stable/tests/test_persistence.py

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# pragma pylint: disable=missing-docstring, C0103
import logging
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from datetime import datetime, timedelta, timezone
from math import isclose
from pathlib import Path
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from types import FunctionType
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from unittest.mock import MagicMock
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import arrow
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import pytest
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from sqlalchemy import create_engine, inspect, text
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from freqtrade import constants
from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
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from tests.conftest import create_mock_trades, create_mock_trades_usdt, log_has, log_has_re
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def test_init_create_session(default_conf):
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# Check if init create a session
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init_db(default_conf['db_url'], default_conf['dry_run'])
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assert hasattr(Trade, '_session')
assert 'scoped_session' in type(Trade._session).__name__
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def test_init_custom_db_url(default_conf, tmpdir):
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# Update path to a value other than default, but still in-memory
filename = f"{tmpdir}/freqtrade2_test.sqlite"
assert not Path(filename).is_file()
default_conf.update({'db_url': f'sqlite:///{filename}'})
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init_db(default_conf['db_url'], default_conf['dry_run'])
assert Path(filename).is_file()
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def test_init_invalid_db_url(default_conf):
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# Update path to a value other than default, but still in-memory
default_conf.update({'db_url': 'unknown:///some.url'})
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with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
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init_db(default_conf['db_url'], default_conf['dry_run'])
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def test_init_prod_db(default_conf, mocker):
default_conf.update({'dry_run': False})
default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
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init_db(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
def test_init_dryrun_db(default_conf, tmpdir):
filename = f"{tmpdir}/freqtrade2_prod.sqlite"
assert not Path(filename).is_file()
default_conf.update({
'dry_run': True,
'db_url': f'sqlite:///{filename}'
})
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init_db(default_conf['db_url'], default_conf['dry_run'])
assert Path(filename).is_file()
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@pytest.mark.usefixtures("init_persistence")
def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
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"""
On this test we will buy and sell a crypto currency.
fee: 0.25% quote
open_rate: 2.00 quote
close_rate: 2.20 quote
amount: = 30.0 crypto
stake_amount
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60.0 quote
borrowed
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0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
close_value:
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(amount * close_rate) - (amount * close_rate * fee) - interest
(30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
total_profit:
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close_value - open_value
65.835 - 60.15 = 5.685
total_profit_ratio:
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((close_value/open_value) - 1) * leverage
((65.835 / 60.15) - 1) * 1 = 0.0945137157107232
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"""
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trade = Trade(
id=2,
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
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assert trade.open_order_id is None
assert trade.open_rate == 2.00
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assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
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caplog.clear()
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trade.open_order_id = 'something'
trade.update(limit_sell_order_usdt)
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assert trade.open_order_id is None
assert trade.close_rate == 2.20
assert trade.close_profit == round(0.0945137157107232, 8)
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assert trade.close_date is not None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
caplog.clear()
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@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
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trade = Trade(
id=1,
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
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exchange='binance',
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)
trade.open_order_id = 'something'
trade.update(market_buy_order_usdt)
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assert trade.open_order_id is None
assert trade.open_rate == 2.0
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assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
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caplog.clear()
trade.is_open = True
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trade.open_order_id = 'something'
trade.update(market_sell_order_usdt)
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assert trade.open_order_id is None
assert trade.close_rate == 2.2
assert trade.close_profit == round(0.0945137157107232, 8)
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assert trade.close_date is not None
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
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@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
assert trade._calc_open_trade_value() == 60.15
trade.update(limit_sell_order_usdt)
assert isclose(trade.calc_close_trade_value(), 65.835)
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# Profit in USDT
assert trade.calc_profit() == 5.685
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# Profit in percent
assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
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@pytest.mark.usefixtures("init_persistence")
def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.Arrow(2020, 2, 1, 15, 5, 1).datetime,
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exchange='binance',
)
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(2.2)
assert trade.is_open is False
assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None
new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
assert trade.close_date != new_date
# Close should NOT update close_date if the trade has been closed already
assert trade.is_open is False
trade.close_date = new_date
trade.close(2.2)
assert trade.close_date == new_date
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
assert trade.calc_close_trade_value() == 0.0
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@pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order_usdt):
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
fee_open=0.1,
fee_close=0.1,
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exchange='binance',
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)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
limit_buy_order_usdt['status'] = 'open'
trade.update(limit_buy_order_usdt)
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assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
@pytest.mark.usefixtures("init_persistence")
def test_update_invalid_order(limit_buy_order_usdt):
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=0.1,
fee_close=0.1,
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exchange='binance',
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)
limit_buy_order_usdt['type'] = 'invalid'
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with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order_usdt)
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@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value(limit_buy_order_usdt, fee):
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"""
fee: 0.25 %, 0.3% quote
open_rate: 2.00 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
0.25% fee
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
0.3% fee
30 * 2 + 30 * 2 * 0.003 = 60.18 quote
"""
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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)
trade.open_order_id = 'open_trade'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
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# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 60.15
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trade.fee_open = 0.003
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# Get the open rate price with a custom fee rate
assert trade._calc_open_trade_value() == 60.18
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@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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)
trade.open_order_id = 'close_trade'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
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# Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_value(rate=2.5) == 74.8125
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# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
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# Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(limit_sell_order_usdt)
assert trade.calc_close_trade_value(fee=0.005) == 65.67
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@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
"""
arguments:
fee:
0.25% quote
0.30% quote
open_rate: 2.0 quote
close_rate:
1.9 quote
2.1 quote
2.2 quote
amount: = 30.0 crypto
stake_amount
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60.0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
0.0025 fee
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30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
0.003 fee: Is only applied to close rate in this test
close_value:
equations:
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(amount_closed * close_rate) - (amount_closed * close_rate * fee)
2.1 quote
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(30.00 * 2.1) - (30.00 * 2.1 * 0.0025) = 62.8425
1.9 quote
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(30.00 * 1.9) - (30.00 * 1.9 * 0.0025) = 56.8575
2.2 quote
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(30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
total_profit:
equations:
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close_value - open_value
2.1 quote
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62.8425 - 60.15 = 2.6925
1.9 quote
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56.8575 - 60.15 = -3.2925
2.2 quote
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65.835 - 60.15 = 5.685
total_profit_ratio:
equations:
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((close_value/open_value) - 1) * leverage
2.1 quote
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(62.8425 / 60.15) - 1 = 0.04476309226932673
1.9 quote
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(56.8575 / 60.15) - 1 = -0.05473815461346632
2.2 quote
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(65.835 / 60.15) - 1 = 0.0945137157107232
fee: 0.003
close_value:
2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
total_profit
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fee: 0.003
2.1 quote: 62.811 - 60.15 = 2.6610000000000014
1.9 quote: 56.829 - 60.15 = -3.320999999999998
2.2 quote: 65.802 - 60.15 = 5.652000000000008
total_profit_ratio
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fee: 0.003
2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
"""
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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)
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trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
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# Custom closing rate and regular fee rate
# Higher than open rate - 2.1 quote
assert trade.calc_profit(rate=2.1) == 2.6925
# Lower than open rate - 1.9 quote
assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8)
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# fee 0.003
# Higher than open rate - 2.1 quote
assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661
# Lower than open rate - 1.9 quote
assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
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# Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order_usdt)
assert trade.calc_profit() == round(5.684999999999995, 8)
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# Test with a custom fee rate on the close trade
assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8)
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@pytest.mark.usefixtures("init_persistence")
def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
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trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance'
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)
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trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
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# Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
# Lower than open rate - 1.9 quote
assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8)
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# fee 0.003
# Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8)
# Lower than open rate - 1.9 quote
assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
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# Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order_usdt)
assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
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# Test with a custom fee rate on the close trade
assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8)
trade.open_trade_value = 0.0
assert trade.calc_profit_ratio(fee=0.003) == 0.0
@pytest.mark.usefixtures("init_persistence")
def test_clean_dry_run_db(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ADA/USDT',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
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exchange='binance',
open_order_id='dry_run_buy_12345'
)
Trade.query.session.add(trade)
trade = Trade(
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pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
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exchange='binance',
open_order_id='dry_run_sell_12345'
)
Trade.query.session.add(trade)
# Simulate prod entry
trade = Trade(
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pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
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exchange='binance',
open_order_id='prod_buy_12345'
)
Trade.query.session.add(trade)
# We have 3 entries: 2 dry_run, 1 prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
clean_dry_run_db()
# We have now only the prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
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def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
stop_loss FLOAT,
initial_stop_loss FLOAT,
max_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
stoploss_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
open_order_id, stoploss_order_id)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
connection.execute(text("create index ix_trades_pair on trades(pair)"))
connection.execute(text(insert_table_old))
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# fake previous backup
connection.execute(text("create table trades_bak as select * from trades"))
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connection.execute(text("create table trades_bak1 as select * from trades"))
# Run init to test migration
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init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
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assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
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assert trade.sell_reason is None
assert trade.strategy is None
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assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_last_update is None
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assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2", caplog)
assert trade.open_trade_value == trade._calc_open_trade_value()
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assert trade.close_profit_abs is None
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assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
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assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
caplog.clear()
# Drop latest column
with engine.begin() as connection:
connection.execute(text("alter table orders rename to orders_bak"))
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inspector = inspect(engine)
with engine.begin() as connection:
for index in inspector.get_indexes('orders_bak'):
connection.execute(text(f"drop index {index['name']}"))
# Recreate table
connection.execute(text("""
CREATE TABLE orders (
id INTEGER NOT NULL,
ft_trade_id INTEGER,
ft_order_side VARCHAR NOT NULL,
ft_pair VARCHAR NOT NULL,
ft_is_open BOOLEAN NOT NULL,
order_id VARCHAR NOT NULL,
status VARCHAR,
symbol VARCHAR,
order_type VARCHAR,
side VARCHAR,
price FLOAT,
amount FLOAT,
filled FLOAT,
remaining FLOAT,
cost FLOAT,
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
PRIMARY KEY (id),
CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
)
"""))
connection.execute(text("""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date
from orders_bak
"""))
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# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
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assert log_has("trying orders_bak1", caplog)
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orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
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def test_migrate_mid_state(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee_open FLOAT NOT NULL,
fee_close FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
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with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(insert_table_old))
# Run init to test migration
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init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
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assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0", caplog)
def test_adjust_stop_loss(fee):
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trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
amount=30,
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fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
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open_rate=1,
max_rate=1,
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)
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trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
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assert trade.stop_loss_pct == -0.05
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assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# Get percent of profit with a lower rate
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trade.adjust_stop_loss(0.96, 0.05)
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assert trade.stop_loss == 0.95
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assert trade.stop_loss_pct == -0.05
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assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# Get percent of profit with a custom rate (Higher than open rate)
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trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
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assert trade.stop_loss_pct == -0.1
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assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# current rate lower again ... should not change
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trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
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def test_adjust_min_max_rates(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='binance',
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
assert trade.max_rate == 1
assert trade.min_rate == 1
# check min adjusted, max remained
trade.adjust_min_max_rates(0.96, 0.96)
assert trade.max_rate == 1
assert trade.min_rate == 0.96
# check max adjusted, min remains
trade.adjust_min_max_rates(1.05, 1.05)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.03, 1.03)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.10, 0.91)
assert trade.max_rate == 1.10
assert trade.min_rate == 0.91
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_open(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, use_db)
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assert len(Trade.get_open_trades()) == 4
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Trade.use_db = True
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@pytest.mark.usefixtures("init_persistence")
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def test_to_json(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
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amount_requested=123.0,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
open_rate=0.123,
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exchange='binance',
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buy_tag=None,
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open_order_id='dry_run_buy_12345'
)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'ETH/BTC',
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'is_open': None,
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'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
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'open_timestamp': int(trade.open_date.timestamp() * 1000),
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'open_order_id': 'dry_run_buy_12345',
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'close_date': None,
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'close_timestamp': None,
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'open_rate': 0.123,
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'open_rate_requested': None,
'open_trade_value': 15.1668225,
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'fee_close': 0.0025,
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'fee_close_cost': None,
'fee_close_currency': None,
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'fee_open': 0.0025,
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'fee_open_cost': None,
'fee_open_currency': None,
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'close_rate': None,
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'close_rate_requested': None,
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'amount': 123.0,
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'amount_requested': 123.0,
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'stake_amount': 0.001,
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'trade_duration': None,
'trade_duration_s': None,
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'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
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'sell_reason': None,
'sell_order_status': None,
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'stop_loss_abs': None,
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'stop_loss_ratio': None,
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'stop_loss_pct': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
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'initial_stop_loss_abs': None,
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'initial_stop_loss_pct': None,
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'initial_stop_loss_ratio': None,
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'min_rate': None,
'max_rate': None,
'strategy': None,
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'buy_tag': None,
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'timeframe': None,
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'exchange': 'binance',
}
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# Simulate dry_run entries
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=100.0,
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amount_requested=101.0,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
close_date=arrow.utcnow().shift(hours=-1).datetime,
open_rate=0.123,
close_rate=0.125,
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buy_tag='buys_signal_001',
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exchange='binance',
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)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'XRP/BTC',
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
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'open_timestamp': int(trade.open_date.timestamp() * 1000),
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'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
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'close_timestamp': int(trade.close_date.timestamp() * 1000),
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'open_rate': 0.123,
'close_rate': 0.125,
'amount': 100.0,
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'amount_requested': 101.0,
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'stake_amount': 0.001,
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'trade_duration': 60,
'trade_duration_s': 3600,
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'stop_loss_abs': None,
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'stop_loss_pct': None,
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'stop_loss_ratio': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
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'initial_stop_loss_abs': None,
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'initial_stop_loss_pct': None,
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'initial_stop_loss_ratio': None,
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'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
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'close_rate_requested': None,
'fee_close': 0.0025,
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'fee_close_cost': None,
'fee_close_currency': None,
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'fee_open': 0.0025,
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'fee_open_cost': None,
'fee_open_currency': None,
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'is_open': None,
'max_rate': None,
'min_rate': None,
'open_order_id': None,
'open_rate_requested': None,
'open_trade_value': 12.33075,
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'sell_reason': None,
'sell_order_status': None,
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'strategy': None,
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'buy_tag': 'buys_signal_001',
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'timeframe': None,
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'exchange': 'binance',
}
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def test_stoploss_reinitialization(default_conf, fee):
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init_db(default_conf['db_url'])
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trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
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fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=30.0,
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fee_close=fee.return_value,
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exchange='binance',
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open_rate=1,
max_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
Trade.query.session.add(trade)
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# Lower stoploss
Trade.stoploss_reinitialization(0.06)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 0.94
assert trade_adj.stop_loss_pct == -0.06
assert trade_adj.initial_stop_loss == 0.94
assert trade_adj.initial_stop_loss_pct == -0.06
# Raise stoploss
Trade.stoploss_reinitialization(0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 0.96
assert trade_adj.stop_loss_pct == -0.04
assert trade_adj.initial_stop_loss == 0.96
assert trade_adj.initial_stop_loss_pct == -0.04
# Trailing stoploss (move stoplos up a bit)
trade.adjust_stop_loss(1.02, 0.04)
assert trade_adj.stop_loss == 0.9792
assert trade_adj.initial_stop_loss == 0.96
Trade.stoploss_reinitialization(0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
# Stoploss should not change in this case.
assert trade_adj.stop_loss == 0.9792
assert trade_adj.stop_loss_pct == -0.04
assert trade_adj.initial_stop_loss == 0.96
assert trade_adj.initial_stop_loss_pct == -0.04
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def test_update_fee(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
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fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=30.0,
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fee_close=fee.return_value,
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exchange='binance',
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open_rate=1,
max_rate=1,
)
fee_cost = 0.15
fee_currency = 'BTC'
fee_rate = 0.0075
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
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trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
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assert trade.fee_open_currency == fee_currency
assert trade.fee_open_cost == fee_cost
assert trade.fee_open == fee_rate
# Setting buy rate should "guess" close rate
assert trade.fee_close == fee_rate
assert trade.fee_close_currency is None
assert trade.fee_close_cost is None
fee_rate = 0.0076
trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
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assert trade.fee_close == 0.0076
assert trade.fee_close_cost == fee_cost
assert trade.fee_close == fee_rate
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def test_fee_updated(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
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fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=30.0,
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fee_close=fee.return_value,
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exchange='binance',
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open_rate=1,
max_rate=1,
)
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert not trade.fee_updated('asdf')
trade.update_fee(0.15, 'BTC', 0.0075, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert trade.fee_open_currency is not None
assert trade.fee_close_currency is None
trade.update_fee(0.15, 'ABC', 0.0075, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
assert not trade.fee_updated('asfd')
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_total_open_trades_stakes(fee, use_db):
Trade.use_db = use_db
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Trade.reset_trades()
res = Trade.total_open_trades_stakes()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.total_open_trades_stakes()
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assert res == 0.004
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_total_closed_profit(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
res = Trade.get_total_closed_profit()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.get_total_closed_profit()
assert res == 0.000739127
Trade.use_db = True
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@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_trades_proxy(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, use_db)
trades = Trade.get_trades_proxy()
assert len(trades) == 6
assert isinstance(trades[0], Trade)
trades = Trade.get_trades_proxy(is_open=True)
assert len(trades) == 4
assert trades[0].is_open
trades = Trade.get_trades_proxy(is_open=False)
assert len(trades) == 2
assert not trades[0].is_open
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opendate = datetime.now(tz=timezone.utc) - timedelta(minutes=15)
assert len(Trade.get_trades_proxy(open_date=opendate)) == 3
Trade.use_db = True
def test_get_trades_backtest():
Trade.use_db = False
with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
Trade.get_trades([])
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
def test_get_overall_performance(fee):
create_mock_trades(fee)
res = Trade.get_overall_performance()
assert len(res) == 2
assert 'pair' in res[0]
assert 'profit' in res[0]
assert 'count' in res[0]
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@pytest.mark.usefixtures("init_persistence")
def test_get_best_pair(fee):
res = Trade.get_best_pair()
assert res is None
create_mock_trades(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'XRP/BTC'
assert res[1] == 0.01
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@pytest.mark.usefixtures("init_persistence")
def test_get_exit_order_count(fee):
create_mock_trades_usdt(fee)
trade = Trade.get_trades([Trade.pair == 'ETC/USDT']).first()
assert trade.get_exit_order_count() == 1
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@pytest.mark.usefixtures("init_persistence")
def test_update_order_from_ccxt(caplog):
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# Most basic order return (only has orderid)
o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.ft_is_open
ccxt_order = {
'id': '1234',
'side': 'buy',
'symbol': 'ETH/BTC',
'type': 'limit',
'price': 1234.5,
'amount': 20.0,
'filled': 9,
'remaining': 11,
'status': 'open',
'timestamp': 1599394315123
}
o = Order.parse_from_ccxt_object(ccxt_order, 'ETH/BTC', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.order_type == 'limit'
assert o.price == 1234.5
assert o.filled == 9
assert o.remaining == 11
assert o.order_date is not None
assert o.ft_is_open
assert o.order_filled_date is None
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# Order is unfilled, "filled" not set
# https://github.com/freqtrade/freqtrade/issues/5404
ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
o.update_from_ccxt_object(ccxt_order)
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# Order has been closed
ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
o.update_from_ccxt_object(ccxt_order)
assert o.filled == 20.0
assert o.remaining == 0.0
assert not o.ft_is_open
assert o.order_filled_date is not None
ccxt_order.update({'id': 'somethingelse'})
with pytest.raises(DependencyException, match=r"Order-id's don't match"):
o.update_from_ccxt_object(ccxt_order)
message = "aaaa is not a valid response object."
assert not log_has(message, caplog)
Order.update_orders([o], 'aaaa')
assert log_has(message, caplog)
# Call regular update - shouldn't fail.
Order.update_orders([o], {'id': '1234'})
@pytest.mark.usefixtures("init_persistence")
def test_select_order(fee):
create_mock_trades(fee)
trades = Trade.get_trades().all()
# Open buy order, no sell order
order = trades[0].select_order('buy', True)
assert order is None
order = trades[0].select_order('buy', False)
assert order is not None
order = trades[0].select_order('sell', None)
assert order is None
# closed buy order, and open sell order
order = trades[1].select_order('buy', True)
assert order is None
order = trades[1].select_order('buy', False)
assert order is not None
order = trades[1].select_order('buy', None)
assert order is not None
order = trades[1].select_order('sell', True)
assert order is None
order = trades[1].select_order('sell', False)
assert order is not None
# Has open buy order
order = trades[3].select_order('buy', True)
assert order is not None
order = trades[3].select_order('buy', False)
assert order is None
# Open sell order
order = trades[4].select_order('buy', True)
assert order is None
order = trades[4].select_order('buy', False)
assert order is not None
order = trades[4].select_order('sell', True)
assert order is not None
assert order.ft_order_side == 'stoploss'
order = trades[4].select_order('sell', False)
assert order is None
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def test_Trade_object_idem():
assert issubclass(Trade, LocalTrade)
trade = vars(Trade)
localtrade = vars(LocalTrade)
excludes = (
'delete',
'session',
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'commit',
'query',
'open_date',
'get_best_pair',
'get_overall_performance',
'get_total_closed_profit',
'total_open_trades_stakes',
'get_sold_trades_without_assigned_fees',
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',
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'get_sell_reason_performance',
'get_buy_tag_performance',
'get_mix_tag_performance',
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)
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# Parent (LocalTrade) should have the same attributes
for item in trade:
# Exclude private attributes and open_date (as it's not assigned a default)
if (not item.startswith('_') and item not in excludes):
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assert item in localtrade
# Fails if only a column is added without corresponding parent field
for item in localtrade:
if (not item.startswith('__')
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and item not in ('trades', 'trades_open', 'total_profit')
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and type(getattr(LocalTrade, item)) not in (property, FunctionType)):
assert item in trade
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def test_recalc_trade_from_orders(fee):
o1_amount = 100
o1_rate = 1
o1_cost = o1_amount * o1_rate
o1_fee_cost = o1_cost * fee.return_value
o1_trade_val = o1_cost + o1_fee_cost
trade = Trade(
pair='ADA/USDT',
stake_amount=o1_cost,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=o1_amount,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=o1_rate,
max_rate=o1_rate,
)
assert fee.return_value == 0.0025
assert trade._calc_open_trade_value() == o1_trade_val
assert trade.amount == o1_amount
assert trade.stake_amount == o1_cost
assert trade.open_rate == o1_rate
assert trade.open_trade_value == o1_trade_val
# Calling without orders should not throw exceptions and change nothing
trade.recalc_trade_from_orders()
assert trade.amount == o1_amount
assert trade.stake_amount == o1_cost
assert trade.open_rate == o1_rate
assert trade.open_trade_value == o1_trade_val
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy')
assert len(trade.orders) == 0
# Check with 1 order
order1 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(order1)
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
# One additional adjustment / DCA order
o2_amount = 125
o2_rate = 0.9
o2_cost = o2_amount * o2_rate
o2_fee_cost = o2_cost * fee.return_value
o2_trade_val = o2_cost + o2_fee_cost
order2 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o2_rate,
average=o2_rate,
filled=o2_amount,
remaining=0,
cost=o2_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order2)
trade.recalc_trade_from_orders()
# Validate that the trade now has new averaged open price and total values
avg_price = (o1_cost + o2_cost) / (o1_amount + o2_amount)
assert trade.amount == o1_amount + o2_amount
assert trade.stake_amount == o1_amount + o2_cost
assert trade.open_rate == avg_price
assert trade.fee_open_cost == o1_fee_cost + o2_fee_cost
assert trade.open_trade_value == o1_trade_val + o2_trade_val
# Let's try with multiple additional orders
o3_amount = 150
o3_rate = 0.85
o3_cost = o3_amount * o3_rate
o3_fee_cost = o3_cost * fee.return_value
o3_trade_val = o3_cost + o3_fee_cost
order3 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o3_rate,
average=o3_rate,
filled=o3_amount,
remaining=0,
cost=o3_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order3)
trade.recalc_trade_from_orders()
# Validate that the sum is still correct and open rate is averaged
avg_price = (o1_cost + o2_cost + o3_cost) / (o1_amount + o2_amount + o3_amount)
assert trade.amount == o1_amount + o2_amount + o3_amount
assert trade.stake_amount == o1_cost + o2_cost + o3_cost
assert trade.open_rate == avg_price
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
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# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="sell",
price=avg_price + 0.95,
average=avg_price + 0.95,
filled=o1_amount + o2_amount + o3_amount,
remaining=0,
cost=o1_cost + o2_cost + o3_cost,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
avg_price = (o1_cost + o2_cost + o3_cost) / (o1_amount + o2_amount + o3_amount)
assert trade.amount == o1_amount + o2_amount + o3_amount
assert trade.stake_amount == o1_cost + o2_cost + o3_cost
assert trade.open_rate == avg_price
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
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def test_recalc_trade_from_orders_ignores_bad_orders(fee):
o1_amount = 100
o1_rate = 1
o1_cost = o1_amount * o1_rate
o1_fee_cost = o1_cost * fee.return_value
o1_trade_val = o1_cost + o1_fee_cost
trade = Trade(
pair='ADA/USDT',
stake_amount=o1_cost,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=o1_amount,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=o1_rate,
max_rate=o1_rate,
)
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy')
# Check with 1 order
order1 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(order1)
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
order2 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=True,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=1,
average=2,
filled=3,
remaining=4,
cost=5,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order2)
trade.recalc_trade_from_orders()
# Validate that the trade values have not been changed
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
# Let's try with some other orders
order3 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="cancelled",
symbol=trade.pair,
order_type="market",
side="buy",
price=1,
average=2,
filled=3,
remaining=4,
cost=5,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order3)
trade.recalc_trade_from_orders()
# Validate that the order values still are ignoring orders 2 and 3
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="sell",
price=4,
average=3,
filled=2,
remaining=1,
cost=5,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
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