mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Move precision tests to exchange_utils test file

Browse Source
This commit is contained in:
Matthias
2023-08-30 07:09:57 +00:00
parent e7d2a48766
commit 1ccbe87f90
2 changed files with 88 additions and 85 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/exchange/test_exchange.py
+3 -84
View File
@@ -7,17 +7,15 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch
import ccxt import ccxt
import pytest import pytest
from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
from pandas import DataFrame from pandas import DataFrame
from freqtrade.enums import CandleType, MarginMode, TradingMode from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError, from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
InsufficientFundsError, InvalidOrderException, InsufficientFundsError, InvalidOrderException,
OperationalException, PricingError, TemporaryError) OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, amount_to_precision, from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, market_is_active,
market_is_active, price_to_precision, timeframe_to_minutes, timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date, timeframe_to_prev_date, timeframe_to_seconds)
timeframe_to_seconds)
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT, from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
calculate_backoff, remove_exchange_credentials) calculate_backoff, remove_exchange_credentials)
from freqtrade.exchange.exchange import amount_to_contract_precision from freqtrade.exchange.exchange import amount_to_contract_precision
@@ -287,85 +285,6 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2) ex.validate_order_time_in_force(tif2)
@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
@pytest.mark.parametrize("price,precision_mode,precision,expected", [ @pytest.mark.parametrize("price,precision_mode,precision,expected", [
tests/exchange/test_exchange_utils.py
+85 -1
View File
@@ -2,10 +2,12 @@
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
import pytest import pytest
from ccxt import DECIMAL_PLACES, ROUND, ROUND_UP, TICK_SIZE, TRUNCATE
from freqtrade.enums import RunMode from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import date_minus_candles, timeframe_to_prev_date 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 freqtrade.exchange.check_exchange import check_exchange
from tests.conftest import log_has_re from tests.conftest import log_has_re
@@ -96,3 +98,85 @@ def test_date_minus_candles():
assert date_minus_candles("1m", 6, date) == date - timedelta(minutes=6) 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, date) == date - timedelta(hours=3, minutes=25)
assert date_minus_candles("1h", 3) == timeframe_to_prev_date('1h') - timedelta(hours=3) 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