# pragma pylint: disable=missing-docstring, protected-access, invalid-name from datetime import datetime, timedelta, timezone import pytest 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_prev_date) from freqtrade.exchange.check_exchange import check_exchange from tests.conftest import log_has_re def test_check_exchange(default_conf, caplog) -> None: # Test an officially supported by Freqtrade team exchange default_conf['runmode'] = RunMode.DRY_RUN default_conf.get('exchange').update({'name': 'BITTREX'}) assert check_exchange(default_conf) assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.", caplog) caplog.clear() # Test an officially supported by Freqtrade team exchange default_conf.get('exchange').update({'name': 'binance'}) assert check_exchange(default_conf) assert log_has_re( r"Exchange \"binance\" is officially supported by the Freqtrade development team\.", caplog) caplog.clear() # Test an officially supported by Freqtrade team exchange default_conf.get('exchange').update({'name': 'binanceus'}) assert check_exchange(default_conf) assert log_has_re( r"Exchange \"binanceus\" is officially supported by the Freqtrade development team\.", caplog) caplog.clear() # Test an officially supported by Freqtrade team exchange - with remapping default_conf.get('exchange').update({'name': 'okex'}) assert check_exchange(default_conf) assert log_has_re( r"Exchange \"okex\" is officially supported by the Freqtrade development team\.", caplog) caplog.clear() # Test an available exchange, supported by ccxt default_conf.get('exchange').update({'name': 'huobipro'}) assert check_exchange(default_conf) assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, " r"but not officially supported " r"by the Freqtrade development team\. .*", caplog) caplog.clear() # Test a 'bad' exchange, which known to have serious problems default_conf.get('exchange').update({'name': 'bitmex'}) with pytest.raises(OperationalException, match=r"Exchange .* will not work with Freqtrade\..*"): check_exchange(default_conf) caplog.clear() # Test a 'bad' exchange with check_for_bad=False default_conf.get('exchange').update({'name': 'bitmex'}) assert check_exchange(default_conf, False) assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, " r"but not officially supported " r"by the Freqtrade development team\. .*", caplog) caplog.clear() # Test an invalid exchange default_conf.get('exchange').update({'name': 'unknown_exchange'}) with pytest.raises( OperationalException, match=r'Exchange "unknown_exchange" is not known to the ccxt library ' r'and therefore not available for the bot.*' ): check_exchange(default_conf) # Test no exchange... default_conf.get('exchange').update({'name': ''}) default_conf['runmode'] = RunMode.PLOT assert check_exchange(default_conf) # Test no exchange... default_conf.get('exchange').update({'name': ''}) default_conf['runmode'] = RunMode.UTIL_EXCHANGE with pytest.raises(OperationalException, match=r'This command requires a configured exchange.*'): check_exchange(default_conf) def test_date_minus_candles(): date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc) assert date_minus_candles("5m", 3, date) == date - timedelta(minutes=15) assert date_minus_candles("5m", 5, date) == date - timedelta(minutes=25) assert date_minus_candles("1m", 6, date) == date - timedelta(minutes=6) assert date_minus_candles("1h", 3, date) == date - timedelta(hours=3, minutes=25) assert date_minus_candles("1h", 3) == timeframe_to_prev_date('1h') - timedelta(hours=3) @pytest.mark.parametrize("amount,precision_mode,precision,expected", [ (2.34559, 2, 4, 2.3455), (2.34559, 2, 5, 2.34559), (2.34559, 2, 3, 2.345), (2.9999, 2, 3, 2.999), (2.9909, 2, 3, 2.990), (2.9909, 2, 0, 2), (29991.5555, 2, 0, 29991), (29991.5555, 2, -1, 29990), (29991.5555, 2, -2, 29900), # Tests for Tick-size (2.34559, 4, 0.0001, 2.3455), (2.34559, 4, 0.00001, 2.34559), (2.34559, 4, 0.001, 2.345), (2.9999, 4, 0.001, 2.999), (2.9909, 4, 0.001, 2.990), (2.9909, 4, 0.005, 2.99), (2.9999, 4, 0.005, 2.995), ]) def test_amount_to_precision(amount, precision_mode, precision, expected,): """ Test rounds down """ # digits counting mode # DECIMAL_PLACES = 2 # SIGNIFICANT_DIGITS = 3 # TICK_SIZE = 4 assert amount_to_precision(amount, precision, precision_mode) == expected @pytest.mark.parametrize("price,precision_mode,precision,expected,rounding_mode", [ # Tests for DECIMAL_PLACES, ROUND_UP (2.34559, 2, 4, 2.3456, ROUND_UP), (2.34559, 2, 5, 2.34559, ROUND_UP), (2.34559, 2, 3, 2.346, ROUND_UP), (2.9999, 2, 3, 3.000, ROUND_UP), (2.9909, 2, 3, 2.991, ROUND_UP), # Tests for DECIMAL_PLACES, ROUND (2.345600000000001, DECIMAL_PLACES, 4, 2.3456, ROUND), (2.345551, DECIMAL_PLACES, 4, 2.3456, ROUND), (2.49, DECIMAL_PLACES, 0, 2., ROUND), (2.51, DECIMAL_PLACES, 0, 3., ROUND), (5.1, DECIMAL_PLACES, -1, 10., ROUND), (4.9, DECIMAL_PLACES, -1, 0., ROUND), # Tests for TICK_SIZE, ROUND_UP (2.34559, TICK_SIZE, 0.0001, 2.3456, ROUND_UP), (2.34559, TICK_SIZE, 0.00001, 2.34559, ROUND_UP), (2.34559, TICK_SIZE, 0.001, 2.346, ROUND_UP), (2.9999, TICK_SIZE, 0.001, 3.000, ROUND_UP), (2.9909, TICK_SIZE, 0.001, 2.991, ROUND_UP), (2.9909, TICK_SIZE, 0.005, 2.995, ROUND_UP), (2.9973, TICK_SIZE, 0.005, 3.0, ROUND_UP), (2.9977, TICK_SIZE, 0.005, 3.0, ROUND_UP), (234.43, TICK_SIZE, 0.5, 234.5, ROUND_UP), (234.53, TICK_SIZE, 0.5, 235.0, ROUND_UP), (0.891534, TICK_SIZE, 0.0001, 0.8916, ROUND_UP), (64968.89, TICK_SIZE, 0.01, 64968.89, ROUND_UP), (0.000000003483, TICK_SIZE, 1e-12, 0.000000003483, ROUND_UP), # Tests for TICK_SIZE, ROUND (2.49, TICK_SIZE, 1., 2., ROUND), (2.51, TICK_SIZE, 1., 3., ROUND), (2.000000051, TICK_SIZE, 0.0000001, 2.0000001, ROUND), (2.000000049, TICK_SIZE, 0.0000001, 2., ROUND), (2.9909, TICK_SIZE, 0.005, 2.990, ROUND), (2.9973, TICK_SIZE, 0.005, 2.995, ROUND), (2.9977, TICK_SIZE, 0.005, 3.0, ROUND), (234.24, TICK_SIZE, 0.5, 234., ROUND), (234.26, TICK_SIZE, 0.5, 234.5, ROUND), # Tests for TRUNCATTE (2.34559, 2, 4, 2.3455, TRUNCATE), (2.34559, 2, 5, 2.34559, TRUNCATE), (2.34559, 2, 3, 2.345, TRUNCATE), (2.9999, 2, 3, 2.999, TRUNCATE), (2.9909, 2, 3, 2.990, TRUNCATE), ]) 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