stable/tests/test_persistence.py

# pragma pylint: disable=missing-docstring, C0103
import logging
from unittest.mock import MagicMock

import arrow
import pytest
from sqlalchemy import create_engine

from freqtrade import constants
from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade, clean_dry_run_db, init
from tests.conftest import log_has, create_mock_trades


def test_init_create_session(default_conf):
    # Check if init create a session
    init(default_conf['db_url'], default_conf['dry_run'])
    assert hasattr(Trade, 'session')
    assert 'scoped_session' in type(Trade.session).__name__


def test_init_custom_db_url(default_conf, mocker):
    # Update path to a value other than default, but still in-memory
    default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
    create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())

    init(default_conf['db_url'], default_conf['dry_run'])
    assert create_engine_mock.call_count == 1
    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'


def test_init_invalid_db_url(default_conf):
    # Update path to a value other than default, but still in-memory
    default_conf.update({'db_url': 'unknown:///some.url'})
    with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
        init(default_conf['db_url'], default_conf['dry_run'])


def test_init_prod_db(default_conf, mocker):
    default_conf.update({'dry_run': False})
    default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})

    create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())

    init(default_conf['db_url'], default_conf['dry_run'])
    assert create_engine_mock.call_count == 1
    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'


def test_init_dryrun_db(default_conf, mocker):
    default_conf.update({'dry_run': True})
    default_conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})

    create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())

    init(default_conf['db_url'], default_conf['dry_run'])
    assert create_engine_mock.call_count == 1
    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'


@pytest.mark.usefixtures("init_persistence")
def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
    """
    On this test we will buy and sell a crypto currency.

    Buy
    - Buy: 90.99181073 Crypto at 0.00001099 BTC
        (90.99181073*0.00001099 = 0.0009999 BTC)
    - Buying fee: 0.25%
    - Total cost of buy trade: 0.001002500 BTC
        ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))

    Sell
    - Sell: 90.99181073 Crypto at 0.00001173 BTC
        (90.99181073*0.00001173 = 0,00106733394 BTC)
    - Selling fee: 0.25%
    - Total cost of sell trade: 0.001064666 BTC
        ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))

    Profit/Loss: +0.000062166 BTC
        (Sell:0.001064666 - Buy:0.001002500)
    Profit/Loss percentage: 0.0620
        ((0.001064666/0.001002500)-1 = 6.20%)

    :param limit_buy_order:
    :param limit_sell_order:
    :return:
    """

    trade = Trade(
        id=2,
        pair='ETH/BTC',
        stake_amount=0.001,
        open_rate=0.01,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )
    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None

    trade.open_order_id = 'something'
    trade.update(limit_buy_order)
    assert trade.open_order_id is None
    assert trade.open_rate == 0.00001099
    assert trade.close_profit is None
    assert trade.close_date is None
    assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, "
                   "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
                   caplog)

    caplog.clear()
    trade.open_order_id = 'something'
    trade.update(limit_sell_order)
    assert trade.open_order_id is None
    assert trade.close_rate == 0.00001173
    assert trade.close_profit == 0.06201058
    assert trade.close_date is not None
    assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, "
                   "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
                   caplog)


@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
    trade = Trade(
        id=1,
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.01,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )

    trade.open_order_id = 'something'
    trade.update(market_buy_order)
    assert trade.open_order_id is None
    assert trade.open_rate == 0.00004099
    assert trade.close_profit is None
    assert trade.close_date is None
    assert log_has("MARKET_BUY has been fulfilled for Trade(id=1, "
                   "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
                   caplog)

    caplog.clear()
    trade.open_order_id = 'something'
    trade.update(market_sell_order)
    assert trade.open_order_id is None
    assert trade.close_rate == 0.00004173
    assert trade.close_profit == 0.01297561
    assert trade.close_date is not None
    assert log_has("MARKET_SELL has been fulfilled for Trade(id=1, "
                   "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
                   caplog)


@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        open_rate=0.01,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )

    trade.open_order_id = 'something'
    trade.update(limit_buy_order)
    assert trade._calc_open_trade_price() == 0.0010024999999225068

    trade.update(limit_sell_order)
    assert trade.calc_close_trade_price() == 0.0010646656050132426

    # Profit in BTC
    assert trade.calc_profit() == 0.00006217

    # Profit in percent
    assert trade.calc_profit_ratio() == 0.06201058


@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        open_rate=0.1,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )

    trade.open_order_id = 'something'
    trade.update(limit_buy_order)
    assert trade.calc_close_trade_price() == 0.0


@pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=1.00,
        open_rate=0.01,
        amount=5,
        fee_open=0.1,
        fee_close=0.1,
        exchange='bittrex',
    )

    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None

    limit_buy_order['status'] = 'open'
    trade.update(limit_buy_order)

    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None


@pytest.mark.usefixtures("init_persistence")
def test_update_invalid_order(limit_buy_order):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=1.00,
        amount=5,
        open_rate=0.001,
        fee_open=0.1,
        fee_close=0.1,
        exchange='bittrex',
    )
    limit_buy_order['type'] = 'invalid'
    with pytest.raises(ValueError, match=r'Unknown order type'):
        trade.update(limit_buy_order)


@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_price(limit_buy_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.00001099,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )
    trade.open_order_id = 'open_trade'
    trade.update(limit_buy_order)  # Buy @ 0.00001099

    # Get the open rate price with the standard fee rate
    assert trade._calc_open_trade_price() == 0.0010024999999225068
    trade.fee_open = 0.003
    # Get the open rate price with a custom fee rate
    assert trade._calc_open_trade_price() == 0.001002999999922468


@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.00001099,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )
    trade.open_order_id = 'close_trade'
    trade.update(limit_buy_order)  # Buy @ 0.00001099

    # Get the close rate price with a custom close rate and a regular fee rate
    assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318470471794

    # Get the close rate price with a custom close rate and a custom fee rate
    assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704275749754

    # Test when we apply a Sell order, and ask price with a custom fee rate
    trade.update(limit_sell_order)
    assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972701635854


@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(limit_buy_order, limit_sell_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.00001099,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )
    trade.open_order_id = 'profit_percent'
    trade.update(limit_buy_order)  # Buy @ 0.00001099

    # Custom closing rate and regular fee rate
    # Higher than open rate
    assert trade.calc_profit(rate=0.00001234) == 0.00011753
    # Lower than open rate
    assert trade.calc_profit(rate=0.00000123) == -0.00089086

    # Custom closing rate and custom fee rate
    # Higher than open rate
    assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
    # Lower than open rate
    assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092

    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
    trade.update(limit_sell_order)
    assert trade.calc_profit() == 0.00006217

    # Test with a custom fee rate on the close trade
    assert trade.calc_profit(fee=0.003) == 0.00006163


@pytest.mark.usefixtures("init_persistence")
def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.00001099,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
    )
    trade.open_order_id = 'profit_percent'
    trade.update(limit_buy_order)  # Buy @ 0.00001099

    # Get percent of profit with a custom rate (Higher than open rate)
    assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875

    # Get percent of profit with a custom rate (Lower than open rate)
    assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828

    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
    trade.update(limit_sell_order)
    assert trade.calc_profit_ratio() == 0.06201058

    # Test with a custom fee rate on the close trade
    assert trade.calc_profit_ratio(fee=0.003) == 0.06147824


@pytest.mark.usefixtures("init_persistence")
def test_clean_dry_run_db(default_conf, fee):

    # Simulate dry_run entries
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=123.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_rate=0.123,
        exchange='bittrex',
        open_order_id='dry_run_buy_12345'
    )
    Trade.session.add(trade)

    trade = Trade(
        pair='ETC/BTC',
        stake_amount=0.001,
        amount=123.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_rate=0.123,
        exchange='bittrex',
        open_order_id='dry_run_sell_12345'
    )
    Trade.session.add(trade)

    # Simulate prod entry
    trade = Trade(
        pair='ETC/BTC',
        stake_amount=0.001,
        amount=123.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_rate=0.123,
        exchange='bittrex',
        open_order_id='prod_buy_12345'
    )
    Trade.session.add(trade)

    # We have 3 entries: 2 dry_run, 1 prod
    assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3

    clean_dry_run_db()

    # We have now only the prod
    assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1


def test_migrate_old(mocker, default_conf, fee):
    """
    Test Database migration(starting with old pairformat)
    """
    amount = 103.223
    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
                                id INTEGER NOT NULL,
                                exchange VARCHAR NOT NULL,
                                pair VARCHAR NOT NULL,
                                is_open BOOLEAN NOT NULL,
                                fee FLOAT NOT NULL,
                                open_rate FLOAT,
                                close_rate FLOAT,
                                close_profit FLOAT,
                                stake_amount FLOAT NOT NULL,
                                amount FLOAT,
                                open_date DATETIME NOT NULL,
                                close_date DATETIME,
                                open_order_id VARCHAR,
                                PRIMARY KEY (id),
                                CHECK (is_open IN (0, 1))
                                );"""
    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
                          open_rate, stake_amount, amount, open_date)
                          VALUES ('BITTREX', 'BTC_ETC', 1, {fee},
                          0.00258580, {stake}, {amount},
                          '2017-11-28 12:44:24.000000')
                          """.format(fee=fee.return_value,
                                     stake=default_conf.get("stake_amount"),
                                     amount=amount
                                     )
    insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
                          open_rate, close_rate, stake_amount, amount, open_date)
                          VALUES ('BITTREX', 'BTC_ETC', 0, {fee},
                          0.00258580, 0.00268580, {stake}, {amount},
                          '2017-11-28 12:44:24.000000')
                          """.format(fee=fee.return_value,
                                     stake=default_conf.get("stake_amount"),
                                     amount=amount
                                     )
    engine = create_engine('sqlite://')
    mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)

    # Create table using the old format
    engine.execute(create_table_old)
    engine.execute(insert_table_old)
    engine.execute(insert_table_old2)
    # Run init to test migration
    init(default_conf['db_url'], default_conf['dry_run'])

    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
    trade = Trade.query.filter(Trade.id == 1).first()
    assert trade.fee_open == fee.return_value
    assert trade.fee_close == fee.return_value
    assert trade.open_rate_requested is None
    assert trade.close_rate_requested is None
    assert trade.is_open == 1
    assert trade.amount == amount
    assert trade.stake_amount == default_conf.get("stake_amount")
    assert trade.pair == "ETC/BTC"
    assert trade.exchange == "bittrex"
    assert trade.max_rate == 0.0
    assert trade.stop_loss == 0.0
    assert trade.initial_stop_loss == 0.0
    assert trade.open_trade_price == trade._calc_open_trade_price()
    assert trade.close_profit_abs is None
    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

    trade = Trade.query.filter(Trade.id == 2).first()
    assert trade.close_rate is not None
    assert trade.is_open == 0
    assert trade.open_rate_requested is None
    assert trade.close_rate_requested is None
    assert trade.close_rate is not None
    assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()


def test_migrate_new(mocker, default_conf, fee, caplog):
    """
    Test Database migration (starting with new pairformat)
    """
    caplog.set_level(logging.DEBUG)
    amount = 103.223
    # Always create all columns apart from the last!
    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
                                id INTEGER NOT NULL,
                                exchange VARCHAR NOT NULL,
                                pair VARCHAR NOT NULL,
                                is_open BOOLEAN NOT NULL,
                                fee FLOAT NOT NULL,
                                open_rate FLOAT,
                                close_rate FLOAT,
                                close_profit FLOAT,
                                stake_amount FLOAT NOT NULL,
                                amount FLOAT,
                                open_date DATETIME NOT NULL,
                                close_date DATETIME,
                                open_order_id VARCHAR,
                                stop_loss FLOAT,
                                initial_stop_loss FLOAT,
                                max_rate FLOAT,
                                sell_reason VARCHAR,
                                strategy VARCHAR,
                                ticker_interval INTEGER,
                                PRIMARY KEY (id),
                                CHECK (is_open IN (0, 1))
                                );"""
    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
                          open_rate, stake_amount, amount, open_date,
                          stop_loss, initial_stop_loss, max_rate)
                          VALUES ('binance', 'ETC/BTC', 1, {fee},
                          0.00258580, {stake}, {amount},
                          '2019-11-28 12:44:24.000000',
                          0.0, 0.0, 0.0)
                          """.format(fee=fee.return_value,
                                     stake=default_conf.get("stake_amount"),
                                     amount=amount
                                     )
    engine = create_engine('sqlite://')
    mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)

    # Create table using the old format
    engine.execute(create_table_old)
    engine.execute("create index ix_trades_is_open on trades(is_open)")
    engine.execute("create index ix_trades_pair on trades(pair)")
    engine.execute(insert_table_old)

    # fake previous backup
    engine.execute("create table trades_bak as select * from trades")

    engine.execute("create table trades_bak1 as select * from trades")
    # Run init to test migration
    init(default_conf['db_url'], default_conf['dry_run'])

    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
    trade = Trade.query.filter(Trade.id == 1).first()
    assert trade.fee_open == fee.return_value
    assert trade.fee_close == fee.return_value
    assert trade.open_rate_requested is None
    assert trade.close_rate_requested is None
    assert trade.is_open == 1
    assert trade.amount == amount
    assert trade.stake_amount == default_conf.get("stake_amount")
    assert trade.pair == "ETC/BTC"
    assert trade.exchange == "binance"
    assert trade.max_rate == 0.0
    assert trade.min_rate is None
    assert trade.stop_loss == 0.0
    assert trade.initial_stop_loss == 0.0
    assert trade.sell_reason is None
    assert trade.strategy is None
    assert trade.ticker_interval is None
    assert trade.stoploss_order_id is None
    assert trade.stoploss_last_update is None
    assert log_has("trying trades_bak1", caplog)
    assert log_has("trying trades_bak2", caplog)
    assert log_has("Running database migration - backup available as trades_bak2", caplog)
    assert trade.open_trade_price == trade._calc_open_trade_price()
    assert trade.close_profit_abs is None


def test_migrate_mid_state(mocker, default_conf, fee, caplog):
    """
    Test Database migration (starting with new pairformat)
    """
    caplog.set_level(logging.DEBUG)
    amount = 103.223
    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
                                id INTEGER NOT NULL,
                                exchange VARCHAR NOT NULL,
                                pair VARCHAR NOT NULL,
                                is_open BOOLEAN NOT NULL,
                                fee_open FLOAT NOT NULL,
                                fee_close FLOAT NOT NULL,
                                open_rate FLOAT,
                                close_rate FLOAT,
                                close_profit FLOAT,
                                stake_amount FLOAT NOT NULL,
                                amount FLOAT,
                                open_date DATETIME NOT NULL,
                                close_date DATETIME,
                                open_order_id VARCHAR,
                                PRIMARY KEY (id),
                                CHECK (is_open IN (0, 1))
                                );"""
    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
                          open_rate, stake_amount, amount, open_date)
                          VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
                          0.00258580, {stake}, {amount},
                          '2019-11-28 12:44:24.000000')
                          """.format(fee=fee.return_value,
                                     stake=default_conf.get("stake_amount"),
                                     amount=amount
                                     )
    engine = create_engine('sqlite://')
    mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)

    # Create table using the old format
    engine.execute(create_table_old)
    engine.execute(insert_table_old)

    # Run init to test migration
    init(default_conf['db_url'], default_conf['dry_run'])

    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
    trade = Trade.query.filter(Trade.id == 1).first()
    assert trade.fee_open == fee.return_value
    assert trade.fee_close == fee.return_value
    assert trade.open_rate_requested is None
    assert trade.close_rate_requested is None
    assert trade.is_open == 1
    assert trade.amount == amount
    assert trade.stake_amount == default_conf.get("stake_amount")
    assert trade.pair == "ETC/BTC"
    assert trade.exchange == "binance"
    assert trade.max_rate == 0.0
    assert trade.stop_loss == 0.0
    assert trade.initial_stop_loss == 0.0
    assert trade.open_trade_price == trade._calc_open_trade_price()
    assert log_has("trying trades_bak0", caplog)
    assert log_has("Running database migration - backup available as trades_bak0", caplog)


def test_adjust_stop_loss(fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
        open_rate=1,
        max_rate=1,
    )

    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
    assert trade.stop_loss == 0.95
    assert trade.stop_loss_pct == -0.05
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05

    # Get percent of profit with a lower rate
    trade.adjust_stop_loss(0.96, 0.05)
    assert trade.stop_loss == 0.95
    assert trade.stop_loss_pct == -0.05
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05

    # Get percent of profit with a custom rate (Higher than open rate)
    trade.adjust_stop_loss(1.3, -0.1)
    assert round(trade.stop_loss, 8) == 1.17
    assert trade.stop_loss_pct == -0.1
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05

    # current rate lower again ... should not change
    trade.adjust_stop_loss(1.2, 0.1)
    assert round(trade.stop_loss, 8) == 1.17
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05

    # current rate higher... should raise stoploss
    trade.adjust_stop_loss(1.4, 0.1)
    assert round(trade.stop_loss, 8) == 1.26
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05

    #  Initial is true but stop_loss set - so doesn't do anything
    trade.adjust_stop_loss(1.7, 0.1, True)
    assert round(trade.stop_loss, 8) == 1.26
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05
    assert trade.stop_loss_pct == -0.1


def test_adjust_min_max_rates(fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='bittrex',
        open_rate=1,
    )

    trade.adjust_min_max_rates(trade.open_rate)
    assert trade.max_rate == 1
    assert trade.min_rate == 1

    # check min adjusted, max remained
    trade.adjust_min_max_rates(0.96)
    assert trade.max_rate == 1
    assert trade.min_rate == 0.96

    # check max adjusted, min remains
    trade.adjust_min_max_rates(1.05)
    assert trade.max_rate == 1.05
    assert trade.min_rate == 0.96

    # current rate "in the middle" - no adjustment
    trade.adjust_min_max_rates(1.03)
    assert trade.max_rate == 1.05
    assert trade.min_rate == 0.96


@pytest.mark.usefixtures("init_persistence")
def test_get_open(default_conf, fee):

    create_mock_trades(fee)
    assert len(Trade.get_open_trades()) == 2


@pytest.mark.usefixtures("init_persistence")
def test_to_json(default_conf, fee):

    # Simulate dry_run entries
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=123.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        open_rate=0.123,
        exchange='bittrex',
        open_order_id='dry_run_buy_12345'
    )
    result = trade.to_json()
    assert isinstance(result, dict)

    assert result == {'trade_id': None,
                      'pair': 'ETH/BTC',
                      'is_open': None,
                      'open_date_hum': '2 hours ago',
                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
                      'open_order_id': 'dry_run_buy_12345',
                      'close_date_hum': None,
                      'close_date': None,
                      'open_rate': 0.123,
                      'open_rate_requested': None,
                      'open_trade_price': 15.1668225,
                      'fee_close': 0.0025,
                      'fee_close_cost': None,
                      'fee_close_currency': None,
                      'fee_open': 0.0025,
                      'fee_open_cost': None,
                      'fee_open_currency': None,
                      'close_rate': None,
                      'close_rate_requested': None,
                      'amount': 123.0,
                      'stake_amount': 0.001,
                      'close_profit': None,
                      'sell_reason': None,
                      'stop_loss': None,
                      'stop_loss_pct': None,
                      'initial_stop_loss': None,
                      'initial_stop_loss_pct': None,
                      'min_rate': None,
                      'max_rate': None,
                      'strategy': None,
                      'ticker_interval': None}

    # Simulate dry_run entries
    trade = Trade(
        pair='XRP/BTC',
        stake_amount=0.001,
        amount=100.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        close_date=arrow.utcnow().shift(hours=-1).datetime,
        open_rate=0.123,
        close_rate=0.125,
        exchange='bittrex',
    )
    result = trade.to_json()
    assert isinstance(result, dict)

    assert result == {'trade_id': None,
                      'pair': 'XRP/BTC',
                      'open_date_hum': '2 hours ago',
                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
                      'close_date_hum': 'an hour ago',
                      'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
                      'open_rate': 0.123,
                      'close_rate': 0.125,
                      'amount': 100.0,
                      'stake_amount': 0.001,
                      'stop_loss': None,
                      'stop_loss_pct': None,
                      'initial_stop_loss': None,
                      'initial_stop_loss_pct': None,
                      'close_profit': None,
                      'close_rate_requested': None,
                      'fee_close': 0.0025,
                      'fee_close_cost': None,
                      'fee_close_currency': None,
                      'fee_open': 0.0025,
                      'fee_open_cost': None,
                      'fee_open_currency': None,
                      'is_open': None,
                      'max_rate': None,
                      'min_rate': None,
                      'open_order_id': None,
                      'open_rate_requested': None,
                      'open_trade_price': 12.33075,
                      'sell_reason': None,
                      'strategy': None,
                      'ticker_interval': None}


def test_stoploss_reinitialization(default_conf, fee):
    init(default_conf['db_url'])
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        fee_open=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=10,
        fee_close=fee.return_value,
        exchange='bittrex',
        open_rate=1,
        max_rate=1,
    )

    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
    assert trade.stop_loss == 0.95
    assert trade.stop_loss_pct == -0.05
    assert trade.initial_stop_loss == 0.95
    assert trade.initial_stop_loss_pct == -0.05
    Trade.session.add(trade)

    # Lower stoploss
    Trade.stoploss_reinitialization(0.06)

    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 0.94
    assert trade_adj.stop_loss_pct == -0.06
    assert trade_adj.initial_stop_loss == 0.94
    assert trade_adj.initial_stop_loss_pct == -0.06

    # Raise stoploss
    Trade.stoploss_reinitialization(0.04)

    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 0.96
    assert trade_adj.stop_loss_pct == -0.04
    assert trade_adj.initial_stop_loss == 0.96
    assert trade_adj.initial_stop_loss_pct == -0.04

    # Trailing stoploss (move stoplos up a bit)
    trade.adjust_stop_loss(1.02, 0.04)
    assert trade_adj.stop_loss == 0.9792
    assert trade_adj.initial_stop_loss == 0.96

    Trade.stoploss_reinitialization(0.04)

    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    # Stoploss should not change in this case.
    assert trade_adj.stop_loss == 0.9792
    assert trade_adj.stop_loss_pct == -0.04
    assert trade_adj.initial_stop_loss == 0.96
    assert trade_adj.initial_stop_loss_pct == -0.04


@pytest.mark.usefixtures("init_persistence")
def test_total_open_trades_stakes(fee):

    res = Trade.total_open_trades_stakes()
    assert res == 0
    create_mock_trades(fee)
    res = Trade.total_open_trades_stakes()
    assert res == 0.002


@pytest.mark.usefixtures("init_persistence")
def test_get_overall_performance(fee):

    create_mock_trades(fee)
    res = Trade.get_overall_performance()

    assert len(res) == 1
    assert 'pair' in res[0]
    assert 'profit' in res[0]
    assert 'count' in res[0]


@pytest.mark.usefixtures("init_persistence")
def test_get_best_pair(fee):

    res = Trade.get_best_pair()
    assert res is None

    create_mock_trades(fee)
    res = Trade.get_best_pair()
    assert len(res) == 2
    assert res[0] == 'ETC/BTC'
    assert res[1] == 0.005