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add advanced tests for price_to_precision

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Matthias 2020-01-14 16:04:39 +01:00
parent 425ec53b28
commit d7957bd791
1 changed files with 22 additions and 38 deletions
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60
tests/exchange/test_exchange.py
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@ -208,55 +208,39 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
assert exchange.amount_to_precision(pair, amount) == expected assert exchange.amount_to_precision(pair, amount) == expected
@pytest.mark.parametrize("amount,precision,expected", [ @pytest.mark.parametrize("price,precision_mode,precision,expected", [
(2.34559, 0.0001, 2.3455), (2.34559, 2, 4, 2.3456),
(2.34559, 0.00001, 2.34559), (2.34559, 2, 5, 2.34559),
(2.34559, 0.001, 2.345), (2.34559, 2, 3, 2.346),
(2.9999, 0.001, 2.999), (2.9999, 2, 3, 3.000),
(2.9909, 0.001, 2.990), (2.9909, 2, 3, 2.991),
(2.9909, 0.005, 2.990), # Tests for Tick_size
(2.9999, 0.005, 2.995), (2.34559, 4, 0.0001, 2.3456),
(2.34559, 4, 0.00001, 2.34559),
(2.34559, 4, 0.001, 2.346),
(2.9999, 4, 0.001, 3.000),
(2.9909, 4, 0.001, 2.991),
(2.9909, 4, 0.005, 2.99),
(2.9973, 4, 0.005, 2.995),
(2.9977, 4, 0.005, 3.0),
]) ])
def test_amount_to_precision_tick_size(default_conf, mocker, amount, precision, expected): def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
''' '''
Test rounds down Test price to precision
''' '''
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}})
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': precision}}})
exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
# digits counting mode # digits counting mode
# DECIMAL_PLACES = 2 # DECIMAL_PLACES = 2
# SIGNIFICANT_DIGITS = 3 # SIGNIFICANT_DIGITS = 3
# TICK_SIZE = 4 # TICK_SIZE = 4
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4)) mocker.patch('freqtrade.exchange.Exchange.precisionMode',
mocker.patch('freqtrade.exchange.Exchange.markets', markets) PropertyMock(return_value=precision_mode))
pair = 'ETH/BTC' pair = 'ETH/BTC'
assert exchange.amount_to_precision(pair, amount) == expected assert exchange.price_to_precision(pair, price) == expected
def test_sprice_to_precision(default_conf, mocker):
'''
Test rounds up to 4 decimal places
'''
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
exchange = get_patched_exchange(mocker, default_conf, id="binance")
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
price = 2.34559
pair = 'ETH/BTC'
price = exchange.price_to_precision(pair, price)
assert price == 2.3456
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 0.0001}}})
mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=4))
mocker.patch('freqtrade.exchange.Exchange.markets', markets)
price = exchange.price_to_precision(pair, price)
assert price == 2.3456
def test_set_sandbox(default_conf, mocker): def test_set_sandbox(default_conf, mocker):