split test_get_max_leverage into separate exchange files

This commit is contained in:
Sam Germain 2021-09-03 19:25:16 -06:00
parent 1b20b4f3c7
commit 9b953f6e60
4 changed files with 29 additions and 105 deletions

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@ -116,13 +116,7 @@ def test_stoploss_adjust_binance(mocker, default_conf):
("BNB/USDT", 5000000.0, 6.666666666666667), ("BNB/USDT", 5000000.0, 6.666666666666667),
("BTC/USDT", 300000000.1, 2.0), ("BTC/USDT", 300000000.1, 2.0),
]) ])
def test_get_max_leverage_binance( def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max_lev):
default_conf,
mocker,
pair,
nominal_value,
max_lev
):
exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._leverage_brackets = { exchange._leverage_brackets = {
'BNB/BUSD': [[0.0, 0.025], 'BNB/BUSD': [[0.0, 0.025],

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@ -2927,10 +2927,9 @@ def test_calculate_backoff(retrycount, max_retries, expected):
('kraken', 20.0, 5.0, 20.0), ('kraken', 20.0, 5.0, 20.0),
('kraken', 100.0, 100.0, 100.0), ('kraken', 100.0, 100.0, 100.0),
# FTX # FTX
# TODO-lev: - implement FTX tests ('ftx', 9.0, 3.0, 9.0),
# ('ftx', 9.0, 3.0, 10.0), ('ftx', 20.0, 5.0, 20.0),
# ('ftx', 20.0, 5.0, 20.0), ('ftx', 100.0, 100.0, 100.0)
# ('ftx', 100.0, 100.0, 100.0),
]) ])
def test_apply_leverage_to_stake_amount( def test_apply_leverage_to_stake_amount(
exchange, exchange,
@ -2944,101 +2943,7 @@ def test_apply_leverage_to_stake_amount(
assert exchange._apply_leverage_to_stake_amount(stake_amount, leverage) == min_stake_with_lev assert exchange._apply_leverage_to_stake_amount(stake_amount, leverage) == min_stake_with_lev
@pytest.mark.parametrize('exchange_name,pair,nominal_value,max_lev', [
# Kraken
("kraken", "ADA/BTC", 0.0, 3.0),
("kraken", "BTC/EUR", 100.0, 5.0),
("kraken", "ZEC/USD", 173.31, 2.0),
# FTX
("ftx", "ADA/BTC", 0.0, 20.0),
("ftx", "BTC/EUR", 100.0, 20.0),
("ftx", "ZEC/USD", 173.31, 20.0),
# Binance tests this method inside it's own test file
])
def test_get_max_leverage(
default_conf,
mocker,
exchange_name,
pair,
nominal_value,
max_lev
):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._leverage_brackets = {
'ADA/BTC': ['2', '3'],
'BTC/EUR': ['2', '3', '4', '5'],
'ZEC/USD': ['2']
}
assert exchange.get_max_leverage(pair, nominal_value) == max_lev
def test_fill_leverage_brackets(): def test_fill_leverage_brackets():
api_mock = MagicMock()
api_mock.set_leverage = MagicMock(return_value=[
{
'amount': 0.14542341,
'code': 'USDT',
'datetime': '2021-09-01T08:00:01.000Z',
'id': '485478',
'info': {'asset': 'USDT',
'income': '0.14542341',
'incomeType': 'FUNDING_FEE',
'info': 'FUNDING_FEE',
'symbol': 'XRPUSDT',
'time': '1630512001000',
'tradeId': '',
'tranId': '4854789484855218760'},
'symbol': 'XRP/USDT',
'timestamp': 1630512001000
},
{
'amount': -0.14642341,
'code': 'USDT',
'datetime': '2021-09-01T16:00:01.000Z',
'id': '485479',
'info': {'asset': 'USDT',
'income': '-0.14642341',
'incomeType': 'FUNDING_FEE',
'info': 'FUNDING_FEE',
'symbol': 'XRPUSDT',
'time': '1630512001000',
'tradeId': '',
'tranId': '4854789484855218760'},
'symbol': 'XRP/USDT',
'timestamp': 1630512001000
}
])
type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True})
# mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ')
unix_time = int(date_time.strftime('%s'))
expected_fees = -0.001 # 0.14542341 + -0.14642341
fees_from_datetime = exchange.get_funding_fees(
pair='XRP/USDT',
since=date_time
)
fees_from_unix_time = exchange.get_funding_fees(
pair='XRP/USDT',
since=unix_time
)
assert(isclose(expected_fees, fees_from_datetime))
assert(isclose(expected_fees, fees_from_unix_time))
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
exchange_name,
"get_funding_fees",
"fetch_funding_history",
pair="XRP/USDT",
since=unix_time
)
# TODO-lev
return return

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@ -193,3 +193,13 @@ def test_get_order_id(mocker, default_conf):
} }
} }
assert exchange.get_order_id_conditional(order) == '1111' assert exchange.get_order_id_conditional(order) == '1111'
@pytest.mark.parametrize('pair,nominal_value,max_lev', [
("ADA/BTC", 0.0, 20.0),
("BTC/EUR", 100.0, 20.0),
("ZEC/USD", 173.31, 20.0),
])
def test_get_max_leverage_ftx(default_conf, mocker, pair, nominal_value, max_lev):
exchange = get_patched_exchange(mocker, default_conf, id="ftx")
assert exchange.get_max_leverage(pair, nominal_value) == max_lev

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@ -255,3 +255,18 @@ def test_stoploss_adjust_kraken(mocker, default_conf):
# Test with invalid order case ... # Test with invalid order case ...
order['type'] = 'stop_loss_limit' order['type'] = 'stop_loss_limit'
assert not exchange.stoploss_adjust(1501, order, side="sell") assert not exchange.stoploss_adjust(1501, order, side="sell")
@pytest.mark.parametrize('pair,nominal_value,max_lev', [
("ADA/BTC", 0.0, 3.0),
("BTC/EUR", 100.0, 5.0),
("ZEC/USD", 173.31, 2.0),
])
def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_lev):
exchange = get_patched_exchange(mocker, default_conf, id="kraken")
exchange._leverage_brackets = {
'ADA/BTC': ['2', '3'],
'BTC/EUR': ['2', '3', '4', '5'],
'ZEC/USD': ['2']
}
assert exchange.get_max_leverage(pair, nominal_value) == max_lev