2018-02-04 09:21:16 +00:00
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# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
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"""
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Unit test file for freqtradebot.py
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"""
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import logging
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2018-03-17 21:44:47 +00:00
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import re
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2018-02-04 09:21:16 +00:00
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import time
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from copy import deepcopy
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2018-03-17 21:44:47 +00:00
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from unittest.mock import MagicMock
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2018-02-04 09:21:16 +00:00
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import arrow
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import pytest
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import requests
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2018-07-04 07:31:35 +00:00
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from freqtrade import (DependencyException, OperationalException,
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TemporaryError, constants)
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2018-07-12 20:21:52 +00:00
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from freqtrade.strategy.interface.IStrategy import SellType, SellCheckTuple
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2018-02-04 09:21:16 +00:00
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from freqtrade.freqtradebot import FreqtradeBot
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from freqtrade.persistence import Trade
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2018-07-03 18:26:48 +00:00
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from freqtrade.rpc import RPCMessageType
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2018-03-17 21:44:47 +00:00
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from freqtrade.state import State
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2018-07-03 18:26:48 +00:00
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from freqtrade.tests.conftest import log_has, patch_coinmarketcap, patch_exchange
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2018-02-04 09:21:16 +00:00
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# Functions for recurrent object patching
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def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
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"""
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This function patch _init_modules() to not call dependencies
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:param mocker: a Mocker object to apply patches
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:param config: Config to pass to the bot
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:return: None
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"""
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mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
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mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
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2018-06-17 20:38:31 +00:00
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patch_exchange(mocker)
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2018-03-17 23:42:24 +00:00
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patch_coinmarketcap(mocker)
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2018-02-04 09:21:16 +00:00
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2018-06-07 03:27:55 +00:00
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return FreqtradeBot(config)
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2018-02-04 09:21:16 +00:00
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2018-07-16 05:11:17 +00:00
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def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
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2018-02-04 09:21:16 +00:00
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"""
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2018-07-16 05:11:17 +00:00
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:param mocker: mocker to patch IStrategy class
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:param value: which value IStrategy.get_signal() must return
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2018-02-04 09:21:16 +00:00
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:return: None
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"""
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2018-07-16 05:11:17 +00:00
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freqtrade.strategy.get_signal = lambda e, s, t: value
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2018-02-04 09:21:16 +00:00
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def patch_RPCManager(mocker) -> MagicMock:
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"""
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This function mock RPC manager to avoid repeating this code in almost every tests
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:param mocker: mocker to patch RPCManager class
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:return: RPCManager.send_msg MagicMock to track if this method is called
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"""
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2018-06-08 21:50:38 +00:00
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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2018-02-04 09:21:16 +00:00
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rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
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return rpc_mock
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# Unit tests
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def test_freqtradebot_object() -> None:
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"""
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Test the FreqtradeBot object has the mandatory public methods
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"""
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assert hasattr(FreqtradeBot, 'worker')
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2018-06-08 23:19:42 +00:00
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assert hasattr(FreqtradeBot, 'cleanup')
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2018-02-04 09:21:16 +00:00
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assert hasattr(FreqtradeBot, 'create_trade')
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assert hasattr(FreqtradeBot, 'get_target_bid')
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assert hasattr(FreqtradeBot, 'process_maybe_execute_buy')
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assert hasattr(FreqtradeBot, 'process_maybe_execute_sell')
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assert hasattr(FreqtradeBot, 'handle_trade')
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assert hasattr(FreqtradeBot, 'check_handle_timedout')
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assert hasattr(FreqtradeBot, 'handle_timedout_limit_buy')
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assert hasattr(FreqtradeBot, 'handle_timedout_limit_sell')
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assert hasattr(FreqtradeBot, 'execute_sell')
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def test_freqtradebot(mocker, default_conf) -> None:
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"""
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Test __init__, _init_modules, update_state, and get_state methods
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"""
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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2018-04-06 07:57:08 +00:00
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assert freqtrade.state is State.RUNNING
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2018-02-04 09:21:16 +00:00
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conf = deepcopy(default_conf)
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conf.pop('initial_state')
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freqtrade = FreqtradeBot(conf)
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2018-04-06 07:57:08 +00:00
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assert freqtrade.state is State.STOPPED
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2018-02-04 09:21:16 +00:00
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2018-06-08 23:19:42 +00:00
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def test_cleanup(mocker, default_conf, caplog) -> None:
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2018-02-04 09:21:16 +00:00
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"""
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Test clean() method
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"""
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2018-03-05 08:11:13 +00:00
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mock_cleanup = MagicMock()
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mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
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2018-02-04 09:21:16 +00:00
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2018-03-05 08:11:13 +00:00
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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2018-06-08 23:19:42 +00:00
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freqtrade.cleanup()
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assert log_has('Cleaning up modules ...', caplog.record_tuples)
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2018-03-05 08:11:13 +00:00
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assert mock_cleanup.call_count == 1
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def test_worker_running(mocker, default_conf, caplog) -> None:
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2018-02-04 09:21:16 +00:00
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"""
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2018-03-05 08:11:13 +00:00
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Test worker() method. Test when we start the bot
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2018-02-04 09:21:16 +00:00
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"""
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2018-03-05 08:11:13 +00:00
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mock_throttle = MagicMock()
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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state = freqtrade.worker(old_state=None)
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assert state is State.RUNNING
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assert log_has('Changing state to: RUNNING', caplog.record_tuples)
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assert mock_throttle.call_count == 1
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def test_worker_stopped(mocker, default_conf, caplog) -> None:
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"""
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Test worker() method. Test when we stop the bot
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"""
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mock_throttle = MagicMock()
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
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mock_sleep = mocker.patch('time.sleep', return_value=None)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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2018-04-06 07:57:08 +00:00
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freqtrade.state = State.STOPPED
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2018-03-05 08:11:13 +00:00
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state = freqtrade.worker(old_state=State.RUNNING)
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assert state is State.STOPPED
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assert log_has('Changing state to: STOPPED', caplog.record_tuples)
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assert mock_throttle.call_count == 0
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assert mock_sleep.call_count == 1
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2018-02-04 09:21:16 +00:00
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def test_throttle(mocker, default_conf, caplog) -> None:
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"""
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Test _throttle() method
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"""
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def func():
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"""
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Test function to throttle
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"""
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return 42
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caplog.set_level(logging.DEBUG)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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start = time.time()
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result = freqtrade._throttle(func, min_secs=0.1)
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end = time.time()
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assert result == 42
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assert end - start > 0.1
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2018-03-04 10:06:40 +00:00
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assert log_has('Throttling func for 0.10 seconds', caplog.record_tuples)
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2018-02-04 09:21:16 +00:00
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result = freqtrade._throttle(func, min_secs=-1)
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assert result == 42
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def test_throttle_with_assets(mocker, default_conf) -> None:
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"""
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Test _throttle() method when the function passed can have parameters
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"""
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def func(nb_assets=-1):
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"""
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Test function to throttle
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"""
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return nb_assets
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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result = freqtrade._throttle(func, min_secs=0.1, nb_assets=666)
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assert result == 666
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result = freqtrade._throttle(func, min_secs=0.1)
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assert result == -1
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2018-03-26 09:24:20 +00:00
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def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None:
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2018-02-04 09:21:16 +00:00
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"""
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Test _gen_pair_whitelist() method
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"""
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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2018-06-17 19:11:10 +00:00
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mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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# mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
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2018-02-04 09:21:16 +00:00
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2018-04-15 10:19:49 +00:00
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# Test to retrieved BTC sorted on quoteVolume (default)
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2018-02-04 09:21:16 +00:00
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whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
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2018-04-15 10:19:49 +00:00
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assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC']
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2018-02-04 09:21:16 +00:00
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2018-03-26 09:24:20 +00:00
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# Test to retrieve BTC sorted on bidVolume
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whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
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2018-04-15 10:19:49 +00:00
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assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC']
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2018-02-04 09:21:16 +00:00
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2018-04-15 10:19:49 +00:00
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# Test with USDT sorted on quoteVolume (default)
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2018-02-04 09:21:16 +00:00
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whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT')
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2018-04-15 10:19:49 +00:00
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assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT']
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2018-02-04 09:21:16 +00:00
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2018-04-15 10:19:49 +00:00
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# Test with ETH (our fixture does not have ETH, so result should be empty)
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2018-02-04 09:21:16 +00:00
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whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH')
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assert whitelist == []
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@pytest.mark.skip(reason="Test not implemented")
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def test_refresh_whitelist() -> None:
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"""
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Test _refresh_whitelist() method
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"""
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pass
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2018-05-23 10:15:03 +00:00
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def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
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"""
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Test get_trade_stake_amount() method
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"""
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2018-05-24 21:46:08 +00:00
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2018-05-23 10:15:03 +00:00
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patch_RPCManager(mocker)
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mocker.patch.multiple(
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2018-06-23 13:50:27 +00:00
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'freqtrade.exchange.Exchange',
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2018-05-23 10:15:03 +00:00
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validate_pairs=MagicMock(),
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2018-05-24 21:46:08 +00:00
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get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
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2018-05-23 10:15:03 +00:00
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)
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2018-06-07 21:54:46 +00:00
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freqtrade = FreqtradeBot(default_conf)
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2018-05-23 10:15:03 +00:00
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result = freqtrade._get_trade_stake_amount()
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2018-05-24 21:46:08 +00:00
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assert(result == default_conf['stake_amount'])
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2018-05-23 10:15:03 +00:00
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def test_get_trade_stake_amount_no_stake_amount(default_conf,
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ticker,
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limit_buy_order,
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fee,
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mocker) -> None:
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"""
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Test get_trade_stake_amount() method
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"""
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patch_RPCManager(mocker)
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mocker.patch.multiple(
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2018-06-23 13:50:27 +00:00
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'freqtrade.exchange.Exchange',
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2018-05-23 10:15:03 +00:00
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validate_pairs=MagicMock(),
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2018-05-24 21:46:08 +00:00
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get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)
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2018-05-23 10:15:03 +00:00
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)
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2018-06-11 22:05:43 +00:00
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# test defined stake amount
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2018-06-07 21:54:46 +00:00
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freqtrade = FreqtradeBot(default_conf)
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2018-05-23 10:15:03 +00:00
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with pytest.raises(DependencyException, match=r'.*stake amount.*'):
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freqtrade._get_trade_stake_amount()
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def test_get_trade_stake_amount_unlimited_amount(default_conf,
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ticker,
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limit_buy_order,
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fee,
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2018-06-16 23:23:12 +00:00
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markets,
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2018-05-23 10:15:03 +00:00
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mocker) -> None:
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"""
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Test get_trade_stake_amount() method
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"""
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
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mocker.patch.multiple(
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2018-06-23 13:50:27 +00:00
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'freqtrade.exchange.Exchange',
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2018-05-23 10:15:03 +00:00
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
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get_balance=MagicMock(return_value=default_conf['stake_amount']),
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get_fee=fee,
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2018-06-16 23:23:12 +00:00
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get_markets=markets
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2018-05-23 10:15:03 +00:00
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)
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conf = deepcopy(default_conf)
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2018-05-25 14:04:08 +00:00
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conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
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2018-05-23 10:15:03 +00:00
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conf['max_open_trades'] = 2
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2018-06-07 21:54:46 +00:00
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freqtrade = FreqtradeBot(conf)
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2018-07-16 05:11:17 +00:00
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patch_get_signal(freqtrade)
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2018-05-23 10:15:03 +00:00
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# no open trades, order amount should be 'balance / max_open_trades'
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result = freqtrade._get_trade_stake_amount()
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2018-06-07 21:54:46 +00:00
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assert result == default_conf['stake_amount'] / conf['max_open_trades']
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2018-05-23 10:15:03 +00:00
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# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
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freqtrade.create_trade()
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result = freqtrade._get_trade_stake_amount()
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2018-06-07 21:54:46 +00:00
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assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
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2018-05-23 10:15:03 +00:00
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2018-06-07 21:54:46 +00:00
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# create 2 trades, order amount should be None
|
2018-06-03 22:48:26 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
result = freqtrade._get_trade_stake_amount()
|
2018-06-07 21:54:46 +00:00
|
|
|
assert result is None
|
2018-06-03 22:48:26 +00:00
|
|
|
|
2018-06-07 21:54:46 +00:00
|
|
|
# set max_open_trades = None, so do not trade
|
2018-06-05 21:14:28 +00:00
|
|
|
conf['max_open_trades'] = 0
|
2018-06-07 21:54:46 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-06-05 21:14:28 +00:00
|
|
|
result = freqtrade._get_trade_stake_amount()
|
2018-06-07 21:54:46 +00:00
|
|
|
assert result is None
|
2018-06-05 21:14:28 +00:00
|
|
|
|
2018-05-23 10:15:03 +00:00
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
|
2018-05-23 10:15:03 +00:00
|
|
|
"""
|
2018-06-16 23:23:12 +00:00
|
|
|
Test get_trade_stake_amount() method
|
2018-05-23 10:15:03 +00:00
|
|
|
"""
|
2018-06-16 23:23:12 +00:00
|
|
|
|
2018-05-23 10:15:03 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-06-23 13:50:27 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
|
2018-06-07 21:54:46 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-09 16:27:36 +00:00
|
|
|
freqtrade.strategy.stoploss = -0.05
|
2018-06-16 23:23:12 +00:00
|
|
|
# no pair found
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC'
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
with pytest.raises(ValueError, match=r'.*get market information.*'):
|
|
|
|
freqtrade._get_min_pair_stake_amount('BNB/BTC', 1)
|
|
|
|
|
|
|
|
# no 'limits' section
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC'
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# empty 'limits' section
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
2018-05-23 10:15:03 +00:00
|
|
|
|
2018-06-28 17:48:05 +00:00
|
|
|
# no cost Min
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {"min": None},
|
|
|
|
'amount': {}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# no amount Min
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {"min": None}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
# empty 'cost'/'amount' section
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# min cost is set
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {'min': 2},
|
|
|
|
'amount': {}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result == 2 / 0.9
|
2018-05-23 10:15:03 +00:00
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
# min amount is set
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
|
|
|
|
assert result == 2 * 2 / 0.9
|
|
|
|
|
|
|
|
# min amount and cost are set (cost is minimal)
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {'min': 2},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
|
|
|
|
assert result == min(2, 2 * 2) / 0.9
|
|
|
|
|
|
|
|
# min amount and cost are set (amount is minial)
|
|
|
|
mocker.patch(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange.get_markets',
|
2018-06-16 23:23:12 +00:00
|
|
|
MagicMock(return_value=[{
|
|
|
|
'symbol': 'ETH/BTC',
|
|
|
|
'limits': {
|
|
|
|
'cost': {'min': 8},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
|
|
|
}])
|
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
|
|
|
|
assert result == min(8, 2 * 2) / 0.9
|
|
|
|
|
|
|
|
|
|
|
|
def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
# Save state of current whitelist
|
|
|
|
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade is not None
|
|
|
|
assert trade.stake_amount == 0.001
|
|
|
|
assert trade.is_open
|
|
|
|
assert trade.open_date is not None
|
2018-04-06 07:57:08 +00:00
|
|
|
assert trade.exchange == 'bittrex'
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
|
|
|
|
assert trade.open_rate == 0.00001099
|
|
|
|
assert trade.amount == 90.99181073
|
|
|
|
|
|
|
|
assert whitelist == default_conf['exchange']['pair_whitelist']
|
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
|
|
|
mocker.patch.multiple(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-06-16 23:23:12 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
|
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-06-16 23:23:12 +00:00
|
|
|
|
|
|
|
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
|
|
|
|
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-04-15 10:48:02 +00:00
|
|
|
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=buy_mock,
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['stake_amount'] = 0.0005
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-03-15 22:48:22 +00:00
|
|
|
|
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
|
2018-03-15 22:48:22 +00:00
|
|
|
assert rate * amount >= conf['stake_amount']
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
|
|
|
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
|
|
|
|
mocker.patch.multiple(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-06-16 23:23:12 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
buy=buy_mock,
|
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['stake_amount'] = 0.000000005
|
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-06-16 23:23:12 +00:00
|
|
|
|
|
|
|
result = freqtrade.create_trade()
|
|
|
|
assert result is False
|
|
|
|
|
|
|
|
|
|
|
|
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-15 10:48:02 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
2018-06-07 21:54:46 +00:00
|
|
|
get_balance=MagicMock(return_value=default_conf['stake_amount']),
|
2018-04-21 17:39:18 +00:00
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 21:54:46 +00:00
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['max_open_trades'] = 0
|
|
|
|
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-06-07 21:54:46 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-06-07 21:54:46 +00:00
|
|
|
|
|
|
|
assert freqtrade.create_trade() is False
|
|
|
|
assert freqtrade._get_trade_stake_amount() is None
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
2018-03-24 19:11:42 +00:00
|
|
|
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
|
|
|
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-04 10:06:40 +00:00
|
|
|
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-15 10:48:02 +00:00
|
|
|
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
limit_buy_order, fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
2018-03-24 19:11:42 +00:00
|
|
|
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
|
|
|
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-04 10:06:40 +00:00
|
|
|
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-21 17:39:18 +00:00
|
|
|
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test create_trade() method
|
|
|
|
"""
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['dry_run'] = True
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker_history=MagicMock(return_value=20),
|
2018-04-21 17:39:18 +00:00
|
|
|
get_balance=MagicMock(return_value=20),
|
|
|
|
get_fee=fee,
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-03-15 22:48:22 +00:00
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['stake_amount'] = 10
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, False))
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
Trade.query = MagicMock()
|
|
|
|
Trade.query.filter = MagicMock()
|
2018-03-15 22:48:22 +00:00
|
|
|
assert not freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_process_trade_creation(default_conf, ticker, limit_buy_order,
|
2018-04-21 17:39:18 +00:00
|
|
|
markets, fee, mocker, caplog) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test the trade creation in _process() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-03-25 19:51:41 +00:00
|
|
|
get_markets=markets,
|
2018-04-15 10:48:02 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
2018-04-21 17:39:18 +00:00
|
|
|
get_order=MagicMock(return_value=limit_buy_order),
|
|
|
|
get_fee=fee,
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
|
|
assert not trades
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
result = freqtrade._process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is True
|
|
|
|
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
|
|
assert len(trades) == 1
|
|
|
|
trade = trades[0]
|
|
|
|
assert trade is not None
|
|
|
|
assert trade.stake_amount == default_conf['stake_amount']
|
|
|
|
assert trade.is_open
|
|
|
|
assert trade.open_date is not None
|
2018-04-06 07:57:08 +00:00
|
|
|
assert trade.exchange == 'bittrex'
|
2018-02-04 09:21:16 +00:00
|
|
|
assert trade.open_rate == 0.00001099
|
|
|
|
assert trade.amount == 90.99181073703367
|
|
|
|
|
2018-03-04 10:06:40 +00:00
|
|
|
assert log_has(
|
2018-02-04 09:21:16 +00:00
|
|
|
'Checking buy signals to create a new trade with stake_amount: 0.001000 ...',
|
|
|
|
caplog.record_tuples
|
|
|
|
)
|
|
|
|
|
|
|
|
|
2018-03-25 19:51:41 +00:00
|
|
|
def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test _process() method when a RequestException happens
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-03-25 19:51:41 +00:00
|
|
|
get_markets=markets,
|
2018-04-22 18:28:39 +00:00
|
|
|
buy=MagicMock(side_effect=TemporaryError)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
result = freqtrade._process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is False
|
|
|
|
assert sleep_mock.has_calls()
|
|
|
|
|
|
|
|
|
2018-03-25 19:51:41 +00:00
|
|
|
def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test _process() method when an OperationalException happens
|
|
|
|
"""
|
|
|
|
msg_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-03-25 19:51:41 +00:00
|
|
|
get_markets=markets,
|
2018-02-04 09:21:16 +00:00
|
|
|
buy=MagicMock(side_effect=OperationalException)
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-04-06 07:57:08 +00:00
|
|
|
assert freqtrade.state == State.RUNNING
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
result = freqtrade._process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is False
|
2018-04-06 07:57:08 +00:00
|
|
|
assert freqtrade.state == State.STOPPED
|
2018-06-24 22:04:27 +00:00
|
|
|
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-21 17:39:18 +00:00
|
|
|
def test_process_trade_handling(
|
|
|
|
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test _process()
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-03-25 19:51:41 +00:00
|
|
|
get_markets=markets,
|
2018-04-15 10:48:02 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
2018-04-21 17:39:18 +00:00
|
|
|
get_order=MagicMock(return_value=limit_buy_order),
|
|
|
|
get_fee=fee,
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
|
|
assert not trades
|
2018-03-15 22:48:22 +00:00
|
|
|
result = freqtrade._process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is True
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
|
|
assert len(trades) == 1
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
result = freqtrade._process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is False
|
|
|
|
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
def test_balance_fully_ask_side(mocker, default_conf) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test get_target_bid() method
|
|
|
|
"""
|
2018-06-17 19:11:10 +00:00
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 0.0
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20
|
|
|
|
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
def test_balance_fully_last_side(mocker, default_conf) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test get_target_bid() method
|
|
|
|
"""
|
2018-06-17 19:11:10 +00:00
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 1.0
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10
|
|
|
|
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
def test_balance_bigger_last_ask(mocker, default_conf) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test get_target_bid() method
|
|
|
|
"""
|
2018-06-17 19:11:10 +00:00
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 1.0
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5
|
|
|
|
|
|
|
|
|
|
|
|
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
|
|
|
|
"""
|
|
|
|
Test process_maybe_execute_buy() method
|
|
|
|
"""
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.process_maybe_execute_buy()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert not freqtrade.process_maybe_execute_buy()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None:
|
|
|
|
"""
|
|
|
|
Test exception on process_maybe_execute_buy() method
|
|
|
|
"""
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
|
|
|
|
MagicMock(side_effect=DependencyException)
|
|
|
|
)
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.process_maybe_execute_buy()
|
2018-03-04 10:06:40 +00:00
|
|
|
log_has('Unable to create trade:', caplog.record_tuples)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-22 09:05:23 +00:00
|
|
|
def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test process_maybe_execute_sell() method
|
|
|
|
"""
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
2018-04-22 09:05:23 +00:00
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
|
|
return_value=limit_buy_order['amount'])
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = MagicMock()
|
|
|
|
trade.open_order_id = '123'
|
2018-04-22 09:05:23 +00:00
|
|
|
trade.open_fee = 0.001
|
2018-03-15 22:48:22 +00:00
|
|
|
assert not freqtrade.process_maybe_execute_sell(trade)
|
2018-04-22 09:05:23 +00:00
|
|
|
# Test amount not modified by fee-logic
|
2018-06-03 04:20:17 +00:00
|
|
|
assert not log_has(
|
|
|
|
'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade),
|
|
|
|
caplog.record_tuples
|
|
|
|
)
|
2018-04-22 09:05:23 +00:00
|
|
|
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
|
|
|
|
# test amount modified by fee-logic
|
|
|
|
assert not freqtrade.process_maybe_execute_sell(trade)
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
# Assert we call handle_trade() if trade is feasible for execution
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.process_maybe_execute_sell(trade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-06-03 04:20:17 +00:00
|
|
|
regexp = re.compile('Found open order for.*')
|
|
|
|
assert filter(regexp.match, caplog.record_tuples)
|
|
|
|
|
|
|
|
|
|
|
|
def test_process_maybe_execute_sell_exception(mocker, default_conf,
|
|
|
|
limit_buy_order, caplog) -> None:
|
|
|
|
"""
|
|
|
|
Test the exceptions in process_maybe_execute_sell()
|
|
|
|
"""
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
2018-06-03 04:20:17 +00:00
|
|
|
|
|
|
|
trade = MagicMock()
|
|
|
|
trade.open_order_id = '123'
|
|
|
|
trade.open_fee = 0.001
|
|
|
|
|
|
|
|
# Test raise of OperationalException exception
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
|
|
side_effect=OperationalException()
|
|
|
|
)
|
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
|
|
|
assert log_has('could not update trade amount: ', caplog.record_tuples)
|
|
|
|
|
|
|
|
# Test raise of DependencyException exception
|
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
|
|
side_effect=DependencyException()
|
|
|
|
)
|
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
|
|
|
assert log_has('Unable to sell trade: ', caplog.record_tuples)
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test check_handle() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00001172,
|
|
|
|
'ask': 0.00001173,
|
|
|
|
'last': 0.00001172
|
|
|
|
}),
|
2018-04-15 10:48:02 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
2018-04-15 10:50:47 +00:00
|
|
|
time.sleep(0.01) # Race condition fix
|
2018-02-04 09:21:16 +00:00
|
|
|
trade.update(limit_buy_order)
|
|
|
|
assert trade.is_open is True
|
|
|
|
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-04-15 10:48:02 +00:00
|
|
|
assert trade.open_order_id == limit_sell_order['id']
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
|
|
trade.update(limit_sell_order)
|
|
|
|
|
|
|
|
assert trade.close_rate == 0.00001173
|
|
|
|
assert trade.close_profit == 0.06201057
|
|
|
|
assert trade.calc_profit() == 0.00006217
|
|
|
|
assert trade.close_date is not None
|
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test check_handle() method
|
|
|
|
"""
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf.update({'experimental': {'use_sell_signal': True}})
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, True))
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Buy and Sell triggering, so doing nothing ...
|
|
|
|
trades = Trade.query.all()
|
|
|
|
nb_trades = len(trades)
|
|
|
|
assert nb_trades == 0
|
|
|
|
|
|
|
|
# Buy is triggering, so buying ...
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, False))
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
trades = Trade.query.all()
|
|
|
|
nb_trades = len(trades)
|
|
|
|
assert nb_trades == 1
|
|
|
|
assert trades[0].is_open is True
|
|
|
|
|
|
|
|
# Buy and Sell are not triggering, so doing nothing ...
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, False))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trades[0]) is False
|
2018-02-04 09:21:16 +00:00
|
|
|
trades = Trade.query.all()
|
|
|
|
nb_trades = len(trades)
|
|
|
|
assert nb_trades == 1
|
|
|
|
assert trades[0].is_open is True
|
|
|
|
|
|
|
|
# Buy and Sell are triggering, so doing nothing ...
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trades[0]) is False
|
2018-02-04 09:21:16 +00:00
|
|
|
trades = Trade.query.all()
|
|
|
|
nb_trades = len(trades)
|
|
|
|
assert nb_trades == 1
|
|
|
|
assert trades[0].is_open is True
|
|
|
|
|
|
|
|
# Sell is triggering, guess what : we are Selling!
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-02-04 09:21:16 +00:00
|
|
|
trades = Trade.query.all()
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trades[0]) is True
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, mocker, markets, caplog) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test check_handle() method
|
|
|
|
"""
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf.update({'experimental': {'use_sell_signal': True}})
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, False))
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.is_open = True
|
|
|
|
|
|
|
|
# FIX: sniffing logs, suggest handle_trade should not execute_sell
|
|
|
|
# instead that responsibility should be moved out of handle_trade(),
|
|
|
|
# we might just want to check if we are in a sell condition without
|
|
|
|
# executing
|
|
|
|
# if ROI is reached we must sell
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade)
|
2018-03-04 10:06:40 +00:00
|
|
|
assert log_has('Required profit reached. Selling..', caplog.record_tuples)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-21 17:39:18 +00:00
|
|
|
def test_handle_trade_experimental(
|
2018-06-16 23:23:12 +00:00
|
|
|
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test check_handle() method
|
|
|
|
"""
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf.update({'experimental': {'use_sell_signal': True}})
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.is_open = True
|
|
|
|
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, False))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert not freqtrade.handle_trade(trade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade)
|
2018-03-04 10:06:40 +00:00
|
|
|
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test check_handle() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Create trade and sell it
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
trade.update(limit_sell_order)
|
|
|
|
assert trade.is_open is False
|
|
|
|
|
|
|
|
with pytest.raises(ValueError, match=r'.*closed trade.*'):
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.handle_trade(trade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-15 10:09:12 +00:00
|
|
|
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test check_handle_timedout() method
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(return_value=limit_buy_order_old),
|
2018-03-25 20:59:58 +00:00
|
|
|
cancel_order=cancel_order_mock,
|
2018-04-15 10:09:12 +00:00
|
|
|
get_fee=fee
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade_buy = Trade(
|
2018-03-24 19:11:42 +00:00
|
|
|
pair='ETH/BTC',
|
2018-02-04 09:21:16 +00:00
|
|
|
open_rate=0.00001099,
|
2018-03-26 09:31:17 +00:00
|
|
|
exchange='bittrex',
|
2018-02-04 09:21:16 +00:00
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
2018-04-22 08:04:30 +00:00
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
2018-02-04 09:21:16 +00:00
|
|
|
stake_amount=1,
|
|
|
|
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
|
|
is_open=True
|
|
|
|
)
|
|
|
|
|
|
|
|
Trade.session.add(trade_buy)
|
|
|
|
|
|
|
|
# check it does cancel buy orders over the time limit
|
2018-06-14 01:32:52 +00:00
|
|
|
freqtrade.check_handle_timedout()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
assert rpc_mock.call_count == 1
|
|
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
|
|
|
nb_trades = len(trades)
|
|
|
|
assert nb_trades == 0
|
|
|
|
|
|
|
|
|
|
|
|
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
|
|
|
|
"""
|
|
|
|
Test check_handle_timedout() method
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(return_value=limit_sell_order_old),
|
|
|
|
cancel_order=cancel_order_mock
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade_sell = Trade(
|
2018-03-24 19:11:42 +00:00
|
|
|
pair='ETH/BTC',
|
2018-02-04 09:21:16 +00:00
|
|
|
open_rate=0.00001099,
|
2018-03-26 09:31:17 +00:00
|
|
|
exchange='bittrex',
|
2018-02-04 09:21:16 +00:00
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
2018-04-22 08:04:30 +00:00
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
2018-02-04 09:21:16 +00:00
|
|
|
stake_amount=1,
|
|
|
|
open_date=arrow.utcnow().shift(hours=-5).datetime,
|
|
|
|
close_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
|
|
is_open=False
|
|
|
|
)
|
|
|
|
|
|
|
|
Trade.session.add(trade_sell)
|
|
|
|
|
|
|
|
# check it does cancel sell orders over the time limit
|
2018-06-14 01:32:52 +00:00
|
|
|
freqtrade.check_handle_timedout()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
assert rpc_mock.call_count == 1
|
|
|
|
assert trade_sell.is_open is True
|
|
|
|
|
|
|
|
|
|
|
|
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
|
|
|
|
mocker) -> None:
|
|
|
|
"""
|
|
|
|
Test check_handle_timedout() method
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
|
|
|
cancel_order=cancel_order_mock
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade_buy = Trade(
|
2018-03-24 19:11:42 +00:00
|
|
|
pair='ETH/BTC',
|
2018-02-04 09:21:16 +00:00
|
|
|
open_rate=0.00001099,
|
2018-03-26 09:31:17 +00:00
|
|
|
exchange='bittrex',
|
2018-02-04 09:21:16 +00:00
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
2018-04-22 08:04:30 +00:00
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
2018-02-04 09:21:16 +00:00
|
|
|
stake_amount=1,
|
|
|
|
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
|
|
is_open=True
|
|
|
|
)
|
|
|
|
|
|
|
|
Trade.session.add(trade_buy)
|
|
|
|
|
|
|
|
# check it does cancel buy orders over the time limit
|
|
|
|
# note this is for a partially-complete buy order
|
2018-06-14 01:32:52 +00:00
|
|
|
freqtrade.check_handle_timedout()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
assert rpc_mock.call_count == 1
|
|
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
|
|
|
assert len(trades) == 1
|
|
|
|
assert trades[0].amount == 23.0
|
|
|
|
assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
|
|
|
|
|
|
|
|
|
2018-03-05 08:11:13 +00:00
|
|
|
def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None:
|
|
|
|
"""
|
|
|
|
Test check_handle_timedout() method when get_order throw an exception
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-03-05 08:11:13 +00:00
|
|
|
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.freqtradebot.FreqtradeBot',
|
|
|
|
handle_timedout_limit_buy=MagicMock(),
|
|
|
|
handle_timedout_limit_sell=MagicMock(),
|
|
|
|
)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-03-05 08:11:13 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
|
|
|
|
cancel_order=cancel_order_mock
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-03-05 08:11:13 +00:00
|
|
|
|
|
|
|
trade_buy = Trade(
|
2018-03-24 19:11:42 +00:00
|
|
|
pair='ETH/BTC',
|
2018-03-05 08:11:13 +00:00
|
|
|
open_rate=0.00001099,
|
2018-03-26 09:31:17 +00:00
|
|
|
exchange='bittrex',
|
2018-03-05 08:11:13 +00:00
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
2018-04-22 08:04:30 +00:00
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
2018-03-05 08:11:13 +00:00
|
|
|
stake_amount=1,
|
|
|
|
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
|
|
is_open=True
|
|
|
|
)
|
|
|
|
|
|
|
|
Trade.session.add(trade_buy)
|
|
|
|
regexp = re.compile(
|
2018-03-24 19:11:42 +00:00
|
|
|
'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, '
|
2018-03-05 08:11:13 +00:00
|
|
|
'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most '
|
|
|
|
'recent call last):\n.*'
|
|
|
|
)
|
|
|
|
|
2018-06-14 01:32:52 +00:00
|
|
|
freqtrade.check_handle_timedout()
|
2018-03-05 08:11:13 +00:00
|
|
|
assert filter(regexp.match, caplog.record_tuples)
|
|
|
|
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
|
|
|
|
"""
|
|
|
|
Test handle_timedout_limit_buy() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
cancel_order=cancel_order_mock
|
|
|
|
)
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
Trade.session = MagicMock()
|
|
|
|
trade = MagicMock()
|
|
|
|
order = {'remaining': 1,
|
|
|
|
'amount': 1}
|
|
|
|
assert freqtrade.handle_timedout_limit_buy(trade, order)
|
|
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
order['amount'] = 2
|
|
|
|
assert not freqtrade.handle_timedout_limit_buy(trade, order)
|
|
|
|
assert cancel_order_mock.call_count == 2
|
|
|
|
|
|
|
|
|
|
|
|
def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
|
|
|
|
"""
|
|
|
|
Test handle_timedout_limit_sell() method
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
cancel_order=cancel_order_mock
|
|
|
|
)
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = MagicMock()
|
|
|
|
order = {'remaining': 1,
|
|
|
|
'amount': 1}
|
|
|
|
assert freqtrade.handle_timedout_limit_sell(trade, order)
|
|
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
order['amount'] = 2
|
|
|
|
assert not freqtrade.handle_timedout_limit_sell(trade, order)
|
|
|
|
# Assert cancel_order was not called (callcount remains unchanged)
|
|
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test execute_sell() method with a ticker going UP
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Create some test data
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
|
|
|
# Increase the price and sell it
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker_sell_up
|
|
|
|
)
|
|
|
|
|
2018-07-11 17:57:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sellreason=SellType.ROI)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert rpc_mock.call_count == 2
|
2018-07-03 18:26:48 +00:00
|
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
|
|
assert {
|
|
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
|
|
'exchange': 'Bittrex',
|
|
|
|
'pair': 'ETH/BTC',
|
|
|
|
'gain': 'profit',
|
|
|
|
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
|
|
|
|
'limit': 1.172e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.172e-05,
|
|
|
|
'profit_amount': 6.126e-05,
|
|
|
|
'profit_percent': 0.06110514,
|
|
|
|
'profit_fiat': 0.9189,
|
|
|
|
'stake_currency': 'BTC',
|
|
|
|
'fiat_currency': 'USD',
|
|
|
|
} == last_msg
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test execute_sell() method with a ticker going DOWN
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Create some test data
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
|
|
|
# Decrease the price and sell it
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker_sell_down
|
|
|
|
)
|
|
|
|
|
2018-07-11 17:57:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
|
|
|
|
sellreason=SellType.STOP_LOSS)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert rpc_mock.call_count == 2
|
2018-07-03 18:26:48 +00:00
|
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
|
|
assert {
|
|
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
|
|
'exchange': 'Bittrex',
|
|
|
|
'pair': 'ETH/BTC',
|
|
|
|
'gain': 'loss',
|
|
|
|
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
|
|
|
|
'limit': 1.044e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.044e-05,
|
|
|
|
'profit_amount': -5.492e-05,
|
|
|
|
'profit_percent': -0.05478343,
|
|
|
|
'profit_fiat': -0.8238000000000001,
|
|
|
|
'stake_currency': 'BTC',
|
|
|
|
'fiat_currency': 'USD',
|
|
|
|
} == last_msg
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-15 10:09:12 +00:00
|
|
|
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
ticker_sell_up, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test execute_sell() method with a ticker going DOWN and with a bot config empty
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Create some test data
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
|
|
|
# Increase the price and sell it
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker_sell_up
|
|
|
|
)
|
|
|
|
freqtrade.config = {}
|
|
|
|
|
2018-07-11 17:57:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sellreason=SellType.ROI)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert rpc_mock.call_count == 2
|
2018-07-03 18:26:48 +00:00
|
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
|
|
assert {
|
|
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
|
|
'exchange': 'Bittrex',
|
|
|
|
'pair': 'ETH/BTC',
|
|
|
|
'gain': 'profit',
|
|
|
|
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
|
|
|
|
'limit': 1.172e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.172e-05,
|
|
|
|
'profit_amount': 6.126e-05,
|
|
|
|
'profit_percent': 0.06110514,
|
|
|
|
} == last_msg
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-04-15 10:09:12 +00:00
|
|
|
def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
ticker_sell_down, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test execute_sell() method with a ticker going DOWN and with a bot config empty
|
|
|
|
"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
# Create some test data
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
|
|
|
# Decrease the price and sell it
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker_sell_down
|
|
|
|
)
|
|
|
|
|
|
|
|
freqtrade.config = {}
|
2018-07-11 17:57:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
|
|
|
|
sellreason=SellType.STOP_LOSS)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
assert rpc_mock.call_count == 2
|
2018-07-03 18:26:48 +00:00
|
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
|
|
assert {
|
|
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
|
|
'exchange': 'Bittrex',
|
|
|
|
'pair': 'ETH/BTC',
|
|
|
|
'gain': 'loss',
|
|
|
|
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
|
|
|
|
'limit': 1.044e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.044e-05,
|
|
|
|
'profit_amount': -5.492e-05,
|
|
|
|
'profit_percent': -0.05478343,
|
|
|
|
} == last_msg
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00002172,
|
|
|
|
'ask': 0.00002173,
|
|
|
|
'last': 0.00002172
|
|
|
|
}),
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['experimental'] = {
|
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': True,
|
|
|
|
}
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.SELL_SIGNAL.value
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when disabled
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00002172,
|
|
|
|
'ask': 0.00002173,
|
|
|
|
'last': 0.00002172
|
|
|
|
}),
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['experimental'] = {
|
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': False,
|
|
|
|
}
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.SELL_SIGNAL.value
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-07-12 20:21:52 +00:00
|
|
|
mocker.patch('freqtrade.freqtradebot.strategy.interface.stop_loss_reached',
|
|
|
|
return_value=SellCheckTuple(sell_flag=False, sell_type=SellType.NONE))
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00000172,
|
|
|
|
'ask': 0.00000173,
|
|
|
|
'last': 0.00000172
|
|
|
|
}),
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['experimental'] = {
|
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': True,
|
|
|
|
}
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.stop_loss_reached = \
|
|
|
|
lambda current_rate, trade, current_time, current_profit: False
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is False
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-16 23:23:12 +00:00
|
|
|
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
2018-03-17 23:42:24 +00:00
|
|
|
patch_coinmarketcap(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
2018-06-22 19:24:21 +00:00
|
|
|
'bid': 0.0000172,
|
|
|
|
'ask': 0.0000173,
|
|
|
|
'last': 0.0000172
|
2018-02-04 09:21:16 +00:00
|
|
|
}),
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-30 15:49:46 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['experimental'] = {
|
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': False,
|
|
|
|
}
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.SELL_SIGNAL.value
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
|
2018-06-30 15:49:46 +00:00
|
|
|
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None:
|
2018-06-22 18:10:05 +00:00
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
2018-06-22 19:24:21 +00:00
|
|
|
'bid': 0.0000172,
|
|
|
|
'ask': 0.0000173,
|
|
|
|
'last': 0.0000172
|
2018-06-22 18:10:05 +00:00
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-30 15:49:46 +00:00
|
|
|
get_markets=markets
|
2018-06-22 18:10:05 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['experimental'] = {
|
|
|
|
'ignore_roi_if_buy_signal': True
|
|
|
|
}
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
|
|
|
|
|
2018-06-22 18:10:05 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, True))
|
2018-06-22 18:10:05 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
|
|
|
|
# Test if buy-signal is absent (should sell due to roi = true)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-06-22 18:10:05 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.ROI.value
|
2018-06-22 18:10:05 +00:00
|
|
|
|
|
|
|
|
2018-06-26 21:40:36 +00:00
|
|
|
def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
|
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
2018-06-26 22:16:19 +00:00
|
|
|
'bid': 0.00000102,
|
|
|
|
'ask': 0.00000103,
|
|
|
|
'last': 0.00000102
|
2018-06-26 21:40:36 +00:00
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['trailing_stop'] = True
|
|
|
|
print(limit_buy_order)
|
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
|
|
|
|
2018-06-26 21:40:36 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
caplog.set_level(logging.DEBUG)
|
2018-06-26 22:16:19 +00:00
|
|
|
# Sell as trailing-stop is reached
|
2018-06-26 21:40:36 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
assert log_has(
|
2018-06-26 22:16:19 +00:00
|
|
|
f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, '
|
|
|
|
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
|
2018-06-26 21:40:36 +00:00
|
|
|
|
|
|
|
|
2018-06-26 22:16:19 +00:00
|
|
|
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
|
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
|
|
"""
|
2018-06-27 04:51:48 +00:00
|
|
|
buy_price = limit_buy_order['price']
|
2018-06-26 22:16:19 +00:00
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
2018-06-27 04:51:48 +00:00
|
|
|
'bid': buy_price - 0.000001,
|
|
|
|
'ask': buy_price - 0.000001,
|
|
|
|
'last': buy_price - 0.000001
|
2018-06-26 22:16:19 +00:00
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['trailing_stop'] = True
|
|
|
|
conf['trailing_stop_positive'] = 0.01
|
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
|
2018-06-26 22:16:19 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
# stop-loss not reached
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
2018-06-27 04:51:48 +00:00
|
|
|
|
|
|
|
# Raise ticker above buy price
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={
|
|
|
|
'bid': buy_price + 0.000003,
|
|
|
|
'ask': buy_price + 0.000003,
|
|
|
|
'last': buy_price + 0.000003
|
|
|
|
}))
|
|
|
|
# stop-loss not reached, adjusted stoploss
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.26662643',
|
2018-06-26 22:16:19 +00:00
|
|
|
caplog.record_tuples)
|
|
|
|
assert log_has(f'adjusted stop loss', caplog.record_tuples)
|
2018-06-27 04:51:48 +00:00
|
|
|
assert trade.stop_loss == 0.0000138501
|
|
|
|
|
2018-06-26 22:16:19 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={
|
2018-06-27 04:51:48 +00:00
|
|
|
'bid': buy_price + 0.000002,
|
|
|
|
'ask': buy_price + 0.000002,
|
|
|
|
'last': buy_price + 0.000002
|
|
|
|
}))
|
|
|
|
# Lower price again (but still positive)
|
2018-06-26 22:16:19 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
assert log_has(
|
2018-06-27 04:51:48 +00:00
|
|
|
f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
|
|
|
|
f'stop loss is {trade.stop_loss:.6f}, '
|
2018-06-26 22:16:19 +00:00
|
|
|
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
|
2018-06-26 21:40:36 +00:00
|
|
|
|
2018-06-27 04:51:48 +00:00
|
|
|
|
2018-06-23 13:50:27 +00:00
|
|
|
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-06-22 18:10:05 +00:00
|
|
|
"""
|
|
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00000172,
|
|
|
|
'ask': 0.00000173,
|
|
|
|
'last': 0.00000172
|
|
|
|
}),
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_markets=markets
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
conf = deepcopy(default_conf)
|
|
|
|
conf['experimental'] = {
|
2018-06-22 18:10:05 +00:00
|
|
|
'ignore_roi_if_buy_signal': False
|
2018-02-04 09:21:16 +00:00
|
|
|
}
|
|
|
|
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
|
|
|
|
|
2018-03-15 22:48:22 +00:00
|
|
|
freqtrade.create_trade()
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2018-06-22 18:10:05 +00:00
|
|
|
# Sell due to min_roi_reached
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, True))
|
2018-06-22 18:10:05 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
|
|
|
|
# Test if buy-signal is absent
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
2018-03-15 22:48:22 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-07-11 18:20:44 +00:00
|
|
|
assert trade.sell_reason == SellType.STOP_LOSS.value
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
|
2018-04-25 06:52:08 +00:00
|
|
|
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
2018-04-15 17:38:58 +00:00
|
|
|
"""
|
2018-04-15 17:56:33 +00:00
|
|
|
Test get_real_amount - fee in quote currency
|
|
|
|
"""
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
2018-04-15 17:56:33 +00:00
|
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
2018-04-15 17:38:58 +00:00
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
2018-04-15 17:56:33 +00:00
|
|
|
amount=amount,
|
2018-04-15 17:38:58 +00:00
|
|
|
exchange='binance',
|
2018-04-25 06:52:08 +00:00
|
|
|
open_rate=0.245441,
|
2018-04-15 17:38:58 +00:00
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-04-15 17:56:33 +00:00
|
|
|
# Amount is reduced by "fee"
|
2018-04-25 06:52:08 +00:00
|
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
|
|
|
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
|
|
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
|
|
|
|
caplog.record_tuples)
|
2018-04-15 17:56:33 +00:00
|
|
|
|
|
|
|
|
2018-04-25 07:08:02 +00:00
|
|
|
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
|
|
|
|
"""
|
|
|
|
Test get_real_amount - fee in quote currency
|
|
|
|
"""
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
2018-04-25 07:08:02 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
2018-04-25 07:08:02 +00:00
|
|
|
amount = buy_order_fee['amount']
|
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
|
|
|
exchange='binance',
|
|
|
|
open_rate=0.245441,
|
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-04-25 07:08:02 +00:00
|
|
|
# Amount is reduced by "fee"
|
|
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
|
|
|
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
|
|
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
|
|
|
|
caplog.record_tuples)
|
|
|
|
|
2018-04-25 07:13:56 +00:00
|
|
|
|
2018-06-03 04:20:17 +00:00
|
|
|
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker):
|
2018-04-15 17:56:33 +00:00
|
|
|
"""
|
|
|
|
Test get_real_amount - fees in Stake currency
|
|
|
|
"""
|
|
|
|
trades_for_order[0]['fee']['currency'] = 'ETH'
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
2018-04-15 17:56:33 +00:00
|
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
2018-04-15 17:38:58 +00:00
|
|
|
trade = Trade(
|
2018-04-15 17:56:33 +00:00
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
2018-04-15 17:38:58 +00:00
|
|
|
exchange='binance',
|
2018-04-25 06:52:08 +00:00
|
|
|
open_rate=0.245441,
|
2018-04-15 17:38:58 +00:00
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-04-15 17:56:33 +00:00
|
|
|
# Amount does not change
|
2018-04-25 06:52:08 +00:00
|
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
2018-04-15 17:56:33 +00:00
|
|
|
|
|
|
|
|
2018-04-25 06:52:08 +00:00
|
|
|
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
|
2018-04-15 17:56:33 +00:00
|
|
|
"""
|
|
|
|
Test get_real_amount - Fees in BNB
|
|
|
|
"""
|
|
|
|
|
|
|
|
trades_for_order[0]['fee']['currency'] = 'BNB'
|
|
|
|
trades_for_order[0]['fee']['cost'] = 0.00094518
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
2018-04-15 17:56:33 +00:00
|
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
2018-04-15 17:38:58 +00:00
|
|
|
trade = Trade(
|
2018-04-15 17:56:33 +00:00
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
2018-04-15 17:38:58 +00:00
|
|
|
exchange='binance',
|
2018-04-25 06:52:08 +00:00
|
|
|
open_rate=0.245441,
|
2018-04-15 17:38:58 +00:00
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-04-15 17:56:33 +00:00
|
|
|
# Amount does not change
|
2018-04-25 06:52:08 +00:00
|
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
2018-04-15 17:56:33 +00:00
|
|
|
|
|
|
|
|
2018-04-25 06:52:08 +00:00
|
|
|
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
|
2018-04-15 17:56:33 +00:00
|
|
|
"""
|
|
|
|
Test get_real_amount with split trades (multiple trades for this order)
|
|
|
|
"""
|
2018-04-15 17:38:58 +00:00
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patch_RPCManager(mocker)
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patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
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|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
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2018-04-15 17:56:33 +00:00
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amount = float(sum(x['amount'] for x in trades_for_order2))
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2018-04-15 17:38:58 +00:00
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trade = Trade(
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pair='LTC/ETH',
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2018-04-15 17:56:33 +00:00
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amount=amount,
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2018-04-15 17:38:58 +00:00
|
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exchange='binance',
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2018-04-25 06:52:08 +00:00
|
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open_rate=0.245441,
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2018-04-15 17:38:58 +00:00
|
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open_order_id="123456"
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|
)
|
2018-06-07 03:27:55 +00:00
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freqtrade = FreqtradeBot(default_conf)
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2018-07-16 05:11:17 +00:00
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patch_get_signal(freqtrade)
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|
2018-04-15 17:56:33 +00:00
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# Amount is reduced by "fee"
|
2018-04-25 06:52:08 +00:00
|
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|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
|
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assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
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|
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
|
|
|
|
caplog.record_tuples)
|
|
|
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|
|
|
|
|
|
|
|
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
|
|
|
"""
|
|
|
|
Test get_real_amount with split trades (multiple trades for this order)
|
|
|
|
"""
|
|
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|
limit_buy_order = deepcopy(buy_order_fee)
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|
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|
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
|
|
|
|
return_value=[trades_for_order])
|
2018-04-25 06:52:08 +00:00
|
|
|
amount = float(sum(x['amount'] for x in trades_for_order))
|
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
|
|
|
exchange='binance',
|
|
|
|
open_rate=0.245441,
|
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-04-25 06:52:08 +00:00
|
|
|
# Amount is reduced by "fee"
|
|
|
|
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
|
|
|
|
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
|
|
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
|
|
|
|
caplog.record_tuples)
|
2018-05-15 17:49:47 +00:00
|
|
|
|
|
|
|
|
2018-05-15 18:13:43 +00:00
|
|
|
def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker):
|
|
|
|
"""
|
|
|
|
Test get_real_amount with split trades (multiple trades for this order)
|
|
|
|
"""
|
|
|
|
limit_buy_order = deepcopy(buy_order_fee)
|
|
|
|
limit_buy_order['fee'] = {'cost': 0.004}
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
2018-05-15 18:13:43 +00:00
|
|
|
amount = float(sum(x['amount'] for x in trades_for_order))
|
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
|
|
|
exchange='binance',
|
|
|
|
open_rate=0.245441,
|
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
2018-05-15 18:13:43 +00:00
|
|
|
# Amount does not change
|
|
|
|
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
|
|
|
|
|
|
|
|
|
|
|
|
def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker):
|
2018-05-15 17:49:47 +00:00
|
|
|
"""
|
|
|
|
Test get_real_amount - fees in Stake currency
|
|
|
|
"""
|
|
|
|
# Remove "Currency" from fee dict
|
|
|
|
trades_for_order[0]['fee'] = {'cost': 0.008}
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
2018-05-15 17:49:47 +00:00
|
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
|
|
|
exchange='binance',
|
|
|
|
open_rate=0.245441,
|
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2018-06-07 03:27:55 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-05-15 17:49:47 +00:00
|
|
|
# Amount does not change
|
|
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
2018-06-03 05:06:17 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_get_real_amount_open_trade(default_conf, mocker):
|
|
|
|
"""
|
|
|
|
Test get_real_amount condition trade.fee_open == 0 or order['status'] == 'open'
|
|
|
|
"""
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_coinmarketcap(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
|
2018-06-03 05:06:17 +00:00
|
|
|
amount = 12345
|
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
|
|
|
exchange='binance',
|
|
|
|
open_rate=0.245441,
|
|
|
|
open_order_id="123456"
|
|
|
|
)
|
|
|
|
order = {
|
|
|
|
'id': 'mocked_order',
|
|
|
|
'amount': amount,
|
|
|
|
'status': 'open',
|
|
|
|
}
|
2018-06-08 06:12:03 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-06-03 05:06:17 +00:00
|
|
|
assert freqtrade.get_real_amount(trade, order) == amount
|