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Update tests to properly mock fee

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This commit is contained in:
Matthias
2024-04-27 19:52:48 +02:00
parent 3a2e3215b9
commit f259270e9c
6 changed files with 20 additions and 24 deletions
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29
tests/optimize/test_backtesting.py
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@@ -298,12 +298,12 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
def test_data_with_fee(default_conf, mocker) -> None:
patch_exchange(mocker)
default_conf['fee'] = 0.1234
default_conf['fee'] = 0.01234
fee_mock = mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.5))
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
assert backtesting.fee == 0.1234
assert backtesting.fee == 0.01234
assert fee_mock.call_count == 0
default_conf['fee'] = 0.0
@@ -620,12 +620,11 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
assert trade is None
def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None:
def test_backtest__check_trade_exit(default_conf, mocker) -> None:
default_conf['use_exit_signal'] = False
mocker.patch(f'{EXMS}.get_fee', fee)
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
patch_exchange(mocker)
default_conf['timeframe_detail'] = '1m'
default_conf['max_open_trades'] = 2
backtesting = Backtesting(default_conf)
@@ -683,14 +682,13 @@ def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None:
assert res is None
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_one(default_conf, mocker, testdatadir) -> None:
default_conf['use_exit_signal'] = False
default_conf['max_open_trades'] = 10
mocker.patch(f'{EXMS}.get_fee', fee)
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'UNITTEST/BTC'
@@ -777,14 +775,13 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
@pytest.mark.parametrize('use_detail', [True, False])
def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail) -> None:
default_conf_usdt['use_exit_signal'] = False
mocker.patch(f'{EXMS}.get_fee', fee)
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
if use_detail:
default_conf_usdt['timeframe_detail'] = '1m'
patch_exchange(mocker)
def advise_entry(df, *args, **kwargs):
# Mock function to force several entries
@@ -864,14 +861,14 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
(False, -0.01780296, 5),
])
def test_backtest_one_detail_futures(
default_conf_usdt, fee, mocker, testdatadir, use_detail, exp_funding_fee,
default_conf_usdt, mocker, testdatadir, use_detail, exp_funding_fee,
exp_ff_updates) -> None:
default_conf_usdt['use_exit_signal'] = False
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
default_conf_usdt['candle_type_def'] = CandleType.FUTURES
mocker.patch(f'{EXMS}.get_fee', fee)
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
@@ -881,7 +878,6 @@ def test_backtest_one_detail_futures(
default_conf_usdt['timeframe'] = '1h'
if use_detail:
default_conf_usdt['timeframe_detail'] = '5m'
patch_exchange(mocker)
def advise_entry(df, *args, **kwargs):
# Mock function to force several entries
@@ -1237,19 +1233,18 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
([{"method": "CooldownPeriod", "stop_duration": 3}], 'sine', 9),
([{"method": "CooldownPeriod", "stop_duration": 3}], 'raise', 10),
])
def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
def test_backtest_pricecontours(default_conf, mocker, testdatadir,
protections, contour, expected) -> None:
if protections:
default_conf['protections'] = protections
default_conf['enable_protections'] = True
patch_exchange(mocker)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch(f'{EXMS}.get_fee', fee)
# While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results
patch_exchange(mocker)
default_conf['timeframe'] = '1m'
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])