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test: add tests for dry crossed stoploss

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Matthias
2025-11-19 19:51:39 +01:00
parent ca7234e33f
commit 73b427370b
1 changed files with 21 additions and 13 deletions
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34
tests/exchange/test_exchange.py
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@@ -1111,21 +1111,29 @@ def test_create_dry_run_order_fees(
@pytest.mark.parametrize(
"side,limit,offset,expected",
"side,limit,offset,is_stop,expected",
[
("buy", 46.0, 0.0, True),
("buy", 26.0, 0.0, True),
("buy", 25.55, 0.0, False),
("buy", 1, 0.0, False), # Very far away
("sell", 25.5, 0.0, True),
("sell", 50, 0.0, False), # Very far away
("sell", 25.58, 0.0, False),
("sell", 25.563, 0.01, False),
("sell", 5.563, 0.01, True),
("buy", 46.0, 0.0, False, True),
("buy", 46.0, 0.0, True, False),
("buy", 26.0, 0.0, False, True),
("buy", 26.0, 0.0, True, False), # Stop - didn't trigger
("buy", 25.55, 0.0, False, False),
("buy", 25.55, 0.0, True, True), # Stop - triggered
("buy", 1, 0.0, False, False), # Very far away
("buy", 1, 0.0, True, True), # Current price is above stop - triggered
("sell", 25.5, 0.0, False, True),
("sell", 50, 0.0, False, False), # Very far away
("sell", 25.58, 0.0, False, False),
("sell", 25.563, 0.01, False, False),
("sell", 25.563, 0.0, True, False), # stop order - Not triggered, best bid
("sell", 25.566, 0.0, True, True), # stop order - triggered
("sell", 26, 0.01, True, True), # stop order - triggered
("sell", 5.563, 0.01, False, True),
("sell", 5.563, 0.0, True, False), # stop order - not triggered
],
)
def test__dry_is_price_crossed_with_orderbook(
default_conf, mocker, order_book_l2_usd, side, limit, offset, expected
default_conf, mocker, order_book_l2_usd, side, limit, offset, is_stop, expected
):
# Best bid 25.563
# Best ask 25.566
@@ -1134,14 +1142,14 @@ def test__dry_is_price_crossed_with_orderbook(
exchange.fetch_l2_order_book = order_book_l2_usd
orderbook = order_book_l2_usd.return_value
result = exchange._dry_is_price_crossed(
"LTC/USDT", side, limit, orderbook=orderbook, offset=offset
"LTC/USDT", side, limit, orderbook=orderbook, offset=offset, is_stop=is_stop
)
assert result is expected
assert order_book_l2_usd.call_count == 0
# Test without passing orderbook
order_book_l2_usd.reset_mock()
result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset)
result = exchange._dry_is_price_crossed("LTC/USDT", side, limit, offset=offset, is_stop=is_stop)
assert result is expected