mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-11-29 08:33:07 +00:00
Update tests to properly mock fee
This commit is contained in:
@@ -241,7 +241,7 @@ def patch_exchange(
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if api_mock:
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mocker.patch(f'{EXMS}._init_ccxt', return_value=api_mock)
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else:
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mocker.patch(f'{EXMS}.get_fee', return_value=0.025)
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mocker.patch(f'{EXMS}.get_fee', return_value=0.0025)
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mocker.patch(f'{EXMS}._init_ccxt', MagicMock())
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mocker.patch(f'{EXMS}.timeframes', PropertyMock(
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return_value=['5m', '15m', '1h', '1d']))
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@@ -298,12 +298,12 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
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def test_data_with_fee(default_conf, mocker) -> None:
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patch_exchange(mocker)
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default_conf['fee'] = 0.1234
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default_conf['fee'] = 0.01234
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fee_mock = mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.5))
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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assert backtesting.fee == 0.1234
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assert backtesting.fee == 0.01234
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assert fee_mock.call_count == 0
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default_conf['fee'] = 0.0
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@@ -620,12 +620,11 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
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assert trade is None
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def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None:
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def test_backtest__check_trade_exit(default_conf, mocker) -> None:
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default_conf['use_exit_signal'] = False
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mocker.patch(f'{EXMS}.get_fee', fee)
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patch_exchange(mocker)
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mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
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patch_exchange(mocker)
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default_conf['timeframe_detail'] = '1m'
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default_conf['max_open_trades'] = 2
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backtesting = Backtesting(default_conf)
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@@ -683,14 +682,13 @@ def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None:
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assert res is None
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def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
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def test_backtest_one(default_conf, mocker, testdatadir) -> None:
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default_conf['use_exit_signal'] = False
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default_conf['max_open_trades'] = 10
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mocker.patch(f'{EXMS}.get_fee', fee)
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patch_exchange(mocker)
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mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
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patch_exchange(mocker)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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pair = 'UNITTEST/BTC'
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@@ -777,14 +775,13 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
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@pytest.mark.parametrize('use_detail', [True, False])
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def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
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def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail) -> None:
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default_conf_usdt['use_exit_signal'] = False
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mocker.patch(f'{EXMS}.get_fee', fee)
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patch_exchange(mocker)
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mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
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if use_detail:
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default_conf_usdt['timeframe_detail'] = '1m'
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patch_exchange(mocker)
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def advise_entry(df, *args, **kwargs):
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# Mock function to force several entries
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@@ -864,14 +861,14 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
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(False, -0.01780296, 5),
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])
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def test_backtest_one_detail_futures(
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default_conf_usdt, fee, mocker, testdatadir, use_detail, exp_funding_fee,
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default_conf_usdt, mocker, testdatadir, use_detail, exp_funding_fee,
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exp_ff_updates) -> None:
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default_conf_usdt['use_exit_signal'] = False
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default_conf_usdt['trading_mode'] = 'futures'
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default_conf_usdt['margin_mode'] = 'isolated'
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default_conf_usdt['candle_type_def'] = CandleType.FUTURES
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mocker.patch(f'{EXMS}.get_fee', fee)
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patch_exchange(mocker)
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mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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@@ -881,7 +878,6 @@ def test_backtest_one_detail_futures(
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default_conf_usdt['timeframe'] = '1h'
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if use_detail:
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default_conf_usdt['timeframe_detail'] = '5m'
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patch_exchange(mocker)
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def advise_entry(df, *args, **kwargs):
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# Mock function to force several entries
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@@ -1237,19 +1233,18 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
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([{"method": "CooldownPeriod", "stop_duration": 3}], 'sine', 9),
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([{"method": "CooldownPeriod", "stop_duration": 3}], 'raise', 10),
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])
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def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
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def test_backtest_pricecontours(default_conf, mocker, testdatadir,
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protections, contour, expected) -> None:
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if protections:
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default_conf['protections'] = protections
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default_conf['enable_protections'] = True
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patch_exchange(mocker)
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mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
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mocker.patch(f'{EXMS}.get_fee', fee)
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# While entry-signals are unrealistic, running backtesting
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# over and over again should not cause different results
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patch_exchange(mocker)
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default_conf['timeframe'] = '1m'
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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@@ -99,11 +99,11 @@ def test_edge_init(mocker, edge_conf) -> None:
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def test_edge_init_fee(mocker, edge_conf) -> None:
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patch_exchange(mocker)
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edge_conf['fee'] = 0.1234
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edge_conf['fee'] = 0.01234
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edge_conf['stake_amount'] = 20
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fee_mock = mocker.patch(f'{EXMS}.get_fee', return_value=0.5)
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edge_cli = EdgeCli(edge_conf)
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assert edge_cli.edge.fee == 0.1234
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assert edge_cli.edge.fee == 0.01234
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assert fee_mock.call_count == 0
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@@ -343,11 +343,11 @@ def test_initialize_single_lookahead_analysis(lookahead_conf, mocker, caplog):
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'no_bias', 'bias1'
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])
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def test_biased_strategy(lookahead_conf, mocker, caplog, scenario) -> None:
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patch_exchange(mocker)
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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mocker.patch(f'{EXMS}.get_fee', return_value=0.0)
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mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.00001)
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mocker.patch(f'{EXMS}.get_max_pair_stake_amount', return_value=float('inf'))
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patch_exchange(mocker)
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['UNITTEST/BTC']))
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lookahead_conf['pairs'] = ['UNITTEST/USDT']
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@@ -10,7 +10,7 @@ from freqtrade.data.history import get_timerange
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.analysis.recursive import RecursiveAnalysis
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from freqtrade.optimize.analysis.recursive_helpers import RecursiveAnalysisSubFunctions
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from tests.conftest import get_args, log_has_re, patch_exchange
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from tests.conftest import EXMS, get_args, log_has_re, patch_exchange
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@pytest.fixture
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@@ -152,8 +152,9 @@ def test_initialize_single_recursive_analysis(recursive_conf, mocker, caplog):
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'no_bias', 'bias1', 'bias2'
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])
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def test_recursive_biased_strategy(recursive_conf, mocker, caplog, scenario) -> None:
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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patch_exchange(mocker)
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mocker.patch(f'{EXMS}.get_fee', return_value=0.0)
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['UNITTEST/BTC']))
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recursive_conf['pairs'] = ['UNITTEST/BTC']
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@@ -103,6 +103,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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'funding_fee': ANY, 'ft_order_tag': None,
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}],
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}
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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@@ -111,7 +112,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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_dry_is_price_crossed=MagicMock(side_effect=[False, True]),
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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rpc = RPC(freqtradebot)
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