stable/tests/test_freqtradebot.py

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# pragma pylint: disable=missing-docstring, C0103
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
import logging
import time
from copy import deepcopy
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from typing import List
from unittest.mock import ANY, MagicMock, PropertyMock, patch
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import arrow
import pytest
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from pandas import DataFrame
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from sqlalchemy import select
from freqtrade.constants import CANCEL_REASON, UNLIMITED_STAKE_AMOUNT
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from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode,
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SignalDirection, State)
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from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Order, PairLocks, Trade
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from freqtrade.persistence.models import PairLock
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from freqtrade.plugins.protections.iprotection import ProtectionReturn
from freqtrade.worker import Worker
from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt,
get_patched_freqtradebot, get_patched_worker, log_has, log_has_re,
patch_edge, patch_exchange, patch_get_signal, patch_wallet,
patch_whitelist)
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from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1,
mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell,
mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
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from tests.conftest_trades_usdt import mock_trade_usdt_4
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def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
:param mocker: mocker to patch RPCManager class
:return: RPCManager.send_msg MagicMock to track if this method is called
"""
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
return rpc_mock
# Unit tests
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def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None:
mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert freqtrade.state is State.RUNNING
default_conf_usdt.pop('initial_state')
freqtrade = FreqtradeBot(default_conf_usdt)
assert freqtrade.state is State.STOPPED
def test_process_stopped(mocker, default_conf_usdt) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade.process_stopped()
assert coo_mock.call_count == 0
default_conf_usdt['cancel_open_orders_on_exit'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.process_stopped()
assert coo_mock.call_count == 1
def test_process_calls_sendmsg(mocker, default_conf_usdt) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.process()
assert freqtrade.rpc.process_msg_queue.call_count == 1
def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
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mock_cleanup = mocker.patch('freqtrade.freqtradebot.Trade.commit')
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.cleanup()
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assert log_has('Cleaning up modules ...', caplog)
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assert mock_cleanup.call_count == 1
assert coo_mock.call_count == 0
freqtrade.config['cancel_open_orders_on_exit'] = True
freqtrade.cleanup()
assert coo_mock.call_count == 1
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def test_bot_cleanup_db_errors(mocker, default_conf_usdt, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Trade.commit',
side_effect=OperationalException())
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_for_open_trades',
side_effect=OperationalException())
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.emc = MagicMock()
freqtrade.emc.shutdown = MagicMock()
freqtrade.cleanup()
assert freqtrade.emc.shutdown.call_count == 1
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@pytest.mark.parametrize('runmode', [
RunMode.DRY_RUN,
RunMode.LIVE
])
def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
conf = default_conf_usdt.copy()
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conf['runmode'] = runmode
conf['order_types'] = {
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'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
conf['entry_pricing']['price_side'] = 'ask'
freqtrade = FreqtradeBot(conf)
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if runmode == RunMode.LIVE:
assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
assert freqtrade.strategy.order_types['stoploss_on_exchange']
caplog.clear()
# is left untouched
conf = default_conf_usdt.copy()
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conf['runmode'] = runmode
conf['order_types'] = {
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'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
}
freqtrade = FreqtradeBot(conf)
assert not freqtrade.strategy.order_types['stoploss_on_exchange']
assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
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def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf_usdt)
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
assert result == default_conf_usdt['stake_amount']
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@pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
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(False, 120, 2, 0.5, [60, None]),
(True, 120, 2, 0.5, [60, 58.8]),
(False, 180, 3, 0.5, [60, 60, None]),
(True, 180, 3, 0.5, [60, 60, 58.2]),
(False, 122, 3, 0.5, [60, 60, None]),
(True, 122, 3, 0.5, [60, 60, 0.0]),
(True, 167, 3, 0.5, [60, 60, 45.33]),
(True, 122, 3, 1, [60, 60, 0.0]),
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])
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def test_check_available_stake_amount(
default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
amend_last, wallet, max_open, lsamr, expected
) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
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get_fee=fee
)
default_conf_usdt['dry_run_wallet'] = wallet
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default_conf_usdt['amend_last_stake_amount'] = amend_last
default_conf_usdt['last_stake_amount_min_ratio'] = lsamr
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freqtrade = FreqtradeBot(default_conf_usdt)
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for i in range(0, max_open):
if expected[i] is not None:
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limit_buy_order_usdt_open['id'] = str(i)
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
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assert pytest.approx(result) == expected[i]
freqtrade.execute_entry('ETH/USDT', result)
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else:
with pytest.raises(DependencyException):
freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
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def test_edge_called_in_process(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_edge(mocker)
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patch_exchange(mocker)
freqtrade = FreqtradeBot(edge_conf)
patch_get_signal(freqtrade)
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freqtrade.process()
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assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
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def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['dry_run_wallet'] = 999.9
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freqtrade = FreqtradeBot(edge_conf)
assert freqtrade.wallets.get_trade_stake_amount(
'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade.wallets.get_trade_stake_amount(
'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
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@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
(0.79, False), # Override stoploss
(0.85, True), # Override strategy stoploss
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])
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def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
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buy_price_mult, ignore_strat_sl, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
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edge_conf['max_open_trades'] = float('inf')
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
# Thus, if price falls 21%, stoploss should be triggered
#
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# mocking the ticker: price is falling ...
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enter_price = limit_order['buy']['price']
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ticker_val = {
'bid': enter_price,
'ask': enter_price,
'last': enter_price,
}
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value=ticker_val),
get_fee=fee,
)
#############################################
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# Create a trade with "limit_buy_order_usdt" price
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freqtrade = FreqtradeBot(edge_conf)
freqtrade.active_pair_whitelist = ['NEO/BTC']
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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caplog.clear()
#############################################
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ticker_val.update({
'bid': enter_price * buy_price_mult,
'ask': enter_price * buy_price_mult,
'last': enter_price * buy_price_mult,
})
# stoploss shoud be hit
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assert freqtrade.handle_trade(trade) is not ignore_strat_sl
if not ignore_strat_sl:
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assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
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assert trade.exit_reason == ExitType.STOP_LOSS.value
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# Test compatibility ...
assert trade.sell_reason == ExitType.STOP_LOSS.value
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def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf_usdt['max_open_trades'] = 2
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
assert trade is not None
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assert trade.stake_amount == 60.0
assert trade.is_open
assert trade.open_date is not None
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade).order_by(Trade.id.desc())).first()
assert trade is not None
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assert trade.stake_amount == 60.0
assert trade.is_open
assert trade.open_date is not None
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assert Trade.total_open_trades_stakes() == 120.0
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@pytest.mark.parametrize("is_short,open_rate", [
(False, 2.0),
(True, 2.2)
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])
def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
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fee, mocker, is_short, open_rate) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
)
# Save state of current whitelist
whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.create_trade('ETH/USDT')
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
assert trade is not None
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assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open
assert trade.open_date is not None
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assert trade.exchange == 'binance'
# Simulate fulfilled LIMIT_BUY order for trade
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oobj = Order.parse_from_ccxt_object(
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limit_order[entry_side(is_short)], 'ADA/USDT', entry_side(is_short))
trade.update_trade(oobj)
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assert trade.open_rate == open_rate
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assert trade.amount == 30.0
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
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def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5)
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
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with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade('ETH/USDT')
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@pytest.mark.parametrize("is_short", [False, True])
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@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
(5.0, True, True, 99),
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(0.049, True, False, 99), # Amount will be adjusted to min - which is 0.051
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(0, False, True, 99),
(UNLIMITED_STAKE_AMOUNT, False, True, 0),
])
def test_create_trade_minimal_amount(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker,
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stake_amount, create, amount_enough, max_open_trades, caplog, is_short
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) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
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enter_mock = MagicMock(return_value=limit_order_open[entry_side(is_short)])
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=enter_mock,
get_fee=fee,
)
default_conf_usdt['max_open_trades'] = max_open_trades
freqtrade = FreqtradeBot(default_conf_usdt)
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freqtrade.config['stake_amount'] = stake_amount
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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if create:
assert freqtrade.create_trade('ETH/USDT')
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if amount_enough:
rate, amount = enter_mock.call_args[1]['rate'], enter_mock.call_args[1]['amount']
assert rate * amount <= default_conf_usdt['stake_amount']
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else:
assert log_has_re(
r"Stake amount for pair .* is too small.*",
caplog
)
else:
assert not freqtrade.create_trade('ETH/USDT')
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if not max_open_trades:
assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0
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@pytest.mark.parametrize('whitelist,positions', [
(["ETH/USDT"], 1), # No pairs left
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([], 0), # No pairs in whitelist
])
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def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
fee, whitelist, positions, mocker, caplog) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
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get_fee=fee,
)
default_conf_usdt['exchange']['pair_whitelist'] = whitelist
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
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assert n == positions
if positions:
assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
n = freqtrade.enter_positions()
assert n == 0
assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
else:
assert n == 0
assert log_has("Active pair whitelist is empty.", caplog)
@pytest.mark.usefixtures("init_persistence")
def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
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message = r"Global pairlock active until.* Not creating new trades."
n = freqtrade.enter_positions()
# 0 trades, but it's not because of pairlock.
assert n == 0
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assert not log_has_re(message, caplog)
caplog.clear()
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PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because', side='*')
n = freqtrade.enter_positions()
assert n == 0
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assert log_has_re(message, caplog)
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@pytest.mark.parametrize('is_short', [False, True])
def test_handle_protections(mocker, default_conf_usdt, fee, is_short):
default_conf_usdt['protections'] = [
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{"method": "CooldownPeriod", "stop_duration": 60},
{
"method": "StoplossGuard",
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 4,
"only_per_pair": False
}
]
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
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return_value=ProtectionReturn(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
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create_mock_trades(fee, is_short)
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freqtrade.handle_protections('ETC/BTC', '*')
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send_msg_mock = freqtrade.rpc.send_msg
assert send_msg_mock.call_count == 2
assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER
assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['dry_run'] = True
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
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get_fee=fee,
)
default_conf_usdt['stake_amount'] = 10
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert not freqtrade.create_trade('ETH/USDT')
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@pytest.mark.parametrize("max_open", range(0, 5))
@pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
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def test_create_trades_multiple_trades(
default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
max_open, tradable_balance_ratio, modifier
) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf_usdt['max_open_trades'] = max_open
default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio
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default_conf_usdt['dry_run_wallet'] = 60.0 * max_open
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
trades = Trade.get_open_trades()
# Expected trades should be max_open * a modified value
# depending on the configured tradable_balance
assert n == max(int(max_open * modifier), 0)
assert len(trades) == max(int(max_open * modifier), 0)
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def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
limit_buy_order_usdt_open, caplog) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf_usdt['max_open_trades'] = 4
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
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get_fee=fee,
get_funding_fees=MagicMock(side_effect=ExchangeError()),
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)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade)
# Create 2 existing trades
freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount'])
freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount'])
assert log_has("Could not find funding fee.", caplog)
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assert len(Trade.get_open_trades()) == 2
# Change order_id for new orders
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limit_buy_order_usdt_open['id'] = '123444'
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# Create 2 new trades using create_trades
assert freqtrade.create_trade('ETH/USDT')
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assert freqtrade.create_trade('NEO/BTC')
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trades = Trade.get_open_trades()
assert len(trades) == 4
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@pytest.mark.parametrize('is_short', [False, True])
def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
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is_short, fee, mocker, caplog
) -> None:
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ticker_side = 'ask' if is_short else 'bid'
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]),
fetch_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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trades = Trade.get_open_trades()
assert not trades
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freqtrade.process()
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trades = Trade.get_open_trades()
assert len(trades) == 1
trade = trades[0]
assert trade is not None
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assert pytest.approx(trade.stake_amount) == default_conf_usdt['stake_amount']
assert trade.is_open
assert trade.open_date is not None
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assert trade.exchange == 'binance'
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assert trade.open_rate == ticker_usdt.return_value[ticker_side]
assert pytest.approx(trade.amount) == 60 / ticker_usdt.return_value[ticker_side]
assert log_has(
f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
'with stake_amount: 60.0 ...',
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caplog
)
def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=TemporaryError)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
worker = Worker(args=None, config=default_conf_usdt)
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patch_get_signal(worker.freqtrade)
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worker._process_running()
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None:
msg_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=OperationalException)
)
worker = Worker(args=None, config=default_conf_usdt)
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patch_get_signal(worker.freqtrade)
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assert worker.freqtrade.state == State.RUNNING
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worker._process_running()
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assert worker.freqtrade.state == State.STOPPED
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assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
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def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
fetch_order=MagicMock(return_value=limit_buy_order_usdt_open),
2018-04-21 17:39:18 +00:00
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
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trades = Trade.get_open_trades()
assert not trades
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freqtrade.process()
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trades = Trade.get_open_trades()
assert len(trades) == 1
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# Nothing happened ...
freqtrade.process()
assert len(trades) == 1
def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
fee, mocker) -> None:
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""" Test process with trade not in pair list """
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patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
fetch_order=MagicMock(return_value=limit_buy_order_usdt),
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade)
pair = 'BLK/BTC'
# Ensure the pair is not in the whitelist!
assert pair not in default_conf_usdt['exchange']['pair_whitelist']
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# create open trade not in whitelist
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Trade.session.add(Trade(
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pair=pair,
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
amount=20,
open_rate=0.01,
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exchange='binance',
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))
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Trade.session.add(Trade(
pair='ETH/USDT',
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stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
amount=12,
open_rate=0.001,
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exchange='binance',
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))
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Trade.commit()
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assert pair not in freqtrade.active_pair_whitelist
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freqtrade.process()
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assert pair in freqtrade.active_pair_whitelist
# Make sure each pair is only in the list once
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
refresh_mock = MagicMock()
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=TemporaryError),
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refresh_latest_ohlcv=refresh_mock,
)
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inf_pairs = MagicMock(return_value=[
("BTC/ETH", '1m', CandleType.SPOT),
("ETH/USDT", "1h", CandleType.SPOT)
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])
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
get_exit_signal=MagicMock(return_value=(False, False)),
get_entry_signal=MagicMock(return_value=(None, None))
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)
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mocker.patch('time.sleep', return_value=None)
freqtrade = FreqtradeBot(default_conf_usdt)
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freqtrade.strategy.informative_pairs = inf_pairs
# patch_get_signal(freqtrade)
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freqtrade.process()
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assert inf_pairs.call_count == 1
assert refresh_mock.call_count == 1
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assert ("BTC/ETH", "1m", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"],
CandleType.SPOT) in refresh_mock.call_args[0][0]
2019-01-26 19:05:49 +00:00
@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [
(False, 'spot', 'binance', None, 0.0, None),
(True, 'spot', 'binance', None, 0.0, None),
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(False, 'spot', 'gate', None, 0.0, None),
(True, 'spot', 'gate', None, 0.0, None),
(False, 'spot', 'okx', None, 0.0, None),
(True, 'spot', 'okx', None, 0.0, None),
(True, 'futures', 'binance', 'isolated', 0.0, 11.88151815181518),
(False, 'futures', 'binance', 'isolated', 0.0, 8.080471380471382),
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(True, 'futures', 'gate', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'gate', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'binance', 'isolated', 0.05, 11.7874422442244),
(False, 'futures', 'binance', 'isolated', 0.05, 8.17644781144781),
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(True, 'futures', 'gate', 'isolated', 0.05, 11.7804274688304),
(False, 'futures', 'gate', 'isolated', 0.05, 8.181423084697796),
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(True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okx', 'isolated', 0.0, 8.085708510208207),
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(True, 'futures', 'bybit', 'isolated', 0.0, 11.9),
(False, 'futures', 'bybit', 'isolated', 0.0, 8.1),
])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode,
exchange_name, margin_mode, liq_buffer, liq_price) -> None:
"""
exchange_name = binance, is_short = true
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leverage = 5
position = 0.2 * 5
((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - ((-1) * 1 * 10)) / ((1 * 0.01) - ((-1) * 1)) = 11.89108910891089
exchange_name = binance, is_short = false
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((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071
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exchange_name = gate/okx, is_short = true
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
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(10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
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exchange_name = gate/okx, is_short = false
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
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(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
"""
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# TODO: Split this test into multiple tests to improve readability
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open_order = limit_order_open[entry_side(is_short)]
order = limit_order[entry_side(is_short)]
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default_conf_usdt['trading_mode'] = trading_mode
default_conf_usdt['liquidation_buffer'] = liq_buffer
leverage = 1.0 if trading_mode == 'spot' else 5.0
default_conf_usdt['exchange']['name'] = exchange_name
if margin_mode:
default_conf_usdt['margin_mode'] = margin_mode
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mocker.patch('freqtrade.exchange.gate.Gate.validate_ordertypes')
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patch_RPCManager(mocker)
patch_exchange(mocker, id=exchange_name)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
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freqtrade.strategy.leverage = MagicMock(return_value=leverage)
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stake_amount = 2
bid = 0.11
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enter_rate_mock = MagicMock(return_value=bid)
enter_mm = MagicMock(return_value=open_order)
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mocker.patch.multiple(
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EXMS,
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get_rate=enter_rate_mock,
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fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
2018-10-09 05:06:11 +00:00
}),
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create_order=enter_mm,
get_min_pair_stake_amount=MagicMock(return_value=1),
get_max_pair_stake_amount=MagicMock(return_value=500000),
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get_fee=fee,
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get_funding_fees=MagicMock(return_value=0),
name=exchange_name,
get_maintenance_ratio_and_amt=MagicMock(return_value=(0.01, 0.01)),
get_max_leverage=MagicMock(return_value=10),
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)
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mocker.patch.multiple(
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'freqtrade.exchange.okx.Okx',
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get_max_pair_stake_amount=MagicMock(return_value=500000),
)
pair = 'ETH/USDT'
2018-10-09 05:06:11 +00:00
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assert not freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
assert enter_rate_mock.call_count == 1
assert enter_mm.call_count == 0
assert freqtrade.strategy.confirm_trade_entry.call_count == 1
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enter_rate_mock.reset_mock()
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open_order['id'] = '22'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
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assert freqtrade.execute_entry(pair, stake_amount)
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assert enter_rate_mock.call_count == 1
assert enter_mm.call_count == 1
call_args = enter_mm.call_args_list[0][1]
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assert call_args['pair'] == pair
assert call_args['rate'] == bid
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assert pytest.approx(call_args['amount']) == round(stake_amount / bid * leverage, 8)
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enter_rate_mock.reset_mock()
2018-10-09 05:06:11 +00:00
2018-12-12 12:05:55 +00:00
# Should create an open trade with an open order id
# As the order is not fulfilled yet
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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assert trade
assert trade.is_open is True
assert trade.open_order_id == '22'
2018-12-12 12:05:55 +00:00
2018-10-09 05:06:11 +00:00
# Test calling with price
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open_order['id'] = '33'
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fix_price = 0.06
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assert freqtrade.execute_entry(pair, stake_amount, fix_price, is_short=is_short)
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# Make sure get_rate wasn't called again
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assert enter_rate_mock.call_count == 0
2018-10-09 05:06:11 +00:00
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assert enter_mm.call_count == 2
call_args = enter_mm.call_args_list[1][1]
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assert call_args['pair'] == pair
assert call_args['rate'] == fix_price
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assert pytest.approx(call_args['amount']) == round(stake_amount / fix_price * leverage, 8)
2018-10-09 05:06:11 +00:00
2018-12-12 12:05:55 +00:00
# In case of closed order
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order['status'] = 'closed'
order['average'] = 10
order['cost'] = 300
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order['id'] = '444'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
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assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[2]
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trade.is_short = is_short
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assert trade
assert trade.open_order_id is None
assert trade.open_rate == 10
assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
assert pytest.approx(trade.liquidation_price) == liq_price
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# In case of rejected or expired order and partially filled
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order['status'] = 'expired'
order['amount'] = 30.0
order['filled'] = 20.0
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order['remaining'] = 10.00
order['average'] = 0.5
order['cost'] = 10.0
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order['id'] = '555'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
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assert freqtrade.execute_entry(pair, stake_amount)
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trade = Trade.session.scalars(select(Trade)).all()[3]
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trade.is_short = is_short
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assert trade
assert trade.open_order_id is None
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assert trade.open_rate == 0.5
assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
2018-12-12 12:05:55 +00:00
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# Test with custom stake
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order['status'] = 'open'
order['id'] = '556'
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freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
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assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[4]
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trade.is_short = is_short
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assert trade
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assert pytest.approx(trade.stake_amount) == 150
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# Exception case
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order['id'] = '557'
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freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
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assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[5]
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trade.is_short = is_short
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assert trade
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assert pytest.approx(trade.stake_amount) == 2.0
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2018-12-12 12:05:55 +00:00
# In case of the order is rejected and not filled at all
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order['status'] = 'rejected'
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order['amount'] = 30.0 * leverage
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order['filled'] = 0.0
order['remaining'] = 30.0
order['average'] = 0.5
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order['cost'] = 0.0
order['id'] = '66'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
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assert not freqtrade.execute_entry(pair, stake_amount)
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assert freqtrade.strategy.leverage.call_count == 0 if trading_mode == 'spot' else 2
2018-12-12 12:05:55 +00:00
# Fail to get price...
mocker.patch(f'{EXMS}.get_rate', MagicMock(return_value=0.0))
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with pytest.raises(PricingError, match="Could not determine entry price."):
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freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
# In case of custom entry price
mocker.patch(f'{EXMS}.get_rate', return_value=0.50)
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order['status'] = 'open'
order['id'] = '5566'
freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
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assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[6]
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trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 0.508
# In case of custom entry price set to None
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order['status'] = 'open'
order['id'] = '5567'
freqtrade.strategy.custom_entry_price = lambda **kwargs: None
2018-10-09 05:06:11 +00:00
mocker.patch.multiple(
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EXMS,
get_rate=MagicMock(return_value=10),
)
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assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[7]
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trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 10
# In case of custom entry price not float type
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order['status'] = 'open'
order['id'] = '5568'
freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
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assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[8]
# Trade(id=9, pair=ETH/USDT, amount=0.20000000, is_short=False,
# leverage=1.0, open_rate=10.00000000, open_since=...)
# Trade(id=9, pair=ETH/USDT, amount=0.60000000, is_short=True,
# leverage=3.0, open_rate=10.00000000, open_since=...)
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trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 10
# In case of too high stake amount
order['status'] = 'open'
order['id'] = '55672'
mocker.patch.multiple(
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EXMS,
get_max_pair_stake_amount=MagicMock(return_value=500),
)
freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500)
assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).all()[9]
trade.is_short = is_short
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assert pytest.approx(trade.stake_amount) == 500
order['id'] = '55673'
freqtrade.strategy.leverage.reset_mock()
assert freqtrade.execute_entry(pair, 200, leverage_=3)
assert freqtrade.strategy.leverage.call_count == 0
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trade = Trade.session.scalars(select(Trade)).all()[10]
assert trade.leverage == 1 if trading_mode == 'spot' else 3
2018-10-09 05:06:11 +00:00
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order, is_short) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
2020-06-14 08:49:15 +00:00
}),
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create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
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get_rate=MagicMock(return_value=0.11),
get_min_pair_stake_amount=MagicMock(return_value=1),
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get_fee=fee,
)
stake_amount = 2
pair = 'ETH/USDT'
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freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
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assert freqtrade.execute_entry(pair, stake_amount)
2020-06-14 08:49:15 +00:00
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limit_order[entry_side(is_short)]['id'] = '222'
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freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
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assert freqtrade.execute_entry(pair, stake_amount)
2020-06-14 08:49:15 +00:00
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limit_order[entry_side(is_short)]['id'] = '2223'
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freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
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assert freqtrade.execute_entry(pair, stake_amount)
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freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
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assert not freqtrade.execute_entry(pair, stake_amount)
2020-06-14 08:49:15 +00:00
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@pytest.mark.parametrize("is_short", [False, True])
def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, is_short) -> None:
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
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create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
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get_rate=MagicMock(return_value=0.11),
# Minimum stake-amount is ~5$
get_maintenance_ratio_and_amt=MagicMock(return_value=(0.0, 0.0)),
_fetch_and_calculate_funding_fees=MagicMock(return_value=0),
get_fee=fee,
get_max_leverage=MagicMock(return_value=5.0),
)
stake_amount = 2
pair = 'SOL/BUSD:BUSD'
freqtrade.strategy.leverage = MagicMock(return_value=5.0)
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade.leverage == 5.0
# assert trade.stake_amount == 2
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@pytest.mark.parametrize("is_short", [False, True])
def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
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order = limit_order[entry_side(is_short)]
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
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stoploss = MagicMock(return_value={'id': 13434334})
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mocker.patch(f'{EXMS}.create_stoploss', stoploss)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# TODO: should not be magicmock
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trade = MagicMock()
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trade.is_short = is_short
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trade.open_order_id = None
trade.stoploss_order_id = None
trade.is_open = True
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trades = [trade]
freqtrade.exit_positions(trades)
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assert trade.stoploss_order_id == '13434334'
assert stoploss.call_count == 1
2018-11-23 19:28:01 +00:00
assert trade.is_open is True
2018-10-09 05:06:11 +00:00
2018-11-22 18:27:32 +00:00
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@pytest.mark.parametrize("is_short", [False, True])
def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short,
limit_order) -> None:
stoploss = MagicMock(return_value={'id': 13434334})
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enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
2018-11-24 18:12:00 +00:00
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
2019-12-18 15:34:30 +00:00
fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
2018-11-24 18:12:00 +00:00
}),
create_order=MagicMock(side_effect=[
enter_order,
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exit_order,
]),
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get_fee=fee,
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create_stoploss=stoploss
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)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# First case: when stoploss is not yet set but the order is open
# should get the stoploss order id immediately
# and should return false as no trade actually happened
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# TODO: should not be magicmock
trade = MagicMock()
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trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 1
assert trade.stoploss_order_id == "13434334"
# Second case: when stoploss is set but it is not yet hit
# should do nothing and return false
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "100"
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
mocker.patch(f'{EXMS}.fetch_stoploss_order', hanging_stoploss_order)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id == "100"
2019-04-04 15:23:21 +00:00
# Third case: when stoploss was set but it was canceled for some reason
# should set a stoploss immediately and return False
caplog.clear()
2019-04-04 15:23:21 +00:00
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "100"
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canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
mocker.patch(f'{EXMS}.fetch_stoploss_order', canceled_stoploss_order)
stoploss.reset_mock()
2019-04-04 15:23:21 +00:00
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 1
2019-04-04 15:23:21 +00:00
assert trade.stoploss_order_id == "13434334"
# Fourth case: when stoploss is set and it is hit
# should unset stoploss_order_id and return true
# as a trade actually happened
caplog.clear()
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "100"
trade.orders.append(Order(
ft_order_side='stoploss',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
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ft_amount=trade.amount,
ft_price=0.0,
))
assert trade
2018-11-24 18:12:00 +00:00
stoploss_order_hit = MagicMock(return_value={
'id': "100",
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'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
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'amount': enter_order['amount'],
2018-11-24 18:12:00 +00:00
})
mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit)
2018-11-24 18:12:00 +00:00
assert freqtrade.handle_stoploss_on_exchange(trade) is True
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assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog)
2019-01-09 15:23:13 +00:00
assert trade.stoploss_order_id is None
assert trade.is_open is False
caplog.clear()
2019-01-09 15:23:13 +00:00
mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError())
trade.is_open = True
freqtrade.handle_stoploss_on_exchange(trade)
assert log_has('Unable to place a stoploss order on exchange.', caplog)
assert trade.stoploss_order_id is None
# Fifth case: fetch_order returns InvalidOrder
2019-04-05 18:20:16 +00:00
# It should try to add stoploss order
trade.stoploss_order_id = 100
stoploss.reset_mock()
mocker.patch(f'{EXMS}.fetch_stoploss_order', side_effect=InvalidOrderException())
mocker.patch(f'{EXMS}.create_stoploss', stoploss)
2019-04-05 18:20:16 +00:00
freqtrade.handle_stoploss_on_exchange(trade)
assert stoploss.call_count == 1
2019-04-05 18:20:16 +00:00
2020-01-23 20:07:11 +00:00
# Sixth case: Closed Trade
# Should not create new order
trade.stoploss_order_id = None
trade.is_open = False
2020-02-02 19:02:38 +00:00
stoploss.reset_mock()
mocker.patch(f'{EXMS}.fetch_order')
mocker.patch(f'{EXMS}.create_stoploss', stoploss)
2020-01-23 20:07:11 +00:00
assert freqtrade.handle_stoploss_on_exchange(trade) is False
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assert stoploss.call_count == 0
2020-01-23 20:07:11 +00:00
2022-03-11 07:00:18 +00:00
# Seventh case: emergency exit triggered
# Trailing stop should not act anymore
stoploss_order_cancelled = MagicMock(side_effect=[{
'id': "100",
'status': 'canceled',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
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'amount': enter_order['amount'],
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'info': {'stopPrice': 22},
}])
trade.stoploss_order_id = 100
trade.is_open = True
trade.stoploss_last_update = arrow.utcnow().shift(hours=-1).datetime
trade.stop_loss = 24
freqtrade.config['trailing_stop'] = True
stoploss = MagicMock(side_effect=InvalidOrderException())
mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result',
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side_effect=InvalidOrderException())
mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_cancelled)
mocker.patch(f'{EXMS}.create_stoploss', stoploss)
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id is None
assert trade.is_open is False
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assert trade.exit_reason == str(ExitType.EMERGENCY_EXIT)
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2019-01-09 15:23:13 +00:00
2021-09-14 21:38:26 +00:00
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short,
limit_order) -> None:
# Sixth case: stoploss order was cancelled but couldn't create new one
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enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
2019-12-18 15:34:30 +00:00
fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(side_effect=[
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{'id': enter_order['id']},
{'id': exit_order['id']},
]),
get_fee=fee,
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)
mocker.patch.multiple(
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EXMS,
2020-08-13 13:54:36 +00:00
fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
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create_stoploss=MagicMock(side_effect=ExchangeError()),
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
assert trade
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
assert trade.stoploss_order_id is None
assert trade.is_open is True
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@pytest.mark.parametrize("is_short", [False, True])
def test_create_stoploss_order_invalid_order(
mocker, default_conf_usdt, caplog, fee, is_short, limit_order, limit_order_open
):
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open_order = limit_order_open[entry_side(is_short)]
order = limit_order[exit_side(is_short)]
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
create_order_mock = MagicMock(side_effect=[
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open_order,
{'id': order['id']}
])
mocker.patch.multiple(
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EXMS,
2019-12-18 15:34:30 +00:00
fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=create_order_mock,
get_fee=fee,
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)
mocker.patch.multiple(
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EXMS,
fetch_order=MagicMock(return_value={'status': 'canceled'}),
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create_stoploss=MagicMock(side_effect=InvalidOrderException()),
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
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assert trade.exit_reason == ExitType.EMERGENCY_EXIT.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
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assert log_has("Exiting the trade forcefully", caplog)
# Should call a market sell
assert create_order_mock.call_count == 2
assert create_order_mock.call_args[1]['ordertype'] == 'market'
assert create_order_mock.call_args[1]['pair'] == trade.pair
assert create_order_mock.call_args[1]['amount'] == trade.amount
# Rpc is sending first buy, then sell
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assert rpc_mock.call_count == 3
assert rpc_mock.call_args_list[2][0][0]['sell_reason'] == ExitType.EMERGENCY_EXIT.value
assert rpc_mock.call_args_list[2][0][0]['order_type'] == 'market'
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@pytest.mark.parametrize("is_short", [False, True])
def test_create_stoploss_order_insufficient_funds(
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mocker, default_conf_usdt, caplog, fee, limit_order, is_short
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):
exit_order = limit_order[exit_side(is_short)]['id']
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
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}),
create_order=MagicMock(side_effect=[
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limit_order[entry_side(is_short)],
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exit_order,
]),
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get_fee=fee,
fetch_order=MagicMock(return_value={'status': 'canceled'}),
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)
mocker.patch.multiple(
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EXMS,
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create_stoploss=MagicMock(side_effect=InsufficientFundsError()),
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)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
# stoploss_orderid was empty before
assert trade.stoploss_order_id is None
assert mock_insuf.call_count == 1
mock_insuf.reset_mock()
trade.stoploss_order_id = 'stoploss_orderid'
freqtrade.create_stoploss_order(trade, 200)
# No change to stoploss-orderid
assert trade.stoploss_order_id == 'stoploss_orderid'
assert mock_insuf.call_count == 1
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@pytest.mark.parametrize("is_short,bid,ask,stop_price,amt,hang_price", [
(False, [4.38, 4.16], [4.4, 4.17], ['2.0805', 4.4 * 0.95], 27.39726027, 3),
(True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 27.27272727, 1.5),
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])
@pytest.mark.usefixtures("init_persistence")
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def test_handle_stoploss_on_exchange_trailing(
mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, amt, hang_price
) -> None:
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# When trailing stoploss is set
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enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
stoploss = MagicMock(return_value={'id': 13434334})
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patch_RPCManager(mocker)
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 2.19,
'ask': 2.2,
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'last': 2.19,
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}),
create_order=MagicMock(side_effect=[
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{'id': enter_order['id']},
{'id': exit_order['id']},
]),
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get_fee=fee,
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)
mocker.patch.multiple(
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EXMS,
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create_stoploss=stoploss,
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stoploss_adjust=MagicMock(return_value=True),
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)
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# enabling TSL
default_conf_usdt['trailing_stop'] = True
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# disabling ROI
default_conf_usdt['minimal_roi']['0'] = 999999999
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# setting stoploss
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freqtrade.strategy.stoploss = 0.05 if is_short else -0.05
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# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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trade.is_open = True
trade.open_order_id = None
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trade.stoploss_order_id = '100'
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-20).datetime
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stoploss_order_hanging = MagicMock(return_value={
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'id': '100',
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'status': 'open',
'type': 'stop_loss_limit',
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'price': hang_price,
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'average': 2,
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'info': {
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'stopPrice': stop_price[0]
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}
})
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mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging)
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# stoploss initially at 5%
assert freqtrade.handle_trade(trade) is False
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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# price jumped 2x
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': bid[0],
'ask': ask[0],
'last': bid[0],
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})
)
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cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
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mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock)
mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock)
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# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_not_called()
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
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assert trade.stop_loss == stop_price[1]
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trade.stoploss_order_id = '100'
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# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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cancel_order_mock.assert_called_once_with('100', 'ETH/USDT')
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stoploss_order_mock.assert_called_once_with(
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amount=pytest.approx(amt),
pair='ETH/USDT',
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order_types=freqtrade.strategy.order_types,
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stop_price=stop_price[1],
side=exit_side(is_short),
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leverage=1.0
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)
# price fell below stoploss, so dry-run sells trade.
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': bid[1],
'ask': ask[1],
'last': bid[1],
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})
)
assert freqtrade.handle_trade(trade) is True
assert trade.stoploss_order_id is None
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@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_stoploss_on_exchange_trailing_error(
mocker, default_conf_usdt, fee, caplog, limit_order, is_short
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) -> None:
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enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(side_effect=[
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{'id': enter_order['id']},
{'id': exit_order['id']},
]),
get_fee=fee,
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)
mocker.patch.multiple(
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EXMS,
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create_stoploss=stoploss,
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stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf_usdt['trailing_stop'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
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freqtrade.strategy.stoploss = 0.05 if is_short else -0.05
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "abcd"
trade.stop_loss = 0.2
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None)
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trade.is_short = is_short
stoploss_order_hanging = {
'id': "abcd",
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.1'
}
}
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mocker.patch(f'{EXMS}.cancel_stoploss_order',
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side_effect=InvalidOrderException())
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mocker.patch(f'{EXMS}.fetch_stoploss_order',
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return_value=stoploss_order_hanging)
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog)
# Still try to create order
assert stoploss.call_count == 1
# Fail creating stoploss order
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
caplog.clear()
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cancel_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order')
mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError())
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freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert cancel_mock.call_count == 1
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog)
def test_stoploss_on_exchange_price_rounding(
mocker, default_conf_usdt, fee, open_trade_usdt) -> None:
patch_RPCManager(mocker)
mocker.patch.multiple(
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EXMS,
get_fee=fee,
)
price_mock = MagicMock(side_effect=lambda p, s: int(s))
stoploss_mock = MagicMock(return_value={'id': '13434334'})
adjust_mock = MagicMock(return_value=False)
mocker.patch.multiple(
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EXMS,
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create_stoploss=stoploss_mock,
stoploss_adjust=adjust_mock,
price_to_precision=price_mock,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
open_trade_usdt.stoploss_order_id = '13434334'
open_trade_usdt.stop_loss = 222.55
freqtrade.handle_trailing_stoploss_on_exchange(open_trade_usdt, {})
assert price_mock.call_count == 1
assert adjust_mock.call_count == 1
assert adjust_mock.call_args_list[0][0][0] == 222
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@pytest.mark.parametrize("is_short", [False, True])
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@pytest.mark.usefixtures("init_persistence")
def test_handle_stoploss_on_exchange_custom_stop(
mocker, default_conf_usdt, fee, is_short, limit_order
) -> None:
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enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(side_effect=[
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{'id': enter_order['id']},
{'id': exit_order['id']},
]),
get_fee=fee,
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)
mocker.patch.multiple(
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EXMS,
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create_stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf_usdt['use_custom_stoploss'] = True
# disabling ROI
default_conf_usdt['minimal_roi']['0'] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
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trade.stoploss_order_id = '100'
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
stoploss_order_hanging = MagicMock(return_value={
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'id': '100',
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
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'stopPrice': '2.0805'
}
})
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mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging)
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# price jumped 2x
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': 4.38 if not is_short else 1.9 / 2,
'ask': 4.4 if not is_short else 2.2 / 2,
'last': 4.38 if not is_short else 1.9 / 2,
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})
)
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
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mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock)
mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock)
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trade.stoploss_order_id = '100'
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_not_called()
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
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assert trade.stop_loss == 4.4 * 0.96 if not is_short else 1.1
assert trade.stop_loss_pct == -0.04 if not is_short else 0.04
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
assert freqtrade.handle_stoploss_on_exchange(trade) is False
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cancel_order_mock.assert_called_once_with('100', 'ETH/USDT')
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# Long uses modified ask - offset, short modified bid + offset
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stoploss_order_mock.assert_called_once_with(
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amount=pytest.approx(trade.amount),
pair='ETH/USDT',
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order_types=freqtrade.strategy.order_types,
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stop_price=4.4 * 0.96 if not is_short else 0.95 * 1.04,
side=exit_side(is_short),
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leverage=1.0
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)
# price fell below stoploss, so dry-run sells trade.
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
'bid': 4.17,
'ask': 4.19,
'last': 4.17
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})
)
assert freqtrade.handle_trade(trade) is True
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None:
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enter_order = limit_order['buy']
exit_order = limit_order['sell']
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2019-01-16 17:38:20 +00:00
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
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patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
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edge_conf['max_open_trades'] = float('inf')
edge_conf['dry_run_wallet'] = 999.9
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edge_conf['exchange']['name'] = 'binance'
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
'bid': 2.19,
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'ask': 2.2,
'last': 2.19
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}),
create_order=MagicMock(side_effect=[
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{'id': enter_order['id']},
{'id': exit_order['id']},
]),
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get_fee=fee,
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create_stoploss=stoploss,
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)
# enabling TSL
edge_conf['trailing_stop'] = True
edge_conf['trailing_stop_positive'] = 0.01
edge_conf['trailing_stop_positive_offset'] = 0.011
# disabling ROI
edge_conf['minimal_roi']['0'] = 999999999
freqtrade = FreqtradeBot(edge_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.stoploss = -0.02
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# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
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patch_get_signal(freqtrade)
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freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_last_update = arrow.utcnow()
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stoploss_order_hanging = MagicMock(return_value={
'id': 100,
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
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'stopPrice': '2.178'
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})
mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging)
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# stoploss initially at 20% as edge dictated it.
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert pytest.approx(trade.stop_loss) == 1.76
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cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock()
mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock)
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mocker.patch(f'{EXMS}.create_stoploss', stoploss_order_mock)
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# price goes down 5%
mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={
'bid': 2.19 * 0.95,
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'ask': 2.2 * 0.95,
'last': 2.19 * 0.95
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}))
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should remain the same
assert pytest.approx(trade.stop_loss) == 1.76
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# stoploss on exchange should not be canceled
cancel_order_mock.assert_not_called()
# price jumped 2x
mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={
'bid': 4.38,
'ask': 4.4,
'last': 4.38
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}))
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should be set to 1% as trailing is on
assert trade.stop_loss == 4.4 * 0.99
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cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
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stoploss_order_mock.assert_called_once_with(
amount=pytest.approx(11.41438356),
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pair='NEO/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=4.4 * 0.99,
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side='sell',
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leverage=1.0
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)
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@pytest.mark.parametrize('return_value,side_effect,log_message', [
(False, None, 'Found no enter signals for whitelisted currencies. Trying again...'),
(None, DependencyException, 'Unable to create trade for ETH/USDT: ')
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])
def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
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log_message, caplog) -> None:
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mock_ct = mocker.patch(
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'freqtrade.freqtradebot.FreqtradeBot.create_trade',
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MagicMock(
return_value=return_value,
side_effect=side_effect
)
)
n = freqtrade.enter_positions()
assert n == 0
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assert log_has(log_message, caplog)
# create_trade should be called once for every pair in the whitelist.
assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
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@pytest.mark.parametrize("is_short", [False, True])
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def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch(f'{EXMS}.fetch_order', return_value=limit_order[entry_side(is_short)])
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
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# TODO: should not be magicmock
trade = MagicMock()
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trade.is_short = is_short
trade.open_order_id = '123'
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trade.open_fee = 0.001
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trades = [trade]
n = freqtrade.exit_positions(trades)
assert n == 0
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# Test amount not modified by fee-logic
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assert not log_has_re(r'Applying fee to amount for Trade .*', caplog)
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gra = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0)
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# test amount modified by fee-logic
n = freqtrade.exit_positions(trades)
assert n == 0
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assert gra.call_count == 0
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@pytest.mark.parametrize("is_short", [False, True])
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def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog, is_short) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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order = limit_order[entry_side(is_short)]
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
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# TODO: should not be magicmock
trade = MagicMock()
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trade.is_short = is_short
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trade.open_order_id = None
trade.pair = 'ETH/USDT'
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trades = [trade]
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# Test raise of DependencyException exception
mocker.patch(
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'freqtrade.freqtradebot.FreqtradeBot.handle_trade',
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side_effect=DependencyException()
)
caplog.clear()
n = freqtrade.exit_positions(trades)
assert n == 0
assert log_has('Unable to exit trade ETH/USDT: ', caplog)
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@pytest.mark.parametrize("is_short", [False, True])
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def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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order = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0)
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order_id = order['id']
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trade = Trade(
open_order_id=order_id,
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fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=arrow.utcnow().datetime,
amount=11,
exchange="binance",
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is_short=is_short,
leverage=1,
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)
trade.orders.append(Order(
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ft_order_side=entry_side(is_short),
price=0.01,
order_id=order_id,
))
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assert not freqtrade.update_trade_state(trade, None)
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
caplog.clear()
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# Add datetime explicitly since sqlalchemy defaults apply only once written to database
freqtrade.update_trade_state(trade, order_id)
# Test amount not modified by fee-logic
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assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear()
assert trade.open_order_id is None
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assert trade.amount == order['amount']
trade.open_order_id = order_id
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.01)
assert trade.amount == 30.0
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, order_id)
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assert trade.amount == 29.99
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, order_id)
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assert log_has_re('Found open order for.*', caplog)
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limit_buy_order_usdt_new = deepcopy(limit_order)
limit_buy_order_usdt_new['filled'] = 0.0
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limit_buy_order_usdt_new['status'] = 'canceled'
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError)
mocker.patch(f'{EXMS}.fetch_order', return_value=limit_buy_order_usdt_new)
res = freqtrade.update_trade_state(trade, order_id)
# Cancelled empty
assert res is True
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@pytest.mark.parametrize("is_short", [False, True])
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@pytest.mark.parametrize('initial_amount,has_rounding_fee', [
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(30.0 + 1e-14, True),
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(8.0, False)
])
def test_update_trade_state_withorderdict(
default_conf_usdt, trades_for_order, limit_order, fee, mocker, initial_amount,
has_rounding_fee, is_short, caplog
):
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order = limit_order[entry_side(is_short)]
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trades_for_order[0]['amount'] = initial_amount
order_id = "oid_123456"
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order['id'] = order_id
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=ValueError))
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patch_exchange(mocker)
amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
caplog.clear()
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trade = Trade(
pair='LTC/USDT',
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amount=amount,
exchange='binance',
open_rate=2.0,
open_date=arrow.utcnow().datetime,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id=order_id,
is_open=True,
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leverage=1,
is_short=is_short,
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)
trade.orders.append(
Order(
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ft_order_side=entry_side(is_short),
ft_pair=trade.pair,
ft_is_open=True,
order_id=order_id,
)
)
log_text = r'Applying fee on amount for .*'
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freqtrade.update_trade_state(trade, order_id, order)
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assert trade.amount != amount
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if has_rounding_fee:
assert pytest.approx(trade.amount) == 29.992
assert log_has_re(log_text, caplog)
else:
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assert pytest.approx(trade.amount) == order['amount']
assert not log_has_re(log_text, caplog)
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@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_order,
caplog) -> None:
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order = limit_order[entry_side(is_short)]
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
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# TODO: should not be magicmock
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trade = MagicMock()
trade.open_order_id = '123'
trade.amount = 123
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# Test raise of OperationalException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
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side_effect=DependencyException()
)
freqtrade.update_trade_state(trade, trade.open_order_id)
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assert log_has('Could not update trade amount: ', caplog)
def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=InvalidOrderException))
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# TODO: should not be magicmock
trade = MagicMock()
trade.open_order_id = '123'
# Test raise of OperationalException exception
grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock())
freqtrade.update_trade_state(trade, trade.open_order_id)
assert grm_mock.call_count == 0
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assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
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@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_sell(
default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker
):
buy_order = limit_order[entry_side(is_short)]
open_order = limit_order_open[exit_side(is_short)]
l_order = limit_order[exit_side(is_short)]
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=ValueError))
wallet_mock = MagicMock()
mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
patch_exchange(mocker)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
amount = l_order["amount"]
wallet_mock.reset_mock()
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=0.0025,
fee_close=0.0025,
open_date=arrow.utcnow().datetime,
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open_order_id=open_order['id'],
is_open=True,
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interest_rate=0.0005,
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leverage=1,
is_short=is_short,
)
order = Order.parse_from_ccxt_object(buy_order, 'LTC/ETH', entry_side(is_short))
trade.orders.append(order)
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order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
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trade.orders.append(order)
assert order.status == 'open'
freqtrade.update_trade_state(trade, trade.open_order_id, l_order)
assert trade.amount == l_order['amount']
# Wallet needs to be updated after closing a limit-sell order to reenable buying
assert wallet_mock.call_count == 1
assert not trade.is_open
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# Order is updated by update_trade_state
assert order.status == 'closed'
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@pytest.mark.parametrize('is_short,close_profit', [
(False, 0.09451372),
(True, 0.08635224),
])
def test_handle_trade(
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default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short, close_profit
) -> None:
open_order = limit_order_open[exit_side(is_short)]
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enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
'bid': 2.19,
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'ask': 2.2,
'last': 2.19
}),
create_order=MagicMock(side_effect=[
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enter_order,
open_order,
]),
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
assert trade
time.sleep(0.01) # Race condition fix
assert trade.is_open is True
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freqtrade.wallets.update()
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patch_get_signal(freqtrade, enter_long=False, exit_short=is_short,
exit_long=not is_short, exit_tag='sell_signal1')
assert freqtrade.handle_trade(trade) is True
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assert trade.open_order_id == exit_order['id']
# Simulate fulfilled LIMIT_SELL order for trade
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trade.orders[-1].ft_is_open = False
trade.orders[-1].status = 'closed'
trade.orders[-1].filled = trade.orders[-1].remaining
trade.orders[-1].remaining = 0.0
trade.update_trade(trade.orders[-1])
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assert trade.close_rate == (2.0 if is_short else 2.2)
assert pytest.approx(trade.close_profit) == close_profit
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assert pytest.approx(trade.calc_profit(trade.close_rate)) == 5.685
assert trade.close_date is not None
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assert trade.exit_reason == 'sell_signal1'
@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_overlapping_signals(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, is_short
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) -> None:
open_order = limit_order_open[exit_side(is_short)]
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=[
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open_order,
{'id': 1234553382},
]),
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
# Buy and Sell triggering, so doing nothing ...
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trades = Trade.session.scalars(select(Trade)).all()
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nb_trades = len(trades)
assert nb_trades == 0
# Buy is triggering, so buying ...
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
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trades = Trade.session.scalars(select(Trade)).all()
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for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
patch_get_signal(freqtrade, enter_long=False)
assert freqtrade.handle_trade(trades[0]) is False
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trades = Trade.session.scalars(select(Trade)).all()
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for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
assert freqtrade.handle_trade(trades[0]) is False
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trades = Trade.session.scalars(select(Trade)).all()
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for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Sell is triggering, guess what : we are Selling!
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
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trades = Trade.session.scalars(select(Trade)).all()
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for trade in trades:
trade.is_short = is_short
assert freqtrade.handle_trade(trades[0]) is True
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog,
is_short) -> None:
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open_order = limit_order_open[entry_side(is_short)]
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caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=[
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open_order,
{'id': 1234553382},
]),
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get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
# instead that responsibility should be moved out of handle_trade(),
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
caplog.clear()
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patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade)
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assert log_has("ETH/USDT - Required profit reached. exit_type=ExitType.ROI",
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caplog)
@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_trade_use_exit_signal(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
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) -> None:
enter_open_order = limit_order_open[exit_side(is_short)]
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exit_open_order = limit_order_open[entry_side(is_short)]
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# use_exit_signal is True buy default
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=[
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enter_open_order,
exit_open_order,
]),
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get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
trade.is_open = True
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert not freqtrade.handle_trade(trade)
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
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assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.EXIT_SIGNAL",
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caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_close_trade(
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default_conf_usdt, ticker_usdt, limit_order_open, limit_order, fee, mocker, is_short
) -> None:
open_order = limit_order_open[exit_side(is_short)]
enter_order = limit_order[exit_side(is_short)]
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exit_order = limit_order[entry_side(is_short)]
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=open_order),
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create trade and sell it
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
assert trade
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oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], trade.entry_side)
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], trade.exit_side)
trade.update_trade(oobj)
assert trade.is_open is False
with pytest.raises(DependencyException, match=r'.*closed trade.*'):
freqtrade.handle_trade(trade)
def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
patch_get_signal(ftbot)
ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
ftbot.strategy.analyze = MagicMock()
ftbot.process()
assert log_has_re(r'Strategy caused the following exception.*', caplog)
assert ftbot.strategy.bot_loop_start.call_count == 1
assert ftbot.strategy.analyze.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_entry_usercustom(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, is_short
) -> None:
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old_order = limit_sell_order_old if is_short else limit_buy_order_old
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old_order['id'] = open_trade.open_order_id
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default_conf_usdt["unfilledtimeout"] = {"entry": 1400, "exit": 30}
rpc_mock = patch_RPCManager(mocker)
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cancel_order_mock = MagicMock(return_value=old_order)
cancel_enter_order = deepcopy(old_order)
cancel_enter_order['status'] = 'canceled'
cancel_order_wr_mock = MagicMock(return_value=cancel_enter_order)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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fetch_order=MagicMock(return_value=old_order),
cancel_order=cancel_order_mock,
cancel_order_with_result=cancel_order_wr_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
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open_trade.orders[0].side = 'sell' if is_short else 'buy'
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open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
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Trade.session.add(open_trade)
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Trade.commit()
# Ensure default is to return empty (so not mocked yet)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
# Return false - trade remains open
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
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trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 1
freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
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trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 1
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
# Trade should be closed since the function returns true
freqtrade.manage_open_orders()
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assert cancel_order_wr_mock.call_count == 1
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assert rpc_mock.call_count == 2
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trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 0
assert freqtrade.strategy.check_entry_timeout.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_entry(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, is_short
) -> None:
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old_order = limit_sell_order_old if is_short else limit_buy_order_old
rpc_mock = patch_RPCManager(mocker)
open_trade.open_order_id = old_order['id']
order = Order.parse_from_ccxt_object(old_order, 'mocked', 'buy')
open_trade.orders[0] = order
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limit_buy_cancel = deepcopy(old_order)
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limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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fetch_order=MagicMock(return_value=old_order),
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
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Trade.session.add(open_trade)
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Trade.commit()
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freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
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assert rpc_mock.call_count == 2
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 0
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# Custom user buy-timeout is never called
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assert freqtrade.strategy.check_entry_timeout.call_count == 0
# Entry adjustment is never called
assert freqtrade.strategy.adjust_entry_price.call_count == 0
@pytest.mark.parametrize("is_short", [False, True])
def test_adjust_entry_cancel(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_order_id
limit_buy_cancel = deepcopy(old_order)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
open_trade.is_short = is_short
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Trade.session.add(open_trade)
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Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
# check that order is cancelled
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None)
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
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assert len(trades) == 0
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assert len(Order.session.scalars(select(Order)).all()) == 0
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog)
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order fully cancelled.*", caplog)
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_adjust_entry_maintain_replace(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_order_id
limit_buy_cancel = deepcopy(old_order)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
open_trade.is_short = is_short
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Trade.session.add(open_trade)
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Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
# Check that order is maintained
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order['price'])
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
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assert len(trades) == 1
assert len(Order.get_open_orders()) == 1
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
# Check that order is replaced
freqtrade.get_valid_enter_price_and_stake = MagicMock(return_value={100, 10, 1})
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
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assert len(trades) == 1
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nb_all_orders = len(Order.session.scalars(select(Order)).all())
assert nb_all_orders == 2
# New order seems to be in closed status?
# nb_open_orders = len(Order.get_open_orders())
# assert nb_open_orders == 1
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order cancelled to be replaced*", caplog)
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
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@pytest.mark.parametrize("is_short", [False, True])
def test_check_handle_cancelled_buy(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
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""" Handle Buy order cancelled on exchange"""
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old_order = limit_sell_order_old if is_short else limit_buy_order_old
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rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
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old_order.update({"status": "canceled", 'filled': 0.0})
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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fetch_order=MagicMock(return_value=old_order),
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cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.orders = []
open_trade.is_short = is_short
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Trade.session.add(open_trade)
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Trade.commit()
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# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
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assert cancel_order_mock.call_count == 0
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assert rpc_mock.call_count == 2
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
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assert len(trades) == 0
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assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog)
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@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_buy_exception(
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default_conf_usdt, ticker_usdt, open_trade, is_short, fee, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
validate_pairs=MagicMock(),
fetch_ticker=ticker_usdt,
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fetch_order=MagicMock(side_effect=ExchangeError),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
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open_trade.is_short = is_short
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Trade.session.add(open_trade)
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Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
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assert rpc_mock.call_count == 1
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
nb_trades = len(trades)
assert nb_trades == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_exit_usercustom(
default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
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is_short, open_trade_usdt, caplog
) -> None:
default_conf_usdt["unfilledtimeout"] = {"entry": 1440, "exit": 1440, "exit_timeout_count": 1}
open_trade_usdt.open_order_id = limit_sell_order_old['id']
order = Order.parse_from_ccxt_object(limit_sell_order_old, 'mocked', 'sell')
open_trade_usdt.orders[0] = order
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if is_short:
limit_sell_order_old['side'] = 'buy'
open_trade_usdt.is_short = is_short
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rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.0)
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et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade_usdt.close_profit_abs = 0.001
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Trade.session.add(open_trade_usdt)
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Trade.commit()
# Ensure default is false
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
# Return false - No impact
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
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assert rpc_mock.call_count == 1
assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0
freqtrade.strategy.check_exit_timeout = MagicMock(side_effect=KeyError)
freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
# Return Error - No impact
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
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assert rpc_mock.call_count == 1
assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0
# Return True - sells!
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=True)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
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assert rpc_mock.call_count == 2
assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0
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# 2nd canceled trade - Fail execute exit
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caplog.clear()
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open_trade_usdt.open_order_id = limit_sell_order_old['id']
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mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit',
side_effect=DependencyException)
freqtrade.manage_open_orders()
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assert log_has_re('Unable to emergency exit .*', caplog)
et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
caplog.clear()
# 2nd canceled trade ...
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open_trade_usdt.open_order_id = limit_sell_order_old['id']
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# If cancelling fails - no emergency exit!
with patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit', return_value=False):
freqtrade.manage_open_orders()
assert et_mock.call_count == 0
freqtrade.manage_open_orders()
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assert log_has_re('Emergency exiting trade.*', caplog)
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assert et_mock.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_exit(
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default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, is_short, open_trade_usdt
) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
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limit_sell_order_old['id'] = open_trade_usdt.open_order_id
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limit_sell_order_old['side'] = 'buy' if is_short else 'sell'
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_sell_order_old),
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cancel_order=cancel_order_mock,
get_min_pair_stake_amount=MagicMock(return_value=0),
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade_usdt.close_profit_abs = 0.001
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open_trade_usdt.is_short = is_short
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Trade.session.add(open_trade_usdt)
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Trade.commit()
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
# check it does cancel sell orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
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assert rpc_mock.call_count == 2
assert open_trade_usdt.is_open is True
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# Custom user sell-timeout is never called
assert freqtrade.strategy.check_exit_timeout.call_count == 0
assert freqtrade.strategy.check_entry_timeout.call_count == 0
@pytest.mark.parametrize("is_short", [False, True])
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def test_check_handle_cancelled_exit(
default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade_usdt,
is_short, mocker, caplog
) -> None:
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""" Handle sell order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
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limit_sell_order_old.update({"status": "canceled", 'filled': 0.0})
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limit_sell_order_old['side'] = 'buy' if is_short else 'sell'
limit_sell_order_old['id'] = open_trade_usdt.open_order_id
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order_with_result=cancel_order_mock
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)
freqtrade = FreqtradeBot(default_conf_usdt)
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open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime
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open_trade_usdt.is_short = is_short
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Trade.session.add(open_trade_usdt)
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Trade.commit()
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# check it does cancel sell orders over the time limit
freqtrade.manage_open_orders()
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assert cancel_order_mock.call_count == 0
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assert rpc_mock.call_count == 2
assert open_trade_usdt.is_open is True
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exit_name = 'Buy' if is_short else 'Sell'
assert log_has_re(f"{exit_name} order cancelled on exchange for Trade.*", caplog)
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@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("leverage", [1, 3, 5, 10])
def test_manage_open_orders_partial(
default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short, leverage,
open_trade, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
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open_trade.is_short = is_short
open_trade.leverage = leverage
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
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limit_buy_order_old_partial['id'] = open_trade.open_order_id
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limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
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limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
limit_buy_canceled['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
prior_stake = open_trade.stake_amount
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Trade.session.add(open_trade)
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Trade.commit()
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
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assert rpc_mock.call_count == 3
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount / leverage
assert trades[0].stake_amount != prior_stake
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_partial_fee(
default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker
) -> None:
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open_trade.is_short = is_short
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
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rpc_mock = patch_RPCManager(mocker)
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limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
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limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
limit_buy_order_old_partial_canceled['side'] = 'sell' if is_short else 'buy'
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cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
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mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock,
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get_trades_for_order=MagicMock(return_value=trades_for_order),
)
freqtrade = FreqtradeBot(default_conf_usdt)
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assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
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Trade.session.add(open_trade)
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Trade.commit()
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# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.manage_open_orders()
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
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assert cancel_order_mock.call_count == 1
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assert rpc_mock.call_count == 3
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
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assert len(trades) == 1
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# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.023
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assert trades[0].open_order_id is None
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assert trades[0].fee_updated(open_trade.entry_side)
assert pytest.approx(trades[0].fee_open) == 0.001
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@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_partial_except(
default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker
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) -> None:
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open_trade.is_short = is_short
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
rpc_mock = patch_RPCManager(mocker)
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limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
limit_buy_order_old_partial['id'] = open_trade.open_order_id
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if is_short:
limit_buy_order_old_partial['side'] = 'sell'
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
MagicMock(side_effect=DependencyException))
freqtrade = FreqtradeBot(default_conf_usdt)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
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Trade.session.add(open_trade)
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Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.manage_open_orders()
assert log_has_re(r"Could not update trade amount: .*", caplog)
assert cancel_order_mock.call_count == 1
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assert rpc_mock.call_count == 3
trades = Trade.session.scalars(
select(Trade).filter(Trade.open_order_id.is_(open_trade.open_order_id))).all()
assert len(trades) == 1
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# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining'])
assert trades[0].open_order_id is None
assert trades[0].fee_open == fee()
def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker,
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caplog) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
handle_cancel_enter=MagicMock(),
handle_cancel_exit=MagicMock(),
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)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
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cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
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Trade.session.add(open_trade_usdt)
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Trade.commit()
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caplog.clear()
freqtrade.manage_open_orders()
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assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
r"is_short=False, leverage=1.0, "
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r"open_rate=2.00000000, open_since="
f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
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r"\) due to Traceback \(most recent call last\):\n*",
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caplog)
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@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short, fee) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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l_order = limit_order[entry_side(is_short)]
cancel_buy_order = deepcopy(limit_order[entry_side(is_short)])
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cancel_buy_order['status'] = 'canceled'
del cancel_buy_order['filled']
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
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trade = mock_trade_usdt_4(fee, is_short)
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Trade.session.add(trade)
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Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, reason)
assert cancel_order_mock.call_count == 1
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cancel_order_mock.reset_mock()
caplog.clear()
l_order['filled'] = 0.01
assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
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assert cancel_order_mock.call_count == 0
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assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unexitable.*", caplog)
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caplog.clear()
cancel_order_mock.reset_mock()
l_order['filled'] = 2
assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
assert cancel_order_mock.call_count == 1
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# Order remained open for some reason (cancel failed)
cancel_buy_order['status'] = 'open'
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
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trade.open_order_id = 'some_open_order'
mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock)
assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
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assert log_has_re(r"Order .* for .* not cancelled.", caplog)
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# min_pair_stake empty should not crash
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=None)
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assert not freqtrade.handle_cancel_enter(trade, limit_order[entry_side(is_short)], reason)
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'],
indirect=['limit_buy_order_canceled_empty'])
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def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
limit_buy_order_canceled_empty) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = mocker.patch(
f'{EXMS}.cancel_order_with_result',
return_value=limit_buy_order_canceled_empty)
notify_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
freqtrade = FreqtradeBot(default_conf_usdt)
reason = CANCEL_REASON['TIMEOUT']
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trade = mock_trade_usdt_4(fee, is_short)
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Trade.session.add(trade)
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Trade.commit()
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0
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assert log_has_re(
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f'{trade.entry_side.capitalize()} order fully cancelled. '
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r'Removing .* from database\.',
caplog
)
assert notify_mock.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize('cancelorder', [
{},
{'remaining': None},
'String Return value',
123
])
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def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short, fee,
cancelorder) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
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l_order = limit_order[entry_side(is_short)]
cancel_order_mock = MagicMock(return_value=cancelorder)
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mocker.patch.multiple(
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EXMS,
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cancel_order=cancel_order_mock,
fetch_order=MagicMock(side_effect=InvalidOrderException)
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)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
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trade = mock_trade_usdt_4(fee, is_short)
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Trade.session.add(trade)
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Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, reason)
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assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
l_order['filled'] = 1.0
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order = deepcopy(l_order)
order['status'] = 'canceled'
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
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assert cancel_order_mock.call_count == 1
def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
send_msg_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
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EXMS,
cancel_order=cancel_order_mock,
)
mocker.patch(f'{EXMS}.get_rate', return_value=0.245441)
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.2)
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee')
freqtrade = FreqtradeBot(default_conf_usdt)
trade = Trade(
pair='LTC/ETH',
amount=2,
exchange='binance',
open_rate=0.245441,
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open_order_id="sell_123456",
open_date=arrow.utcnow().shift(days=-2).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
close_rate=0.555,
close_date=arrow.utcnow().datetime,
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exit_reason="sell_reason_whatever",
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stake_amount=0.245441 * 2,
)
trade.orders = [
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Order(
ft_order_side='buy',
ft_pair=trade.pair,
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ft_is_open=False,
order_id='buy_123456',
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=trade.open_rate,
average=trade.open_rate,
filled=trade.amount,
remaining=0,
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
),
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Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=True,
order_id='sell_123456',
status="open",
symbol=trade.pair,
order_type="limit",
side="sell",
price=trade.open_rate,
average=trade.open_rate,
filled=0.0,
remaining=trade.amount,
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
),
]
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order = {'id': "sell_123456",
'remaining': 1,
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'amount': 1,
'status': "open"}
reason = CANCEL_REASON['TIMEOUT']
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send_msg_mock.reset_mock()
assert freqtrade.handle_cancel_exit(trade, order, reason)
assert cancel_order_mock.call_count == 1
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assert send_msg_mock.call_count == 1
assert trade.close_rate is None
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assert trade.exit_reason is None
assert trade.open_order_id is None
send_msg_mock.reset_mock()
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# Partial exit - below exit threshold
order['amount'] = 2
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order['filled'] = 1.9
assert not freqtrade.handle_cancel_exit(trade, order, reason)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])
assert not freqtrade.handle_cancel_exit(trade, order, reason)
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assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])
# Message should not be iterated again
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assert trade.exit_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1
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send_msg_mock.reset_mock()
order['filled'] = 1
assert freqtrade.handle_cancel_exit(trade, order, reason)
assert send_msg_mock.call_count == 1
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED'])
def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.0)
mocker.patch(f'{EXMS}.cancel_order_with_result', side_effect=InvalidOrderException())
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freqtrade = FreqtradeBot(default_conf_usdt)
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# TODO: should not be magicmock
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trade = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
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order = {'remaining': 1,
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'id': '125',
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'amount': 1,
'status': "open"}
assert not freqtrade.handle_cancel_exit(trade, order, reason)
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@pytest.mark.parametrize("is_short, open_rate, amt", [
(False, 2.0, 30.0),
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(True, 2.02, 29.70297029),
])
def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker,
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ticker_usdt_sell_down, is_short, open_rate, amt) -> None:
rpc_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade.is_short == is_short
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker_usdt_sell_down if is_short else ticker_usdt_sell_up
)
# Prevented sell ...
freqtrade.execute_trade_exit(
trade=trade,
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limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
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exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert id(freqtrade.strategy.confirm_trade_exit.call_args_list[0][1]['trade']) != id(trade)
assert freqtrade.strategy.confirm_trade_exit.call_args_list[0][1]['trade'].id == trade.id
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
freqtrade.execute_trade_exit(
trade=trade,
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limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
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exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
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'type': RPCMessageType.EXIT,
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'exchange': 'Binance',
'pair': 'ETH/USDT',
'gain': 'profit',
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'limit': 2.0 if is_short else 2.2,
'order_rate': 2.0 if is_short else 2.2,
'amount': pytest.approx(amt),
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'order_type': 'limit',
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'buy_tag': None,
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'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
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'enter_tag': None,
'open_rate': open_rate,
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'current_rate': 2.01 if is_short else 2.3,
'profit_amount': 0.29554455 if is_short else 5.685,
'profit_ratio': 0.00493809 if is_short else 0.09451372,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'base_currency': 'ETH',
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'sell_reason': ExitType.ROI.value,
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'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
} == last_msg
@pytest.mark.parametrize("is_short", [False, True])
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def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down,
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ticker_usdt_sell_up, mocker, is_short) -> None:
rpc_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create some test data
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down
)
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freqtrade.execute_trade_exit(
trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'],
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exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
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'type': RPCMessageType.EXIT,
'trade_id': 1,
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'exchange': 'Binance',
'pair': 'ETH/USDT',
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'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'gain': 'loss',
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'limit': 2.2 if is_short else 2.01,
'order_rate': 2.2 if is_short else 2.01,
'amount': pytest.approx(29.70297029) if is_short else 30.0,
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'order_type': 'limit',
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'buy_tag': None,
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'enter_tag': None,
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'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -5.65990099 if is_short else -0.00075,
'profit_ratio': -0.0945681 if is_short else -1.247e-05,
'stake_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD',
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'sell_reason': ExitType.STOP_LOSS.value,
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'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
} == last_msg
@pytest.mark.parametrize(
"is_short,amount,open_rate,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [
(False, 30, 2.0, 2.3, 2.25, 7.18125, 0.11938903, 'profit'),
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(True, 29.70297029, 2.02, 2.2, 2.25, -7.14876237, -0.11944465, 'loss'),
])
def test_execute_trade_exit_custom_exit_price(
default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, amount, open_rate,
current_rate, limit, profit_amount, profit_ratio, profit_or_loss, mocker) -> None:
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rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
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)
config = deepcopy(default_conf_usdt)
config['custom_price_max_distance_ratio'] = 0.1
patch_whitelist(mocker, config)
freqtrade = FreqtradeBot(config)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt_sell_up
2021-08-05 21:57:45 +00:00
)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# Set a custom exit price
freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25
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freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL, exit_reason='foo')
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)
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# Sell price must be different to default bid price
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
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'type': RPCMessageType.EXIT,
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'exchange': 'Binance',
'pair': 'ETH/USDT',
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'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'gain': profit_or_loss,
'limit': limit,
'order_rate': limit,
'amount': pytest.approx(amount),
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'order_type': 'limit',
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'buy_tag': None,
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'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'base_currency': 'ETH',
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'fiat_currency': 'USD',
'sell_reason': 'foo',
'exit_reason': 'foo',
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'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
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} == last_msg
@pytest.mark.parametrize("is_short", [False, True])
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def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
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default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_down,
ticker_usdt_sell_up, mocker) -> None:
2018-11-25 19:16:53 +00:00
rpc_mock = patch_RPCManager(mocker)
2019-09-10 21:18:07 +00:00
patch_exchange(mocker)
2018-11-25 19:16:53 +00:00
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
2018-11-25 19:16:53 +00:00
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
2018-11-25 19:16:53 +00:00
# Create some test data
freqtrade.enter_positions()
2018-11-25 19:16:53 +00:00
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade.is_short == is_short
2018-11-25 19:16:53 +00:00
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
2023-03-01 19:14:15 +00:00
EXMS,
2021-10-17 08:55:20 +00:00
fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down
2018-11-25 19:16:53 +00:00
)
default_conf_usdt['dry_run'] = True
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
2018-11-25 19:16:53 +00:00
# Setting trade stoploss to 0.01
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trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99
freqtrade.execute_trade_exit(
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trade=trade, limit=trade.stop_loss,
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exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
2018-11-25 19:16:53 +00:00
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
2018-12-01 09:43:26 +00:00
2018-11-25 19:16:53 +00:00
assert {
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'type': RPCMessageType.EXIT,
'trade_id': 1,
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'exchange': 'Binance',
'pair': 'ETH/USDT',
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'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
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'gain': 'loss',
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'limit': 2.02 if is_short else 1.98,
'order_rate': 2.02 if is_short else 1.98,
'amount': pytest.approx(29.70297029 if is_short else 30.0),
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'order_type': 'limit',
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'buy_tag': None,
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'enter_tag': None,
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'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -0.3 if is_short else -0.8985,
'profit_ratio': -0.00501253 if is_short else -0.01493766,
'stake_currency': 'USDT',
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'fiat_currency': 'USD',
'base_currency': 'ETH',
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'sell_reason': ExitType.STOP_LOSS.value,
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'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
2018-11-25 19:16:53 +00:00
} == last_msg
def test_execute_trade_exit_sloe_cancel_exception(
mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException())
2019-12-13 06:06:54 +00:00
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
create_order_mock = MagicMock(side_effect=[
{'id': '12345554'},
{'id': '12345555'},
])
2019-09-10 21:18:07 +00:00
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
create_order=create_order_mock,
)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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PairLock.session = MagicMock()
freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd"
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freqtrade.execute_trade_exit(trade=trade, limit=1234,
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exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert create_order_mock.call_count == 2
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assert log_has('Could not cancel stoploss order abcd for pair ETH/USDT', caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_trade_exit_with_stoploss_on_exchange(
default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, mocker) -> None:
default_conf_usdt['exchange']['name'] = 'binance'
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rpc_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
stoploss = MagicMock(return_value={
'id': 123,
'info': {
'foo': 'bar'
}
})
cancel_order = MagicMock(return_value=True)
2019-10-03 04:23:58 +00:00
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
2019-10-03 04:23:58 +00:00
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
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create_stoploss=stoploss,
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cancel_stoploss_order=cancel_order,
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_dry_is_price_crossed=MagicMock(side_effect=[True, False]),
2019-10-03 04:23:58 +00:00
)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create some test data
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
assert trade
2019-10-02 00:27:42 +00:00
trades = [trade]
freqtrade.manage_open_orders()
freqtrade.exit_positions(trades)
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# Increase the price and sell it
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt_sell_up
)
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freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
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exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
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)
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
assert trade
assert cancel_order.call_count == 1
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assert rpc_mock.call_count == 4
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@pytest.mark.parametrize("is_short", [False, True])
def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
default_conf_usdt, ticker_usdt, fee, mocker, is_short) -> None:
default_conf_usdt['exchange']['name'] = 'binance'
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rpc_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
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_dry_is_price_crossed=MagicMock(side_effect=[False, True]),
2018-11-23 14:17:36 +00:00
)
stoploss = MagicMock(return_value={
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'id': 123,
'info': {
'foo': 'bar'
}
})
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mocker.patch(f'{EXMS}.create_stoploss', stoploss)
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freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short)
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# Create some test data
freqtrade.enter_positions()
freqtrade.manage_open_orders()
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trade = Trade.session.scalars(select(Trade)).first()
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trades = [trade]
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assert trade.stoploss_order_id is None
freqtrade.exit_positions(trades)
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assert trade
assert trade.stoploss_order_id == '123'
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assert trade.open_order_id is None
2018-11-23 14:17:36 +00:00
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# Assuming stoploss on exchange is hit
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# stoploss_order_id should become None
# and trade should be sold at the price of stoploss
stoploss_executed = MagicMock(return_value={
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"id": "123",
"timestamp": 1542707426845,
"datetime": "2018-11-20T09:50:26.845Z",
"lastTradeTimestamp": None,
"symbol": "BTC/USDT",
"type": "stop_loss_limit",
"side": "sell",
"price": 1.08801,
"amount": 90.99181074,
"cost": 99.0000000032274,
"average": 1.08801,
"filled": 90.99181074,
"remaining": 0.0,
"status": "closed",
"fee": None,
"trades": None
})
mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_executed)
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freqtrade.exit_positions(trades)
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assert trade.stoploss_order_id is None
assert trade.is_open is False
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assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
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assert rpc_mock.call_count == 4
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY
assert rpc_mock.call_args_list[1][0][0]['amount'] > 20
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.ENTRY_FILL
assert rpc_mock.call_args_list[3][0][0]['type'] == RPCMessageType.EXIT_FILL
2018-11-23 14:17:36 +00:00
@pytest.mark.parametrize(
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"is_short,amount,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [
(False, 30, 2.3, 2.2, 5.685, 0.09451372, 'profit'),
(True, 29.70297029, 2.2, 2.3, -8.63762376, -0.1443212, 'loss'),
])
def test_execute_trade_exit_market_order(
default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount, caplog,
limit, profit_amount, profit_ratio, profit_or_loss, ticker_usdt_sell_up, mocker
) -> None:
"""
amount
long: 60 / 2.0 = 30
short: 60 / 2.02 = 29.70297029
open_value
long: (30 * 2.0) + (30 * 2.0 * 0.0025) = 60.15
short: (29.702970297029704 * 2.02) - (29.702970297029704 * 2.02 * 0.0025) = 59.85
close_value
long: (30 * 2.2) - (30 * 2.2 * 0.0025) = 65.835
short: (29.702970297029704 * 2.3) + (29.702970297029704 * 2.3 * 0.0025) = 68.48762376237624
profit
long: 65.835 - 60.15 = 5.684999999999995
short: 59.85 - 68.48762376237624 = -8.637623762376244
profit_ratio
long: (65.835/60.15) - 1 = 0.0945137157107232
short: 1 - (68.48762376237624/59.85) = -0.1443211990371971
"""
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open_rate = ticker_usdt.return_value['ask' if is_short else 'bid']
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rpc_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=True),
get_funding_fees=MagicMock(side_effect=ExchangeError()),
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)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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# Create some test data
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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assert trade
# Increase the price and sell it
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt_sell_up,
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_dry_is_price_crossed=MagicMock(return_value=False),
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)
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freqtrade.config['order_types']['exit'] = 'market'
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freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
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exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert log_has("Could not update funding fee.", caplog)
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assert not trade.is_open
assert pytest.approx(trade.close_profit) == profit_ratio
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assert rpc_mock.call_count == 4
last_msg = rpc_mock.call_args_list[-2][0][0]
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assert {
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'type': RPCMessageType.EXIT,
'trade_id': 1,
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'exchange': 'Binance',
'pair': 'ETH/USDT',
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'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'gain': profit_or_loss,
'limit': limit,
'order_rate': limit,
'amount': pytest.approx(amount),
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'order_type': 'market',
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'buy_tag': None,
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'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'base_currency': 'ETH',
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'fiat_currency': 'USD',
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'sell_reason': ExitType.ROI.value,
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'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
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} == last_msg
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee, is_short,
ticker_usdt_sell_up, mocker) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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get_fee=fee,
create_order=MagicMock(side_effect=[
{'id': 1234553382},
InsufficientFundsError(),
]),
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)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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# Create some test data
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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assert trade
# Increase the price and sell it
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt_sell_up
2020-09-06 12:59:30 +00:00
)
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sell_reason = ExitCheckTuple(exit_type=ExitType.ROI)
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assert not freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
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exit_check=sell_reason
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)
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assert mock_insuf.call_count == 1
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@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,exit_type,is_short', [
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# Enable profit
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(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True),
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# # Disable profit
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(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True),
2021-10-14 09:52:29 +00:00
# # Enable loss
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# # * Shouldn't this be ExitType.STOP_LOSS.value
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(True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True),
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# Disable loss
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(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
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])
def test_exit_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
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fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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eside = entry_side(is_short)
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': bid,
'ask': ask,
'last': bid
}),
create_order=MagicMock(side_effect=[
limit_order[eside],
{'id': 1234553382},
]),
2018-04-21 17:39:18 +00:00
get_fee=fee,
)
default_conf_usdt.update({
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'use_exit_signal': True,
'exit_profit_only': profit_only,
'exit_profit_offset': 0.1,
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})
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.custom_exit = MagicMock(return_value=None)
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if exit_type == ExitType.EXIT_SIGNAL.value:
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
freqtrade.strategy.ft_stoploss_reached = MagicMock(return_value=ExitCheckTuple(
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exit_type=ExitType.NONE))
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
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oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
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trade.update_order(limit_order[eside])
trade.update_trade(oobj)
2019-12-18 19:16:53 +00:00
freqtrade.wallets.update()
if profit_only:
assert freqtrade.handle_trade(trade) is False
# Custom-exit is called
freqtrade.strategy.custom_exit.call_count == 1
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patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
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assert freqtrade.handle_trade(trade) is handle_first
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if handle_second:
freqtrade.strategy.exit_profit_offset = 0.0
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assert freqtrade.handle_trade(trade) is True
2018-04-15 17:38:58 +00:00
def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_open,
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fee, mocker, caplog) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=MagicMock(return_value={
2019-12-13 06:06:54 +00:00
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
create_order=MagicMock(side_effect=[
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limit_order_open['buy'],
{'id': 1234553382},
]),
2019-12-13 06:06:54 +00:00
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
2019-12-13 06:06:54 +00:00
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trade = Trade.session.scalars(select(Trade)).first()
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amnt = trade.amount
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oobj = Order.parse_from_ccxt_object(limit_order['buy'], limit_order['buy']['symbol'], 'buy')
trade.update_trade(oobj)
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
2019-12-13 06:06:54 +00:00
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
assert freqtrade.handle_trade(trade) is True
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert trade.amount != amnt
@pytest.mark.parametrize('amount_wallet,has_err', [
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(95.29, False),
(91.29, True)
])
def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err):
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patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
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amount_wallet = amount_wallet
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mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
2019-12-13 06:06:54 +00:00
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
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open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
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)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade)
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if has_err:
with pytest.raises(DependencyException, match=r"Not enough amount to exit trade."):
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assert freqtrade._safe_exit_amount(trade, trade.pair, trade.amount)
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else:
wallet_update.reset_mock()
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assert trade.amount != amount_wallet
assert freqtrade._safe_exit_amount(trade, trade.pair, trade.amount) == amount_wallet
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assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
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assert trade.amount == amount_wallet
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assert wallet_update.call_count == 1
caplog.clear()
wallet_update.reset_mock()
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assert freqtrade._safe_exit_amount(trade, trade.pair, amount_wallet) == amount_wallet
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assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert wallet_update.call_count == 1
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@pytest.mark.parametrize("is_short", [False, True])
def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
ticker_usdt_sell_down, mocker, caplog, is_short) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
2019-08-12 18:48:21 +00:00
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
2019-08-12 18:48:21 +00:00
# Create some test data
freqtrade.enter_positions()
2019-08-12 18:48:21 +00:00
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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assert trade
# Decrease the price and sell it
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt_sell_down
2019-08-12 18:48:21 +00:00
)
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freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'],
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exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
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)
trade.close(ticker_usdt_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair, side='*')
# Boths sides are locked
assert freqtrade.strategy.is_pair_locked(trade.pair, side='long')
assert freqtrade.strategy.is_pair_locked(trade.pair, side='short')
2019-08-12 18:48:21 +00:00
# reinit - should buy other pair.
caplog.clear()
freqtrade.enter_positions()
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assert log_has_re(fr"Pair {trade.pair} \* is locked.*", caplog)
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@pytest.mark.parametrize("is_short", [False, True])
def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
2022-04-06 14:03:11 +00:00
fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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eside = entry_side(is_short)
2018-06-22 18:10:05 +00:00
mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 2.19,
'ask': 2.2,
'last': 2.19
2018-06-22 18:10:05 +00:00
}),
create_order=MagicMock(side_effect=[
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limit_order_open[eside],
{'id': 1234553382},
]),
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get_fee=fee,
)
default_conf_usdt['ignore_roi_if_entry_signal'] = True
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freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
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freqtrade.wallets.update()
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
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assert freqtrade.handle_trade(trade) is False
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# Test if entry-signal is absent (should sell due to roi = true)
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=False, exit_tag='something')
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False, exit_tag='something')
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assert freqtrade.handle_trade(trade) is True
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assert trade.exit_reason == ExitType.ROI.value
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@pytest.mark.parametrize("is_short,val1,val2", [
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(False, 1.5, 1.1),
(True, 0.5, 0.9)
])
def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
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is_short, val1, val2, fee, caplog, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 2.0,
'ask': 2.0,
'last': 2.0
2018-06-26 21:40:36 +00:00
}),
create_order=MagicMock(side_effect=[
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limit_order_open[entry_side(is_short)],
{'id': 1234553382},
]),
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get_fee=fee,
)
default_conf_usdt['trailing_stop'] = True
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade.is_short == is_short
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assert freqtrade.handle_trade(trade) is False
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# Raise praise into profits
mocker.patch(f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': 2.0 * val1,
'ask': 2.0 * val1,
'last': 2.0 * val1
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}))
# Stoploss should be adjusted
assert freqtrade.handle_trade(trade) is False
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caplog.clear()
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# Price fell
mocker.patch(f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': 2.0 * val2,
'ask': 2.0 * val2,
'last': 2.0 * val2
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}))
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caplog.set_level(logging.DEBUG)
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# Sell as trailing-stop is reached
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assert freqtrade.handle_trade(trade) is True
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stop_multi = 1.1 if is_short else 0.9
assert log_has(f"ETH/USDT - HIT STOP: current price at {(2.0 * val2):6f}, "
f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
caplog)
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assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
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@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
(0, False, 2.0394, False),
(0.011, False, 2.0394, False),
(0.055, True, 1.8, False),
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(0, False, 2.1614, True),
(0.011, False, 2.1614, True),
(0.055, True, 2.42, True),
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])
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def test_trailing_stop_loss_positive(
default_conf_usdt, limit_order, limit_order_open,
offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short
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) -> None:
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enter_price = limit_order[entry_side(is_short)]['price']
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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eside = entry_side(is_short)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': enter_price - (-0.01 if is_short else 0.01),
'ask': enter_price - (-0.01 if is_short else 0.01),
'last': enter_price - (-0.01 if is_short else 0.01),
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}),
create_order=MagicMock(side_effect=[
limit_order[eside],
{'id': 1234553382},
]),
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get_fee=fee,
)
default_conf_usdt['trailing_stop'] = True
default_conf_usdt['trailing_stop_positive'] = 0.01
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if offset:
default_conf_usdt['trailing_stop_positive_offset'] = offset
default_conf_usdt['trailing_only_offset_is_reached'] = trail_if_reached
patch_whitelist(mocker, default_conf_usdt)
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freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
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oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
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trade.update_order(limit_order[eside])
trade.update_trade(oobj)
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caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
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# Raise ticker_usdt above buy price
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': enter_price + (-0.06 if is_short else 0.06),
'ask': enter_price + (-0.06 if is_short else 0.06),
'last': enter_price + (-0.06 if is_short else 0.06),
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})
)
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caplog.clear()
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# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
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caplog_text = (f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: "
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f"{'2.49' if not is_short else '2.24'}%")
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if trail_if_reached:
assert not log_has(caplog_text, caplog)
assert not log_has("ETH/USDT - Adjusting stoploss...", caplog)
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else:
assert log_has(caplog_text, caplog)
assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
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assert pytest.approx(trade.stop_loss) == second_sl
caplog.clear()
2018-07-16 19:23:35 +00:00
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': enter_price + (-0.135 if is_short else 0.125),
'ask': enter_price + (-0.135 if is_short else 0.125),
'last': enter_price + (-0.135 if is_short else 0.125),
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})
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)
assert freqtrade.handle_trade(trade) is False
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assert log_has(
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f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: "
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f"{'5.72' if not is_short else '5.67'}%",
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caplog
)
assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
2018-07-16 19:23:35 +00:00
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mocker.patch(
f'{EXMS}.fetch_ticker',
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MagicMock(return_value={
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'bid': enter_price + (-0.02 if is_short else 0.02),
'ask': enter_price + (-0.02 if is_short else 0.02),
'last': enter_price + (-0.02 if is_short else 0.02),
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})
)
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# Lower price again (but still positive)
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assert freqtrade.handle_trade(trade) is True
assert log_has(
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f"ETH/USDT - HIT STOP: current price at {enter_price + (-0.02 if is_short else 0.02):.6f}, "
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f"stoploss is {trade.stop_loss:.6f}, "
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f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
f"trade opened at {2.2 if is_short else 2.0}00000",
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caplog)
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assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
2018-06-26 21:40:36 +00:00
2018-06-27 04:51:48 +00:00
@pytest.mark.parametrize("is_short", [False, True])
def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open,
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is_short, fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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eside = entry_side(is_short)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 2.0,
'ask': 2.0,
'last': 2.0
}),
create_order=MagicMock(side_effect=[
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limit_order_open[eside],
{'id': 1234553382},
{'id': 1234553383}
]),
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(return_value=False),
)
default_conf_usdt['exit_pricing'] = {
'ignore_roi_if_entry_signal': False
}
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
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# Sell due to min_roi_reached
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patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
2018-06-22 18:10:05 +00:00
assert freqtrade.handle_trade(trade) is True
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# Test if entry-signal is absent
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patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True
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assert trade.exit_reason == ExitType.ROI.value
2018-04-15 17:38:58 +00:00
2021-09-30 09:19:28 +00:00
def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
mocker):
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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open_rate=0.245441,
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_order_id="123456"
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)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
2018-04-15 17:56:33 +00:00
# Amount is reduced by "fee"
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assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (amount * 0.001)
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,'
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' leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.008.',
caplog
)
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def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee,
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caplog, mocker):
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
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walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
2020-05-03 09:13:59 +00:00
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
2020-05-03 09:13:59 +00:00
# Amount is kept as is
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assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
2020-05-03 09:13:59 +00:00
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
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'- Eating Fee 0.008 into dust', caplog)
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def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee):
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
2018-04-25 07:08:02 +00:00
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
2018-04-25 07:08:02 +00:00
# Amount is reduced by "fee"
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assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: '
'myTrade-Dict empty found',
caplog
)
2018-04-25 07:08:02 +00:00
2018-04-25 07:13:56 +00:00
@pytest.mark.parametrize(
'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [
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# basic, amount does not change
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({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
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# no currency in fee
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({'cost': 0.004, 'currency': None}, 0, True, None),
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# BNB no rate
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({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, (
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'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, '
'leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -'
' rate: None'
)),
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# from order
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({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.004.'
)),
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# invalid, no currency in from fee dict
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({'cost': 0.008, 'currency': None}, 0, True, None),
])
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def test_get_real_amount(
default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog,
fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log
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):
buy_order = deepcopy(buy_order_fee)
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buy_order['fee'] = fee_par
trades_for_order[0]['fee'] = fee_par
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mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
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pair='LTC/ETH',
amount=amount,
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exchange='binance',
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_rate=0.245441,
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open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
if not use_ticker_usdt_rate:
mocker.patch(f'{EXMS}.fetch_ticker', side_effect=ExchangeError)
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caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
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res = freqtrade.get_real_amount(trade, buy_order, order_obj)
if fee_reduction_amount == 0:
assert res is None
else:
assert res == fee_reduction_amount
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if expected_log:
assert log_has(expected_log, caplog)
@pytest.mark.parametrize(
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'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
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# basic, amount is reduced by fee
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(None, None, 0.001, 0.001, 7.992),
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# different fee currency on both trades, fee is average of both trade's fee
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(0.02, 'BNB', 0.0005, 0.001518575, 7.996),
])
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def test_get_real_amount_multi(
default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
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fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
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):
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trades_for_order = deepcopy(trades_for_order2)
if fee_cost:
trades_for_order[0]['fee']['cost'] = fee_cost
if fee_currency:
trades_for_order[0]['fee']['currency'] = fee_currency
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mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
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amount = float(sum(x['amount'] for x in trades_for_order))
default_conf_usdt['stake_currency'] = "ETH"
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trade = Trade(
pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_rate=0.245441,
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open_order_id="123456"
)
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# Fake markets entry to enable fee parsing
markets['BNB/ETH'] = markets['ETH/USDT']
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
mocker.patch(f'{EXMS}.fetch_ticker',
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return_value={'ask': 0.19, 'last': 0.2})
# Amount is reduced by "fee"
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expected_amount = amount * fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
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(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), '
f'fee={expected_amount}.'
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),
caplog
)
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assert trade.fee_open == expected_fee
assert trade.fee_close == expected_fee
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assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
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def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee,
mocker):
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limit_buy_order_usdt = deepcopy(buy_order_fee)
limit_buy_order_usdt['fee'] = {'cost': 0.004}
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mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
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amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
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# Amount does not change
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assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) is None
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def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
fee, mocker):
tfo_mock = mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
mocker.patch(f'{EXMS}.get_valid_pair_combination', return_value='BNB/USDT')
mocker.patch(f'{EXMS}.fetch_ticker', return_value={'last': 200})
trade = Trade(
pair='LTC/USDT',
amount=30.0,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
# Amount does not change
assert trade.fee_open == 0.0025
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
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assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) is None
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
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def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee,
mocker):
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limit_buy_order_usdt = deepcopy(buy_order_fee)
limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
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with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
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def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
fee, mocker):
# Floats should not be compared directly.
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limit_buy_order_usdt = deepcopy(buy_order_fee)
trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert pytest.approx(freqtrade.get_real_amount(
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trade, limit_buy_order_usdt, order_obj)) == (amount * 0.001)
def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
amount = 12345
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
order = {
'id': 'mocked_order',
'amount': amount,
'status': 'open',
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'side': 'buy',
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'price': 0.245441,
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
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assert freqtrade.get_real_amount(trade, order, order_obj) is None
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def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker, caplog):
limit_buy_order_usdt = deepcopy(buy_order_fee)
# Fees amount in "POINT"
trades = [{
"info": {
},
"id": "some_trade_id",
"timestamp": 1660092505903,
"datetime": "2022-08-10T00:48:25.903Z",
"symbol": "CEL/USDT",
"order": "some_order_id",
"type": None,
"side": "sell",
"takerOrMaker": "taker",
"price": 1.83255,
"amount": 83.126,
"cost": 152.3325513,
"fee": {
"currency": "POINT",
"cost": 0.3046651026
},
"fees": [
{
"cost": "0",
"currency": "USDT"
},
{
"cost": "0",
"currency": "GT"
},
{
"cost": "0.3046651026",
"currency": "POINT"
}
]
}]
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades)
amount = float(sum(x['amount'] for x in trades))
trade = Trade(
pair='CEL/USDT',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
limit_buy_order_usdt['amount'] = amount
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
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assert res is None
assert trade.fee_open_currency is None
assert trade.fee_open_cost is None
message = "Not updating buy-fee - rate: None, POINT."
assert log_has(message, caplog)
caplog.clear()
freqtrade.config['exchange']['unknown_fee_rate'] = 1
res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
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assert res is None
assert trade.fee_open_currency == 'POINT'
assert pytest.approx(trade.fee_open_cost) == 0.3046651026
assert trade.fee_open == 0.002
assert trade.fee_open != fee.return_value
assert not log_has(message, caplog)
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
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(8.0, 0.0, 10, None),
(8.0, 0.0, 0, None),
(8.0, 0.1, 0, 0.1),
(8.0, 0.1, 10, None),
(8.0, 0.1, 8.0, None),
(8.0, 0.1, 7.9, 0.1),
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])
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def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
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amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
order = Order(
ft_order_side='buy',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order) == amount_exp
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assert walletmock.call_count == 1
@pytest.mark.parametrize("delta, is_high_delta", [
(0.1, False),
(100, True),
])
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@pytest.mark.parametrize('is_short', [False, True])
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def test_order_book_depth_of_market(
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default_conf_usdt, ticker_usdt, limit_order_open,
fee, mocker, order_book_l2, delta, is_high_delta, is_short
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):
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ticker_side = 'ask' if is_short else 'bid'
default_conf_usdt['entry_pricing']['check_depth_of_market']['enabled'] = True
default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = delta
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patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2)
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mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]),
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get_fee=fee,
)
# Save state of current whitelist
whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
if is_high_delta:
assert trade is None
else:
trade.is_short = is_short
assert trade is not None
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assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
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assert len(Trade.session.scalars(select(Trade)).all()) == 1
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# Simulate fulfilled LIMIT_BUY order for trade
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oobj = Order.parse_from_ccxt_object(
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limit_order_open[entry_side(is_short)], 'ADA/USDT', entry_side(is_short))
trade.update_trade(oobj)
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assert trade.open_rate == ticker_usdt.return_value[ticker_side]
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
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@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
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(False, 0.045, 0.046, 2, None),
(True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
])
def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exception_thrown,
ask, last, order_book_top, order_book, caplog) -> None:
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"""
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test if function get_rate will return the order book price instead of the ask rate
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"""
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patch_exchange(mocker)
ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last})
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mocker.patch.multiple(
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EXMS,
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fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
fetch_ticker=ticker_usdt_mock,
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)
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['entry_pricing']['use_order_book'] = True
default_conf_usdt['entry_pricing']['order_book_top'] = order_book_top
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default_conf_usdt['entry_pricing']['price_last_balance'] = 0
default_conf_usdt['telegram']['enabled'] = False
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freqtrade = FreqtradeBot(default_conf_usdt)
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if exception_thrown:
with pytest.raises(PricingError):
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freqtrade.exchange.get_rate('ETH/USDT', side="entry", is_short=False, refresh=True)
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assert log_has_re(
r'ETH/USDT - Entry Price at location 1 from orderbook could not be determined.', caplog)
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else:
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assert freqtrade.exchange.get_rate(
'ETH/USDT', side="entry", is_short=False, refresh=True) == 0.043935
assert ticker_usdt_mock.call_count == 0
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def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None:
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"""
test check depth of market
"""
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patch_exchange(mocker)
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mocker.patch.multiple(
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EXMS,
fetch_l2_order_book=order_book_l2
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)
default_conf_usdt['telegram']['enabled'] = False
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['entry_pricing']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence function will return false
default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = 100
freqtrade = FreqtradeBot(default_conf_usdt)
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conf = default_conf_usdt['entry_pricing']['check_depth_of_market']
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assert freqtrade._check_depth_of_market('ETH/BTC', conf, side=SignalDirection.LONG) is False
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@pytest.mark.parametrize('is_short', [False, True])
def test_order_book_exit_pricing(
default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, is_short,
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limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
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"""
test order book ask strategy
"""
mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2)
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['exit_pricing']['use_order_book'] = True
default_conf_usdt['exit_pricing']['order_book_top'] = 1
default_conf_usdt['telegram']['enabled'] = False
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patch_RPCManager(mocker)
patch_exchange(mocker)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
'ask': 2.2,
'last': 1.9
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}),
create_order=MagicMock(side_effect=[
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limit_buy_order_usdt_open,
limit_sell_order_usdt_open,
]),
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get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
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patch_get_signal(freqtrade)
freqtrade.enter_positions()
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade
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time.sleep(0.01) # Race condition fix
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
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freqtrade.wallets.update()
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assert trade.is_open is True
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
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assert freqtrade.handle_trade(trade) is True
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assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
mocker.patch(f'{EXMS}.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]})
with pytest.raises(PricingError):
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freqtrade.handle_trade(trade)
assert log_has_re(
r"ETH/USDT - Exit Price at location 1 from orderbook could not be determined\..*",
caplog)
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def test_startup_state(default_conf_usdt, mocker):
default_conf_usdt['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20}
}
mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
worker = get_patched_worker(mocker, default_conf_usdt)
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assert worker.freqtrade.state is State.RUNNING
def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
reinit_mock = MagicMock()
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
ftbot.startup()
assert reinit_mock.call_count == 1
reinit_mock.reset_mock()
ftbot = get_patched_freqtradebot(mocker, edge_conf)
ftbot.startup()
assert reinit_mock.call_count == 0
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@pytest.mark.usefixtures("init_persistence")
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def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open,
caplog):
default_conf_usdt['dry_run'] = True
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# Initialize to 2 times stake amount
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default_conf_usdt['dry_run_wallet'] = 120.0
default_conf_usdt['max_open_trades'] = 2
default_conf_usdt['tradable_balance_ratio'] = 1.0
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patch_exchange(mocker)
mocker.patch.multiple(
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EXMS,
fetch_ticker=ticker_usdt,
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
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get_fee=fee,
)
bot = get_patched_freqtradebot(mocker, default_conf_usdt)
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patch_get_signal(bot)
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assert bot.wallets.get_free('USDT') == 120.0
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n = bot.enter_positions()
assert n == 2
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trades = Trade.session.scalars(select(Trade)).all()
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assert len(trades) == 2
bot.config['max_open_trades'] = 3
n = bot.enter_positions()
assert n == 0
assert log_has_re(r"Unable to create trade for XRP/USDT: "
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r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)",
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caplog)
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@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short,buy_calls,sell_calls", [
(False, 1, 2),
(True, 1, 2),
])
def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, limit_order_open,
is_short, buy_calls, sell_calls):
default_conf_usdt['cancel_open_orders_on_exit'] = True
mocker.patch(
f'{EXMS}.fetch_order',
side_effect=[
ExchangeError(),
limit_order[exit_side(is_short)],
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limit_order_open[entry_side(is_short)],
limit_order_open[exit_side(is_short)],
]
)
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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create_mock_trades(fee, is_short=is_short)
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trades = Trade.session.scalars(select(Trade)).all()
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assert len(trades) == MOCK_TRADE_COUNT
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freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == buy_calls
assert sell_mock.call_count == sell_calls
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@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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freqtrade.check_for_open_trades()
assert freqtrade.rpc.send_msg.call_count == 0
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create_mock_trades(fee, is_short)
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trade = Trade.session.scalars(select(Trade)).first()
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trade.is_short = is_short
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trade.is_open = True
freqtrade.check_for_open_trades()
assert freqtrade.rpc.send_msg.call_count == 1
assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
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@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.usefixtures("init_persistence")
def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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create_mock_trades(fee, is_short=is_short)
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freqtrade.startup_update_open_orders()
assert not log_has_re(r"Error updating Order .*", caplog)
caplog.clear()
freqtrade.config['dry_run'] = False
freqtrade.startup_update_open_orders()
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assert len(Order.get_open_orders()) == 3
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matching_buy_order = mock_order_4(is_short=is_short)
matching_buy_order.update({
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'status': 'closed',
})
mocker.patch(f'{EXMS}.fetch_order', return_value=matching_buy_order)
freqtrade.startup_update_open_orders()
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# Only stoploss and sell orders are kept open
assert len(Order.get_open_orders()) == 2
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caplog.clear()
mocker.patch(f'{EXMS}.fetch_order', side_effect=ExchangeError)
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freqtrade.startup_update_open_orders()
assert log_has_re(r"Error updating Order .*", caplog)
mocker.patch(f'{EXMS}.fetch_order', side_effect=InvalidOrderException)
hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_order')
# Orders which are no longer found after X days should be assumed as canceled.
freqtrade.startup_update_open_orders()
assert log_has_re(r"Order is older than \d days.*", caplog)
assert hto_mock.call_count == 2
assert hto_mock.call_args_list[0][0][0]['status'] == 'canceled'
assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled'
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@pytest.mark.usefixtures("init_persistence")
def test_startup_backpopulate_precision(mocker, default_conf_usdt, fee, caplog):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades_usdt(fee)
trades = Trade.get_trades().all()
trades[-1].exchange = 'some_other_exchange'
for trade in trades:
assert trade.price_precision is None
assert trade.amount_precision is None
assert trade.precision_mode is None
freqtrade.startup_backpopulate_precision()
trades = Trade.get_trades().all()
for trade in trades:
if trade.exchange == 'some_other_exchange':
assert trade.price_precision is None
assert trade.amount_precision is None
assert trade.precision_mode is None
else:
assert trade.price_precision is not None
assert trade.amount_precision is not None
assert trade.precision_mode is not None
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
def patch_with_fee(order):
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order.update({'fee': {'cost': 0.1, 'rate': 0.01,
'currency': order['symbol'].split('/')[0]}})
return order
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
side_effect=[
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patch_with_fee(mock_order_2_sell(is_short=is_short)),
patch_with_fee(mock_order_3_sell(is_short=is_short)),
patch_with_fee(mock_order_1(is_short=is_short)),
patch_with_fee(mock_order_2(is_short=is_short)),
patch_with_fee(mock_order_3(is_short=is_short)),
patch_with_fee(mock_order_4(is_short=is_short)),
]
)
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create_mock_trades(fee, is_short=is_short)
trades = Trade.get_trades().all()
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assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
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trade.is_short = is_short
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
freqtrade.update_trades_without_assigned_fees()
# Does nothing for dry-run
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
freqtrade.config['dry_run'] = False
freqtrade.update_trades_without_assigned_fees()
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trades = Trade.get_trades().all()
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assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
if trade.is_open:
# Exclude Trade 4 - as the order is still open.
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if trade.select_order(entry_side(is_short), False):
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
else:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
else:
assert trade.fee_close_cost is not None
assert trade.fee_close_currency is not None
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@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', return_value={'status': 'open'})
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create_mock_trades(fee, is_short)
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trades = Trade.get_trades().all()
freqtrade.handle_insufficient_funds(trades[3])
# assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
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assert mock_uts.call_count == 1
assert mock_uts.call_args_list[0][0][0] == trades[3]
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assert mock_uts.call_args_list[0][0][1] == mock_order_4(is_short)['id']
assert log_has_re(r"Trying to refind lost order for .*", caplog)
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mock_uts.reset_mock()
caplog.clear()
# Test with trade without orders
trade = Trade(
pair='XRP/ETH',
stake_amount=60.0,
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fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
is_open=True,
amount=30,
open_rate=2.0,
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exchange='binance',
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is_short=is_short
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)
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Trade.session.add(trade)
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freqtrade.handle_insufficient_funds(trade)
# assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
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assert mock_uts.call_count == 0
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@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, caplog):
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caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
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mock_fo = mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
return_value={'status': 'open'})
def reset_open_orders(trade):
trade.open_order_id = None
trade.stoploss_order_id = None
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trade.is_short = is_short
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create_mock_trades(fee, is_short=is_short)
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trades = Trade.get_trades().all()
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caplog.clear()
# No open order
trade = trades[0]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade)
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order = mock_order_1(is_short=is_short)
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assert log_has_re(r"Order Order(.*order_id=" + order['id'] + ".*) is no longer open.", caplog)
assert mock_fo.call_count == 0
assert mock_uts.call_count == 0
# No change to orderid - as update_trade_state is mocked
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
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caplog.clear()
mock_fo.reset_mock()
# Open buy order
trade = trades[3]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade)
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order = mock_order_4(is_short=is_short)
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assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 1
# Found open buy order
assert trade.open_order_id is not None
assert trade.stoploss_order_id is None
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caplog.clear()
mock_fo.reset_mock()
# Open stoploss order
trade = trades[4]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade)
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order = mock_order_5_stoploss(is_short=is_short)
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assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 2
# stoploss_order_id is "refound" and added to the trade
assert trade.open_order_id is None
assert trade.stoploss_order_id is not None
caplog.clear()
mock_fo.reset_mock()
mock_uts.reset_mock()
# Open sell order
trade = trades[5]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade)
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order = mock_order_6_sell(is_short=is_short)
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 1
# sell-orderid is "refound" and added to the trade
assert trade.open_order_id == order['id']
assert trade.stoploss_order_id is None
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caplog.clear()
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# Test error case
mock_fo = mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
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side_effect=ExchangeError())
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order = mock_order_5_stoploss(is_short=is_short)
freqtrade.handle_insufficient_funds(trades[4])
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assert log_has(f"Error updating {order['id']}.", caplog)
def test_get_valid_price(mocker, default_conf_usdt) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.config['custom_price_max_distance_ratio'] = 0.02
custom_price_string = "10"
custom_price_badstring = "10abc"
custom_price_float = 10.0
custom_price_int = 10
custom_price_over_max_alwd = 11.0
custom_price_under_min_alwd = 9.0
proposed_price = 10.1
valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
assert isinstance(valid_price_from_string, float)
assert isinstance(valid_price_from_badstring, float)
assert isinstance(valid_price_from_int, float)
assert isinstance(valid_price_from_float, float)
assert valid_price_from_string == custom_price_float
assert valid_price_from_badstring == proposed_price
assert valid_price_from_int == custom_price_int
assert valid_price_from_float == custom_price_float
assert valid_price_at_max_alwd < custom_price_over_max_alwd
assert valid_price_at_max_alwd > proposed_price
assert valid_price_at_min_alwd > custom_price_under_min_alwd
assert valid_price_at_min_alwd < proposed_price
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@pytest.mark.parametrize('trading_mode,calls,t1,t2', [
('spot', 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
('margin', 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
('futures', 31, "2021-09-01 00:00:02", "2021-09-01 08:00:01"),
('futures', 32, "2021-08-31 23:59:59", "2021-09-01 08:00:01"),
('futures', 32, "2021-09-01 00:00:02", "2021-09-01 08:00:02"),
('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:02"),
('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:03"),
('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:04"),
('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:05"),
('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:06"),
('futures', 33, "2021-08-31 23:59:59", "2021-09-01 08:00:07"),
('futures', 33, "2021-08-31 23:59:58", "2021-09-01 08:00:07"),
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])
def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls, time_machine,
t1, t2):
time_machine.move_to(f"{t1} +00:00", tick=False)
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patch_RPCManager(mocker)
patch_exchange(mocker)
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_funding_fees', return_value=True)
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
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time_machine.move_to(f"{t2} +00:00", tick=False)
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# Check schedule jobs in debugging with freqtrade._schedule.jobs
freqtrade._schedule.run_pending()
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assert freqtrade.update_funding_fees.call_count == calls
@pytest.mark.parametrize('schedule_off', [False, True])
@pytest.mark.parametrize('is_short', [True, False])
def test_update_funding_fees(
mocker,
default_conf,
time_machine,
fee,
ticker_usdt_sell_up,
is_short,
limit_order_open,
schedule_off
):
"""
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nominal_value = mark_price * size
funding_fee = nominal_value * funding_rate
size = 123
"LTC/USDT"
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time: 0, mark: 3.3, fundRate: 0.00032583, nominal_value: 405.9, fundFee: 0.132254397
time: 8, mark: 3.2, fundRate: 0.00024472, nominal_value: 393.6, fundFee: 0.096321792
"ETH/USDT"
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time: 0, mark: 2.4, fundRate: 0.0001, nominal_value: 295.2, fundFee: 0.02952
time: 8, mark: 2.5, fundRate: 0.0001, nominal_value: 307.5, fundFee: 0.03075
"ETC/USDT"
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time: 0, mark: 4.3, fundRate: 0.00031077, nominal_value: 528.9, fundFee: 0.164366253
time: 8, mark: 4.1, fundRate: 0.00022655, nominal_value: 504.3, fundFee: 0.114249165
"XRP/USDT"
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time: 0, mark: 1.2, fundRate: 0.00049426, nominal_value: 147.6, fundFee: 0.072952776
time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734
"""
# SETUP
time_machine.move_to("2021-09-01 00:00:00 +00:00")
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open_order = limit_order_open[entry_side(is_short)]
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open_exit_order = limit_order_open[exit_side(is_short)]
bid = 0.11
enter_rate_mock = MagicMock(return_value=bid)
enter_mm = MagicMock(return_value=open_order)
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
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date_midnight = arrow.get('2021-09-01 00:00:00').datetime
date_eight = arrow.get('2021-09-01 08:00:00').datetime
date_sixteen = arrow.get('2021-09-01 16:00:00').datetime
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columns = ['date', 'open', 'high', 'low', 'close', 'volume']
# 16:00 entry is actually never used
# But should be kept in the test to ensure we're filtering correctly.
funding_rates = {
"LTC/USDT":
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DataFrame([
[date_midnight, 0.00032583, 0, 0, 0, 0],
[date_eight, 0.00024472, 0, 0, 0, 0],
[date_sixteen, 0.00024472, 0, 0, 0, 0],
], columns=columns),
"ETH/USDT":
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DataFrame([
[date_midnight, 0.0001, 0, 0, 0, 0],
[date_eight, 0.0001, 0, 0, 0, 0],
[date_sixteen, 0.0001, 0, 0, 0, 0],
], columns=columns),
"XRP/USDT":
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DataFrame([
[date_midnight, 0.00049426, 0, 0, 0, 0],
[date_eight, 0.00032715, 0, 0, 0, 0],
[date_sixteen, 0.00032715, 0, 0, 0, 0],
], columns=columns)
}
mark_prices = {
"LTC/USDT":
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DataFrame([
[date_midnight, 3.3, 0, 0, 0, 0],
[date_eight, 3.2, 0, 0, 0, 0],
[date_sixteen, 3.2, 0, 0, 0, 0],
], columns=columns),
"ETH/USDT":
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DataFrame([
[date_midnight, 2.4, 0, 0, 0, 0],
[date_eight, 2.5, 0, 0, 0, 0],
[date_sixteen, 2.5, 0, 0, 0, 0],
], columns=columns),
"XRP/USDT":
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DataFrame([
[date_midnight, 1.2, 0, 0, 0, 0],
[date_eight, 1.2, 0, 0, 0, 0],
[date_sixteen, 1.2, 0, 0, 0, 0],
], columns=columns)
}
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def refresh_latest_ohlcv_mock(pairlist, **kwargs):
ret = {}
for p, tf, ct in pairlist:
if ct == CandleType.MARK:
ret[(p, tf, ct)] = mark_prices[p]
else:
ret[(p, tf, ct)] = funding_rates[p]
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return ret
mocker.patch(f'{EXMS}.refresh_latest_ohlcv', side_effect=refresh_latest_ohlcv_mock)
mocker.patch.multiple(
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EXMS,
get_rate=enter_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=enter_mm,
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
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get_maintenance_ratio_and_amt=MagicMock(return_value=(0.01, 0.01)),
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# initial funding fees,
freqtrade.execute_entry('ETH/USDT', 123, is_short=is_short)
freqtrade.execute_entry('LTC/USDT', 2.0, is_short=is_short)
freqtrade.execute_entry('XRP/USDT', 123, is_short=is_short)
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multipl = 1 if is_short else -1
trades = Trade.get_open_trades()
assert len(trades) == 3
for trade in trades:
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assert pytest.approx(trade.funding_fees) == 0
mocker.patch(f'{EXMS}.create_order', return_value=open_exit_order)
time_machine.move_to("2021-09-01 08:00:00 +00:00")
if schedule_off:
for trade in trades:
freqtrade.execute_trade_exit(
trade=trade,
# The values of the next 2 params are irrelevant for this test
limit=ticker_usdt_sell_up()['bid'],
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exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
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assert trade.funding_fees == pytest.approx(sum(
trade.amount *
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mark_prices[trade.pair].iloc[1:2]['open'] *
funding_rates[trade.pair].iloc[1:2]['open'] * multipl
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))
else:
freqtrade._schedule.run_pending()
# Funding fees for 00:00 and 08:00
for trade in trades:
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assert trade.funding_fees == pytest.approx(sum(
trade.amount *
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mark_prices[trade.pair].iloc[1:2]['open'] *
funding_rates[trade.pair].iloc[1:2]['open'] *
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multipl
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))
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def test_update_funding_fees_error(mocker, default_conf, caplog):
mocker.patch(f'{EXMS}.get_funding_fees', side_effect=ExchangeError())
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.update_funding_fees()
log_has("Could not update funding fees for open trades.", caplog)
def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
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patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
"stake_amount": 10.0,
"dry_run_wallet": 1000.0,
})
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freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
bid = 11
stake_amount = 10
buy_rate_mock = MagicMock(return_value=bid)
mocker.patch.multiple(
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EXMS,
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get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
# Initial buy
closed_successful_buy_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': bid,
'average': bid,
'cost': bid * stake_amount,
'amount': stake_amount,
'filled': stake_amount,
'ft_is_open': False,
'id': '650',
'order_id': '650'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_buy_order))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_buy_order))
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assert freqtrade.execute_entry(pair, stake_amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
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orders = Order.session.scalars(select(Order)).all()
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assert orders
assert len(orders) == 1
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == 11
assert trade.stake_amount == 110
# Assume it does nothing since order is closed and trade is open
freqtrade.update_trades_without_assigned_fees()
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == 11
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
freqtrade.manage_open_orders()
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == 11
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
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# First position adjustment buy.
open_dca_order_1 = {
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': None,
'price': 9,
'amount': 12,
'cost': 108,
'ft_is_open': True,
'id': '651',
'order_id': '651'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=open_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=open_dca_order_1))
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assert freqtrade.execute_entry(pair, stake_amount, trade=trade)
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orders = Order.session.scalars(select(Order)).all()
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assert orders
assert len(orders) == 2
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade
assert trade.open_order_id == '651'
assert trade.open_rate == 11
assert trade.amount == 10
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
assert trade.is_open
assert not trade.fee_updated('buy')
order = trade.select_order('buy', False)
assert order
assert order.order_id == '650'
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def make_sure_its_651(*args, **kwargs):
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if args[0] == '650':
return closed_successful_buy_order
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if args[0] == '651':
return open_dca_order_1
return None
# Assume it does nothing since order is still open
fetch_order_mm = MagicMock(side_effect=make_sure_its_651)
mocker.patch(f'{EXMS}.create_order', fetch_order_mm)
mocker.patch(f'{EXMS}.fetch_order', fetch_order_mm)
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', fetch_order_mm)
freqtrade.update_trades_without_assigned_fees()
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orders = Order.session.scalars(select(Order)).all()
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assert orders
assert len(orders) == 2
# Assert that the trade is found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade
assert trade.open_order_id == '651'
assert trade.open_rate == 11
assert trade.amount == 10
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
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# Make sure the closed order is found as the first order.
order = trade.select_order('buy', False)
assert order.order_id == '650'
# Now close the order so it should update.
closed_dca_order_1 = {
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': 9,
'average': 9,
'amount': 12,
'filled': 12,
'cost': 108,
'ft_is_open': False,
'id': '651',
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'order_id': '651',
'datetime': arrow.utcnow().isoformat(),
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_dca_order_1))
freqtrade.manage_open_orders()
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# Assert trade is as expected (averaged dca)
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 9.90909090909
assert trade.amount == 22
assert pytest.approx(trade.stake_amount) == 218
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orders = Order.session.scalars(select(Order)).all()
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assert orders
assert len(orders) == 2
# Make sure the closed order is found as the second order.
order = trade.select_order('buy', False)
assert order.order_id == '651'
# Assert that the trade is not found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Add a second DCA
closed_dca_order_2 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'price': 7,
'average': 7,
'amount': 15,
'filled': 15,
'cost': 105,
'ft_is_open': False,
'id': '652',
'order_id': '652'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_dca_order_2))
assert freqtrade.execute_entry(pair, stake_amount, trade=trade)
# Assert trade is as expected (averaged dca)
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 8.729729729729
assert trade.amount == 37
assert trade.stake_amount == 323
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orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 3
# Make sure the closed order is found as the second order.
order = trade.select_order('buy', False)
assert order.order_id == '652'
closed_sell_dca_order_1 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': 8,
'average': 8,
'amount': 15,
'filled': 15,
'cost': 120,
'ft_is_open': False,
'id': '653',
'order_id': '653'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_1))
assert freqtrade.execute_trade_exit(trade=trade, limit=8,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=15)
# Assert trade is as expected (averaged dca)
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.is_open
assert trade.amount == 22
assert trade.stake_amount == 192.05405405405406
assert pytest.approx(trade.open_rate) == 8.729729729729
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orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 4
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '653'
def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
"""
TODO: Should be adjusted to test both long and short
buy 100 @ 11
sell 50 @ 8
sell 50 @ 16
"""
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
"stake_amount": 200.0,
"dry_run_wallet": 1000.0,
})
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
bid = 11
amount = 100
buy_rate_mock = MagicMock(return_value=bid)
mocker.patch.multiple(
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EXMS,
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
# Initial buy
closed_successful_buy_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': bid,
'average': bid,
'cost': bid * amount,
'amount': amount,
'filled': amount,
'ft_is_open': False,
'id': '600',
'order_id': '600'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_buy_order))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_buy_order))
assert freqtrade.execute_entry(pair, amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
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orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 1
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
# Assume it does nothing since order is closed and trade is open
freqtrade.update_trades_without_assigned_fees()
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
assert not trade.fee_updated(trade.entry_side)
freqtrade.manage_open_orders()
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
assert not trade.fee_updated(trade.entry_side)
amount = 50
ask = 8
closed_sell_dca_order_1 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': ask,
'average': ask,
'amount': amount,
'filled': amount,
'cost': amount * ask,
'ft_is_open': False,
'id': '601',
'order_id': '601'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_1))
assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected (averaged dca)
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.amount == 50
assert trade.open_rate == 11
assert trade.stake_amount == 550
assert pytest.approx(trade.realized_profit) == -152.375
assert pytest.approx(trade.close_profit_abs) == -152.375
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orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '601'
amount = 50
ask = 16
closed_sell_dca_order_2 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': ask,
'average': ask,
'amount': amount,
'filled': amount,
'cost': amount * ask,
'ft_is_open': False,
'id': '602',
'order_id': '602'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_2))
assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
# Assert trade is as expected (averaged dca)
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.amount == 50
assert trade.open_rate == 11
assert trade.stake_amount == 550
# Trade fully realized
assert pytest.approx(trade.realized_profit) == 94.25
assert pytest.approx(trade.close_profit_abs) == 94.25
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orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 3
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '602'
assert trade.is_open is False
@pytest.mark.parametrize('data', [
(
# tuple 1 - side amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)), # final profit (sum)
),
(
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)), # final profit
)
])
def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
"stake_amount": 200.0,
"dry_run_wallet": 1000.0,
})
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
freqtrade = FreqtradeBot(default_conf_usdt)
trade = None
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
for idx, (order, result) in enumerate(data):
amount = order[1]
price = order[2]
price_mock = MagicMock(return_value=price)
mocker.patch.multiple(
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EXMS,
get_rate=price_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
closed_successful_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': order[0],
'side': order[0],
'type': 'limit',
'status': 'closed',
'price': price,
'average': price,
'cost': price * amount,
'amount': amount,
'filled': amount,
'ft_is_open': False,
'id': f'60{idx}',
'order_id': f'60{idx}'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_order))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_order))
if order[0] == 'buy':
assert freqtrade.execute_entry(pair, amount, trade=trade)
else:
assert freqtrade.execute_trade_exit(
trade=trade, limit=price,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
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orders1 = Order.session.scalars(select(Order)).all()
assert orders1
assert len(orders1) == idx + 1
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
if idx < len(data) - 1:
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.amount == result[0]
assert trade.open_rate == result[1]
assert trade.stake_amount == result[2]
assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.close_profit_abs) == result[4]
assert pytest.approx(trade.close_profit) == result[5]
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}'
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trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.open_order_id is None
assert trade.is_open is False
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_and_call_adjust_trade_position',
side_effect=DependencyException())
create_mock_trades(fee)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Unable to adjust position of trade for .*", caplog)
def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"max_entry_position_adjustment": 0,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
buy_rate_mock = MagicMock(return_value=10)
mocker.patch.multiple(
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EXMS,
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
create_mock_trades(fee)
caplog.set_level(logging.DEBUG)
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=10)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)
caplog.clear()
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-10)
freqtrade.process_open_trade_positions()
assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog)