stable/tests/test_persistence.py

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# pragma pylint: disable=missing-docstring, C0103
import logging
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from unittest.mock import MagicMock
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import arrow
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import pytest
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from sqlalchemy import create_engine
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from freqtrade import constants
from freqtrade.exceptions import OperationalException
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from freqtrade.persistence import Trade, clean_dry_run_db, init
from tests.conftest import log_has, create_mock_trades
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def test_init_create_session(default_conf):
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# Check if init create a session
init(default_conf['db_url'], default_conf['dry_run'])
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assert hasattr(Trade, 'session')
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assert 'scoped_session' in type(Trade.session).__name__
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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'})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
def test_init_invalid_db_url(default_conf):
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# Update path to a value other than default, but still in-memory
default_conf.update({'db_url': 'unknown:///some.url'})
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with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
init(default_conf['db_url'], default_conf['dry_run'])
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def test_init_prod_db(default_conf, mocker):
default_conf.update({'dry_run': False})
default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
init(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
def test_init_dryrun_db(default_conf, mocker):
default_conf.update({'dry_run': True})
default_conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
init(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'
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@pytest.mark.usefixtures("init_persistence")
def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
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"""
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)
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- Buying fee: 0.25%
- Total cost of buy trade: 0.001002500 BTC
((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
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Sell
- Sell: 90.99181073 Crypto at 0.00001173 BTC
(90.99181073*0.00001173 = 0,00106733394 BTC)
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- Selling fee: 0.25%
- Total cost of sell trade: 0.001064666 BTC
((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
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Profit/Loss: +0.000062166 BTC
(Sell:0.001064666 - Buy:0.001002500)
Profit/Loss percentage: 0.0620
((0.001064666/0.001002500)-1 = 6.20%)
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:param limit_buy_order:
:param limit_sell_order:
:return:
"""
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trade = Trade(
id=2,
pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.01,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.open_order_id is None
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assert trade.open_rate == 0.00001099
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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).",
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caplog)
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caplog.clear()
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trade.open_order_id = 'something'
trade.update(limit_sell_order)
assert trade.open_order_id is None
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assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201058
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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).",
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caplog)
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@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
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trade = Trade(
id=1,
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pair='ETH/BTC',
stake_amount=0.001,
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amount=5,
open_rate=0.01,
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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).",
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caplog)
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caplog.clear()
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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).",
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caplog)
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@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.01,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
trade.open_order_id = 'something'
trade.update(limit_buy_order)
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assert trade._calc_open_trade_price() == 0.0010024999999225068
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trade.update(limit_sell_order)
assert trade.calc_close_trade_price() == 0.0010646656050132426
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# Profit in BTC
assert trade.calc_profit() == 0.00006217
# Profit in percent
assert trade.calc_profit_ratio() == 0.06201058
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@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.1,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.calc_close_trade_price() == 0.0
@pytest.mark.usefixtures("init_persistence")
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def test_update_open_order(limit_buy_order):
trade = Trade(
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pair='ETH/BTC',
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stake_amount=1.00,
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open_rate=0.01,
amount=5,
fee_open=0.1,
fee_close=0.1,
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exchange='bittrex',
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)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
limit_buy_order['status'] = 'open'
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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")
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def test_update_invalid_order(limit_buy_order):
trade = Trade(
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pair='ETH/BTC',
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stake_amount=1.00,
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amount=5,
open_rate=0.001,
fee_open=0.1,
fee_close=0.1,
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exchange='bittrex',
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)
limit_buy_order['type'] = 'invalid'
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order)
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@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_price(limit_buy_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
trade.open_order_id = 'open_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get the open rate price with the standard fee rate
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assert trade._calc_open_trade_price() == 0.0010024999999225068
trade.fee_open = 0.003
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# Get the open rate price with a custom fee rate
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assert trade._calc_open_trade_price() == 0.001002999999922468
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@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
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
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# 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
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# 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
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@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'something'
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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):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
open_rate=0.00001099,
fee_open=fee.return_value,
fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'something'
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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
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# Get percent of profit with a custom rate (Lower than open rate)
assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
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# 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
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# 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(
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pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
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exchange='bittrex',
open_order_id='dry_run_buy_12345'
)
Trade.session.add(trade)
trade = Trade(
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pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
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exchange='bittrex',
open_order_id='dry_run_sell_12345'
)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
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pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
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exchange='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
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def test_migrate_old(mocker, default_conf, fee):
"""
Test Database migration(starting with old pairformat)
"""
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amount = 103.223
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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)
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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
)
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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
)
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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engine.execute(create_table_old)
engine.execute(insert_table_old)
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engine.execute(insert_table_old2)
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# Run init to test migration
init(default_conf['db_url'], default_conf['dry_run'])
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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
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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()
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assert trade.close_profit_abs is None
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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
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assert trade.timeframe is None
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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
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,
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stop_loss, initial_stop_loss, max_rate, ticker_interval)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
2020-06-02 08:02:24 +00:00
0.0, 0.0, 0.0, '5m')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
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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
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assert trade.sell_reason is None
assert trade.strategy is None
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assert trade.timeframe == '5m'
assert trade.stoploss_order_id is None
assert trade.stoploss_last_update is None
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assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration - backup available as trades_bak2", caplog)
assert trade.open_trade_price == trade._calc_open_trade_price()
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assert trade.close_profit_abs is None
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def test_migrate_mid_state(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee_open FLOAT NOT NULL,
fee_close FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.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
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assert trade.open_trade_price == trade._calc_open_trade_price()
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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):
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trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
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amount=5,
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fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
max_rate=1,
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)
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trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
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assert trade.stop_loss_pct == -0.05
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assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# Get percent of profit with a lower rate
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trade.adjust_stop_loss(0.96, 0.05)
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assert trade.stop_loss == 0.95
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assert trade.stop_loss_pct == -0.05
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assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# Get percent of profit with a custom rate (Higher than open rate)
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trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
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assert trade.stop_loss_pct == -0.1
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assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# current rate lower again ... should not change
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trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
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# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
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assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
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def test_adjust_min_max_rates(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
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amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
)
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trade.adjust_min_max_rates(trade.open_rate)
assert trade.max_rate == 1
assert trade.min_rate == 1
# check min adjusted, max remained
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trade.adjust_min_max_rates(0.96)
assert trade.max_rate == 1
assert trade.min_rate == 0.96
# check max adjusted, min remains
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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
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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):
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create_mock_trades(fee)
assert len(Trade.get_open_trades()) == 2
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@pytest.mark.usefixtures("init_persistence")
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def test_to_json(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
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',
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'is_open': None,
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'open_date_hum': '2 hours ago',
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
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'open_timestamp': int(trade.open_date.timestamp() * 1000),
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'open_order_id': 'dry_run_buy_12345',
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'close_date_hum': None,
'close_date': None,
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'close_timestamp': None,
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'open_rate': 0.123,
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'open_rate_requested': None,
'open_trade_price': 15.1668225,
'fee_close': 0.0025,
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'fee_close_cost': None,
'fee_close_currency': None,
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'fee_open': 0.0025,
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'fee_open_cost': None,
'fee_open_currency': None,
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'close_rate': None,
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'close_rate_requested': None,
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'amount': 123.0,
'stake_amount': 0.001,
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'close_profit': None,
'close_profit_abs': None,
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'sell_reason': None,
'sell_order_status': None,
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'stop_loss': None,
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'stop_loss_abs': None,
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'stop_loss_ratio': None,
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'stop_loss_pct': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
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'initial_stop_loss': None,
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'initial_stop_loss_abs': None,
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'initial_stop_loss_pct': None,
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'initial_stop_loss_ratio': None,
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'min_rate': None,
'max_rate': None,
'strategy': None,
'ticker_interval': None,
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'timeframe': None,
'exchange': 'bittrex',
}
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# 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"),
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'open_timestamp': int(trade.open_date.timestamp() * 1000),
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'close_date_hum': 'an hour ago',
'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
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'close_timestamp': int(trade.close_date.timestamp() * 1000),
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'open_rate': 0.123,
'close_rate': 0.125,
'amount': 100.0,
'stake_amount': 0.001,
'stop_loss': None,
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'stop_loss_abs': None,
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'stop_loss_pct': None,
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'stop_loss_ratio': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
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'initial_stop_loss': None,
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'initial_stop_loss_abs': None,
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'initial_stop_loss_pct': None,
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'initial_stop_loss_ratio': None,
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'close_profit': None,
'close_profit_abs': None,
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'close_rate_requested': None,
'fee_close': 0.0025,
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'fee_close_cost': None,
'fee_close_currency': None,
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'fee_open': 0.0025,
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'fee_open_cost': None,
'fee_open_currency': None,
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'is_open': None,
'max_rate': None,
'min_rate': None,
'open_order_id': None,
'open_rate_requested': None,
'open_trade_price': 12.33075,
'sell_reason': None,
'sell_order_status': None,
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'strategy': None,
'ticker_interval': None,
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'timeframe': None,
'exchange': 'bittrex',
}
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def test_stoploss_reinitialization(default_conf, fee):
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init(default_conf['db_url'])
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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
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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,
exchange='bittrex',
open_rate=1,
max_rate=1,
)
fee_cost = 0.15
fee_currency = 'BTC'
fee_rate = 0.0075
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
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trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
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assert trade.fee_open_currency == fee_currency
assert trade.fee_open_cost == fee_cost
assert trade.fee_open == fee_rate
# Setting buy rate should "guess" close rate
assert trade.fee_close == fee_rate
assert trade.fee_close_currency is None
assert trade.fee_close_cost is None
fee_rate = 0.0076
trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
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assert trade.fee_close == 0.0076
assert trade.fee_close_cost == fee_cost
assert trade.fee_close == fee_rate
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def test_fee_updated(fee):
trade = Trade(
pair='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,
)
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")
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) == 2
assert 'pair' in res[0]
assert 'profit' in res[0]
assert 'count' in res[0]
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@pytest.mark.usefixtures("init_persistence")
def test_get_best_pair(fee):
res = Trade.get_best_pair()
assert res is None
create_mock_trades(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'XRP/BTC'
assert res[1] == 0.01