amount is set
markets["ETH/BTC"]["limits"] = {
@ -393,7 +397,12 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
assert isclose(result, 2 * 2 * (1+0.05) / (1-abs(stoploss)))
expected_result = 2 * 2 * (1+0.05) / (1-abs(stoploss))
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
assert isclose(result, expected_result/5)
# TODO-lev: Min stake for base, kraken and ftx
# min amount and cost are set (cost is minimal)
markets["ETH/BTC"]["limits"] = {
@ -405,7 +414,12 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
assert isclose(result, max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
expected_result = max(2, 2 * 2) * (1+0.05) / (1-abs(stoploss))
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
assert isclose(result, expected_result/10)
# TODO-lev: Min stake for base, kraken and ftx
# min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = {
@ -417,18 +431,32 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
assert isclose(result, max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss)))
expected_result = max(8, 2 * 2) * (1+0.05) / (1-abs(stoploss))
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
assert isclose(result, expected_result/7.0)
# TODO-lev: Min stake for base, kraken and ftx
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
assert isclose(result, max(8, 2 * 2) * 1.5)
expected_result = max(8, 2 * 2) * 1.5
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
assert isclose(result, expected_result/8.0)
# TODO-lev: Min stake for base, kraken and ftx
# Really big stoploss
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
assert isclose(result, max(8, 2 * 2) * 1.5)
expected_result = max(8, 2 * 2) * 1.5
assert isclose(result, expected_result)
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, expected_result/12)
# TODO-lev: Min stake for base, kraken and ftx
def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
# TODO-lev: Test with leverage
exchange = get_patched_exchange(mocker, default_conf, id="binance")
stoploss = -0.05
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
@ -443,10 +471,11 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
PropertyMock(return_value=markets)
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss)
assert round(result, 8) == round(
max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss)),
8
)
expected_result = max(0.0001, 0.001 * 0.020405) * (1+0.05) / (1-abs(stoploss))
assert round(result, 8) == round(expected_result, 8)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss, 3.0)
assert round(result, 8) == round(expected_result/3, 8)
# TODO-lev: Min stake for base, kraken and ftx
def test_set_sandbox(default_conf, mocker):