stable/tests/test_persistence.py

1340 lines
46 KiB
Python
Raw Normal View History

2018-01-28 07:38:41 +00:00
# pragma pylint: disable=missing-docstring, C0103
import logging
2021-03-13 14:46:20 +00:00
from datetime import datetime, timedelta, timezone
from pathlib import Path
2021-02-22 05:54:33 +00:00
from types import FunctionType
2019-05-06 04:56:22 +00:00
from unittest.mock import MagicMock
2018-03-17 21:44:47 +00:00
2019-05-06 04:56:22 +00:00
import arrow
2017-11-09 19:02:41 +00:00
import pytest
2021-04-06 12:53:08 +00:00
from sqlalchemy import create_engine, inspect, text
2018-03-17 21:44:47 +00:00
from freqtrade import constants
from freqtrade.exceptions import DependencyException, OperationalException
2021-02-20 19:07:00 +00:00
from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
from tests.conftest import create_mock_trades, log_has, log_has_re
2019-06-16 08:57:21 +00:00
def test_init_create_session(default_conf):
2017-12-27 10:41:11 +00:00
# Check if init create a session
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
2021-04-05 06:46:12 +00:00
assert hasattr(Trade, '_session')
assert 'scoped_session' in type(Trade._session).__name__
2017-12-27 10:41:11 +00:00
def test_init_custom_db_url(default_conf, tmpdir):
2018-06-07 03:27:55 +00:00
# Update path to a value other than default, but still in-memory
filename = f"{tmpdir}/freqtrade2_test.sqlite"
assert not Path(filename).is_file()
default_conf.update({'db_url': f'sqlite:///{filename}'})
2017-12-27 10:41:11 +00:00
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
assert Path(filename).is_file()
2018-06-07 19:35:57 +00:00
def test_init_invalid_db_url(default_conf):
2018-06-07 19:35:57 +00:00
# Update path to a value other than default, but still in-memory
default_conf.update({'db_url': 'unknown:///some.url'})
2018-06-07 19:35:57 +00:00
with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
2017-12-27 10:41:11 +00:00
def test_init_prod_db(default_conf, mocker):
default_conf.update({'dry_run': False})
default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
2017-12-27 10:41:11 +00:00
create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
2018-06-07 18:41:52 +00:00
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
2018-06-07 18:41:52 +00:00
assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
def test_init_dryrun_db(default_conf, tmpdir):
filename = f"{tmpdir}/freqtrade2_prod.sqlite"
assert not Path(filename).is_file()
default_conf.update({
'dry_run': True,
'db_url': f'sqlite:///{filename}'
})
2018-06-07 18:41:52 +00:00
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
assert Path(filename).is_file()
2017-11-09 19:02:41 +00:00
@pytest.mark.usefixtures("init_persistence")
2021-04-20 10:54:22 +00:00
def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
2017-12-17 21:07:56 +00:00
"""
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)
2017-12-17 21:07:56 +00:00
- Buying fee: 0.25%
- Total cost of buy trade: 0.001002500 BTC
((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
2017-12-17 21:07:56 +00:00
Sell
- Sell: 90.99181073 Crypto at 0.00001173 BTC
(90.99181073*0.00001173 = 0,00106733394 BTC)
2017-12-17 21:07:56 +00:00
- Selling fee: 0.25%
- Total cost of sell trade: 0.001064666 BTC
((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
2017-12-17 21:07:56 +00:00
Profit/Loss: +0.000062166 BTC
(Sell:0.001064666 - Buy:0.001002500)
Profit/Loss percentage: 0.0620
((0.001064666/0.001002500)-1 = 6.20%)
2017-12-17 21:07:56 +00:00
:param limit_buy_order:
:param limit_sell_order:
:return:
"""
2017-11-09 19:02:41 +00:00
trade = Trade(
id=2,
pair='ETH/BTC',
2017-12-17 21:07:56 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
open_rate=0.01,
amount=5,
is_open=True,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-11-09 19:02:41 +00:00
)
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
2017-12-17 21:07:56 +00:00
assert trade.open_rate == 0.00001099
2017-11-09 19:02:41 +00:00
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).",
caplog)
2017-11-09 19:02:41 +00:00
caplog.clear()
2017-11-09 19:02:41 +00:00
trade.open_order_id = 'something'
trade.update(limit_sell_order)
assert trade.open_order_id is None
2017-12-17 21:07:56 +00:00
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201058
2017-11-09 19:02:41 +00:00
assert trade.close_date is not None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).",
caplog)
2017-11-09 19:02:41 +00:00
2018-12-27 08:31:21 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
2018-12-27 08:31:21 +00:00
trade = Trade(
id=1,
2018-12-27 08:31:21 +00:00
pair='ETH/BTC',
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_rate=0.01,
is_open=True,
2018-12-27 08:31:21 +00:00
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
2021-04-20 10:54:22 +00:00
exchange='binance',
2018-12-27 08:31:21 +00:00
)
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_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
caplog)
2018-12-27 08:31:21 +00:00
caplog.clear()
trade.is_open = True
2018-12-27 08:31:21 +00:00
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_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
caplog)
2018-12-27 08:31:21 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
2017-12-17 21:07:56 +00:00
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-12-17 21:07:56 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
open_rate=0.01,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-12-17 21:07:56 +00:00
)
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade._calc_open_trade_value() == 0.0010024999999225068
2017-12-17 21:07:56 +00:00
trade.update(limit_sell_order)
assert trade.calc_close_trade_value() == 0.0010646656050132426
2017-12-17 21:07:56 +00:00
# Profit in BTC
assert trade.calc_profit() == 0.00006217
# Profit in percent
assert trade.calc_profit_ratio() == 0.06201058
2017-12-17 21:07:56 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_trade_close(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
open_rate=0.01,
amount=5,
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.Arrow(2020, 2, 1, 15, 5, 1).datetime,
2021-04-20 10:54:22 +00:00
exchange='binance',
)
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(0.02)
assert trade.is_open is False
assert trade.close_profit == 0.99002494
assert trade.close_date is not None
new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
assert trade.close_date != new_date
# Close should NOT update close_date if the trade has been closed already
assert trade.is_open is False
trade.close_date = new_date
trade.close(0.02)
assert trade.close_date == new_date
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order, fee):
2017-12-27 10:41:11 +00:00
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-12-27 10:41:11 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
open_rate=0.1,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-12-27 10:41:11 +00:00
)
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.calc_close_trade_value() == 0.0
2017-12-27 10:41:11 +00:00
@pytest.mark.usefixtures("init_persistence")
2017-11-09 19:02:41 +00:00
def test_update_open_order(limit_buy_order):
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-11-09 19:02:41 +00:00
stake_amount=1.00,
2019-12-17 05:58:10 +00:00
open_rate=0.01,
amount=5,
fee_open=0.1,
fee_close=0.1,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-11-09 19:02:41 +00:00
)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
limit_buy_order['status'] = 'open'
2017-11-09 19:02:41 +00:00
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")
2017-11-09 19:02:41 +00:00
def test_update_invalid_order(limit_buy_order):
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-11-09 19:02:41 +00:00
stake_amount=1.00,
2019-12-17 05:58:10 +00:00
amount=5,
open_rate=0.001,
fee_open=0.1,
fee_close=0.1,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-11-09 19:02:41 +00:00
)
limit_buy_order['type'] = 'invalid'
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order)
2017-12-17 21:07:56 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value(limit_buy_order, fee):
2017-12-17 21:07:56 +00:00
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-12-17 21:07:56 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-12-17 21:07:56 +00:00
)
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_value() == 0.0010024999999225068
2019-12-17 05:58:10 +00:00
trade.fee_open = 0.003
2017-12-17 21:07:56 +00:00
# Get the open rate price with a custom fee rate
assert trade._calc_open_trade_value() == 0.001002999999922468
2017-12-17 21:07:56 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
2017-12-17 21:07:56 +00:00
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-12-17 21:07:56 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-12-17 21:07:56 +00:00
)
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_value(rate=0.00001234) == 0.0011200318470471794
2017-12-17 21:07:56 +00:00
# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_value(rate=0.00001234, fee=0.003) == 0.0011194704275749754
2017-12-17 21:07:56 +00:00
# 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_value(fee=0.005) == 0.0010619972701635854
2017-12-17 21:07:56 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(limit_buy_order, limit_sell_order, fee):
2017-12-17 21:07:56 +00:00
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-12-17 21:07:56 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-12-17 21:07:56 +00:00
)
2020-06-07 13:02:56 +00:00
trade.open_order_id = 'something'
2017-12-17 21:07:56 +00:00
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):
2017-12-17 21:07:56 +00:00
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
2017-12-17 21:07:56 +00:00
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2017-12-17 21:07:56 +00:00
)
2020-06-07 13:02:56 +00:00
trade.open_order_id = 'something'
2017-12-17 21:07:56 +00:00
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
2017-12-17 21:07:56 +00:00
# Get percent of profit with a custom rate (Lower than open rate)
assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
2017-12-17 21:07:56 +00:00
# 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
2017-12-17 21:07:56 +00:00
# Test with a custom fee rate on the close trade
assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
trade.open_trade_value = 0.0
assert trade.calc_profit_ratio(fee=0.003) == 0.0
@pytest.mark.usefixtures("init_persistence")
def test_clean_dry_run_db(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
2021-04-20 10:54:22 +00:00
exchange='binance',
open_order_id='dry_run_buy_12345'
)
Trade.query.session.add(trade)
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
2021-04-20 10:54:22 +00:00
exchange='binance',
open_order_id='dry_run_sell_12345'
)
Trade.query.session.add(trade)
# Simulate prod entry
trade = Trade(
2018-03-24 19:02:13 +00:00
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
2021-04-20 10:54:22 +00:00
exchange='binance',
open_order_id='prod_buy_12345'
)
Trade.query.session.add(trade)
# We have 3 entries: 2 dry_run, 1 prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
clean_dry_run_db()
# We have now only the prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
2018-05-12 08:29:26 +00:00
2018-06-07 03:27:55 +00:00
def test_migrate_old(mocker, default_conf, fee):
"""
Test Database migration(starting with old pairformat)
"""
2018-05-12 08:37:17 +00:00
amount = 103.223
2018-05-12 08:29:26 +00:00
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, open_order_id, fee,
2018-05-12 08:29:26 +00:00
open_rate, stake_amount, amount, open_date)
2021-04-20 10:54:22 +00:00
VALUES ('binance', 'BTC_ETC', 1, '123123', {fee},
2018-05-12 08:37:17 +00:00
0.00258580, {stake}, {amount},
'2017-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
2020-03-22 10:16:09 +00:00
insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, close_rate, stake_amount, amount, open_date)
2021-04-20 10:54:22 +00:00
VALUES ('binance', 'BTC_ETC', 0, {fee},
2020-03-22 10:16:09 +00:00
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
)
2018-05-12 08:29:26 +00:00
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
2018-06-07 03:27:55 +00:00
2018-05-12 08:31:24 +00:00
# Create table using the old format
2021-04-06 12:53:08 +00:00
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(insert_table_old))
connection.execute(text(insert_table_old2))
2018-05-12 08:31:24 +00:00
# Run init to test migration
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
2018-05-12 08:31:24 +00:00
2018-05-12 08:29:26 +00:00
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
2018-05-12 08:37:17 +00:00
assert trade.is_open == 1
assert trade.amount == amount
2020-07-15 18:15:29 +00:00
assert trade.amount_requested == amount
2018-05-12 08:37:17 +00:00
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
2021-04-20 10:54:22 +00:00
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
2020-03-22 10:16:09 +00:00
assert trade.close_profit_abs is None
2020-04-30 04:51:42 +00:00
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
2020-06-02 08:02:24 +00:00
assert trade.timeframe is None
2020-03-22 10:16:09 +00:00
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()
assert trade.sell_order_status is None
# Should've created one order
assert len(Order.query.all()) == 1
order = Order.query.first()
assert order.order_id == '123123'
assert order.ft_order_side == 'buy'
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
stop_loss FLOAT,
initial_stop_loss FLOAT,
max_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
stoploss_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
open_order_id, stoploss_order_id)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
2018-06-07 03:27:55 +00:00
# Create table using the old format
2021-04-06 12:53:08 +00:00
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
connection.execute(text("create index ix_trades_pair on trades(pair)"))
connection.execute(text(insert_table_old))
2021-04-06 12:53:08 +00:00
# fake previous backup
connection.execute(text("create table trades_bak as select * from trades"))
2021-04-06 12:53:08 +00:00
connection.execute(text("create table trades_bak1 as select * from trades"))
# Run init to test migration
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
2020-07-15 18:15:29 +00:00
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
2018-07-11 17:57:20 +00:00
assert trade.sell_reason is None
assert trade.strategy is None
2020-06-02 08:02:24 +00:00
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_last_update is None
2019-08-11 18:17:39 +00:00
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2", caplog)
assert trade.open_trade_value == trade._calc_open_trade_value()
2020-03-22 10:16:09 +00:00
assert trade.close_profit_abs is None
2018-06-27 04:23:49 +00:00
assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
2021-05-21 18:35:39 +00:00
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
caplog.clear()
# Drop latest column
with engine.begin() as connection:
connection.execute(text("alter table orders rename to orders_bak"))
2021-05-21 18:53:38 +00:00
inspector = inspect(engine)
with engine.begin() as connection:
for index in inspector.get_indexes('orders_bak'):
connection.execute(text(f"drop index {index['name']}"))
# Recreate table
connection.execute(text("""
CREATE TABLE orders (
id INTEGER NOT NULL,
ft_trade_id INTEGER,
ft_order_side VARCHAR NOT NULL,
ft_pair VARCHAR NOT NULL,
ft_is_open BOOLEAN NOT NULL,
order_id VARCHAR NOT NULL,
status VARCHAR,
symbol VARCHAR,
order_type VARCHAR,
side VARCHAR,
price FLOAT,
amount FLOAT,
filled FLOAT,
remaining FLOAT,
cost FLOAT,
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
PRIMARY KEY (id),
CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
)
"""))
connection.execute(text("""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date
from orders_bak
"""))
2021-05-21 18:53:38 +00:00
2021-05-21 18:35:39 +00:00
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
2021-05-21 18:53:38 +00:00
assert log_has("trying orders_bak1", caplog)
2021-05-21 18:35:39 +00:00
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
2018-06-27 04:23:49 +00:00
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee_open FLOAT NOT NULL,
fee_close FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
2021-04-06 12:53:08 +00:00
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(insert_table_old))
# Run init to test migration
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
2019-08-11 18:17:39 +00:00
assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0", caplog)
def test_adjust_stop_loss(fee):
2018-06-27 04:23:49 +00:00
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
2018-06-27 04:23:49 +00:00
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
2018-06-27 04:23:49 +00:00
open_rate=1,
max_rate=1,
2018-06-27 04:23:49 +00:00
)
2018-06-27 04:38:49 +00:00
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
2019-03-31 11:15:35 +00:00
assert trade.stop_loss_pct == -0.05
2018-06-27 04:38:49 +00:00
assert trade.initial_stop_loss == 0.95
2019-03-31 11:15:35 +00:00
assert trade.initial_stop_loss_pct == -0.05
2018-06-27 04:38:49 +00:00
# Get percent of profit with a lower rate
2018-06-27 04:38:49 +00:00
trade.adjust_stop_loss(0.96, 0.05)
2018-06-27 04:23:49 +00:00
assert trade.stop_loss == 0.95
2019-03-31 11:15:35 +00:00
assert trade.stop_loss_pct == -0.05
2018-06-27 04:23:49 +00:00
assert trade.initial_stop_loss == 0.95
2019-03-31 11:15:35 +00:00
assert trade.initial_stop_loss_pct == -0.05
2018-06-27 04:23:49 +00:00
2018-06-27 04:38:49 +00:00
# Get percent of profit with a custom rate (Higher than open rate)
2018-06-27 04:23:49 +00:00
trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
2019-03-31 11:15:35 +00:00
assert trade.stop_loss_pct == -0.1
2018-06-27 04:23:49 +00:00
assert trade.initial_stop_loss == 0.95
2019-03-31 11:15:35 +00:00
assert trade.initial_stop_loss_pct == -0.05
2018-06-27 04:23:49 +00:00
2018-06-27 04:38:49 +00:00
# current rate lower again ... should not change
2018-06-27 04:23:49 +00:00
trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.initial_stop_loss == 0.95
2019-03-31 11:15:35 +00:00
assert trade.initial_stop_loss_pct == -0.05
2018-06-27 04:23:49 +00:00
# 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
2019-03-31 11:15:35 +00:00
assert trade.initial_stop_loss_pct == -0.05
2018-06-27 04:38:49 +00:00
# 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
2019-03-31 11:15:35 +00:00
assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
2019-03-16 19:06:15 +00:00
def test_adjust_min_max_rates(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
2019-12-17 05:58:10 +00:00
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
2021-04-20 10:54:22 +00:00
exchange='binance',
open_rate=1,
)
2019-03-16 19:06:15 +00:00
trade.adjust_min_max_rates(trade.open_rate)
assert trade.max_rate == 1
assert trade.min_rate == 1
# check min adjusted, max remained
2019-03-16 19:06:15 +00:00
trade.adjust_min_max_rates(0.96)
assert trade.max_rate == 1
assert trade.min_rate == 0.96
# check max adjusted, min remains
2019-03-16 19:06:15 +00:00
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
2019-03-16 19:06:15 +00:00
trade.adjust_min_max_rates(1.03)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_open(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, use_db)
2020-09-10 05:40:19 +00:00
assert len(Trade.get_open_trades()) == 4
2019-05-06 04:56:22 +00:00
Trade.use_db = True
2019-05-06 04:56:22 +00:00
@pytest.mark.usefixtures("init_persistence")
2019-05-06 04:56:22 +00:00
def test_to_json(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
2020-07-15 18:15:29 +00:00
amount_requested=123.0,
2019-05-06 04:56:22 +00:00
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
open_rate=0.123,
2021-04-20 10:54:22 +00:00
exchange='binance',
2021-07-21 18:53:15 +00:00
buy_tag=None,
2019-05-06 04:56:22 +00:00
open_order_id='dry_run_buy_12345'
)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'ETH/BTC',
2020-04-06 13:49:24 +00:00
'is_open': None,
2019-05-06 04:56:22 +00:00
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
2020-05-24 07:07:24 +00:00
'open_timestamp': int(trade.open_date.timestamp() * 1000),
2020-04-06 13:49:24 +00:00
'open_order_id': 'dry_run_buy_12345',
2019-05-06 04:56:22 +00:00
'close_date': None,
2020-05-24 07:07:24 +00:00
'close_timestamp': None,
2019-05-06 04:56:22 +00:00
'open_rate': 0.123,
2020-04-06 13:49:24 +00:00
'open_rate_requested': None,
'open_trade_value': 15.1668225,
2020-04-06 13:49:24 +00:00
'fee_close': 0.0025,
2020-04-30 04:58:43 +00:00
'fee_close_cost': None,
'fee_close_currency': None,
2020-04-06 13:49:24 +00:00
'fee_open': 0.0025,
2020-04-30 04:58:43 +00:00
'fee_open_cost': None,
'fee_open_currency': None,
2019-05-06 04:56:22 +00:00
'close_rate': None,
2020-04-06 13:49:24 +00:00
'close_rate_requested': None,
2019-05-06 04:56:22 +00:00
'amount': 123.0,
2020-07-15 18:15:29 +00:00
'amount_requested': 123.0,
2019-05-06 04:56:22 +00:00
'stake_amount': 0.001,
2021-01-23 11:43:27 +00:00
'trade_duration': None,
'trade_duration_s': None,
2020-04-06 13:49:24 +00:00
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
2020-04-06 13:49:24 +00:00
'sell_reason': None,
'sell_order_status': None,
2020-06-01 09:05:37 +00:00
'stop_loss_abs': None,
2020-06-01 08:56:05 +00:00
'stop_loss_ratio': None,
2019-05-06 04:56:22 +00:00
'stop_loss_pct': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
2020-06-01 09:05:37 +00:00
'initial_stop_loss_abs': None,
2020-04-06 13:49:24 +00:00
'initial_stop_loss_pct': None,
2020-06-01 08:56:05 +00:00
'initial_stop_loss_ratio': None,
2020-04-06 13:49:24 +00:00
'min_rate': None,
'max_rate': None,
'strategy': None,
2021-07-21 18:53:15 +00:00
'buy_tag': None,
2020-06-01 18:47:27 +00:00
'timeframe': None,
2021-04-20 10:54:22 +00:00
'exchange': 'binance',
}
2019-05-06 04:56:22 +00:00
# Simulate dry_run entries
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=100.0,
2020-07-15 18:15:29 +00:00
amount_requested=101.0,
2019-05-06 04:56:22 +00:00
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,
2021-07-21 13:05:35 +00:00
buy_tag='buys_signal_001',
2021-04-20 10:54:22 +00:00
exchange='binance',
2019-05-06 04:56:22 +00:00
)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'XRP/BTC',
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
2020-05-24 07:07:24 +00:00
'open_timestamp': int(trade.open_date.timestamp() * 1000),
2019-05-06 04:56:22 +00:00
'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
2020-05-24 07:07:24 +00:00
'close_timestamp': int(trade.close_date.timestamp() * 1000),
2019-05-06 04:56:22 +00:00
'open_rate': 0.123,
'close_rate': 0.125,
'amount': 100.0,
2020-07-15 18:15:29 +00:00
'amount_requested': 101.0,
2019-05-06 04:56:22 +00:00
'stake_amount': 0.001,
2021-01-23 11:43:27 +00:00
'trade_duration': 60,
'trade_duration_s': 3600,
2020-06-01 09:05:37 +00:00
'stop_loss_abs': None,
2019-05-06 04:56:22 +00:00
'stop_loss_pct': None,
2020-06-01 08:56:05 +00:00
'stop_loss_ratio': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
2020-06-01 09:05:37 +00:00
'initial_stop_loss_abs': None,
2020-04-06 13:49:24 +00:00
'initial_stop_loss_pct': None,
2020-06-01 08:56:05 +00:00
'initial_stop_loss_ratio': None,
2020-04-06 13:49:24 +00:00
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
2020-04-06 13:49:24 +00:00
'close_rate_requested': None,
'fee_close': 0.0025,
2020-04-30 04:58:43 +00:00
'fee_close_cost': None,
'fee_close_currency': None,
2020-04-06 13:49:24 +00:00
'fee_open': 0.0025,
2020-04-30 04:58:43 +00:00
'fee_open_cost': None,
'fee_open_currency': None,
2020-04-06 13:49:24 +00:00
'is_open': None,
'max_rate': None,
'min_rate': None,
'open_order_id': None,
'open_rate_requested': None,
'open_trade_value': 12.33075,
2020-04-06 13:49:24 +00:00
'sell_reason': None,
'sell_order_status': None,
2020-04-06 13:49:24 +00:00
'strategy': None,
2021-07-21 13:05:35 +00:00
'buy_tag': 'buys_signal_001',
2020-06-01 18:47:27 +00:00
'timeframe': None,
2021-04-20 10:54:22 +00:00
'exchange': 'binance',
}
2019-05-20 05:12:54 +00:00
def test_stoploss_reinitialization(default_conf, fee):
2020-10-16 05:39:12 +00:00
init_db(default_conf['db_url'])
2019-05-20 05:12:54 +00:00
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,
2021-04-20 10:54:22 +00:00
exchange='binance',
2019-05-20 05:12:54 +00:00
open_rate=1,
max_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
Trade.query.session.add(trade)
2019-05-20 05:12:54 +00:00
# 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
2020-05-01 14:00:42 +00:00
def test_update_fee(fee):
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,
2021-04-20 10:54:22 +00:00
exchange='binance',
2020-05-01 14:00:42 +00:00
open_rate=1,
max_rate=1,
)
fee_cost = 0.15
fee_currency = 'BTC'
fee_rate = 0.0075
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
2020-05-01 14:00:42 +00:00
trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
2020-05-01 14:00:42 +00:00
assert trade.fee_open_currency == fee_currency
assert trade.fee_open_cost == fee_cost
assert trade.fee_open == fee_rate
# Setting buy rate should "guess" close rate
assert trade.fee_close == fee_rate
assert trade.fee_close_currency is None
assert trade.fee_close_cost is None
fee_rate = 0.0076
trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
2020-05-01 14:00:42 +00:00
assert trade.fee_close == 0.0076
assert trade.fee_close_cost == fee_cost
assert trade.fee_close == fee_rate
2020-05-01 18:02:38 +00:00
def test_fee_updated(fee):
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,
2021-04-20 10:54:22 +00:00
exchange='binance',
2020-05-01 18:02:38 +00:00
open_rate=1,
max_rate=1,
)
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert not trade.fee_updated('asdf')
trade.update_fee(0.15, 'BTC', 0.0075, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert trade.fee_open_currency is not None
assert trade.fee_close_currency is None
trade.update_fee(0.15, 'ABC', 0.0075, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
assert not trade.fee_updated('asfd')
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_total_open_trades_stakes(fee, use_db):
Trade.use_db = use_db
2021-03-13 14:46:20 +00:00
Trade.reset_trades()
res = Trade.total_open_trades_stakes()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.total_open_trades_stakes()
2020-09-10 05:40:19 +00:00
assert res == 0.004
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_total_closed_profit(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
res = Trade.get_total_closed_profit()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.get_total_closed_profit()
assert res == 0.000739127
Trade.use_db = True
2021-03-13 14:46:20 +00:00
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_trades_proxy(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, use_db)
trades = Trade.get_trades_proxy()
assert len(trades) == 6
assert isinstance(trades[0], Trade)
trades = Trade.get_trades_proxy(is_open=True)
assert len(trades) == 4
assert trades[0].is_open
trades = Trade.get_trades_proxy(is_open=False)
assert len(trades) == 2
assert not trades[0].is_open
2021-03-13 14:46:20 +00:00
opendate = datetime.now(tz=timezone.utc) - timedelta(minutes=15)
assert len(Trade.get_trades_proxy(open_date=opendate)) == 3
Trade.use_db = True
def test_get_trades_backtest():
Trade.use_db = False
with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
Trade.get_trades([])
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
def test_get_overall_performance(fee):
create_mock_trades(fee)
res = Trade.get_overall_performance()
assert len(res) == 2
assert 'pair' in res[0]
assert 'profit' in res[0]
assert 'count' in res[0]
2019-10-29 10:15:33 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_get_best_pair(fee):
res = Trade.get_best_pair()
assert res is None
create_mock_trades(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'XRP/BTC'
assert res[1] == 0.01
2020-09-06 12:17:45 +00:00
@pytest.mark.usefixtures("init_persistence")
def test_update_order_from_ccxt(caplog):
2020-09-06 12:17:45 +00:00
# Most basic order return (only has orderid)
o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.ft_is_open
ccxt_order = {
'id': '1234',
'side': 'buy',
'symbol': 'ETH/BTC',
'type': 'limit',
'price': 1234.5,
'amount': 20.0,
'filled': 9,
'remaining': 11,
'status': 'open',
'timestamp': 1599394315123
}
o = Order.parse_from_ccxt_object(ccxt_order, 'ETH/BTC', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.order_type == 'limit'
assert o.price == 1234.5
assert o.filled == 9
assert o.remaining == 11
assert o.order_date is not None
assert o.ft_is_open
assert o.order_filled_date is None
# Order has been closed
ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
o.update_from_ccxt_object(ccxt_order)
assert o.filled == 20.0
assert o.remaining == 0.0
assert not o.ft_is_open
assert o.order_filled_date is not None
ccxt_order.update({'id': 'somethingelse'})
with pytest.raises(DependencyException, match=r"Order-id's don't match"):
o.update_from_ccxt_object(ccxt_order)
message = "aaaa is not a valid response object."
assert not log_has(message, caplog)
Order.update_orders([o], 'aaaa')
assert log_has(message, caplog)
# Call regular update - shouldn't fail.
Order.update_orders([o], {'id': '1234'})
@pytest.mark.usefixtures("init_persistence")
def test_select_order(fee):
create_mock_trades(fee)
trades = Trade.get_trades().all()
# Open buy order, no sell order
order = trades[0].select_order('buy', True)
assert order is None
order = trades[0].select_order('buy', False)
assert order is not None
order = trades[0].select_order('sell', None)
assert order is None
# closed buy order, and open sell order
order = trades[1].select_order('buy', True)
assert order is None
order = trades[1].select_order('buy', False)
assert order is not None
order = trades[1].select_order('buy', None)
assert order is not None
order = trades[1].select_order('sell', True)
assert order is None
order = trades[1].select_order('sell', False)
assert order is not None
# Has open buy order
order = trades[3].select_order('buy', True)
assert order is not None
order = trades[3].select_order('buy', False)
assert order is None
# Open sell order
order = trades[4].select_order('buy', True)
assert order is None
order = trades[4].select_order('buy', False)
assert order is not None
order = trades[4].select_order('sell', True)
assert order is not None
assert order.ft_order_side == 'stoploss'
order = trades[4].select_order('sell', False)
assert order is None
2021-02-20 19:07:00 +00:00
def test_Trade_object_idem():
assert issubclass(Trade, LocalTrade)
trade = vars(Trade)
localtrade = vars(LocalTrade)
excludes = (
'delete',
'session',
2021-04-15 05:57:52 +00:00
'commit',
'query',
'open_date',
'get_best_pair',
'get_overall_performance',
'get_total_closed_profit',
'total_open_trades_stakes',
'get_sold_trades_without_assigned_fees',
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',
2021-07-21 13:05:35 +00:00
)
2021-02-20 19:07:00 +00:00
# Parent (LocalTrade) should have the same attributes
for item in trade:
# Exclude private attributes and open_date (as it's not assigned a default)
if (not item.startswith('_') and item not in excludes):
2021-02-20 19:07:00 +00:00
assert item in localtrade
# Fails if only a column is added without corresponding parent field
for item in localtrade:
if (not item.startswith('__')
2021-03-13 09:16:32 +00:00
and item not in ('trades', 'trades_open', 'total_profit')
2021-02-20 19:07:00 +00:00
and type(getattr(LocalTrade, item)) not in (property, FunctionType)):
assert item in trade