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Test backest detail with leverage

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Matthias
2022-09-27 19:47:49 +02:00
parent 6c491ee02e
commit 8eda3a45a3
2 changed files with 25 additions and 13 deletions
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17
tests/test_integration.py
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@@ -2,7 +2,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.enums import ExitCheckTuple, ExitType
from freqtrade.enums import ExitCheckTuple, ExitType, TradingMode
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.rpc.rpc import RPC
@@ -455,10 +455,12 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert pytest.approx(trade.orders[-1].amount) == 61.538461232
def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> None:
@pytest.mark.parametrize('leverage', [1, 2])
def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, leverage) -> None:
default_conf_usdt['position_adjustment_enable'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.trading_mode = TradingMode.FUTURES
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
@@ -467,15 +469,17 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> Non
price_to_precision=lambda s, x, y: y,
get_min_pair_stake_amount=MagicMock(return_value=10),
)
mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
patch_get_signal(freqtrade)
freqtrade.strategy.leverage = MagicMock(return_value=leverage)
freqtrade.enter_positions()
assert len(Trade.get_trades().all()) == 1
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
assert pytest.approx(trade.amount) == 30.0
assert pytest.approx(trade.amount) == 30.0 * leverage
assert trade.open_rate == 2.0
# Too small size
@@ -484,8 +488,9 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> Non
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
assert pytest.approx(trade.amount) == 30.0
assert log_has_re("Remaining amount of 1.6.* would be smaller than the minimum of 10.", caplog)
assert pytest.approx(trade.amount) == 30.0 * leverage
assert log_has_re(
r"Remaining amount of \d\.\d+.* would be smaller than the minimum of 10.", caplog)
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20)
@@ -494,7 +499,7 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> Non
assert len(trade.orders) == 2
assert trade.orders[-1].ft_order_side == 'sell'
assert pytest.approx(trade.stake_amount) == 40.198
assert pytest.approx(trade.amount) == 20.099
assert pytest.approx(trade.amount) == 20.099 * leverage
assert trade.open_rate == 2.0
assert trade.is_open
caplog.clear()