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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( @pytest.mark.parametrize(
"side,limit,offset,expected", "side,limit,offset,is_stop,expected",
[ [
("buy", 46.0, 0.0, True), ("buy", 46.0, 0.0, False, True),
("buy", 26.0, 0.0, True), ("buy", 46.0, 0.0, True, False),
("buy", 25.55, 0.0, False), ("buy", 26.0, 0.0, False, True),
("buy", 1, 0.0, False), # Very far away ("buy", 26.0, 0.0, True, False), # Stop - didn't trigger
("sell", 25.5, 0.0, True), ("buy", 25.55, 0.0, False, False),
("sell", 50, 0.0, False), # Very far away ("buy", 25.55, 0.0, True, True), # Stop - triggered
("sell", 25.58, 0.0, False), ("buy", 1, 0.0, False, False), # Very far away
("sell", 25.563, 0.01, False), ("buy", 1, 0.0, True, True), # Current price is above stop - triggered
("sell", 5.563, 0.01, True), ("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( 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 bid 25.563
# Best ask 25.566 # 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 exchange.fetch_l2_order_book = order_book_l2_usd
orderbook = order_book_l2_usd.return_value orderbook = order_book_l2_usd.return_value
result = exchange._dry_is_price_crossed( 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 result is expected
assert order_book_l2_usd.call_count == 0 assert order_book_l2_usd.call_count == 0
# Test without passing orderbook # Test without passing orderbook
order_book_l2_usd.reset_mock() 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 assert result is expected