stable/freqtrade/tests/conftest.py

797 lines
22 KiB
Python
Raw Normal View History

# pragma pylint: disable=missing-docstring
2018-03-17 21:44:47 +00:00
import json
import logging
2017-11-07 19:12:56 +00:00
from datetime import datetime
from functools import reduce
2018-07-04 07:31:35 +00:00
from typing import Dict, Optional
2018-11-04 17:43:57 +00:00
from collections import namedtuple
2018-09-10 18:19:28 +00:00
from unittest.mock import MagicMock, PropertyMock
2018-03-17 21:44:47 +00:00
import arrow
2018-01-10 07:51:36 +00:00
import pytest
2018-03-17 21:44:47 +00:00
from telegram import Chat, Message, Update
from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
2018-06-17 11:32:05 +00:00
from freqtrade.exchange import Exchange
from freqtrade.edge import Edge
from freqtrade.freqtradebot import FreqtradeBot
2017-11-07 19:12:56 +00:00
logging.getLogger('').setLevel(logging.INFO)
2017-11-07 15:18:29 +00:00
def log_has(line, logs):
# caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar')
# and we want to match line against foobar in the tuple
return reduce(lambda a, b: a or b,
filter(lambda x: x[2] == line, logs),
False)
2018-06-17 19:46:56 +00:00
def patch_exchange(mocker, api_mock=None) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
2018-09-10 18:19:28 +00:00
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value="Bittrex"))
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value="bittrex"))
2018-06-17 11:32:05 +00:00
if api_mock:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
else:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
2018-06-17 19:46:56 +00:00
def get_patched_exchange(mocker, config, api_mock=None) -> Exchange:
patch_exchange(mocker, api_mock)
2018-06-17 11:32:05 +00:00
exchange = Exchange(config)
return exchange
def patch_edge(mocker) -> None:
# "ETH/BTC",
# "LTC/BTC",
# "XRP/BTC",
# "NEO/BTC"
2018-11-04 17:57:57 +00:00
pair_info = namedtuple(
'pair_info',
'stoploss, winrate, risk_reward_ratio, required_risk_reward, expectancy')
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
2018-11-04 17:43:57 +00:00
return_value={
'NEO/BTC': pair_info(-0.20, 0.66, 3.71, 0.50, 1.71),
'LTC/BTC': pair_info(-0.21, 0.66, 3.71, 0.50, 1.71),
}
2018-10-04 16:07:47 +00:00
))
2018-11-04 17:57:57 +00:00
mocker.patch('freqtrade.edge.Edge.stoploss', MagicMock(return_value=-0.20))
mocker.patch('freqtrade.edge.Edge.calculate', MagicMock(return_value=True))
2018-10-04 16:07:47 +00:00
def get_patched_edge(mocker, config) -> Edge:
patch_edge(mocker)
2018-11-04 17:57:57 +00:00
edge = Edge(config)
return edge
# Functions for recurrent object patching
2018-10-04 16:07:47 +00:00
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patch _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: None
"""
# mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0})
patch_coinmarketcap(mocker, {'price_usd': 12345.0})
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
2018-06-17 19:46:56 +00:00
patch_exchange(mocker, None)
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
2018-06-07 03:27:55 +00:00
return FreqtradeBot(config)
2018-11-04 17:57:57 +00:00
def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None:
"""
Mocker to coinmarketcap to speed up tests
:param mocker: mocker to patch coinmarketcap class
:return: None
"""
2018-11-04 17:57:57 +00:00
tickermock = MagicMock(return_value={'price_usd': 12345.0})
listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC',
2018-05-13 18:46:02 +00:00
'website_slug': 'bitcoin'},
{'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH',
'website_slug': 'ethereum'}
]})
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
ticker=tickermock,
listings=listmock,
2018-05-13 18:46:02 +00:00
)
@pytest.fixture(scope="function")
2017-11-07 19:12:56 +00:00
def default_conf():
""" Returns validated configuration suitable for most tests """
2018-11-04 17:57:57 +00:00
configuration = {
2017-11-07 21:27:44 +00:00
"max_open_trades": 1,
2017-11-07 19:12:56 +00:00
"stake_currency": "BTC",
2017-12-17 21:07:56 +00:00
"stake_amount": 0.001,
2017-12-25 07:51:41 +00:00
"fiat_display_currency": "USD",
"ticker_interval": '5m',
2017-11-07 19:12:56 +00:00
"dry_run": True,
"minimal_roi": {
2018-01-10 09:29:41 +00:00
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
2017-11-07 19:12:56 +00:00
},
2017-11-23 16:43:19 +00:00
"stoploss": -0.10,
"unfilledtimeout": {
"buy": 10,
"sell": 30
},
2017-11-07 19:12:56 +00:00
"bid_strategy": {
"ask_last_balance": 0.0,
"use_order_book": False,
"order_book_top": 1,
"check_depth_of_market": {
"enabled": False,
"bids_to_ask_delta": 1
}
},
"ask_strategy": {
"use_order_book": False,
"order_book_min": 1,
"order_book_max": 1
2017-11-07 19:12:56 +00:00
},
"exchange": {
"name": "bittrex",
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
2018-03-24 19:02:13 +00:00
"ETH/BTC",
"LTC/BTC",
"XRP/BTC",
"NEO/BTC"
2017-11-07 19:12:56 +00:00
]
},
2018-09-21 15:41:31 +00:00
"edge": {
"enabled": False,
"process_throttle_secs": 1800,
"calculate_since_number_of_days": 14,
"total_capital_in_stake_currency": 0.5,
"allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.01,
"maximum_winrate": 0.80,
"minimum_expectancy": 0.20,
2018-09-21 19:36:26 +00:00
"min_trade_number": 15,
"max_trade_duration_minute": 1440,
"remove_pumps": True
2018-09-21 15:41:31 +00:00
},
2017-11-07 19:12:56 +00:00
"telegram": {
"enabled": True,
"token": "token",
"chat_id": "0"
},
2018-03-02 13:47:00 +00:00
"initial_state": "running",
2018-06-07 03:27:55 +00:00
"db_url": "sqlite://",
"loglevel": logging.DEBUG,
2017-11-07 19:12:56 +00:00
}
return configuration
@pytest.fixture
def update():
_update = Update(0)
_update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0))
return _update
@pytest.fixture
def fee():
return MagicMock(return_value=0.0025)
2017-11-07 19:12:56 +00:00
@pytest.fixture
def ticker():
return MagicMock(return_value={
2017-12-17 21:07:56 +00:00
'bid': 0.00001098,
'ask': 0.00001099,
'last': 0.00001098,
2017-11-07 19:12:56 +00:00
})
2017-12-17 21:07:56 +00:00
@pytest.fixture
def ticker_sell_up():
return MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172,
})
2017-12-17 21:07:56 +00:00
@pytest.fixture
def ticker_sell_down():
return MagicMock(return_value={
'bid': 0.00001044,
'ask': 0.00001043,
'last': 0.00001044,
})
2017-11-07 19:12:56 +00:00
@pytest.fixture
def markets():
return MagicMock(return_value=[
{
'id': 'ethbtc',
'symbol': 'ETH/BTC',
2018-04-07 15:05:44 +00:00
'base': 'ETH',
'quote': 'BTC',
2018-04-07 15:05:44 +00:00
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
2018-06-16 23:23:12 +00:00
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
2018-04-07 15:05:44 +00:00
},
{
'id': 'tknbtc',
'symbol': 'TKN/BTC',
'base': 'TKN',
'quote': 'BTC',
2018-04-07 15:05:44 +00:00
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
2018-06-16 23:23:12 +00:00
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
2018-04-07 15:05:44 +00:00
},
{
'id': 'blkbtc',
'symbol': 'BLK/BTC',
'base': 'BLK',
'quote': 'BTC',
2018-04-07 15:05:44 +00:00
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
2018-06-16 23:23:12 +00:00
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
{
'id': 'ltcbtc',
'symbol': 'LTC/BTC',
'base': 'LTC',
'quote': 'BTC',
'active': False,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
{
'id': 'xrpbtc',
'symbol': 'XRP/BTC',
'base': 'XRP',
'quote': 'BTC',
'active': False,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
{
'id': 'neobtc',
'symbol': 'NEO/BTC',
'base': 'NEO',
'quote': 'BTC',
'active': False,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
}
])
@pytest.fixture
def markets_empty():
return MagicMock(return_value=[])
2018-04-22 09:05:23 +00:00
@pytest.fixture(scope='function')
2017-11-07 19:12:56 +00:00
def limit_buy_order():
return {
'id': 'mocked_limit_buy',
'type': 'limit',
'side': 'buy',
2017-11-07 19:12:56 +00:00
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001099,
2017-12-17 21:07:56 +00:00
'amount': 90.99181073,
2017-11-07 19:12:56 +00:00
'remaining': 0.0,
'status': 'closed'
}
@pytest.fixture
def limit_buy_order_old():
return {
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 90.99181073,
'status': 'open'
}
@pytest.fixture
def limit_sell_order_old():
return {
'id': 'mocked_limit_sell_old',
'type': 'limit',
'side': 'sell',
2018-03-24 19:02:13 +00:00
'pair': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 90.99181073,
'status': 'open'
}
@pytest.fixture
def limit_buy_order_old_partial():
return {
'id': 'mocked_limit_buy_old_partial',
'type': 'limit',
'side': 'buy',
2018-03-24 19:02:13 +00:00
'pair': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
'remaining': 67.99181073,
'status': 'open'
2017-11-07 19:12:56 +00:00
}
@pytest.fixture
def limit_sell_order():
return {
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
2017-11-07 19:12:56 +00:00
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001173,
2017-12-17 21:07:56 +00:00
'amount': 90.99181073,
2017-11-07 19:12:56 +00:00
'remaining': 0.0,
'status': 'closed'
2017-11-07 19:12:56 +00:00
}
2018-08-14 10:12:44 +00:00
@pytest.fixture
def order_book_l2():
return MagicMock(return_value={
'bids': [
[0.043936, 10.442],
[0.043935, 31.865],
[0.043933, 11.212],
[0.043928, 0.088],
[0.043925, 10.0],
[0.043921, 10.0],
[0.04392, 37.64],
[0.043899, 0.066],
[0.043885, 0.676],
[0.04387, 22.758]
],
'asks': [
[0.043949, 0.346],
[0.04395, 0.608],
[0.043951, 3.948],
[0.043954, 0.288],
[0.043958, 9.277],
[0.043995, 1.566],
[0.044, 0.588],
[0.044002, 0.992],
[0.044003, 0.095],
[0.04402, 37.64]
],
'timestamp': None,
'datetime': None,
'nonce': 288004540
})
@pytest.fixture
def ticker_history():
return [
[
1511686200000, # unix timestamp ms
8.794e-05, # open
8.948e-05, # high
8.794e-05, # low
8.88e-05, # close
0.0877869, # volume (in quote currency)
],
[
1511686500000,
8.88e-05,
8.942e-05,
8.88e-05,
8.893e-05,
0.05874751,
],
[
1511686800000,
8.891e-05,
8.893e-05,
8.875e-05,
8.877e-05,
0.7039405
]
]
2018-03-26 09:24:20 +00:00
@pytest.fixture
def tickers():
return MagicMock(return_value={
'ETH/BTC': {
'symbol': 'ETH/BTC',
'timestamp': 1522014806207,
'datetime': '2018-03-25T21:53:26.207Z',
'high': 0.061697,
'low': 0.060531,
'bid': 0.061588,
'bidVolume': 3.321,
'ask': 0.061655,
'askVolume': 0.212,
'vwap': 0.06105296,
'open': 0.060809,
'close': 0.060761,
'first': None,
'last': 0.061588,
'change': 1.281,
'percentage': None,
'average': None,
'baseVolume': 111649.001,
'quoteVolume': 6816.50176926,
'info': {}
},
'TKN/BTC': {
'symbol': 'TKN/BTC',
'timestamp': 1522014806169,
'datetime': '2018-03-25T21:53:26.169Z',
'high': 0.01885,
'low': 0.018497,
'bid': 0.018799,
'bidVolume': 8.38,
'ask': 0.018802,
'askVolume': 15.0,
'vwap': 0.01869197,
'open': 0.018585,
'close': 0.018573,
'baseVolume': 81058.66,
'quoteVolume': 2247.48374509,
},
'BLK/BTC': {
'symbol': 'BLK/BTC',
'timestamp': 1522014806072,
'datetime': '2018-03-25T21:53:26.720Z',
'high': 0.007745,
'low': 0.007512,
'bid': 0.007729,
'bidVolume': 0.01,
'ask': 0.007743,
'askVolume': 21.37,
'vwap': 0.00761466,
'open': 0.007653,
'close': 0.007652,
'first': None,
'last': 0.007743,
'change': 1.176,
'percentage': None,
'average': None,
'baseVolume': 295152.26,
'quoteVolume': 1515.14631229,
'info': {}
},
'LTC/BTC': {
'symbol': 'LTC/BTC',
'timestamp': 1523787258992,
'datetime': '2018-04-15T10:14:19.992Z',
'high': 0.015978,
'low': 0.0157,
'bid': 0.015954,
'bidVolume': 12.83,
'ask': 0.015957,
'askVolume': 0.49,
'vwap': 0.01581636,
'open': 0.015823,
'close': 0.01582,
'first': None,
'last': 0.015951,
'change': 0.809,
'percentage': None,
'average': None,
'baseVolume': 88620.68,
'quoteVolume': 1401.65697943,
'info': {}
},
2018-03-26 09:24:20 +00:00
'ETH/USDT': {
'symbol': 'ETH/USDT',
'timestamp': 1522014804118,
'datetime': '2018-03-25T21:53:24.118Z',
'high': 530.88,
'low': 512.0,
'bid': 529.73,
'bidVolume': 0.2,
'ask': 530.21,
'askVolume': 0.2464,
'vwap': 521.02438405,
'open': 527.27,
'close': 528.42,
'first': None,
'last': 530.21,
'change': 0.558,
'percentage': None,
'average': None,
'baseVolume': 72300.0659,
'quoteVolume': 37670097.3022171,
'info': {}
},
'TKN/USDT': {
'symbol': 'TKN/USDT',
'timestamp': 1522014806198,
'datetime': '2018-03-25T21:53:26.198Z',
'high': 8718.0,
'low': 8365.77,
'bid': 8603.64,
'bidVolume': 0.15846,
'ask': 8603.67,
'askVolume': 0.069147,
'vwap': 8536.35621697,
'open': 8680.0,
'close': 8680.0,
'first': None,
'last': 8603.67,
'change': -0.879,
'percentage': None,
'average': None,
'baseVolume': 30414.604298,
'quoteVolume': 259629896.48584127,
'info': {}
},
'BLK/USDT': {
'symbol': 'BLK/USDT',
'timestamp': 1522014806145,
'datetime': '2018-03-25T21:53:26.145Z',
'high': 66.95,
'low': 63.38,
'bid': 66.473,
'bidVolume': 4.968,
'ask': 66.54,
'askVolume': 2.704,
'vwap': 65.0526901,
'open': 66.43,
'close': 66.383,
'first': None,
'last': 66.5,
'change': 0.105,
'percentage': None,
'average': None,
'baseVolume': 294106.204,
'quoteVolume': 19132399.743954,
'info': {}
},
'LTC/USDT': {
'symbol': 'LTC/USDT',
'timestamp': 1523787257812,
'datetime': '2018-04-15T10:14:18.812Z',
'high': 129.94,
'low': 124.0,
'bid': 129.28,
'bidVolume': 0.03201,
'ask': 129.52,
'askVolume': 0.14529,
'vwap': 126.92838682,
'open': 127.0,
'close': 127.1,
'first': None,
'last': 129.28,
'change': 1.795,
'percentage': None,
'average': None,
'baseVolume': 59698.79897,
'quoteVolume': 29132399.743954,
'info': {}
2018-03-26 09:24:20 +00:00
}
})
2018-01-28 07:38:41 +00:00
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
return parse_ticker_dataframe(json.load(data_file))
2018-01-28 07:38:41 +00:00
# FIX:
# Create an fixture/function
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this
2018-04-15 17:56:33 +00:00
@pytest.fixture(scope="function")
def trades_for_order():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 8.0,
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
@pytest.fixture(scope="function")
def trades_for_order2():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}},
{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}}]
@pytest.fixture
def buy_order_fee():
return {
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.245441,
'amount': 8.0,
'remaining': 90.99181073,
2018-04-25 07:08:02 +00:00
'status': 'closed',
'fee': None
}