tests: fix test and improve coverage

This commit is contained in:
Meng Xiangzhuo
2024-10-30 09:59:13 +08:00
parent e49b5b03db
commit a417698fcd
7 changed files with 134 additions and 73 deletions

View File

@@ -1,4 +1,4 @@
from datetime import datetime, timedelta, timezone
from datetime import datetime, timedelta
from random import randint
from unittest.mock import AsyncMock, MagicMock, PropertyMock
@@ -8,9 +8,10 @@ import pytest
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from freqtrade.exchange.exchange_utils_timeframe import timeframe_to_seconds
from freqtrade.persistence import Trade
from freqtrade.util.datetime_helpers import dt_from_ts, dt_ts, dt_utc
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
from tests.conftest import EXMS, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -733,17 +734,17 @@ def test__set_leverage_binance(mocker, default_conf):
)
def make_storage(start: datetime, end: datetime, timeframe: str = "1min"):
date = pd.date_range(start, end, freq=timeframe)
def make_storage(start: datetime, end: datetime, timeframe: str):
date = pd.date_range(start, end, freq=timeframe.replace("m", "min"))
df = pd.DataFrame(
data=dict(date=date, open=1.0, high=1.0, low=1.0, close=1.0),
)
return df
def patch_ohlcv(mocker, start, archive_end, api_end):
archive_storage = make_storage(start, archive_end)
api_storage = make_storage(start, api_end)
def patch_ohlcv(mocker, start, archive_end, api_end, timeframe):
archive_storage = make_storage(start, archive_end, timeframe)
api_storage = make_storage(start, api_end, timeframe)
ohlcv = [[dt_ts(start), 1, 1, 1, 1]]
# (pair, timeframe, candle_type, ohlcv, True)
@@ -768,6 +769,7 @@ def patch_ohlcv(mocker, start, archive_end, api_end):
timeframe,
since_ms,
until_ms,
stop_on_404=False,
):
since = dt_from_ts(since_ms)
until = dt_from_ts(until_ms) if until_ms else archive_end + timedelta(seconds=1)
@@ -909,11 +911,22 @@ def patch_ohlcv(mocker, start, archive_end, api_end):
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 2),
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 1, 23, 59),
dt_utc(2020, 1, 1, 23),
False,
False,
True,
),
(
"1m",
False,
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 1, 3, 50, 30),
dt_utc(2020, 1, 1),
dt_utc(2020, 1, 1, 3, 50),
False,
True,
False,
),
],
)
def test_get_historic_ohlcv_binance(
@@ -935,7 +948,7 @@ def test_get_historic_ohlcv_binance(
archive_end = dt_utc(2020, 1, 2)
api_end = dt_utc(2020, 1, 3)
candle_mock, api_mock, archive_mock = patch_ohlcv(
mocker, start=start, archive_end=archive_end, api_end=api_end
mocker, start=start, archive_end=archive_end, api_end=api_end, timeframe=timeframe
)
candle_type = CandleType.SPOT
@@ -952,6 +965,9 @@ def test_get_historic_ohlcv_binance(
else:
assert df["date"].iloc[0] == first_date
assert df["date"].iloc[-1] == last_date
assert (
df["date"].diff().iloc[1:] == timedelta(seconds=timeframe_to_seconds(timeframe))
).all()
if candle_called:
candle_mock.assert_called_once()
@@ -961,45 +977,6 @@ def test_get_historic_ohlcv_binance(
api_mock.assert_called_once()
@pytest.mark.xfail(reason="Need refactor")
@pytest.mark.parametrize("candle_type", [CandleType.MARK, ""])
async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, candle_type):
ohlcv = [
[
int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = "ETH/BTC"
respair, restf, restype, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=False, candle_type=candle_type
)
assert respair == pair
assert restf == "5m"
assert restype == candle_type
# Call with very old timestamp - causes tons of requests
assert exchange._api_async.fetch_ohlcv.call_count > 400
# assert res == ohlcv
exchange._api_async.fetch_ohlcv.reset_mock()
_, _, _, res, _ = await exchange._async_get_historic_ohlcv(
pair, "5m", 1500000000000, is_new_pair=True, candle_type=candle_type
)
# Called twice - one "init" call - and one to get the actual data.
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert res == ohlcv
assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)
@pytest.mark.parametrize(
"pair,notional_value,mm_ratio,amt",
[