stable/tests/conftest.py

1373 lines
38 KiB
Python
Raw Normal View History

# pragma pylint: disable=missing-docstring
2018-03-17 21:44:47 +00:00
import json
import logging
2019-02-03 12:50:03 +00:00
import re
2019-05-20 17:35:19 +00:00
from copy import deepcopy
2017-11-07 19:12:56 +00:00
from datetime import datetime
from functools import reduce
2019-06-17 12:34:45 +00:00
from pathlib import Path
2018-09-10 18:19:28 +00:00
from unittest.mock import MagicMock, PropertyMock
2018-03-17 21:44:47 +00:00
import arrow
import numpy as np
import pytest
2018-03-17 21:44:47 +00:00
from telegram import Chat, Message, Update
2019-05-11 07:42:30 +00:00
from freqtrade import constants, persistence
from freqtrade.configuration import Arguments
2018-12-12 19:16:03 +00:00
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.edge import Edge, PairInfo
2019-03-30 12:48:30 +00:00
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
2019-02-19 18:15:22 +00:00
from freqtrade.resolvers import ExchangeResolver
from freqtrade.worker import Worker
2017-11-07 19:12:56 +00:00
logging.getLogger('').setLevel(logging.INFO)
2017-11-07 15:18:29 +00:00
# Do not mask numpy errors as warnings that no one read, raise the exсeption
np.seterr(all='raise')
def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar')
# and we want to match line against foobar in the tuple
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs.record_tuples),
False)
2019-02-03 12:50:03 +00:00
def log_has_re(line, logs):
return reduce(lambda a, b: a or b,
filter(lambda x: re.match(line, x[2]), logs.record_tuples),
2019-02-03 12:50:03 +00:00
False)
def get_args(args):
2019-09-04 14:38:33 +00:00
return Arguments(args).get_parsed_arg()
2019-07-11 21:39:42 +00:00
def patched_configuration_load_config_file(mocker, config) -> None:
mocker.patch(
2019-08-10 15:47:58 +00:00
'freqtrade.configuration.configuration.load_config_file',
2019-07-11 21:39:42 +00:00
lambda *args, **kwargs: config
)
2019-10-26 08:08:23 +00:00
def patch_exchange(mocker, api_mock=None, id='bittrex', mock_markets=True) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
2019-03-05 18:45:54 +00:00
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
2019-10-26 08:08:23 +00:00
if mock_markets:
2019-10-26 11:28:04 +00:00
mocker.patch('freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=get_markets()))
2018-06-17 11:32:05 +00:00
if api_mock:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
else:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
2018-06-17 19:46:56 +00:00
2019-10-26 11:28:04 +00:00
def get_patched_exchange(mocker, config, api_mock=None, id='bittrex',
mock_markets=True) -> Exchange:
2019-10-26 08:08:23 +00:00
patch_exchange(mocker, api_mock, id, mock_markets)
2019-02-19 18:15:22 +00:00
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id, config).exchange
2019-02-19 18:15:22 +00:00
except ImportError:
exchange = Exchange(config)
2018-06-17 11:32:05 +00:00
return exchange
2018-11-24 15:37:28 +00:00
def patch_wallet(mocker, free=999.9) -> None:
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(
return_value=free
2018-11-23 09:17:10 +00:00
))
2019-10-26 08:08:23 +00:00
def patch_whitelist(mocker, conf) -> None:
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._refresh_whitelist',
MagicMock(return_value=conf['exchange']['pair_whitelist']))
def patch_edge(mocker) -> None:
# "ETH/BTC",
# "LTC/BTC",
# "XRP/BTC",
# "NEO/BTC"
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
2018-11-04 17:43:57 +00:00
return_value={
'NEO/BTC': PairInfo(-0.20, 0.66, 3.71, 0.50, 1.71, 10, 25),
'LTC/BTC': PairInfo(-0.21, 0.66, 3.71, 0.50, 1.71, 11, 20),
2018-11-04 17:43:57 +00:00
}
2018-10-04 16:07:47 +00:00
))
2018-11-04 17:57:57 +00:00
mocker.patch('freqtrade.edge.Edge.calculate', MagicMock(return_value=True))
2018-10-04 16:07:47 +00:00
def get_patched_edge(mocker, config) -> Edge:
patch_edge(mocker)
2018-11-04 17:57:57 +00:00
edge = Edge(config)
return edge
# Functions for recurrent object patching
2018-10-04 16:07:47 +00:00
2019-03-26 08:07:24 +00:00
def patch_freqtradebot(mocker, config) -> None:
"""
This function patch _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
2019-06-02 13:28:29 +00:00
persistence.init(config['db_url'])
2019-09-11 06:52:09 +00:00
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
2019-10-28 11:53:12 +00:00
patch_whitelist(mocker, config)
2019-03-26 08:07:24 +00:00
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
2019-06-20 18:30:05 +00:00
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: FreqtradeBot
"""
2019-03-26 08:07:24 +00:00
patch_freqtradebot(mocker, config)
2018-06-07 03:27:55 +00:00
return FreqtradeBot(config)
2019-03-26 08:07:24 +00:00
def get_patched_worker(mocker, config) -> Worker:
2019-06-20 18:30:05 +00:00
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: Worker
"""
2019-03-26 08:07:24 +00:00
patch_freqtradebot(mocker, config)
return Worker(args=None, config=config)
2019-05-11 07:42:30 +00:00
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
"""
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
:return: None
"""
freqtrade.strategy.get_signal = lambda e, s, t: value
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
2019-05-11 12:05:25 +00:00
2019-03-30 12:47:09 +00:00
@pytest.fixture(autouse=True)
def patch_coinmarketcap(mocker) -> None:
"""
Mocker to coinmarketcap to speed up tests
:param mocker: mocker to patch coinmarketcap class
:return: None
"""
2018-11-04 17:57:57 +00:00
tickermock = MagicMock(return_value={'price_usd': 12345.0})
listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC',
2018-05-13 18:46:02 +00:00
'website_slug': 'bitcoin'},
{'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH',
'website_slug': 'ethereum'}
]})
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.Market',
2018-05-13 18:46:02 +00:00
ticker=tickermock,
listings=listmock,
2018-05-13 18:46:02 +00:00
)
2019-06-16 10:54:27 +00:00
@pytest.fixture(scope='function')
def init_persistence(default_conf):
persistence.init(default_conf['db_url'], default_conf['dry_run'])
@pytest.fixture(scope="function")
def default_conf(testdatadir):
2017-11-07 19:12:56 +00:00
""" Returns validated configuration suitable for most tests """
2018-11-04 17:57:57 +00:00
configuration = {
2017-11-07 21:27:44 +00:00
"max_open_trades": 1,
2017-11-07 19:12:56 +00:00
"stake_currency": "BTC",
2017-12-17 21:07:56 +00:00
"stake_amount": 0.001,
2017-12-25 07:51:41 +00:00
"fiat_display_currency": "USD",
"ticker_interval": '5m',
2017-11-07 19:12:56 +00:00
"dry_run": True,
"minimal_roi": {
2018-01-10 09:29:41 +00:00
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
2017-11-07 19:12:56 +00:00
},
2017-11-23 16:43:19 +00:00
"stoploss": -0.10,
"unfilledtimeout": {
"buy": 10,
"sell": 30
},
2017-11-07 19:12:56 +00:00
"bid_strategy": {
"ask_last_balance": 0.0,
"use_order_book": False,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": False,
"bids_to_ask_delta": 1
}
},
"ask_strategy": {
"use_order_book": False,
"order_book_min": 1,
"order_book_max": 1
2017-11-07 19:12:56 +00:00
},
"exchange": {
"name": "bittrex",
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
2018-03-24 19:02:13 +00:00
"ETH/BTC",
"LTC/BTC",
"XRP/BTC",
"NEO/BTC"
2019-03-24 15:09:04 +00:00
],
"pair_blacklist": [
"DOGE/BTC",
"HOT/BTC",
2017-11-07 19:12:56 +00:00
]
},
2019-11-09 13:15:47 +00:00
"pairlists": [
{"method": "StaticPairList"}
],
2017-11-07 19:12:56 +00:00
"telegram": {
"enabled": True,
"token": "token",
"chat_id": "0"
},
"datadir": str(testdatadir),
2018-03-02 13:47:00 +00:00
"initial_state": "running",
2018-06-07 03:27:55 +00:00
"db_url": "sqlite://",
"user_data_dir": Path("user_data"),
"verbosity": 3,
2019-09-21 17:54:44 +00:00
"strategy": "DefaultStrategy"
2017-11-07 19:12:56 +00:00
}
return configuration
@pytest.fixture
def update():
_update = Update(0)
_update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0))
return _update
@pytest.fixture
def fee():
return MagicMock(return_value=0.0025)
2017-11-07 19:12:56 +00:00
@pytest.fixture
def ticker():
return MagicMock(return_value={
2017-12-17 21:07:56 +00:00
'bid': 0.00001098,
'ask': 0.00001099,
'last': 0.00001098,
2017-11-07 19:12:56 +00:00
})
2017-12-17 21:07:56 +00:00
@pytest.fixture
def ticker_sell_up():
return MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172,
})
2017-12-17 21:07:56 +00:00
@pytest.fixture
def ticker_sell_down():
return MagicMock(return_value={
'bid': 0.00001044,
'ask': 0.00001043,
'last': 0.00001044,
})
2017-11-07 19:12:56 +00:00
@pytest.fixture
def markets():
2019-10-26 08:08:23 +00:00
return get_markets()
def get_markets():
2019-03-05 18:45:54 +00:00
return {
'ETH/BTC': {
'id': 'ethbtc',
'symbol': 'ETH/BTC',
2018-04-07 15:05:44 +00:00
'base': 'ETH',
'quote': 'BTC',
2018-04-07 15:05:44 +00:00
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
2018-06-16 23:23:12 +00:00
'cost': {
'min': 1,
'max': 500000,
},
},
'info': {},
2018-04-07 15:05:44 +00:00
},
2019-03-05 18:45:54 +00:00
'TKN/BTC': {
'id': 'tknbtc',
'symbol': 'TKN/BTC',
'base': 'TKN',
'quote': 'BTC',
# According to ccxt, markets without active item set are also active
# 'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
2018-06-16 23:23:12 +00:00
'cost': {
'min': 1,
'max': 500000,
},
},
'info': {},
2018-04-07 15:05:44 +00:00
},
2019-03-05 18:45:54 +00:00
'BLK/BTC': {
'id': 'blkbtc',
'symbol': 'BLK/BTC',
'base': 'BLK',
'quote': 'BTC',
2018-04-07 15:05:44 +00:00
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
2018-06-16 23:23:12 +00:00
'cost': {
'min': 1,
'max': 500000,
},
},
'info': {},
2018-06-16 23:23:12 +00:00
},
2019-03-05 18:45:54 +00:00
'LTC/BTC': {
2018-06-16 23:23:12 +00:00
'id': 'ltcbtc',
'symbol': 'LTC/BTC',
'base': 'LTC',
'quote': 'BTC',
2019-10-26 08:08:23 +00:00
'active': True,
2018-06-16 23:23:12 +00:00
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': {},
2018-06-16 23:23:12 +00:00
},
2019-03-05 18:45:54 +00:00
'XRP/BTC': {
2018-06-16 23:23:12 +00:00
'id': 'xrpbtc',
'symbol': 'XRP/BTC',
'base': 'XRP',
'quote': 'BTC',
2019-10-26 08:08:23 +00:00
'active': True,
2018-06-16 23:23:12 +00:00
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': {},
2018-06-16 23:23:12 +00:00
},
2019-03-05 18:45:54 +00:00
'NEO/BTC': {
2018-06-16 23:23:12 +00:00
'id': 'neobtc',
'symbol': 'NEO/BTC',
'base': 'NEO',
'quote': 'BTC',
2019-10-26 08:08:23 +00:00
'active': True,
2018-06-16 23:23:12 +00:00
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': {},
2019-03-02 17:53:42 +00:00
},
2019-03-05 18:45:54 +00:00
'BTT/BTC': {
2019-03-02 17:53:42 +00:00
'id': 'BTTBTC',
'symbol': 'BTT/BTC',
'base': 'BTT',
'quote': 'BTC',
2019-10-26 08:08:23 +00:00
'active': False,
2019-03-02 17:53:42 +00:00
'precision': {
'base': 8,
'quote': 8,
'amount': 0,
'price': 8
},
'limits': {
'amount': {
'min': 1.0,
'max': 90000000.0
},
'price': {
'min': None,
'max': None
},
'cost': {
'min': 0.001,
'max': None
}
},
'info': {},
2019-03-02 17:53:42 +00:00
},
2019-03-05 18:45:54 +00:00
'ETH/USDT': {
2019-03-02 17:53:42 +00:00
'id': 'USDT-ETH',
'symbol': 'ETH/USDT',
'base': 'ETH',
'quote': 'USDT',
'precision': {
'amount': 8,
'price': 8
},
'limits': {
'amount': {
'min': 0.02214286,
'max': None
},
'price': {
'min': 1e-08,
'max': None
}
},
'active': True,
'info': {},
2019-03-02 17:53:42 +00:00
},
2019-03-05 18:45:54 +00:00
'LTC/USDT': {
2019-03-02 17:53:42 +00:00
'id': 'USDT-LTC',
'symbol': 'LTC/USDT',
'base': 'LTC',
'quote': 'USDT',
2019-10-26 08:08:23 +00:00
'active': False,
2019-03-02 17:53:42 +00:00
'precision': {
'amount': 8,
'price': 8
},
'limits': {
'amount': {
'min': 0.06646786,
'max': None
},
'price': {
'min': 1e-08,
'max': None
}
},
'info': {},
2019-10-17 19:45:20 +00:00
},
'LTC/USD': {
'id': 'USD-LTC',
'symbol': 'LTC/USD',
'base': 'LTC',
'quote': 'USD',
'active': True,
'precision': {
'amount': 8,
'price': 8
},
'limits': {
'amount': {
'min': 0.06646786,
'max': None
},
'price': {
'min': 1e-08,
'max': None
}
},
'info': {},
},
'XLTCUSDT': {
'id': 'xLTCUSDT',
'symbol': 'XLTCUSDT',
'base': 'LTC',
'quote': 'USDT',
'active': True,
'precision': {
'amount': 8,
'price': 8
},
'limits': {
'amount': {
'min': 0.06646786,
'max': None
},
'price': {
'min': 1e-08,
'max': None
}
},
'info': {},
}
2019-03-05 18:45:54 +00:00
}
@pytest.fixture
def shitcoinmarkets(markets):
"""
Fixture with shitcoin markets - used to test filters in pairlists
"""
shitmarkets = deepcopy(markets)
shitmarkets.update({'HOT/BTC': {
'id': 'HOTBTC',
'symbol': 'HOT/BTC',
'base': 'HOT',
'quote': 'BTC',
'active': True,
'precision': {
'base': 8,
'quote': 8,
'amount': 0,
'price': 8
},
'limits': {
'amount': {
'min': 1.0,
'max': 90000000.0
},
'price': {
'min': None,
'max': None
},
'cost': {
'min': 0.001,
'max': None
}
},
'info': {},
},
2019-10-29 09:39:27 +00:00
'FUEL/BTC': {
'id': 'FUELBTC',
'symbol': 'FUEL/BTC',
'base': 'FUEL',
'quote': 'BTC',
'active': True,
'precision': {
'base': 8,
'quote': 8,
'amount': 0,
'price': 8
},
'limits': {
'amount': {
'min': 1.0,
'max': 90000000.0
},
'price': {
'min': 1e-08,
'max': 1000.0
},
'cost': {
'min': 0.001,
'max': None
}
},
'info': {},
},
})
return shitmarkets
@pytest.fixture
def markets_empty():
return MagicMock(return_value=[])
2018-04-22 09:05:23 +00:00
@pytest.fixture(scope='function')
2017-11-07 19:12:56 +00:00
def limit_buy_order():
return {
'id': 'mocked_limit_buy',
'type': 'limit',
'side': 'buy',
2017-11-07 19:12:56 +00:00
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001099,
2017-12-17 21:07:56 +00:00
'amount': 90.99181073,
2017-11-07 19:12:56 +00:00
'remaining': 0.0,
'status': 'closed'
}
2018-12-27 08:31:21 +00:00
@pytest.fixture(scope='function')
def market_buy_order():
return {
'id': 'mocked_market_buy',
'type': 'market',
'side': 'buy',
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004099,
'amount': 91.99181073,
'remaining': 0.0,
'status': 'closed'
}
@pytest.fixture
def market_sell_order():
return {
'id': 'mocked_limit_sell',
'type': 'market',
'side': 'sell',
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004173,
'amount': 91.99181073,
'remaining': 0.0,
'status': 'closed'
}
@pytest.fixture
def limit_buy_order_old():
return {
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 90.99181073,
'status': 'open'
}
@pytest.fixture
def limit_sell_order_old():
return {
'id': 'mocked_limit_sell_old',
'type': 'limit',
'side': 'sell',
2018-03-24 19:02:13 +00:00
'pair': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 90.99181073,
'status': 'open'
}
@pytest.fixture
def limit_buy_order_old_partial():
return {
'id': 'mocked_limit_buy_old_partial',
'type': 'limit',
'side': 'buy',
2018-03-24 19:02:13 +00:00
'pair': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 67.99181073,
'status': 'open'
2017-11-07 19:12:56 +00:00
}
2019-10-18 04:38:07 +00:00
@pytest.fixture
def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial):
res = deepcopy(limit_buy_order_old_partial)
res['status'] = 'canceled'
res['fee'] = {'cost': 0.0001, 'currency': 'ETH'}
return res
2017-11-07 19:12:56 +00:00
@pytest.fixture
def limit_sell_order():
return {
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
2017-11-07 19:12:56 +00:00
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001173,
2017-12-17 21:07:56 +00:00
'amount': 90.99181073,
2017-11-07 19:12:56 +00:00
'remaining': 0.0,
'status': 'closed'
2017-11-07 19:12:56 +00:00
}
2018-08-14 10:12:44 +00:00
@pytest.fixture
def order_book_l2():
return MagicMock(return_value={
'bids': [
[0.043936, 10.442],
[0.043935, 31.865],
[0.043933, 11.212],
[0.043928, 0.088],
[0.043925, 10.0],
[0.043921, 10.0],
[0.04392, 37.64],
[0.043899, 0.066],
[0.043885, 0.676],
[0.04387, 22.758]
],
'asks': [
[0.043949, 0.346],
[0.04395, 0.608],
[0.043951, 3.948],
[0.043954, 0.288],
[0.043958, 9.277],
[0.043995, 1.566],
[0.044, 0.588],
[0.044002, 0.992],
[0.044003, 0.095],
[0.04402, 37.64]
],
'timestamp': None,
'datetime': None,
'nonce': 288004540
})
@pytest.fixture
2018-12-11 18:48:36 +00:00
def ticker_history_list():
return [
[
1511686200000, # unix timestamp ms
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
0.0877869, # volume (in quote currency)
],
[
1511686500000,
8.88e-05,
8.942e-05,
8.88e-05,
8.893e-05,
0.05874751,
],
[
1511686800000,
8.891e-05,
8.893e-05,
8.875e-05,
8.877e-05,
0.7039405
]
]
2018-12-11 18:48:36 +00:00
@pytest.fixture
def ticker_history(ticker_history_list):
return parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", fill_missing=True)
2018-12-11 18:48:36 +00:00
2018-03-26 09:24:20 +00:00
@pytest.fixture
def tickers():
return MagicMock(return_value={
'ETH/BTC': {
'symbol': 'ETH/BTC',
'timestamp': 1522014806207,
'datetime': '2018-03-25T21:53:26.207Z',
'high': 0.061697,
'low': 0.060531,
'bid': 0.061588,
'bidVolume': 3.321,
'ask': 0.061655,
'askVolume': 0.212,
'vwap': 0.06105296,
'open': 0.060809,
'close': 0.060761,
'first': None,
'last': 0.061588,
'change': 1.281,
'percentage': None,
'average': None,
'baseVolume': 111649.001,
'quoteVolume': 6816.50176926,
'info': {}
},
'TKN/BTC': {
'symbol': 'TKN/BTC',
'timestamp': 1522014806169,
'datetime': '2018-03-25T21:53:26.169Z',
'high': 0.01885,
'low': 0.018497,
'bid': 0.018799,
'bidVolume': 8.38,
'ask': 0.018802,
'askVolume': 15.0,
'vwap': 0.01869197,
'open': 0.018585,
'close': 0.018573,
'last': 0.018799,
2018-03-26 09:24:20 +00:00
'baseVolume': 81058.66,
'quoteVolume': 2247.48374509,
},
'BLK/BTC': {
'symbol': 'BLK/BTC',
'timestamp': 1522014806072,
'datetime': '2018-03-25T21:53:26.720Z',
'high': 0.007745,
'low': 0.007512,
'bid': 0.007729,
'bidVolume': 0.01,
'ask': 0.007743,
'askVolume': 21.37,
'vwap': 0.00761466,
'open': 0.007653,
'close': 0.007652,
'first': None,
'last': 0.007743,
'change': 1.176,
'percentage': None,
'average': None,
'baseVolume': 295152.26,
'quoteVolume': 1515.14631229,
'info': {}
},
'LTC/BTC': {
'symbol': 'LTC/BTC',
'timestamp': 1523787258992,
'datetime': '2018-04-15T10:14:19.992Z',
'high': 0.015978,
'low': 0.0157,
'bid': 0.015954,
'bidVolume': 12.83,
'ask': 0.015957,
'askVolume': 0.49,
'vwap': 0.01581636,
'open': 0.015823,
'close': 0.01582,
'first': None,
'last': 0.015951,
'change': 0.809,
'percentage': None,
'average': None,
'baseVolume': 88620.68,
'quoteVolume': 1401.65697943,
'info': {}
},
2019-03-02 17:53:42 +00:00
'BTT/BTC': {
'symbol': 'BTT/BTC',
'timestamp': 1550936557206,
'datetime': '2019-02-23T15:42:37.206Z',
'high': 0.00000026,
'low': 0.00000024,
'bid': 0.00000024,
'bidVolume': 2446894197.0,
'ask': 0.00000025,
'askVolume': 2447913837.0,
'vwap': 0.00000025,
'open': 0.00000026,
'close': 0.00000024,
'last': 0.00000024,
'previousClose': 0.00000026,
'change': -0.00000002,
'percentage': -7.692,
'average': None,
'baseVolume': 4886464537.0,
'quoteVolume': 1215.14489611,
'info': {}
},
'HOT/BTC': {
'symbol': 'HOT/BTC',
'timestamp': 1572273518661,
'datetime': '2019-10-28T14:38:38.661Z',
'high': 0.00000011,
'low': 0.00000009,
'bid': 0.0000001,
'bidVolume': 1476027288.0,
'ask': 0.00000011,
'askVolume': 820153831.0,
'vwap': 0.0000001,
'open': 0.00000009,
'close': 0.00000011,
'last': 0.00000011,
'previousClose': 0.00000009,
'change': 0.00000002,
'percentage': 22.222,
'average': None,
'baseVolume': 1442290324.0,
'quoteVolume': 143.78311994,
'info': {}
},
2019-10-29 09:39:27 +00:00
'FUEL/BTC': {
'symbol': 'FUEL/BTC',
'timestamp': 1572340250771,
'datetime': '2019-10-29T09:10:50.771Z',
'high': 0.00000040,
'low': 0.00000035,
'bid': 0.00000036,
'bidVolume': 8932318.0,
'ask': 0.00000037,
'askVolume': 10140774.0,
'vwap': 0.00000037,
'open': 0.00000039,
'close': 0.00000037,
'last': 0.00000037,
'previousClose': 0.00000038,
'change': -0.00000002,
'percentage': -5.128,
'average': None,
'baseVolume': 168927742.0,
'quoteVolume': 62.68220262,
'info': {}
},
2018-03-26 09:24:20 +00:00
'ETH/USDT': {
'symbol': 'ETH/USDT',
'timestamp': 1522014804118,
'datetime': '2018-03-25T21:53:24.118Z',
'high': 530.88,
'low': 512.0,
'bid': 529.73,
'bidVolume': 0.2,
'ask': 530.21,
'askVolume': 0.2464,
'vwap': 521.02438405,
'open': 527.27,
'close': 528.42,
'first': None,
'last': 530.21,
'change': 0.558,
'percentage': None,
'average': None,
'baseVolume': 72300.0659,
'quoteVolume': 37670097.3022171,
'info': {}
},
'TKN/USDT': {
'symbol': 'TKN/USDT',
'timestamp': 1522014806198,
'datetime': '2018-03-25T21:53:26.198Z',
'high': 8718.0,
'low': 8365.77,
'bid': 8603.64,
'bidVolume': 0.15846,
'ask': 8603.67,
'askVolume': 0.069147,
'vwap': 8536.35621697,
'open': 8680.0,
'close': 8680.0,
'first': None,
'last': 8603.67,
'change': -0.879,
'percentage': None,
'average': None,
'baseVolume': 30414.604298,
'quoteVolume': 259629896.48584127,
'info': {}
},
'BLK/USDT': {
'symbol': 'BLK/USDT',
'timestamp': 1522014806145,
'datetime': '2018-03-25T21:53:26.145Z',
'high': 66.95,
'low': 63.38,
'bid': 66.473,
'bidVolume': 4.968,
'ask': 66.54,
'askVolume': 2.704,
'vwap': 65.0526901,
'open': 66.43,
'close': 66.383,
'first': None,
'last': 66.5,
'change': 0.105,
'percentage': None,
'average': None,
'baseVolume': 294106.204,
'quoteVolume': 19132399.743954,
'info': {}
},
'LTC/USDT': {
'symbol': 'LTC/USDT',
'timestamp': 1523787257812,
'datetime': '2018-04-15T10:14:18.812Z',
'high': 129.94,
'low': 124.0,
'bid': 129.28,
'bidVolume': 0.03201,
'ask': 129.52,
'askVolume': 0.14529,
'vwap': 126.92838682,
'open': 127.0,
'close': 127.1,
'first': None,
'last': 129.28,
'change': 1.795,
'percentage': None,
'average': None,
'baseVolume': 59698.79897,
'quoteVolume': 29132399.743954,
'info': {}
2018-03-26 09:24:20 +00:00
}
})
2018-01-28 07:38:41 +00:00
@pytest.fixture
2019-09-08 07:54:15 +00:00
def result(testdatadir):
with (testdatadir / 'UNITTEST_BTC-1m.json').open('r') as data_file:
return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
fill_missing=True)
2018-01-28 07:38:41 +00:00
2018-04-15 17:56:33 +00:00
@pytest.fixture(scope="function")
def trades_for_order():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 8.0,
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
2019-08-29 14:33:56 +00:00
@pytest.fixture(scope="function")
def trades_history():
return [{'info': {'a': 126181329,
'p': '0.01962700',
'q': '0.04000000',
'f': 138604155,
'l': 138604155,
'T': 1565798399463,
'm': False,
'M': True},
'timestamp': 1565798399463,
'datetime': '2019-08-14T15:59:59.463Z',
'symbol': 'ETH/BTC',
'id': '126181329',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'buy',
'price': 0.019627,
'amount': 0.04,
'cost': 0.00078508,
'fee': None},
{'info': {'a': 126181330,
'p': '0.01962700',
'q': '0.24400000',
'f': 138604156,
'l': 138604156,
'T': 1565798399629,
'm': False,
'M': True},
'timestamp': 1565798399629,
'datetime': '2019-08-14T15:59:59.629Z',
'symbol': 'ETH/BTC',
'id': '126181330',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'buy',
'price': 0.019627,
'amount': 0.244,
'cost': 0.004788987999999999,
'fee': None},
{'info': {'a': 126181331,
'p': '0.01962600',
'q': '0.01100000',
'f': 138604157,
'l': 138604157,
'T': 1565798399752,
'm': True,
'M': True},
'timestamp': 1565798399752,
'datetime': '2019-08-14T15:59:59.752Z',
'symbol': 'ETH/BTC',
'id': '126181331',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
2019-10-08 18:16:02 +00:00
'fee': None},
{'info': {'a': 126181332,
'p': '0.01962600',
'q': '0.01100000',
'f': 138604158,
'l': 138604158,
'T': 1565798399862,
'm': True,
'M': True},
'timestamp': 1565798399862,
'datetime': '2019-08-14T15:59:59.862Z',
'symbol': 'ETH/BTC',
'id': '126181332',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
'fee': None},
{'info': {'a': 126181333,
'p': '0.01952600',
'q': '0.01200000',
'f': 138604158,
'l': 138604158,
'T': 1565798399872,
'm': True,
'M': True},
'timestamp': 1565798399872,
'datetime': '2019-08-14T15:59:59.872Z',
'symbol': 'ETH/BTC',
'id': '126181333',
'order': None,
'type': None,
'takerOrMaker': None,
'side': 'sell',
'price': 0.019626,
'amount': 0.011,
'cost': 0.00021588599999999999,
2019-08-29 14:33:56 +00:00
'fee': None}]
2018-04-15 17:56:33 +00:00
@pytest.fixture(scope="function")
def trades_for_order2():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}},
{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}}]
@pytest.fixture
def buy_order_fee():
return {
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.245441,
'amount': 8.0,
'remaining': 90.99181073,
2018-04-25 07:08:02 +00:00
'status': 'closed',
'fee': None
}
2018-11-10 16:20:11 +00:00
@pytest.fixture(scope="function")
def edge_conf(default_conf):
2019-05-20 17:35:19 +00:00
conf = deepcopy(default_conf)
conf['max_open_trades'] = -1
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
conf['edge'] = {
2018-11-10 16:20:11 +00:00
"enabled": True,
"process_throttle_secs": 1800,
"calculate_since_number_of_days": 14,
2018-11-27 13:02:34 +00:00
"capital_available_percentage": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.01,
"maximum_winrate": 0.80,
"minimum_expectancy": 0.20,
"min_trade_number": 15,
"max_trade_duration_minute": 1440,
"remove_pumps": False
}
2019-05-20 17:35:19 +00:00
return conf
2019-05-11 07:10:54 +00:00
@pytest.fixture
def rpc_balance():
return {
'BTC': {
'total': 12.0,
'free': 12.0,
'used': 0.0
},
'ETH': {
'total': 0.0,
'free': 0.0,
'used': 0.0
},
'USDT': {
'total': 10000.0,
'free': 10000.0,
'used': 0.0
},
'LTC': {
'total': 10.0,
'free': 10.0,
'used': 0.0
},
'XRP': {
'total': 1.0,
'free': 1.0,
'used': 0.0
},
'EUR': {
'total': 10.0,
'free': 10.0,
'used': 0.0
},
}
2019-09-07 18:34:25 +00:00
2019-09-07 18:56:03 +00:00
@pytest.fixture
def testdatadir() -> Path:
2019-09-07 18:34:25 +00:00
"""Return the path where testdata files are stored"""
return (Path(__file__).parent / "testdata").resolve()
2019-09-25 09:54:57 +00:00
@pytest.fixture(scope="function")
def import_fails() -> None:
# Source of this test-method:
# https://stackoverflow.com/questions/2481511/mocking-importerror-in-python
import builtins
realimport = builtins.__import__
def mockedimport(name, *args, **kwargs):
if name in ["filelock"]:
raise ImportError(f"No module named '{name}'")
return realimport(name, *args, **kwargs)
builtins.__import__ = mockedimport
# Run test - then cleanup
yield
# restore previous importfunction
builtins.__import__ = realimport
@pytest.fixture(scope="function")
def open_trade():
return Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)