stable/freqtrade/tests/test_main.py

840 lines
36 KiB
Python
Raw Normal View History

2018-01-28 07:38:41 +00:00
# pragma pylint: disable=missing-docstring, C0103
import copy
2018-01-10 07:51:36 +00:00
import logging
2017-11-07 21:27:44 +00:00
from unittest.mock import MagicMock
2018-01-10 07:51:36 +00:00
import arrow
2017-11-07 21:27:44 +00:00
import pytest
import requests
2017-11-09 22:45:22 +00:00
from sqlalchemy import create_engine
2018-01-10 07:51:36 +00:00
import freqtrade.main as main
from freqtrade import DependencyException, OperationalException
2017-11-20 21:26:32 +00:00
from freqtrade.exchange import Exchanges
2018-01-10 07:51:36 +00:00
from freqtrade.main import (_process, check_handle_timedout, create_trade,
execute_sell, get_target_bid, handle_trade, init)
from freqtrade.misc import State, get_state
2017-09-28 21:26:28 +00:00
from freqtrade.persistence import Trade
2018-02-24 19:18:53 +00:00
from freqtrade.tests.conftest import log_has
2018-01-10 09:25:45 +00:00
def test_parse_args_backtesting(mocker):
2018-01-10 09:25:45 +00:00
""" Test that main() can start backtesting or hyperopt.
and also ensure we can pass some specific arguments
further argument parsing is done in test_misc.py """
backtesting_mock = mocker.patch(
'freqtrade.optimize.backtesting.start', MagicMock())
main.main(['backtesting'])
assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0]
assert call_args.config == 'config.json'
assert call_args.live is False
assert call_args.loglevel == 20
assert call_args.subparser == 'backtesting'
assert call_args.func is not None
2018-01-30 07:04:28 +00:00
assert call_args.ticker_interval is None
def test_main_start_hyperopt(mocker):
hyperopt_mock = mocker.patch(
'freqtrade.optimize.hyperopt.start', MagicMock())
main.main(['hyperopt'])
assert hyperopt_mock.call_count == 1
call_args = hyperopt_mock.call_args[0][0]
assert call_args.config == 'config.json'
assert call_args.loglevel == 20
assert call_args.subparser == 'hyperopt'
assert call_args.func is not None
def test_process_maybe_execute_buy(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', return_value=True)
2018-01-26 16:48:53 +00:00
assert main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
mocker.patch('freqtrade.main.create_trade', return_value=False)
2018-01-26 16:48:53 +00:00
assert not main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
def test_process_maybe_execute_sell(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.handle_trade', return_value=True)
mocker.patch('freqtrade.exchange.get_order', return_value=1)
trade = MagicMock()
trade.open_order_id = '123'
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.INFO)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
2018-01-26 16:48:53 +00:00
main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
2018-02-24 19:18:53 +00:00
assert log_has('Unable to create trade: ', caplog.record_tuples)
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
2017-11-07 21:27:44 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2017-11-07 21:27:44 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(return_value='mocked_limit_buy'),
get_order=MagicMock(return_value=limit_buy_order))
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
2017-11-07 21:27:44 +00:00
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
2017-11-18 07:58:55 +00:00
assert not trades
2017-11-07 21:27:44 +00:00
result = _process(interval=int(default_conf['ticker_interval']))
2017-11-07 21:27:44 +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
assert trade.exchange == Exchanges.BITTREX.name
2017-12-17 21:07:56 +00:00
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073703367
2017-11-07 21:27:44 +00:00
def test_process_exchange_failures(default_conf, ticker, health, mocker):
2017-11-07 21:27:44 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2017-11-07 21:27:44 +00:00
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
2017-11-07 21:27:44 +00:00
buy=MagicMock(side_effect=requests.exceptions.RequestException))
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
result = _process(interval=int(default_conf['ticker_interval']))
2017-11-07 21:27:44 +00:00
assert result is False
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf, ticker, health, mocker):
2017-11-07 21:27:44 +00:00
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2017-11-07 21:27:44 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(side_effect=OperationalException))
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
2017-11-07 21:27:44 +00:00
assert get_state() == State.RUNNING
result = _process(interval=int(default_conf['ticker_interval']))
2017-11-07 21:27:44 +00:00
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
2017-11-07 21:27:44 +00:00
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
2017-11-07 21:27:44 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2017-11-07 21:27:44 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
2017-11-07 21:27:44 +00:00
buy=MagicMock(return_value='mocked_limit_buy'),
2017-11-08 21:44:32 +00:00
get_order=MagicMock(return_value=limit_buy_order))
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
2017-11-07 21:27:44 +00:00
2017-11-08 21:44:32 +00:00
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
2017-11-18 07:58:55 +00:00
assert not trades
result = _process(interval=int(default_conf['ticker_interval']))
2017-11-07 21:27:44 +00:00
assert result is True
2017-11-08 21:44:32 +00:00
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
2017-11-07 21:27:44 +00:00
result = _process(interval=int(default_conf['ticker_interval']))
2017-11-07 21:27:44 +00:00
assert result is False
2017-11-07 19:12:56 +00:00
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
2017-10-01 21:28:09 +00:00
validate_pairs=MagicMock(),
2017-11-07 19:12:56 +00:00
get_ticker=ticker,
2017-10-31 23:26:32 +00:00
buy=MagicMock(return_value='mocked_limit_buy'))
# Save state of current whitelist
2017-11-07 19:12:56 +00:00
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
2017-11-07 21:27:44 +00:00
assert trade is not None
2017-12-17 21:07:56 +00:00
assert trade.stake_amount == 0.001
2017-11-07 21:27:44 +00:00
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == Exchanges.BITTREX.name
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
2017-10-31 23:26:32 +00:00
2017-12-17 21:07:56 +00:00
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073
2017-11-07 21:27:44 +00:00
assert whitelist == default_conf['exchange']['pair_whitelist']
2017-11-22 20:02:36 +00:00
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2017-12-16 02:39:47 +00:00
buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
)
2017-11-22 20:02:36 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
2017-11-22 20:02:36 +00:00
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
2017-11-07 21:27:44 +00:00
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
2017-11-07 21:27:44 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
2017-11-07 19:12:56 +00:00
2017-10-31 23:26:32 +00:00
2017-11-07 21:27:44 +00:00
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
2017-11-07 21:27:44 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
2018-02-24 17:51:37 +00:00
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
2017-11-07 21:27:44 +00:00
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
2017-10-30 23:36:35 +00:00
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
2018-02-24 17:51:37 +00:00
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
2018-01-26 16:56:56 +00:00
def test_create_trade_no_signal(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=(False, False)))
mocker.patch.multiple('freqtrade.exchange',
get_ticker_history=MagicMock(return_value=20))
mocker.patch.multiple('freqtrade.main.exchange',
get_balance=MagicMock(return_value=20))
stake_amount = 10
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
2017-11-07 21:27:44 +00:00
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
2017-11-07 19:12:56 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
2017-10-01 21:28:09 +00:00
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
2017-12-17 21:07:56 +00:00
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
2017-11-07 21:27:44 +00:00
buy=MagicMock(return_value='mocked_limit_buy'),
2017-10-31 23:26:32 +00:00
sell=MagicMock(return_value='mocked_limit_sell'))
mocker.patch.multiple('freqtrade.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}))
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
2017-10-31 23:26:32 +00:00
trade.update(limit_buy_order)
assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
2017-10-31 23:26:32 +00:00
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
2017-11-07 19:12:56 +00:00
trade.update(limit_sell_order)
2017-12-17 21:07:56 +00:00
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
2017-12-29 08:40:24 +00:00
2018-01-26 16:56:56 +00:00
def test_handle_overlpapping_signals(default_conf, ticker, mocker):
2018-01-16 20:18:43 +00:00
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
2018-01-16 20:18:43 +00:00
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
2018-01-16 20:18:43 +00:00
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
2018-01-28 07:38:41 +00:00
nb_trades = len(trades)
assert nb_trades == 0
2018-01-16 20:18:43 +00:00
# Buy is triggering, so buying ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
create_trade(0.001, int(default_conf['ticker_interval']))
2018-01-16 20:18:43 +00:00
trades = Trade.query.all()
2018-01-28 07:38:41 +00:00
nb_trades = len(trades)
assert nb_trades == 1
2018-01-16 20:18:43 +00:00
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
2018-01-16 20:18:43 +00:00
trades = Trade.query.all()
2018-01-28 07:38:41 +00:00
nb_trades = len(trades)
assert nb_trades == 1
2018-01-16 20:18:43 +00:00
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
2018-01-16 20:18:43 +00:00
trades = Trade.query.all()
2018-01-28 07:38:41 +00:00
nb_trades = len(trades)
assert nb_trades == 1
2018-01-16 20:18:43 +00:00
assert trades[0].is_open is True
# Sell is triggering, guess what : we are Selling!
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
2018-01-16 20:18:43 +00:00
trades = Trade.query.all()
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
2018-01-16 20:18:43 +00:00
2018-01-10 08:13:41 +00:00
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
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
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
2018-02-24 19:18:53 +00:00
assert log_has('Required profit reached. Selling..', caplog.record_tuples)
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
2018-02-24 19:18:53 +00:00
assert log_has('Required profit reached. Selling..', caplog.record_tuples)
2017-10-30 23:36:35 +00:00
2017-12-29 08:40:24 +00:00
2018-01-10 08:13:41 +00:00
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
2018-01-31 17:37:38 +00:00
caplog.set_level(logging.DEBUG)
2017-12-27 10:41:11 +00:00
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2017-12-27 10:41:11 +00:00
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
2017-12-27 10:41:11 +00:00
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
2017-12-27 10:41:11 +00:00
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
2017-12-27 10:41:11 +00:00
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval']))
2018-02-24 19:18:53 +00:00
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
2017-12-27 10:41:11 +00:00
2017-11-07 21:27:44 +00:00
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
2017-11-07 19:12:56 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
2017-11-07 21:27:44 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
# Create trade and sell it
2017-11-09 22:45:22 +00:00
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
trade.update(limit_buy_order)
trade.update(limit_sell_order)
assert trade.is_open is False
2017-11-07 21:27:44 +00:00
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade, int(default_conf['ticker_interval']))
2017-10-30 23:36:35 +00:00
2018-01-10 08:13:41 +00:00
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
2018-01-03 03:30:10 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
2018-01-03 03:30:10 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
2018-01-03 03:30:10 +00:00
cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://'))
2018-01-06 19:21:56 +00:00
trade_buy = Trade(
2018-01-03 03:30:10 +00:00
pair='BTC_ETH',
open_rate=0.00001099,
2018-01-03 03:30:10 +00:00
exchange='BITTREX',
open_order_id='123456789',
amount=90.99181073,
2018-01-03 03:30:10 +00:00
fee=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
2018-01-03 03:30:10 +00:00
is_open=True
)
2018-01-06 19:21:56 +00:00
Trade.session.add(trade_buy)
2018-01-03 03:30:10 +00:00
# check it does cancel buy orders over the time limit
check_handle_timedout(600)
2018-01-03 03:30:10 +00:00
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
2018-01-06 19:21:56 +00:00
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
2018-01-28 07:38:41 +00:00
nb_trades = len(trades)
assert nb_trades == 0
2018-01-03 03:30:10 +00:00
2018-01-26 16:56:56 +00:00
def test_handle_timedout_limit_buy(mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
Trade.session = MagicMock()
trade = MagicMock()
2018-01-13 11:52:02 +00:00
order = {'remaining': 1,
'amount': 1}
assert main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 2
2018-01-10 08:13:41 +00:00
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://'))
2018-01-06 19:21:56 +00:00
trade_sell = Trade(
pair='BTC_ETH',
open_rate=0.00001099,
exchange='BITTREX',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=False
)
2018-01-06 19:21:56 +00:00
Trade.session.add(trade_sell)
2018-01-03 03:30:10 +00:00
# check it does cancel sell orders over the time limit
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
2018-01-06 19:21:56 +00:00
assert trade_sell.is_open is True
2018-01-03 03:30:10 +00:00
2018-01-26 16:56:56 +00:00
def test_handle_timedout_limit_sell(mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
trade = MagicMock()
2018-01-13 11:52:02 +00:00
order = {'remaining': 1,
'amount': 1}
assert main.handle_timedout_limit_sell(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_sell(trade, order)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order.call_count == 1
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
2018-01-10 08:13:41 +00:00
mocker):
2018-01-03 03:30:10 +00:00
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
2018-01-03 03:30:10 +00:00
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
2018-01-03 03:30:10 +00:00
cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://'))
2018-01-06 19:21:56 +00:00
trade_buy = Trade(
2018-01-03 03:30:10 +00:00
pair='BTC_ETH',
open_rate=0.00001099,
2018-01-03 03:30:10 +00:00
exchange='BITTREX',
open_order_id='123456789',
amount=90.99181073,
2018-01-03 03:30:10 +00:00
fee=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
2018-01-03 03:30:10 +00:00
is_open=True
)
2018-01-06 19:21:56 +00:00
Trade.session.add(trade_buy)
2018-01-03 03:30:10 +00:00
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
check_handle_timedout(600)
2018-01-03 03:30:10 +00:00
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
2018-01-06 19:21:56 +00:00
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
2018-01-03 03:30:10 +00:00
assert len(trades) == 1
assert trades[0].amount == 23.0
2018-01-06 19:21:56 +00:00
assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
2018-01-03 03:30:10 +00:00
def test_balance_fully_ask_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 20
2017-10-30 23:36:35 +00:00
def test_balance_fully_last_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 10
2017-10-30 23:36:35 +00:00
2017-11-07 19:12:56 +00:00
def test_balance_bigger_last_ask(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 5, 'last': 10}) == 5
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up)
execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock(),
send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
2018-01-13 08:21:49 +00:00
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
2018-01-22 07:39:11 +00:00
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
assert 'USD' not in rpc_mock.call_args_list[-1][0][0]
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
2018-01-09 10:59:06 +00:00
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2018-01-09 10:59:06 +00:00
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
2018-01-09 10:59:06 +00:00
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
2018-01-09 10:59:06 +00:00
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
2018-01-09 10:59:06 +00:00
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
2018-01-09 10:59:06 +00:00
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True