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fixed some stuff in the leverage brackets binance test

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This commit is contained in:
Sam Germain 2021-09-16 23:23:36 -06:00
parent 57c7926515
commit dced167ea2
2 changed files with 70 additions and 49 deletions
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2
freqtrade/exchange/binance.py
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@ -131,7 +131,7 @@ class Binance(Exchange):
if self.trading_mode == TradingMode.FUTURES:
try:
if self._config['dry_run']:
leverage_brackets_path = Path('data') / 'leverage_brackets.json'
leverage_brackets_path = Path('freqtrade/data') / 'leverage_brackets.json'
with open(leverage_brackets_path) as json_file:
leverage_brackets = json.load(json_file)
else:

117
tests/exchange/test_binance.py
View File

@ -2,6 +2,9 @@ from datetime import datetime, timezone
from random import randint
from unittest.mock import MagicMock, PropertyMock
import json
from pathlib import Path
import ccxt
import pytest
@ -203,58 +206,76 @@ def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max
def test_fill_leverage_brackets_binance(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock(return_value={
'ADA/BUSD': [[0.0, 0.025],
[100000.0, 0.05],
[500000.0, 0.1],
[1000000.0, 0.15],
[2000000.0, 0.25],
[5000000.0, 0.5]],
'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005],
[250000.0, 0.01],
[1000000.0, 0.025],
[5000000.0, 0.05],
[20000000.0, 0.1],
[50000000.0, 0.125],
[100000000.0, 0.15],
[200000000.0, 0.25],
[300000000.0, 0.5]],
"ZEC/USDT": [[0.0, 0.01],
[5000.0, 0.025],
[25000.0, 0.05],
[100000.0, 0.1],
[250000.0, 0.125],
[1000000.0, 0.5]],
# api_mock.load_leverage_brackets = MagicMock(return_value={
# 'ADA/BUSD': [[0.0, 0.025],
# [100000.0, 0.05],
# [500000.0, 0.1],
# [1000000.0, 0.15],
# [2000000.0, 0.25],
# [5000000.0, 0.5]],
# 'BTC/USDT': [[0.0, 0.004],
# [50000.0, 0.005],
# [250000.0, 0.01],
# [1000000.0, 0.025],
# [5000000.0, 0.05],
# [20000000.0, 0.1],
# [50000000.0, 0.125],
# [100000000.0, 0.15],
# [200000000.0, 0.25],
# [300000000.0, 0.5]],
# "ZEC/USDT": [[0.0, 0.01],
# [5000.0, 0.025],
# [25000.0, 0.05],
# [100000.0, 0.1],
# [250000.0, 0.125],
# [1000000.0, 0.5]],
})
# })
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange.trading_mode = TradingMode.FUTURES
exchange.fill_leverage_brackets()
assert exchange._leverage_brackets == {
'ADA/BUSD': [[0.0, 0.025],
[100000.0, 0.05],
[500000.0, 0.1],
[1000000.0, 0.15],
[2000000.0, 0.25],
[5000000.0, 0.5]],
'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005],
[250000.0, 0.01],
[1000000.0, 0.025],
[5000000.0, 0.05],
[20000000.0, 0.1],
[50000000.0, 0.125],
[100000000.0, 0.15],
[200000000.0, 0.25],
[300000000.0, 0.5]],
"ZEC/USDT": [[0.0, 0.01],
[5000.0, 0.025],
[25000.0, 0.05],
[100000.0, 0.1],
[250000.0, 0.125],
[1000000.0, 0.5]],
}
leverage_brackets_path = Path('freqtrade/data') / 'leverage_brackets.json'
with open(leverage_brackets_path) as json_file:
leverage_brackets = json.load(json_file)
for pair, brackets in leverage_brackets.items():
leverage_brackets[pair] = [
[
min_amount,
float(margin_req)
] for [
min_amount,
margin_req
] in brackets
]
assert exchange._leverage_brackets == leverage_brackets
# assert exchange._leverage_brackets == {
# 'ADA/BUSD': [[0.0, 0.025],
# [100000.0, 0.05],
# [500000.0, 0.1],
# [1000000.0, 0.15],
# [2000000.0, 0.25],
# [5000000.0, 0.5]],
# 'BTC/USDT': [[0.0, 0.004],
# [50000.0, 0.005],
# [250000.0, 0.01],
# [1000000.0, 0.025],
# [5000000.0, 0.05],
# [20000000.0, 0.1],
# [50000000.0, 0.125],
# [100000000.0, 0.15],
# [200000000.0, 0.25],
# [300000000.0, 0.5]],
# "ZEC/USDT": [[0.0, 0.01],
# [5000.0, 0.025],
# [25000.0, 0.05],
# [100000.0, 0.1],
# [250000.0, 0.125],
# [1000000.0, 0.5]],
# }
api_mock = MagicMock()
api_mock.load_leverage_brackets = MagicMock()