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amount to contract precision to test_utils

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This commit is contained in:
Matthias 2023-08-30 07:18:46 +00:00
parent 7263d321f8
commit 78f356c0df
2 changed files with 19 additions and 18 deletions
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15
tests/exchange/test_exchange.py
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@ -17,7 +17,6 @@ from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, market_is_ac
timeframe_to_prev_date)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
calculate_backoff, remove_exchange_credentials)
from freqtrade.exchange.exchange import amount_to_contract_precision
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from freqtrade.util import dt_now, dt_ts
from tests.conftest import (EXMS, generate_test_data_raw, get_mock_coro, get_patched_exchange,
@ -4449,20 +4448,6 @@ def test_amount_to_contract_precision(
assert result_size == expected_fut
@pytest.mark.parametrize('amount,precision,precision_mode,contract_size,expected', [
(1.17, 1.0, 4, 0.01, 1.17), # Tick size
(1.17, 1.0, 2, 0.01, 1.17), #
(1.16, 1.0, 4, 0.01, 1.16), #
(1.16, 1.0, 2, 0.01, 1.16), #
(1.13, 1.0, 2, 0.01, 1.13), #
(10.988, 1.0, 2, 10, 10),
(10.988, 1.0, 4, 10, 10),
])
def test_amount_to_contract_precision2(amount, precision, precision_mode, contract_size, expected):
res = amount_to_contract_precision(amount, precision, precision_mode, contract_size)
assert pytest.approx(res) == expected
@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
# Bittrex
('bittrex', 2.0, False, 'spot', None),

22
tests/exchange/test_exchange_utils.py
View File

@ -6,9 +6,10 @@ from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import (amount_to_precision, date_minus_candles, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.exchange import (amount_to_contract_precision, amount_to_precision,
date_minus_candles, price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds)
from freqtrade.exchange.check_exchange import check_exchange
from tests.conftest import log_has_re
@ -259,3 +260,18 @@ def test_amount_to_precision(amount, precision_mode, precision, expected,):
def test_price_to_precision(price, precision_mode, precision, expected, rounding_mode):
assert price_to_precision(
price, precision, precision_mode, rounding_mode=rounding_mode) == expected
@pytest.mark.parametrize('amount,precision,precision_mode,contract_size,expected', [
(1.17, 1.0, 4, 0.01, 1.17), # Tick size
(1.17, 1.0, 2, 0.01, 1.17), #
(1.16, 1.0, 4, 0.01, 1.16), #
(1.16, 1.0, 2, 0.01, 1.16), #
(1.13, 1.0, 2, 0.01, 1.13), #
(10.988, 1.0, 2, 10, 10),
(10.988, 1.0, 4, 10, 10),
])
def test_amount_to_contract_precision_standalone(amount, precision, precision_mode, contract_size,
expected):
res = amount_to_contract_precision(amount, precision, precision_mode, contract_size)
assert pytest.approx(res) == expected