# pragma pylint: disable=missing-docstring, protected-access, invalid-name from datetime import datetime, timedelta, timezone import pytest from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGITS, TICK_SIZE, TRUNCATE) from freqtrade.enums import RunMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import (amount_to_contract_precision, amount_to_precision, date_minus_candles, price_to_precision, timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_resample_freq, timeframe_to_seconds) 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': 'BINANCE'}) 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': 'okx'}) assert check_exchange(default_conf) assert log_has_re( r"Exchange \"okx\" is officially supported by the Freqtrade development team\.", caplog) caplog.clear() # Test an available exchange, supported by ccxt default_conf.get('exchange').update({'name': 'huobijp'}) 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) def test_timeframe_to_minutes(): assert timeframe_to_minutes("5m") == 5 assert timeframe_to_minutes("10m") == 10 assert timeframe_to_minutes("1h") == 60 assert timeframe_to_minutes("1d") == 1440 def test_timeframe_to_seconds(): assert timeframe_to_seconds("5m") == 300 assert timeframe_to_seconds("10m") == 600 assert timeframe_to_seconds("1h") == 3600 assert timeframe_to_seconds("1d") == 86400 def test_timeframe_to_msecs(): assert timeframe_to_msecs("5m") == 300000 assert timeframe_to_msecs("10m") == 600000 assert timeframe_to_msecs("1h") == 3600000 assert timeframe_to_msecs("1d") == 86400000 @pytest.mark.parametrize("timeframe,expected", [ ("1s", '1s'), ("15s", '15s'), ("5m", '300s'), ("10m", '600s'), ("1h", '3600s'), ("1d", '86400s'), ("1w", '604800s'), ("1M", '1MS'), ]) def test_timeframe_to_resample_freq(timeframe, expected): assert timeframe_to_resample_freq(timeframe) == expected def test_timeframe_to_prev_date(): # 2019-08-12 13:22:08 date = datetime.fromtimestamp(1565616128, tz=timezone.utc) tf_list = [ # 5m -> 2019-08-12 13:20:00 ("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)), # 10m -> 2019-08-12 13:20:00 ("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)), # 1h -> 2019-08-12 13:00:00 ("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)), # 2h -> 2019-08-12 12:00:00 ("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)), # 4h -> 2019-08-12 12:00:00 ("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)), # 1d -> 2019-08-12 00:00:00 ("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=timezone.utc)), ] for interval, result in tf_list: assert timeframe_to_prev_date(interval, date) == result date = datetime.now(tz=timezone.utc) assert timeframe_to_prev_date("5m") < date # Does not round time = datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc) assert timeframe_to_prev_date('5m', time) == time time = datetime(2019, 8, 12, 13, 0, 0, tzinfo=timezone.utc) assert timeframe_to_prev_date('1h', time) == time def test_timeframe_to_next_date(): # 2019-08-12 13:22:08 date = datetime.fromtimestamp(1565616128, tz=timezone.utc) tf_list = [ # 5m -> 2019-08-12 13:25:00 ("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)), # 10m -> 2019-08-12 13:30:00 ("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)), # 1h -> 2019-08-12 14:00:00 ("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)), # 2h -> 2019-08-12 14:00:00 ("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)), # 4h -> 2019-08-12 14:00:00 ("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)), # 1d -> 2019-08-13 00:00:00 ("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)), ] for interval, result in tf_list: assert timeframe_to_next_date(interval, date) == result date = datetime.now(tz=timezone.utc) assert timeframe_to_next_date("5m") > date date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc) assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5) @pytest.mark.parametrize("amount,precision_mode,precision,expected", [ (2.34559, DECIMAL_PLACES, 4, 2.3455), (2.34559, DECIMAL_PLACES, 5, 2.34559), (2.34559, DECIMAL_PLACES, 3, 2.345), (2.9999, DECIMAL_PLACES, 3, 2.999), (2.9909, DECIMAL_PLACES, 3, 2.990), (2.9909, DECIMAL_PLACES, 0, 2), (29991.5555, DECIMAL_PLACES, 0, 29991), (29991.5555, DECIMAL_PLACES, -1, 29990), (29991.5555, DECIMAL_PLACES, -2, 29900), # Tests for (2.34559, SIGNIFICANT_DIGITS, 4, 2.345), (2.34559, SIGNIFICANT_DIGITS, 5, 2.3455), (2.34559, SIGNIFICANT_DIGITS, 3, 2.34), (2.9999, SIGNIFICANT_DIGITS, 3, 2.99), (2.9909, SIGNIFICANT_DIGITS, 3, 2.99), (0.0000077723, SIGNIFICANT_DIGITS, 5, 0.0000077723), (0.0000077723, SIGNIFICANT_DIGITS, 3, 0.00000777), (0.0000077723, SIGNIFICANT_DIGITS, 1, 0.000007), # Tests for Tick-size (2.34559, TICK_SIZE, 0.0001, 2.3455), (2.34559, TICK_SIZE, 0.00001, 2.34559), (2.34559, TICK_SIZE, 0.001, 2.345), (2.9999, TICK_SIZE, 0.001, 2.999), (2.9909, TICK_SIZE, 0.001, 2.990), (2.9909, TICK_SIZE, 0.005, 2.99), (2.9999, TICK_SIZE, 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, DECIMAL_PLACES, 4, 2.3456, ROUND_UP), (2.34559, DECIMAL_PLACES, 5, 2.34559, ROUND_UP), (2.34559, DECIMAL_PLACES, 3, 2.346, ROUND_UP), (2.9999, DECIMAL_PLACES, 3, 3.000, ROUND_UP), (2.9909, DECIMAL_PLACES, 3, 2.991, ROUND_UP), (2.9901, DECIMAL_PLACES, 3, 2.991, ROUND_UP), (2.34559, DECIMAL_PLACES, 5, 2.34559, ROUND_DOWN), (2.34559, DECIMAL_PLACES, 4, 2.3455, ROUND_DOWN), (2.9901, DECIMAL_PLACES, 3, 2.990, ROUND_DOWN), (0.00299, DECIMAL_PLACES, 3, 0.002, ROUND_DOWN), # 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), (0.000007222, SIGNIFICANT_DIGITS, 1, 0.000007, ROUND), (0.000007222, SIGNIFICANT_DIGITS, 2, 0.0000072, ROUND), (0.000007777, SIGNIFICANT_DIGITS, 2, 0.0000078, 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, 0.001, 2.990, ROUND_DOWN), (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), (234.43, TICK_SIZE, 0.5, 234.0, ROUND_DOWN), (234.53, TICK_SIZE, 0.5, 235.0, ROUND_UP), (234.53, TICK_SIZE, 0.5, 234.5, ROUND_DOWN), (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, DECIMAL_PLACES, 4, 2.3455, TRUNCATE), (2.34559, DECIMAL_PLACES, 5, 2.34559, TRUNCATE), (2.34559, DECIMAL_PLACES, 3, 2.345, TRUNCATE), (2.9999, DECIMAL_PLACES, 3, 2.999, TRUNCATE), (2.9909, DECIMAL_PLACES, 3, 2.990, TRUNCATE), (2.9909, TICK_SIZE, 0.001, 2.990, TRUNCATE), (2.9909, TICK_SIZE, 0.01, 2.99, TRUNCATE), (2.9909, TICK_SIZE, 0.1, 2.9, TRUNCATE), # Tests for Significant (2.34559, SIGNIFICANT_DIGITS, 4, 2.345, TRUNCATE), (2.34559, SIGNIFICANT_DIGITS, 5, 2.3455, TRUNCATE), (2.34559, SIGNIFICANT_DIGITS, 3, 2.34, TRUNCATE), (2.9999, SIGNIFICANT_DIGITS, 3, 2.99, TRUNCATE), (2.9909, SIGNIFICANT_DIGITS, 2, 2.9, TRUNCATE), (0.00000777, SIGNIFICANT_DIGITS, 2, 0.0000077, TRUNCATE), (0.00000729, SIGNIFICANT_DIGITS, 2, 0.0000072, TRUNCATE), # ROUND (722.2, SIGNIFICANT_DIGITS, 1, 700.0, ROUND), (790.2, SIGNIFICANT_DIGITS, 1, 800.0, ROUND), (722.2, SIGNIFICANT_DIGITS, 2, 720.0, ROUND), (722.2, SIGNIFICANT_DIGITS, 1, 800.0, ROUND_UP), (722.2, SIGNIFICANT_DIGITS, 2, 730.0, ROUND_UP), (777.7, SIGNIFICANT_DIGITS, 2, 780.0, ROUND_UP), (777.7, SIGNIFICANT_DIGITS, 3, 778.0, ROUND_UP), (722.2, SIGNIFICANT_DIGITS, 1, 700.0, ROUND_DOWN), (722.2, SIGNIFICANT_DIGITS, 2, 720.0, ROUND_DOWN), (777.7, SIGNIFICANT_DIGITS, 2, 770.0, ROUND_DOWN), (777.7, SIGNIFICANT_DIGITS, 3, 777.0, ROUND_DOWN), (0.000007222, SIGNIFICANT_DIGITS, 1, 0.000008, ROUND_UP), (0.000007222, SIGNIFICANT_DIGITS, 2, 0.0000073, ROUND_UP), (0.000007777, SIGNIFICANT_DIGITS, 2, 0.0000078, ROUND_UP), (0.000007222, SIGNIFICANT_DIGITS, 1, 0.000007, ROUND_DOWN), (0.000007222, SIGNIFICANT_DIGITS, 2, 0.0000072, ROUND_DOWN), (0.000007777, SIGNIFICANT_DIGITS, 2, 0.0000077, ROUND_DOWN), ]) 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 @pytest.mark.parametrize('amount,precision,precision_mode,contract_size,expected', [ (1.17, 1.0, 4, 0.01, 1.17), # Tick size (1.17, 1.0, 2, 0.01, 1.17), # (1.16, 1.0, 4, 0.01, 1.16), # (1.16, 1.0, 2, 0.01, 1.16), # (1.13, 1.0, 2, 0.01, 1.13), # (10.988, 1.0, 2, 10, 10), (10.988, 1.0, 4, 10, 10), ]) def test_amount_to_contract_precision_standalone(amount, precision, precision_mode, contract_size, expected): res = amount_to_contract_precision(amount, precision, precision_mode, contract_size) assert pytest.approx(res) == expected