mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Parametrize exchanges and test multiple exchanges
This commit is contained in:
Matthias
parent
a05155cb75
commit
e0b634ba3b
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@ -18,6 +18,10 @@ from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
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from freqtrade.resolvers.exchange_resolver import ExchangeResolver
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# Make sure to always keep one exchange here which is NOT subclassed!!
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EXCHANGES = ['bittrex', 'binance', 'kraken', ]
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# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
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def get_mock_coro(return_value):
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async def mock_coro(*args, **kwargs):
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@ -26,16 +30,17 @@ def get_mock_coro(return_value):
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return Mock(wraps=mock_coro)
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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fun, mock_ccxt_fun, **kwargs):
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with pytest.raises(TemporaryError):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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with pytest.raises(OperationalException):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
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@ -763,7 +768,8 @@ def test_get_balances_dry_run(default_conf, mocker):
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assert exchange.get_balances() == {}
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def test_get_balances_prod(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_balances_prod(default_conf, mocker, exchange_name):
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balance_item = {
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'free': 10.0,
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'total': 10.0,
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@ -777,17 +783,18 @@ def test_get_balances_prod(default_conf, mocker):
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'3ST': balance_item
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})
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default_conf['dry_run'] = False
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert len(exchange.get_balances()) == 3
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assert exchange.get_balances()['1ST']['free'] == 10.0
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assert exchange.get_balances()['1ST']['total'] == 10.0
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assert exchange.get_balances()['1ST']['used'] == 0.0
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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"get_balances", "fetch_balance")
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def test_get_tickers(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_tickers(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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tick = {'ETH/BTC': {
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'symbol': 'ETH/BTC',
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@ -802,7 +809,7 @@ def test_get_tickers(default_conf, mocker):
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}
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}
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api_mock.fetch_tickers = MagicMock(return_value=tick)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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# retrieve original ticker
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tickers = exchange.get_tickers()
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@ -813,20 +820,21 @@ def test_get_tickers(default_conf, mocker):
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assert tickers['BCH/BTC']['bid'] == 0.6
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assert tickers['BCH/BTC']['ask'] == 0.5
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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"get_tickers", "fetch_tickers")
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with pytest.raises(OperationalException):
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api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_tickers()
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api_mock.fetch_tickers = MagicMock(return_value={})
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_tickers()
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def test_get_ticker(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_ticker(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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tick = {
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'symbol': 'ETH/BTC',
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@ -836,7 +844,7 @@ def test_get_ticker(default_conf, mocker):
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}
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api_mock.fetch_ticker = MagicMock(return_value=tick)
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api_mock.markets = {'ETH/BTC': {}}
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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# retrieve original ticker
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ticker = exchange.get_ticker(pair='ETH/BTC')
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@ -851,7 +859,7 @@ def test_get_ticker(default_conf, mocker):
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'last': 42,
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}
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api_mock.fetch_ticker = MagicMock(return_value=tick)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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# if not caching the result we should get the same ticker
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# if not fetching a new result we should get the cached ticker
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@ -870,20 +878,21 @@ def test_get_ticker(default_conf, mocker):
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exchange.get_ticker(pair='ETH/BTC', refresh=False)
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assert api_mock.fetch_ticker.call_count == 0
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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"get_ticker", "fetch_ticker",
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pair='ETH/BTC', refresh=True)
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api_mock.fetch_ticker = MagicMock(return_value={})
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_ticker(pair='ETH/BTC', refresh=True)
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with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
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exchange.get_ticker(pair='XRP/ETH', refresh=True)
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def test_get_history(default_conf, mocker, caplog):
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exchange = get_patched_exchange(mocker, default_conf)
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_history(default_conf, mocker, caplog, exchange_name):
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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tick = [
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[
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arrow.utcnow().timestamp * 1000, # unix timestamp ms
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@ -1051,12 +1060,13 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
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assert log_has("Async code raised an exception: TypeError", caplog.record_tuples)
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def test_get_order_book(default_conf, mocker, order_book_l2):
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default_conf['exchange']['name'] = 'binance'
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
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default_conf['exchange']['name'] = exchange_name
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api_mock = MagicMock()
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api_mock.fetch_l2_order_book = order_book_l2
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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order_book = exchange.get_order_book(pair='ETH/BTC', limit=10)
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assert 'bids' in order_book
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assert 'asks' in order_book
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@ -1064,19 +1074,20 @@ def test_get_order_book(default_conf, mocker, order_book_l2):
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assert len(order_book['asks']) == 10
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def test_get_order_book_exception(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_order_book_exception(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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with pytest.raises(OperationalException):
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api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_order_book(pair='ETH/BTC', limit=50)
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with pytest.raises(TemporaryError):
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api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_order_book(pair='ETH/BTC', limit=50)
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with pytest.raises(OperationalException):
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api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_order_book(pair='ETH/BTC', limit=50)
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@ -1089,8 +1100,9 @@ def make_fetch_ohlcv_mock(data):
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return fetch_ohlcv_mock
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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@pytest.mark.asyncio
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async def test___async_get_candle_history_sort(default_conf, mocker):
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async def test___async_get_candle_history_sort(default_conf, mocker, exchange_name):
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def sort_data(data, key):
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return sorted(data, key=key)
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@ -1108,7 +1120,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
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[1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
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[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
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]
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
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sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
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# Test the ticker history sort
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@ -1170,36 +1182,39 @@ async def test___async_get_candle_history_sort(default_conf, mocker):
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assert ticks[9][5] == 2.31452783
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def test_cancel_order_dry_run(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None
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# Ensure that if not dry_run, we should call API
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def test_cancel_order(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_cancel_order(default_conf, mocker, exchange_name):
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default_conf['dry_run'] = False
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api_mock = MagicMock()
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api_mock.cancel_order = MagicMock(return_value=123)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
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with pytest.raises(DependencyException):
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api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.cancel_order(order_id='_', pair='TKN/BTC')
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assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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"cancel_order", "cancel_order",
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order_id='_', pair='TKN/BTC')
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def test_get_order(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_order(default_conf, mocker, exchange_name):
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default_conf['dry_run'] = True
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order = MagicMock()
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order.myid = 123
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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exchange._dry_run_open_orders['X'] = order
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print(exchange.get_order('X', 'TKN/BTC'))
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assert exchange.get_order('X', 'TKN/BTC').myid == 123
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@ -1207,33 +1222,28 @@ def test_get_order(default_conf, mocker):
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default_conf['dry_run'] = False
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api_mock = MagicMock()
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api_mock.fetch_order = MagicMock(return_value=456)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert exchange.get_order('X', 'TKN/BTC') == 456
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with pytest.raises(DependencyException):
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api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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'get_order', 'fetch_order',
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order_id='_', pair='TKN/BTC')
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def test_name(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_name(default_conf, mocker, exchange_name):
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mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
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default_conf['exchange']['name'] = 'binance'
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default_conf['exchange']['name'] = exchange_name
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exchange = Exchange(default_conf)
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assert exchange.name == 'Binance'
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def test_id(default_conf, mocker):
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mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
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default_conf['exchange']['name'] = 'binance'
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exchange = Exchange(default_conf)
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assert exchange.id == 'binance'
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assert exchange.name == exchange_name.title()
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assert exchange.id == exchange_name
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def test_get_pair_detail_url(default_conf, mocker, caplog):
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@ -1267,7 +1277,8 @@ def test_get_pair_detail_url(default_conf, mocker, caplog):
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assert log_has('Could not get exchange url for Poloniex', caplog.record_tuples)
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def test_get_trades_for_order(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_trades_for_order(default_conf, mocker, exchange_name):
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order_id = 'ABCD-ABCD'
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since = datetime(2018, 5, 5)
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default_conf["dry_run"] = False
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@ -1294,13 +1305,13 @@ def test_get_trades_for_order(default_conf, mocker):
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'amount': 0.2340606,
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'fee': {'cost': 0.06179, 'currency': 'BTC'}
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}])
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
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assert len(orders) == 1
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assert orders[0]['price'] == 165
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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'get_trades_for_order', 'fetch_my_trades',
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order_id=order_id, pair='LTC/BTC', since=since)
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@ -1308,10 +1319,11 @@ def test_get_trades_for_order(default_conf, mocker):
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assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
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def test_get_markets(default_conf, mocker, markets):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_markets(default_conf, mocker, markets, exchange_name):
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api_mock = MagicMock()
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api_mock.fetch_markets = markets
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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ret = exchange.get_markets()
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assert isinstance(ret, list)
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assert len(ret) == 6
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@ -1319,11 +1331,12 @@ def test_get_markets(default_conf, mocker, markets):
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assert ret[0]["id"] == "ethbtc"
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assert ret[0]["symbol"] == "ETH/BTC"
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ccxt_exceptionhandlers(mocker, default_conf, api_mock,
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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'get_markets', 'fetch_markets')
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def test_get_fee(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_fee(default_conf, mocker, exchange_name):
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api_mock = MagicMock()
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api_mock.calculate_fee = MagicMock(return_value={
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'type': 'taker',
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@ -1331,11 +1344,11 @@ def test_get_fee(default_conf, mocker):
|
|||
'rate': 0.025,
|
||||
'cost': 0.05
|
||||
})
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock)
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
|
||||
|
||||
assert exchange.get_fee() == 0.025
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock,
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
|
||||
'get_fee', 'calculate_fee')
|
||||
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user