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use Unified futures naming for futures throughout tests

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This commit is contained in:
Matthias 2023-01-13 21:16:19 +01:00
parent 9d1cf040f0
commit 1fc97a8008
6 changed files with 37 additions and 34 deletions
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5
tests/data/test_converter.py
View File

@ -315,7 +315,10 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
files_new.append(file_new)
default_conf['datadir'] = tmpdir1
default_conf['pairs'] = ['XRP_ETH', 'XRP_USDT', 'UNITTEST_USDT']
if candletype == CandleType.SPOT:
default_conf['pairs'] = ['XRP/ETH', 'XRP/USDT', 'UNITTEST/USDT']
else:
default_conf['pairs'] = ['XRP/ETH:ETH', 'XRP/USDT:USDT', 'UNITTEST/USDT:USDT']
default_conf['timeframes'] = ['1m', '5m', '1h']
assert not file_new.exists()

4
tests/data/test_datahandler.py
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@ -142,7 +142,7 @@ def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
df = dh.ohlcv_load('XRP/ETH', '5m', 'spot')
assert len(df) == 712
df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark")
df_mark = dh.ohlcv_load('UNITTEST/USDT:USDT', '1h', candle_type="mark")
assert len(df_mark) == 100
df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
@ -424,7 +424,7 @@ def test_hdf5datahandler_ohlcv_load_and_resave(
# Data goes from 2018-01-10 - 2018-01-30
('UNITTEST/BTC', '5m', 'spot', '', '2018-01-15', '2018-01-19'),
# Mark data goes from to 2021-11-15 2021-11-19
('UNITTEST/USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
('UNITTEST/USDT:USDT', '1h', 'mark', '-mark', '2021-11-16', '2021-11-18'),
])
@pytest.mark.parametrize('datahandler', ['hdf5', 'feather', 'parquet'])
def test_generic_datahandler_ohlcv_load_and_resave(

4
tests/data/test_history.py
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@ -78,11 +78,11 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) ->
def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
file = testdatadir / 'futures/UNITTEST_USDT-1h-mark.json'
file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.json'
load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark')
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/USDT", interval: 1m '
'Download history data for pair: "UNITTEST/USDT:USDT", interval: 1m '
'and store in None.', caplog
)

12
tests/exchange/test_binance.py
View File

@ -576,12 +576,12 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
@pytest.mark.parametrize('pair,nominal_value,mm_ratio,amt', [
("BNB/BUSD", 0.0, 0.025, 0),
("BNB/USDT", 100.0, 0.0065, 0),
("BTC/USDT", 170.30, 0.004, 0),
("BNB/BUSD", 999999.9, 0.1, 27500.0),
("BNB/USDT", 5000000.0, 0.15, 233035.0),
("BTC/USDT", 600000000, 0.5, 1.997038E8),
("BNB/BUSD:BUSD", 0.0, 0.025, 0),
("BNB/USDT:USDT", 100.0, 0.0065, 0),
("BTC/USDT:USDT", 170.30, 0.004, 0),
("BNB/BUSD:BUSD", 999999.9, 0.1, 27500.0),
("BNB/USDT:USDT", 5000000.0, 0.15, 233035.0),
("BTC/USDT:USDT", 600000000, 0.5, 1.997038E8),
])
def test_get_maintenance_ratio_and_amt_binance(
default_conf,

36
tests/exchange/test_exchange.py
View File

@ -4898,22 +4898,22 @@ def test_get_maintenance_ratio_and_amt_exceptions(mocker, default_conf, leverage
OperationalException,
match='nominal value can not be lower than 0',
):
exchange.get_maintenance_ratio_and_amt('1000SHIB/USDT', -1)
exchange.get_maintenance_ratio_and_amt('1000SHIB/USDT:USDT', -1)
exchange._leverage_tiers = {}
with pytest.raises(
InvalidOrderException,
match="Maintenance margin rate for 1000SHIB/USDT is unavailable for",
match="Maintenance margin rate for 1000SHIB/USDT:USDT is unavailable for",
):
exchange.get_maintenance_ratio_and_amt('1000SHIB/USDT', 10000)
exchange.get_maintenance_ratio_and_amt('1000SHIB/USDT:USDT', 10000)
@pytest.mark.parametrize('pair,value,mmr,maintAmt', [
('ADA/BUSD', 500, 0.025, 0.0),
('ADA/BUSD', 20000000, 0.5, 1527500.0),
('ZEC/USDT', 500, 0.01, 0.0),
('ZEC/USDT', 20000000, 0.5, 654500.0),
('ADA/BUSD:BUSD', 500, 0.025, 0.0),
('ADA/BUSD:BUSD', 20000000, 0.5, 1527500.0),
('ZEC/USDT:USDT', 500, 0.01, 0.0),
('ZEC/USDT:USDT', 20000000, 0.5, 654500.0),
])
def test_get_maintenance_ratio_and_amt(
mocker,
@ -4946,21 +4946,21 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
exchange._leverage_tiers = leverage_tiers
assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT", 170.30) == 125.0
assert pytest.approx(exchange.get_max_leverage("BNB/BUSD", 99999.9)) == 5.000005
assert pytest.approx(exchange.get_max_leverage("BNB/USDT", 1500)) == 33.333333333333333
assert exchange.get_max_leverage("BTC/USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT", 600000000) == 1.0 # Last tier
assert exchange.get_max_leverage("BNB/BUSD:BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT:USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT:USDT", 170.30) == 125.0
assert pytest.approx(exchange.get_max_leverage("BNB/BUSD:BUSD", 99999.9)) == 5.000005
assert pytest.approx(exchange.get_max_leverage("BNB/USDT:USDT", 1500)) == 33.333333333333333
assert exchange.get_max_leverage("BTC/USDT:USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT:USDT", 600000000) == 1.0 # Last tier
assert exchange.get_max_leverage("SPONGE/USDT", 200) == 1.0 # Pair not in leverage_tiers
assert exchange.get_max_leverage("BTC/USDT", 0.0) == 125.0 # No stake amount
assert exchange.get_max_leverage("SPONGE/USDT:USDT", 200) == 1.0 # Pair not in leverage_tiers
assert exchange.get_max_leverage("BTC/USDT:USDT", 0.0) == 125.0 # No stake amount
with pytest.raises(
InvalidOrderException,
match=r'Amount 1000000000.01 too high for BTC/USDT'
match=r'Amount 1000000000.01 too high for BTC/USDT:USDT'
):
exchange.get_max_leverage("BTC/USDT", 1000000000.01)
exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01)
@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gateio', 'okx'])

10
tests/exchange/test_okx.py
View File

@ -195,12 +195,12 @@ def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
exchange = get_patched_exchange(mocker, default_conf, id="okx")
exchange._leverage_tiers = leverage_tiers
assert exchange.get_max_pair_stake_amount('BNB/BUSD', 1.0) == 30000000
assert exchange.get_max_pair_stake_amount('BNB/USDT', 1.0) == 50000000
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0) == 1000000000
assert exchange.get_max_pair_stake_amount('BTC/USDT', 1.0, 10.0) == 100000000
assert exchange.get_max_pair_stake_amount('BNB/BUSD:BUSD', 1.0) == 30000000
assert exchange.get_max_pair_stake_amount('BNB/USDT:USDT', 1.0) == 50000000
assert exchange.get_max_pair_stake_amount('BTC/USDT:USDT', 1.0) == 1000000000
assert exchange.get_max_pair_stake_amount('BTC/USDT:USDT', 1.0, 10.0) == 100000000
assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf') # Not in tiers
assert exchange.get_max_pair_stake_amount('TTT/USDT:USDT', 1.0) == float('inf') # Not in tiers
@pytest.mark.parametrize('mode,side,reduceonly,result', [