2018-07-30 08:37:29 +00:00
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# pragma pylint: disable=missing-docstring, C0103
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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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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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2019-03-05 18:46:03 +00:00
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from unittest.mock import MagicMock, PropertyMock
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2018-03-17 21:44:47 +00:00
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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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2019-03-24 14:21:05 +00:00
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from freqtrade.data.dataprovider import DataProvider
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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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2019-03-24 14:21:05 +00:00
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from freqtrade.strategy.interface import SellCheckTuple, SellType
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from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge,
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patch_exchange, patch_wallet)
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2019-03-28 08:10:21 +00:00
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from freqtrade.worker import Worker
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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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2019-03-26 08:07:24 +00:00
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def patch_freqtradebot(mocker, config) -> None:
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2018-02-04 09:21:16 +00:00
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"""
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2019-03-26 08:07:24 +00:00
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This function patches _init_modules() to not call dependencies
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2018-02-04 09:21:16 +00:00
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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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2018-02-04 09:21:16 +00:00
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2019-03-26 08:07:24 +00:00
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def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
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"""
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This function patches _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: FreqtradeBot
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"""
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patch_freqtradebot(mocker, config)
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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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2019-03-26 08:07:24 +00:00
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def get_patched_worker(mocker, config) -> Worker:
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"""
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This function patches _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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2019-03-26 15:34:50 +00:00
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:return: Worker
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2019-03-26 08:07:24 +00:00
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"""
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patch_freqtradebot(mocker, config)
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return Worker(args=None, config=config)
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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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2018-12-30 06:20:03 +00:00
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freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
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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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2019-04-02 18:57:52 +00:00
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def test_freqtradebot_state(mocker, default_conf, markets) -> None:
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2019-03-05 18:46:03 +00:00
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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2018-02-04 09:21:16 +00:00
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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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2018-07-30 12:40:52 +00:00
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default_conf.pop('initial_state')
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freqtrade = FreqtradeBot(default_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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2019-04-02 18:57:52 +00:00
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def test_worker_state(mocker, default_conf, markets) -> None:
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2019-03-05 18:46:03 +00:00
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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2019-03-26 08:07:24 +00:00
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worker = get_patched_worker(mocker, default_conf)
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assert worker.state is State.RUNNING
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2018-02-04 09:21:16 +00:00
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2018-07-30 12:40:52 +00:00
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default_conf.pop('initial_state')
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2019-03-26 08:07:24 +00:00
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worker = Worker(args=None, config=default_conf)
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assert worker.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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2018-03-05 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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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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mock_throttle = MagicMock()
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2019-03-26 08:07:24 +00:00
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mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
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2018-03-05 08:11:13 +00:00
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2019-03-26 08:07:24 +00:00
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worker = get_patched_worker(mocker, default_conf)
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2018-03-05 08:11:13 +00:00
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2019-03-26 08:07:24 +00:00
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state = worker._worker(old_state=None)
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2018-03-05 08:11:13 +00:00
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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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2019-03-24 14:21:05 +00:00
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# Check strategy is loaded, and received a dataprovider object
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2019-03-28 18:37:50 +00:00
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assert worker.freqtrade.strategy
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assert worker.freqtrade.strategy.dp
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assert isinstance(worker.freqtrade.strategy.dp, DataProvider)
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2018-03-05 08:11:13 +00:00
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def test_worker_stopped(mocker, default_conf, caplog) -> None:
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mock_throttle = MagicMock()
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2019-03-26 08:07:24 +00:00
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mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
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2018-03-05 08:11:13 +00:00
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mock_sleep = mocker.patch('time.sleep', return_value=None)
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2019-03-26 08:07:24 +00:00
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worker = get_patched_worker(mocker, default_conf)
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worker.state = State.STOPPED
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state = worker._worker(old_state=State.RUNNING)
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2018-03-05 08:11:13 +00:00
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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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2018-07-30 09:06:16 +00:00
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def throttled_func():
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2018-02-04 09:21:16 +00:00
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return 42
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caplog.set_level(logging.DEBUG)
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2019-03-26 08:07:24 +00:00
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worker = get_patched_worker(mocker, default_conf)
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2018-02-04 09:21:16 +00:00
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start = time.time()
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2019-03-26 08:07:24 +00:00
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result = worker._throttle(throttled_func, min_secs=0.1)
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2018-02-04 09:21:16 +00:00
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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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2018-07-30 09:06:16 +00:00
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assert log_has('Throttling throttled_func for 0.10 seconds', caplog.record_tuples)
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2018-02-04 09:21:16 +00:00
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2019-03-26 08:07:24 +00:00
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result = worker._throttle(throttled_func, min_secs=-1)
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2018-02-04 09:21:16 +00:00
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assert result == 42
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def test_throttle_with_assets(mocker, default_conf) -> None:
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2018-07-30 09:06:16 +00:00
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def throttled_func(nb_assets=-1):
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2018-02-04 09:21:16 +00:00
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return nb_assets
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2019-03-26 08:07:24 +00:00
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worker = get_patched_worker(mocker, default_conf)
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2018-02-04 09:21:16 +00:00
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2019-03-26 08:07:24 +00:00
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result = worker._throttle(throttled_func, min_secs=0.1, nb_assets=666)
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2018-02-04 09:21:16 +00:00
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assert result == 666
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2019-03-26 08:07:24 +00:00
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result = worker._throttle(throttled_func, min_secs=0.1)
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2018-02-04 09:21:16 +00:00
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assert result == -1
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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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patch_RPCManager(mocker)
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2018-09-10 18:19:28 +00:00
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patch_exchange(mocker)
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2018-05-23 10:15:03 +00:00
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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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2018-05-24 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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2018-09-24 13:02:50 +00:00
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result = freqtrade._get_trade_stake_amount('ETH/BTC')
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2018-07-30 08:57:11 +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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2018-11-24 15:41:17 +00:00
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def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
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2018-05-23 10:15:03 +00:00
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patch_RPCManager(mocker)
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2018-09-10 18:19:28 +00:00
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patch_exchange(mocker)
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2018-11-23 09:17:10 +00:00
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patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
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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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2018-09-24 13:02:50 +00:00
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freqtrade._get_trade_stake_amount('ETH/BTC')
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2018-05-23 10:15:03 +00:00
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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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patch_RPCManager(mocker)
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2018-09-10 18:19:28 +00:00
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patch_exchange(mocker)
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2018-11-23 09:17:10 +00:00
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patch_wallet(mocker, free=default_conf['stake_amount'])
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2018-05-23 10:15:03 +00:00
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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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2019-03-05 18:46:03 +00:00
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markets=PropertyMock(return_value=markets),
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2018-05-23 10:15:03 +00:00
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get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
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2019-03-05 18:46:03 +00:00
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get_fee=fee
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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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2018-09-24 12:55:49 +00:00
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result = freqtrade._get_trade_stake_amount('ETH/BTC')
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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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2018-09-24 12:55:49 +00:00
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result = freqtrade._get_trade_stake_amount('LTC/BTC')
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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
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2018-06-03 22:48:26 +00:00
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freqtrade.create_trade()
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2018-09-24 12:55:49 +00:00
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result = freqtrade._get_trade_stake_amount('XRP/BTC')
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2018-06-07 21:54:46 +00:00
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assert result is None
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2018-06-03 22:48:26 +00:00
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2018-06-07 21:54:46 +00:00
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# set max_open_trades = None, so do not trade
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2018-06-05 21:14:28 +00:00
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conf['max_open_trades'] = 0
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2018-06-07 21:54:46 +00:00
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freqtrade = FreqtradeBot(conf)
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2018-09-24 12:55:49 +00:00
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result = freqtrade._get_trade_stake_amount('NEO/BTC')
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2018-06-07 21:54:46 +00:00
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assert result is None
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2018-06-05 21:14:28 +00:00
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2018-05-23 10:15:03 +00:00
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2018-11-10 17:03:46 +00:00
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def test_edge_called_in_process(mocker, edge_conf) -> None:
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patch_RPCManager(mocker)
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patch_edge(mocker)
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2018-11-10 17:09:32 +00:00
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2018-11-10 17:03:46 +00:00
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def _refresh_whitelist(list):
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return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
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patch_exchange(mocker)
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freqtrade = FreqtradeBot(edge_conf)
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2018-12-03 19:38:15 +00:00
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freqtrade.pairlists._validate_whitelist = _refresh_whitelist
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2018-11-10 17:03:46 +00:00
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patch_get_signal(freqtrade)
|
2019-03-26 08:07:24 +00:00
|
|
|
freqtrade.process()
|
2018-11-10 17:03:46 +00:00
|
|
|
assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
|
|
|
|
|
|
|
|
|
2018-11-10 16:20:11 +00:00
|
|
|
def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
|
2018-10-04 16:05:46 +00:00
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
patch_edge(mocker)
|
2018-11-10 16:20:11 +00:00
|
|
|
freqtrade = FreqtradeBot(edge_conf)
|
2018-10-04 16:05:46 +00:00
|
|
|
|
2018-11-27 13:02:34 +00:00
|
|
|
assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
|
|
|
|
assert freqtrade._get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21
|
2018-10-04 16:05:46 +00:00
|
|
|
|
|
|
|
|
2018-11-10 16:20:11 +00:00
|
|
|
def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, edge_conf) -> None:
|
|
|
|
|
2018-10-04 16:05:46 +00:00
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
patch_edge(mocker)
|
|
|
|
|
|
|
|
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
|
|
|
|
# Thus, if price falls 21%, stoploss should be triggered
|
|
|
|
#
|
|
|
|
# mocking the ticker: price is falling ...
|
|
|
|
buy_price = limit_buy_order['price']
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': buy_price * 0.79,
|
|
|
|
'ask': buy_price * 0.79,
|
|
|
|
'last': buy_price * 0.79
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-10-04 16:05:46 +00:00
|
|
|
)
|
|
|
|
#############################################
|
|
|
|
|
|
|
|
# Create a trade with "limit_buy_order" price
|
2018-11-10 16:20:11 +00:00
|
|
|
freqtrade = FreqtradeBot(edge_conf)
|
|
|
|
freqtrade.active_pair_whitelist = ['NEO/BTC']
|
2018-10-04 16:05:46 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
2018-10-04 16:05:46 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
#############################################
|
|
|
|
|
|
|
|
# stoploss shoud be hit
|
|
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
assert log_has('executed sell, reason: SellType.STOP_LOSS', caplog.record_tuples)
|
|
|
|
assert trade.sell_reason == SellType.STOP_LOSS.value
|
|
|
|
|
|
|
|
|
|
|
|
def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets,
|
2018-11-10 16:20:11 +00:00
|
|
|
mocker, edge_conf) -> None:
|
2018-10-04 16:05:46 +00:00
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
patch_edge(mocker)
|
|
|
|
|
|
|
|
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
|
|
|
|
# Thus, if price falls 15%, stoploss should not be triggered
|
|
|
|
#
|
|
|
|
# mocking the ticker: price is falling ...
|
|
|
|
buy_price = limit_buy_order['price']
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': buy_price * 0.85,
|
|
|
|
'ask': buy_price * 0.85,
|
|
|
|
'last': buy_price * 0.85
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-10-04 16:05:46 +00:00
|
|
|
)
|
|
|
|
#############################################
|
|
|
|
|
|
|
|
# Create a trade with "limit_buy_order" price
|
2018-11-10 16:20:11 +00:00
|
|
|
freqtrade = FreqtradeBot(edge_conf)
|
|
|
|
freqtrade.active_pair_whitelist = ['NEO/BTC']
|
2018-10-04 16:05:46 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
2018-10-04 16:05:46 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
#############################################
|
|
|
|
|
2018-11-10 16:20:11 +00:00
|
|
|
# stoploss shoud not be hit
|
2018-10-04 16:05:46 +00:00
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
|
2018-10-04 16:07:47 +00:00
|
|
|
|
2018-12-06 12:51:06 +00:00
|
|
|
def test_total_open_trades_stakes(mocker, default_conf, ticker,
|
|
|
|
limit_buy_order, fee, markets) -> None:
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
default_conf['stake_amount'] = 0.0000098751
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-12-06 12:51:06 +00:00
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
|
|
|
|
|
|
|
assert trade is not None
|
|
|
|
assert trade.stake_amount == 0.0000098751
|
|
|
|
assert trade.is_open
|
|
|
|
assert trade.open_date is not None
|
|
|
|
|
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.order_by(Trade.id.desc()).first()
|
|
|
|
|
|
|
|
assert trade is not None
|
|
|
|
assert trade.stake_amount == 0.0000098751
|
|
|
|
assert trade.is_open
|
|
|
|
assert trade.open_date is not None
|
|
|
|
|
|
|
|
assert Trade.total_open_trades_stakes() == 1.97502e-05
|
|
|
|
|
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
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
|
2019-03-05 18:46:03 +00:00
|
|
|
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
|
2018-06-16 23:23:12 +00:00
|
|
|
# no pair found
|
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
with pytest.raises(ValueError, match=r'.*get market information.*'):
|
|
|
|
freqtrade._get_min_pair_stake_amount('BNB/BTC', 1)
|
|
|
|
|
|
|
|
# no 'limits' section
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# empty 'limits' section
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {}
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
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
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {"min": None},
|
|
|
|
'amount': {}
|
|
|
|
}
|
2018-06-28 17:48:05 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-28 17:48:05 +00:00
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# no amount Min
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {"min": None}
|
|
|
|
}
|
2018-06-28 17:48:05 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-28 17:48:05 +00:00
|
|
|
)
|
|
|
|
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
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {}
|
|
|
|
}
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
|
|
|
|
assert result is None
|
|
|
|
|
|
|
|
# min cost is set
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 2},
|
|
|
|
'amount': {}
|
|
|
|
}
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
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
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
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)
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 2},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
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)
|
2019-03-05 18:46:03 +00:00
|
|
|
markets["ETH/BTC"]["limits"] = {
|
|
|
|
'cost': {'min': 8},
|
|
|
|
'amount': {'min': 2}
|
|
|
|
}
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch(
|
2019-03-05 18:46:03 +00:00
|
|
|
'freqtrade.exchange.Exchange.markets',
|
|
|
|
PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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:
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-11-23 09:17:10 +00:00
|
|
|
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
|
2018-06-16 23:23:12 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-23 13:50:27 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-06-16 23:23:12 +00:00
|
|
|
get_ticker=ticker,
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=buy_mock,
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['stake_amount'] = 0.0005
|
|
|
|
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()
|
2018-11-15 18:31:24 +00:00
|
|
|
rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
|
2018-07-30 12:40:52 +00:00
|
|
|
assert rate * amount >= default_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:
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-16 23:23:12 +00:00
|
|
|
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
|
|
|
get_ticker=ticker,
|
|
|
|
buy=buy_mock,
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-06-16 23:23:12 +00:00
|
|
|
)
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['stake_amount'] = 0.000000005
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-06-16 23:23:12 +00:00
|
|
|
|
2019-04-01 11:08:41 +00:00
|
|
|
assert not freqtrade.create_trade()
|
2018-06-16 23:23:12 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['max_open_trades'] = 0
|
|
|
|
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-06-07 21:54:46 +00:00
|
|
|
|
2019-04-01 11:08:41 +00:00
|
|
|
assert not freqtrade.create_trade()
|
2018-09-24 13:02:50 +00:00
|
|
|
assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2019-04-03 17:52:06 +00:00
|
|
|
def test_create_trade_no_pairs_let(default_conf, ticker, limit_buy_order, fee,
|
|
|
|
markets, mocker, caplog) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2019-04-03 17:52:06 +00:00
|
|
|
assert freqtrade.create_trade()
|
2019-04-01 11:08:41 +00:00
|
|
|
assert not freqtrade.create_trade()
|
2019-04-03 17:52:06 +00:00
|
|
|
assert log_has("No currency pair in whitelist, but checking to sell open trades.",
|
|
|
|
caplog.record_tuples)
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2019-04-03 17:52:06 +00:00
|
|
|
def test_create_trade_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
|
|
|
|
markets, mocker, caplog) -> None:
|
2018-02-04 09:21:16 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2019-04-03 17:52:06 +00:00
|
|
|
default_conf['exchange']['pair_whitelist'] = []
|
2018-07-30 12:40:52 +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
|
|
|
|
2019-04-01 11:08:41 +00:00
|
|
|
assert not freqtrade.create_trade()
|
2019-04-03 17:52:06 +00:00
|
|
|
assert log_has("Whitelist is empty.", caplog.record_tuples)
|
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:
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['dry_run'] = True
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-02-04 09:21:16 +00:00
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
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
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['stake_amount'] = 10
|
|
|
|
freqtrade = FreqtradeBot(default_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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
|
|
2019-03-26 08:07:24 +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(
|
2019-02-10 20:37:24 +00:00
|
|
|
'Buy signal found: about create a new trade with stake_amount: 0.001 ...',
|
2018-02-04 09:21:16 +00:00
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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)
|
|
|
|
|
2019-03-28 18:37:50 +00:00
|
|
|
worker = Worker(args=None, config=default_conf)
|
2019-03-26 08:07:24 +00:00
|
|
|
patch_get_signal(worker.freqtrade)
|
2018-07-16 05:11:17 +00:00
|
|
|
|
2019-03-26 15:34:50 +00:00
|
|
|
result = worker._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
|
|
|
msg_mock = patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-02-04 09:21:16 +00:00
|
|
|
buy=MagicMock(side_effect=OperationalException)
|
|
|
|
)
|
2019-03-28 18:37:50 +00:00
|
|
|
worker = Worker(args=None, config=default_conf)
|
2019-03-26 08:07:24 +00:00
|
|
|
patch_get_signal(worker.freqtrade)
|
2018-07-16 05:11:17 +00:00
|
|
|
|
2019-03-26 08:07:24 +00:00
|
|
|
assert worker.state == State.RUNNING
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2019-03-26 15:34:50 +00:00
|
|
|
result = worker._process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is False
|
2019-03-26 08:07:24 +00:00
|
|
|
assert worker.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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
2019-03-26 08:07:24 +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
|
|
|
|
|
2019-03-26 08:07:24 +00:00
|
|
|
result = freqtrade.process()
|
2018-02-04 09:21:16 +00:00
|
|
|
assert result is False
|
|
|
|
|
|
|
|
|
2018-10-29 18:23:56 +00:00
|
|
|
def test_process_trade_no_whitelist_pair(
|
|
|
|
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
|
2019-03-26 08:07:24 +00:00
|
|
|
""" Test process with trade not in pair list """
|
2018-10-29 18:23:56 +00:00
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-10-29 18:23:56 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_order=MagicMock(return_value=limit_buy_order),
|
|
|
|
get_fee=fee,
|
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
pair = 'NOCLUE/BTC'
|
|
|
|
# create open trade not in whitelist
|
|
|
|
Trade.session.add(Trade(
|
|
|
|
pair=pair,
|
|
|
|
stake_amount=0.001,
|
|
|
|
fee_open=fee.return_value,
|
|
|
|
fee_close=fee.return_value,
|
|
|
|
is_open=True,
|
|
|
|
amount=20,
|
|
|
|
open_rate=0.01,
|
|
|
|
exchange='bittrex',
|
|
|
|
))
|
|
|
|
Trade.session.add(Trade(
|
|
|
|
pair='ETH/BTC',
|
|
|
|
stake_amount=0.001,
|
|
|
|
fee_open=fee.return_value,
|
|
|
|
fee_close=fee.return_value,
|
|
|
|
is_open=True,
|
|
|
|
amount=12,
|
|
|
|
open_rate=0.001,
|
|
|
|
exchange='bittrex',
|
|
|
|
))
|
|
|
|
|
|
|
|
assert pair not in freqtrade.active_pair_whitelist
|
2019-03-26 08:07:24 +00:00
|
|
|
result = freqtrade.process()
|
2018-10-29 18:23:56 +00:00
|
|
|
assert pair in freqtrade.active_pair_whitelist
|
|
|
|
# Make sure each pair is only in the list once
|
|
|
|
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
|
|
|
|
assert result is True
|
|
|
|
|
|
|
|
|
2019-01-26 19:05:49 +00:00
|
|
|
def test_process_informative_pairs_added(default_conf, ticker, markets, mocker) -> None:
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
|
|
|
|
def _refresh_whitelist(list):
|
|
|
|
return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
|
|
|
|
|
|
|
|
refresh_mock = MagicMock()
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2019-01-26 19:05:49 +00:00
|
|
|
buy=MagicMock(side_effect=TemporaryError),
|
|
|
|
refresh_latest_ohlcv=refresh_mock,
|
|
|
|
)
|
|
|
|
inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
|
|
|
|
mocker.patch('time.sleep', return_value=None)
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
freqtrade.pairlists._validate_whitelist = _refresh_whitelist
|
|
|
|
freqtrade.strategy.informative_pairs = inf_pairs
|
|
|
|
# patch_get_signal(freqtrade)
|
|
|
|
|
2019-03-26 08:07:24 +00:00
|
|
|
freqtrade.process()
|
2019-01-26 19:05:49 +00:00
|
|
|
assert inf_pairs.call_count == 1
|
|
|
|
assert refresh_mock.call_count == 1
|
|
|
|
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
|
|
|
|
assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
|
|
|
|
assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
|
|
|
|
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
def test_balance_fully_ask_side(mocker, default_conf) -> None:
|
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 0.0
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2019-02-14 06:27:13 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={'ask': 20, 'last': 10}))
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2019-02-14 06:27:13 +00:00
|
|
|
assert freqtrade.get_target_bid('ETH/BTC') == 20
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
def test_balance_fully_last_side(mocker, default_conf) -> None:
|
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 1.0
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2019-02-14 06:27:13 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={'ask': 20, 'last': 10}))
|
2018-02-04 09:21:16 +00:00
|
|
|
|
2019-02-14 06:27:13 +00:00
|
|
|
assert freqtrade.get_target_bid('ETH/BTC') == 10
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-06-17 19:11:10 +00:00
|
|
|
def test_balance_bigger_last_ask(mocker, default_conf) -> None:
|
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 1.0
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
2019-02-14 06:27:13 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={'ask': 5, 'last': 10}))
|
|
|
|
assert freqtrade.get_target_bid('ETH/BTC') == 5
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-10-09 05:06:11 +00:00
|
|
|
def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> None:
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
stake_amount = 2
|
|
|
|
bid = 0.11
|
|
|
|
get_bid = MagicMock(return_value=bid)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.freqtradebot.FreqtradeBot',
|
|
|
|
get_target_bid=get_bid,
|
|
|
|
_get_min_pair_stake_amount=MagicMock(return_value=1)
|
|
|
|
)
|
|
|
|
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00001172,
|
|
|
|
'ask': 0.00001173,
|
|
|
|
'last': 0.00001172
|
|
|
|
}),
|
|
|
|
buy=buy_mm,
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-10-09 05:06:11 +00:00
|
|
|
)
|
|
|
|
pair = 'ETH/BTC'
|
|
|
|
print(buy_mm.call_args_list)
|
|
|
|
|
|
|
|
assert freqtrade.execute_buy(pair, stake_amount)
|
|
|
|
assert get_bid.call_count == 1
|
|
|
|
assert buy_mm.call_count == 1
|
2018-11-15 18:31:24 +00:00
|
|
|
call_args = buy_mm.call_args_list[0][1]
|
|
|
|
assert call_args['pair'] == pair
|
|
|
|
assert call_args['rate'] == bid
|
|
|
|
assert call_args['amount'] == stake_amount / bid
|
2018-10-09 05:06:11 +00:00
|
|
|
|
2018-12-12 12:05:55 +00:00
|
|
|
# Should create an open trade with an open order id
|
|
|
|
# As the order is not fulfilled yet
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
assert trade.is_open is True
|
|
|
|
assert trade.open_order_id == limit_buy_order['id']
|
|
|
|
|
2018-10-09 05:06:11 +00:00
|
|
|
# Test calling with price
|
|
|
|
fix_price = 0.06
|
|
|
|
assert freqtrade.execute_buy(pair, stake_amount, fix_price)
|
|
|
|
# Make sure get_target_bid wasn't called again
|
|
|
|
assert get_bid.call_count == 1
|
|
|
|
|
|
|
|
assert buy_mm.call_count == 2
|
2018-11-15 18:31:24 +00:00
|
|
|
call_args = buy_mm.call_args_list[1][1]
|
|
|
|
assert call_args['pair'] == pair
|
|
|
|
assert call_args['rate'] == fix_price
|
|
|
|
assert call_args['amount'] == stake_amount / fix_price
|
2018-10-09 05:06:11 +00:00
|
|
|
|
2018-12-12 12:05:55 +00:00
|
|
|
# In case of closed order
|
|
|
|
limit_buy_order['status'] = 'closed'
|
|
|
|
limit_buy_order['price'] = 10
|
|
|
|
limit_buy_order['cost'] = 100
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
|
|
|
|
assert freqtrade.execute_buy(pair, stake_amount)
|
|
|
|
trade = Trade.query.all()[2]
|
|
|
|
assert trade
|
|
|
|
assert trade.open_order_id is None
|
|
|
|
assert trade.open_rate == 10
|
|
|
|
assert trade.stake_amount == 100
|
|
|
|
|
|
|
|
# In case of rejected or expired order and partially filled
|
|
|
|
limit_buy_order['status'] = 'expired'
|
|
|
|
limit_buy_order['amount'] = 90.99181073
|
|
|
|
limit_buy_order['filled'] = 80.99181073
|
|
|
|
limit_buy_order['remaining'] = 10.00
|
|
|
|
limit_buy_order['price'] = 0.5
|
|
|
|
limit_buy_order['cost'] = 40.495905365
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
|
|
|
|
assert freqtrade.execute_buy(pair, stake_amount)
|
|
|
|
trade = Trade.query.all()[3]
|
|
|
|
assert trade
|
|
|
|
assert trade.open_order_id is None
|
|
|
|
assert trade.open_rate == 0.5
|
|
|
|
assert trade.stake_amount == 40.495905365
|
|
|
|
|
|
|
|
# In case of the order is rejected and not filled at all
|
|
|
|
limit_buy_order['status'] = 'rejected'
|
|
|
|
limit_buy_order['amount'] = 90.99181073
|
|
|
|
limit_buy_order['filled'] = 0.0
|
|
|
|
limit_buy_order['remaining'] = 90.99181073
|
|
|
|
limit_buy_order['price'] = 0.5
|
|
|
|
limit_buy_order['cost'] = 0.0
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
|
|
|
|
assert not freqtrade.execute_buy(pair, stake_amount)
|
|
|
|
|
2018-10-09 05:06:11 +00:00
|
|
|
|
2018-11-23 19:28:01 +00:00
|
|
|
def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
|
2018-11-22 18:25:26 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-11-30 19:15:56 +00:00
|
|
|
patch_exchange(mocker)
|
2018-11-23 19:28:01 +00:00
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
|
|
return_value=limit_buy_order['amount'])
|
|
|
|
|
2018-11-22 18:25:26 +00:00
|
|
|
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
2018-11-23 19:28:01 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
|
2018-11-22 18:25:26 +00:00
|
|
|
|
2018-11-23 19:28:01 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-11-25 16:22:56 +00:00
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
2018-11-22 18:25:26 +00:00
|
|
|
|
2018-11-23 19:28:01 +00:00
|
|
|
trade = MagicMock()
|
|
|
|
trade.open_order_id = None
|
|
|
|
trade.stoploss_order_id = None
|
|
|
|
trade.is_open = True
|
2018-11-22 18:25:26 +00:00
|
|
|
|
2018-11-23 19:28:01 +00:00
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
2018-11-23 14:17:36 +00:00
|
|
|
assert trade.stoploss_order_id == '13434334'
|
2018-11-23 19:28:01 +00:00
|
|
|
assert stoploss_limit.call_count == 1
|
|
|
|
assert trade.is_open is True
|
2018-10-09 05:06:11 +00:00
|
|
|
|
2018-11-22 18:27:32 +00:00
|
|
|
|
2018-11-28 13:16:50 +00:00
|
|
|
def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
2018-11-24 18:00:59 +00:00
|
|
|
markets, limit_buy_order, limit_sell_order) -> None:
|
|
|
|
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
2018-11-24 18:12:00 +00:00
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00001172,
|
|
|
|
'ask': 0.00001173,
|
|
|
|
'last': 0.00001172
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-11-24 18:12:00 +00:00
|
|
|
stoploss_limit=stoploss_limit
|
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
2018-11-24 18:00:59 +00:00
|
|
|
|
|
|
|
# First case: when stoploss is not yet set but the order is open
|
|
|
|
# should get the stoploss order id immediately
|
|
|
|
# and should return false as no trade actually happened
|
|
|
|
trade = MagicMock()
|
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
trade.stoploss_order_id = None
|
|
|
|
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
assert stoploss_limit.call_count == 1
|
|
|
|
assert trade.stoploss_order_id == "13434334"
|
|
|
|
|
|
|
|
# Second case: when stoploss is set but it is not yet hit
|
|
|
|
# should do nothing and return false
|
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
trade.stoploss_order_id = 100
|
|
|
|
|
|
|
|
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order)
|
|
|
|
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
assert trade.stoploss_order_id == 100
|
|
|
|
|
|
|
|
# Third case: when stoploss is set and it is hit
|
|
|
|
# should unset stoploss_order_id and return true
|
|
|
|
# as a trade actually happened
|
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
2018-11-24 18:12:00 +00:00
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
trade.stoploss_order_id = 100
|
2018-11-24 18:00:59 +00:00
|
|
|
assert trade
|
|
|
|
|
2018-11-24 18:12:00 +00:00
|
|
|
stoploss_order_hit = MagicMock(return_value={
|
|
|
|
'status': 'closed',
|
|
|
|
'type': 'stop_loss_limit',
|
2018-11-28 18:35:10 +00:00
|
|
|
'price': 3,
|
|
|
|
'average': 2
|
2018-11-24 18:12:00 +00:00
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is True
|
2018-11-28 13:16:50 +00:00
|
|
|
assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
|
2019-01-09 15:23:13 +00:00
|
|
|
assert trade.stoploss_order_id is None
|
|
|
|
assert trade.is_open is False
|
|
|
|
|
2019-03-31 13:45:22 +00:00
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.exchange.Exchange.stoploss_limit',
|
|
|
|
side_effect=DependencyException()
|
|
|
|
)
|
|
|
|
freqtrade.handle_stoploss_on_exchange(trade)
|
|
|
|
assert log_has('Unable to create stoploss order: ', caplog.record_tuples)
|
|
|
|
|
2019-01-09 15:23:13 +00:00
|
|
|
|
|
|
|
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
|
|
|
markets, limit_buy_order, limit_sell_order) -> None:
|
|
|
|
# When trailing stoploss is set
|
|
|
|
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00001172,
|
|
|
|
'ask': 0.00001173,
|
|
|
|
'last': 0.00001172
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2019-01-09 15:23:13 +00:00
|
|
|
stoploss_limit=stoploss_limit
|
|
|
|
)
|
2019-01-15 10:04:32 +00:00
|
|
|
|
|
|
|
# enabling TSL
|
2019-01-09 15:23:13 +00:00
|
|
|
default_conf['trailing_stop'] = True
|
2019-01-15 10:04:32 +00:00
|
|
|
|
|
|
|
# disabling ROI
|
|
|
|
default_conf['minimal_roi']['0'] = 999999999
|
|
|
|
|
2019-01-09 15:23:13 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2019-01-15 10:04:32 +00:00
|
|
|
|
2019-01-16 13:49:47 +00:00
|
|
|
# enabling stoploss on exchange
|
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
|
2019-01-15 10:04:32 +00:00
|
|
|
# setting stoploss
|
2019-01-09 15:23:13 +00:00
|
|
|
freqtrade.strategy.stoploss = -0.05
|
2019-01-15 10:04:32 +00:00
|
|
|
|
2019-01-16 10:51:54 +00:00
|
|
|
# setting stoploss_on_exchange_interval to 60 seconds
|
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
|
2019-01-15 10:04:32 +00:00
|
|
|
|
2019-01-09 15:23:13 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
trade.stoploss_order_id = 100
|
|
|
|
|
|
|
|
stoploss_order_hanging = MagicMock(return_value={
|
|
|
|
'id': 100,
|
|
|
|
'status': 'open',
|
|
|
|
'type': 'stop_loss_limit',
|
|
|
|
'price': 3,
|
|
|
|
'average': 2,
|
2019-01-15 10:10:28 +00:00
|
|
|
'info': {
|
2019-01-16 15:15:36 +00:00
|
|
|
'stopPrice': '0.000011134'
|
2019-01-09 15:23:13 +00:00
|
|
|
}
|
|
|
|
})
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
|
|
|
|
|
|
|
|
# stoploss initially at 5%
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
2019-01-16 10:22:25 +00:00
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
2019-01-09 15:23:13 +00:00
|
|
|
|
|
|
|
# price jumped 2x
|
2019-01-15 10:04:32 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
|
|
|
|
'bid': 0.00002344,
|
|
|
|
'ask': 0.00002346,
|
|
|
|
'last': 0.00002344
|
|
|
|
}))
|
|
|
|
|
2019-01-15 14:36:41 +00:00
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
stoploss_order_mock = MagicMock()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
|
2019-01-09 15:23:13 +00:00
|
|
|
|
2019-01-16 10:51:54 +00:00
|
|
|
# stoploss should not be updated as the interval is 60 seconds
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
cancel_order_mock.assert_not_called()
|
|
|
|
stoploss_order_mock.assert_not_called()
|
|
|
|
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert trade.stop_loss == 0.00002344 * 0.95
|
|
|
|
|
|
|
|
# setting stoploss_on_exchange_interval to 0 seconds
|
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
|
|
|
|
|
2019-01-09 15:23:13 +00:00
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
2019-01-15 14:36:41 +00:00
|
|
|
|
|
|
|
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
|
|
|
|
stoploss_order_mock.assert_called_once_with(amount=85.25149190110828,
|
|
|
|
pair='ETH/BTC',
|
|
|
|
rate=0.00002344 * 0.95 * 0.99,
|
|
|
|
stop_price=0.00002344 * 0.95)
|
2018-11-24 18:00:59 +00:00
|
|
|
|
|
|
|
|
2019-01-16 17:38:20 +00:00
|
|
|
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
|
|
|
markets, limit_buy_order, limit_sell_order) -> None:
|
|
|
|
|
|
|
|
# When trailing stoploss is set
|
|
|
|
stoploss_limit = MagicMock(return_value={'id': 13434334})
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
patch_edge(mocker)
|
|
|
|
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00001172,
|
|
|
|
'ask': 0.00001173,
|
|
|
|
'last': 0.00001172
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2019-01-16 17:38:20 +00:00
|
|
|
stoploss_limit=stoploss_limit
|
|
|
|
)
|
|
|
|
|
|
|
|
# enabling TSL
|
|
|
|
edge_conf['trailing_stop'] = True
|
|
|
|
edge_conf['trailing_stop_positive'] = 0.01
|
|
|
|
edge_conf['trailing_stop_positive_offset'] = 0.011
|
|
|
|
|
|
|
|
# disabling ROI
|
|
|
|
edge_conf['minimal_roi']['0'] = 999999999
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(edge_conf)
|
|
|
|
|
|
|
|
# enabling stoploss on exchange
|
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
|
|
|
|
# setting stoploss
|
|
|
|
freqtrade.strategy.stoploss = -0.02
|
|
|
|
|
|
|
|
# setting stoploss_on_exchange_interval to 0 second
|
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
|
|
|
|
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
|
|
|
freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
|
|
|
|
|
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
trade.stoploss_order_id = 100
|
|
|
|
|
|
|
|
stoploss_order_hanging = MagicMock(return_value={
|
|
|
|
'id': 100,
|
|
|
|
'status': 'open',
|
|
|
|
'type': 'stop_loss_limit',
|
|
|
|
'price': 3,
|
|
|
|
'average': 2,
|
|
|
|
'info': {
|
|
|
|
'stopPrice': '0.000009384'
|
|
|
|
}
|
|
|
|
})
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
|
|
|
|
|
|
|
|
# stoploss initially at 20% as edge dictated it.
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
assert trade.stop_loss == 0.000009384
|
|
|
|
|
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
stoploss_order_mock = MagicMock()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order_mock)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_order_mock)
|
|
|
|
|
|
|
|
# price goes down 5%
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
|
|
|
|
'bid': 0.00001172 * 0.95,
|
|
|
|
'ask': 0.00001173 * 0.95,
|
|
|
|
'last': 0.00001172 * 0.95
|
|
|
|
}))
|
|
|
|
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
|
|
|
|
# stoploss should remain the same
|
|
|
|
assert trade.stop_loss == 0.000009384
|
|
|
|
|
|
|
|
# stoploss on exchange should not be canceled
|
|
|
|
cancel_order_mock.assert_not_called()
|
|
|
|
|
|
|
|
# price jumped 2x
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
|
|
|
|
'bid': 0.00002344,
|
|
|
|
'ask': 0.00002346,
|
|
|
|
'last': 0.00002344
|
|
|
|
}))
|
|
|
|
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
|
|
|
|
# stoploss should be set to 1% as trailing is on
|
|
|
|
assert trade.stop_loss == 0.00002344 * 0.99
|
|
|
|
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
|
|
|
|
stoploss_order_mock.assert_called_once_with(amount=2131074.168797954,
|
|
|
|
pair='NEO/BTC',
|
|
|
|
rate=0.00002344 * 0.99 * 0.99,
|
|
|
|
stop_price=0.00002344 * 0.99)
|
|
|
|
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
|
|
|
|
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:
|
|
|
|
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
|
|
|
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)
|
|
|
|
|
2018-06-03 04:20:17 +00:00
|
|
|
|
|
|
|
def test_process_maybe_execute_sell_exception(mocker, default_conf,
|
|
|
|
limit_buy_order, caplog) -> None:
|
|
|
|
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
|
|
|
|
|
2019-03-31 13:51:45 +00:00
|
|
|
# Test raise of DependencyException exception
|
2018-06-03 04:20:17 +00:00
|
|
|
mocker.patch(
|
2019-04-02 05:12:48 +00:00
|
|
|
'freqtrade.freqtradebot.FreqtradeBot.update_trade_state',
|
2019-03-31 13:51:45 +00:00
|
|
|
side_effect=DependencyException()
|
2018-06-03 04:20:17 +00:00
|
|
|
)
|
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
2019-03-31 13:51:45 +00:00
|
|
|
assert log_has('Unable to sell trade: ', caplog.record_tuples)
|
2018-06-03 04:20:17 +00:00
|
|
|
|
2019-03-31 13:51:45 +00:00
|
|
|
|
2019-04-02 05:12:48 +00:00
|
|
|
def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
|
2019-03-31 14:05:00 +00:00
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
|
|
return_value=limit_buy_order['amount'])
|
|
|
|
|
|
|
|
trade = Trade()
|
|
|
|
# Mock session away
|
|
|
|
Trade.session = MagicMock()
|
|
|
|
trade.open_order_id = '123'
|
|
|
|
trade.open_fee = 0.001
|
2019-04-02 05:12:48 +00:00
|
|
|
freqtrade.update_trade_state(trade)
|
2019-03-31 14:05:00 +00:00
|
|
|
# Test amount not modified by fee-logic
|
|
|
|
assert not log_has_re(r'Applying fee to .*', caplog.record_tuples)
|
|
|
|
assert trade.open_order_id is None
|
|
|
|
assert trade.amount == limit_buy_order['amount']
|
|
|
|
|
|
|
|
trade.open_order_id = '123'
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
|
|
|
|
assert trade.amount != 90.81
|
|
|
|
# test amount modified by fee-logic
|
2019-04-02 05:12:48 +00:00
|
|
|
freqtrade.update_trade_state(trade)
|
2019-03-31 14:05:00 +00:00
|
|
|
assert trade.amount == 90.81
|
|
|
|
assert trade.open_order_id is None
|
|
|
|
|
|
|
|
trade.is_open = True
|
|
|
|
trade.open_order_id = None
|
|
|
|
# Assert we call handle_trade() if trade is feasible for execution
|
2019-04-02 05:12:48 +00:00
|
|
|
freqtrade.update_trade_state(trade)
|
2019-03-31 14:05:00 +00:00
|
|
|
|
|
|
|
regexp = re.compile('Found open order for.*')
|
|
|
|
assert filter(regexp.match, caplog.record_tuples)
|
|
|
|
|
|
|
|
|
2019-04-02 05:12:48 +00:00
|
|
|
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, mocker):
|
2019-03-31 17:56:01 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
|
|
# get_order should not be called!!
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
|
|
|
|
patch_exchange(mocker)
|
|
|
|
Trade.session = MagicMock()
|
|
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
trade = Trade(
|
|
|
|
pair='LTC/ETH',
|
|
|
|
amount=amount,
|
|
|
|
exchange='binance',
|
|
|
|
open_rate=0.245441,
|
|
|
|
open_order_id="123456"
|
|
|
|
)
|
2019-04-02 05:12:48 +00:00
|
|
|
freqtrade.update_trade_state(trade, limit_buy_order)
|
2019-03-31 17:56:01 +00:00
|
|
|
assert trade.amount != amount
|
|
|
|
assert trade.amount == limit_buy_order['amount']
|
|
|
|
|
|
|
|
|
2019-04-02 05:12:48 +00:00
|
|
|
def test_update_trade_state_exception(mocker, default_conf,
|
|
|
|
limit_buy_order, caplog) -> None:
|
2019-03-31 13:51:45 +00:00
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
|
|
|
|
|
|
|
trade = MagicMock()
|
|
|
|
trade.open_order_id = '123'
|
|
|
|
trade.open_fee = 0.001
|
|
|
|
|
|
|
|
# Test raise of OperationalException exception
|
2018-06-03 04:20:17 +00:00
|
|
|
mocker.patch(
|
|
|
|
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
2019-03-31 13:51:45 +00:00
|
|
|
side_effect=OperationalException()
|
2018-06-03 04:20:17 +00:00
|
|
|
)
|
2019-04-02 05:12:48 +00:00
|
|
|
freqtrade.update_trade_state(trade)
|
2019-03-31 13:51:45 +00:00
|
|
|
assert log_has('Could not update trade amount: ', caplog.record_tuples)
|
2018-06-03 04:20:17 +00:00
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
|
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
|
2018-10-21 07:21:32 +00:00
|
|
|
assert trade.close_profit == 0.06201058
|
2018-02-04 09:21:16 +00:00
|
|
|
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:
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf.update({'experimental': {'use_sell_signal': True}})
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, True))
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=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
|
|
|
caplog.set_level(logging.DEBUG)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf.update({'experimental': {'use_sell_signal': True}})
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade, value=(True, False))
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
2018-07-16 05:11:17 +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()
|
|
|
|
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
|
|
|
caplog.set_level(logging.DEBUG)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf.update({'experimental': {'use_sell_signal': True}})
|
2018-02-04 09:21:16 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
get_ticker=ticker,
|
2018-04-21 17:39:18 +00:00
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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
|
|
|
|
|
|
|
|
|
2019-02-03 12:39:19 +00:00
|
|
|
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old,
|
|
|
|
fee, mocker, caplog) -> None:
|
|
|
|
""" Handle Buy order cancelled on exchange"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
patch_exchange(mocker)
|
|
|
|
limit_buy_order_old.update({"status": "canceled"})
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(return_value=limit_buy_order_old),
|
|
|
|
cancel_order=cancel_order_mock,
|
|
|
|
get_fee=fee
|
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
|
|
|
|
trade_buy = Trade(
|
|
|
|
pair='ETH/BTC',
|
|
|
|
open_rate=0.00001099,
|
|
|
|
exchange='bittrex',
|
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
|
|
|
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
|
|
|
|
freqtrade.check_handle_timedout()
|
|
|
|
assert cancel_order_mock.call_count == 0
|
|
|
|
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
|
2019-02-03 12:50:15 +00:00
|
|
|
assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog.record_tuples)
|
2019-02-03 12:39:19 +00:00
|
|
|
|
|
|
|
|
2018-09-25 18:45:01 +00:00
|
|
|
def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old,
|
|
|
|
fee, mocker) -> None:
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-09-29 11:35:48 +00:00
|
|
|
patch_exchange(mocker)
|
2018-09-25 18:45:01 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
validate_pairs=MagicMock(),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(side_effect=DependencyException),
|
|
|
|
cancel_order=cancel_order_mock,
|
|
|
|
get_fee=fee
|
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
|
|
|
|
trade_buy = Trade(
|
|
|
|
pair='ETH/BTC',
|
|
|
|
open_rate=0.00001099,
|
|
|
|
exchange='bittrex',
|
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
|
|
|
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
|
|
|
|
freqtrade.check_handle_timedout()
|
|
|
|
assert cancel_order_mock.call_count == 0
|
|
|
|
assert rpc_mock.call_count == 0
|
|
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
|
|
|
nb_trades = len(trades)
|
|
|
|
assert nb_trades == 1
|
|
|
|
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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
|
|
|
|
|
|
|
|
|
2019-02-03 12:50:15 +00:00
|
|
|
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
|
|
|
|
mocker, caplog) -> None:
|
2019-02-03 12:39:19 +00:00
|
|
|
""" Handle sell order cancelled on exchange"""
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
limit_sell_order_old.update({"status": "canceled"})
|
|
|
|
patch_exchange(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_order=MagicMock(return_value=limit_sell_order_old),
|
|
|
|
cancel_order=cancel_order_mock
|
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
|
|
|
|
trade_sell = Trade(
|
|
|
|
pair='ETH/BTC',
|
|
|
|
open_rate=0.00001099,
|
|
|
|
exchange='bittrex',
|
|
|
|
open_order_id='123456789',
|
|
|
|
amount=90.99181073,
|
|
|
|
fee_open=0.0,
|
|
|
|
fee_close=0.0,
|
|
|
|
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
|
|
|
|
freqtrade.check_handle_timedout()
|
|
|
|
assert cancel_order_mock.call_count == 0
|
|
|
|
assert rpc_mock.call_count == 1
|
|
|
|
assert trade_sell.is_open is True
|
2019-02-03 12:50:15 +00:00
|
|
|
assert log_has_re("Sell order canceled on exchange for Trade.*", caplog.record_tuples)
|
2019-02-03 12:39:19 +00:00
|
|
|
|
|
|
|
|
2018-02-04 09:21:16 +00:00
|
|
|
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
|
|
|
|
mocker) -> None:
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
cancel_order_mock = MagicMock()
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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:
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-03-05 08:11:13 +00:00
|
|
|
cancel_order_mock = MagicMock()
|
|
|
|
|
|
|
|
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
|
|
|
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:
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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:
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-02-03 12:39:19 +00:00
|
|
|
'amount': 1,
|
|
|
|
'status': "open"}
|
2018-02-04 09:21:16 +00:00
|
|
|
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
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-09-11 17:59:01 +00:00
|
|
|
_load_markets=MagicMock(return_value={}),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
get_ticker=ticker_sell_up
|
|
|
|
)
|
|
|
|
|
2018-07-22 23:54:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=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',
|
|
|
|
'limit': 1.172e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.172e-05,
|
|
|
|
'profit_amount': 6.126e-05,
|
2018-10-21 07:21:32 +00:00
|
|
|
'profit_percent': 0.0611052,
|
2018-07-03 18:26:48 +00:00
|
|
|
'stake_currency': 'BTC',
|
|
|
|
'fiat_currency': 'USD',
|
2018-12-04 18:58:43 +00:00
|
|
|
'sell_reason': SellType.ROI.value
|
2018-07-03 18:26:48 +00:00
|
|
|
} == last_msg
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-12-01 09:52:36 +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
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-09-11 17:59:01 +00:00
|
|
|
_load_markets=MagicMock(return_value={}),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
get_ticker=ticker_sell_down
|
|
|
|
)
|
2018-12-01 09:50:41 +00:00
|
|
|
|
2018-07-11 17:57:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
|
2018-07-22 23:54:20 +00:00
|
|
|
sell_reason=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',
|
|
|
|
'limit': 1.044e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.044e-05,
|
|
|
|
'profit_amount': -5.492e-05,
|
2018-10-21 07:21:32 +00:00
|
|
|
'profit_percent': -0.05478342,
|
2018-07-03 18:26:48 +00:00
|
|
|
'stake_currency': 'BTC',
|
|
|
|
'fiat_currency': 'USD',
|
2018-12-04 18:58:43 +00:00
|
|
|
'sell_reason': SellType.STOP_LOSS.value
|
2018-07-03 18:26:48 +00:00
|
|
|
} == last_msg
|
2018-02-04 09:21:16 +00:00
|
|
|
|
|
|
|
|
2018-12-01 09:43:26 +00:00
|
|
|
def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
|
|
|
|
ticker_sell_down,
|
|
|
|
markets, mocker) -> None:
|
2018-11-25 19:16:53 +00:00
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
_load_markets=MagicMock(return_value={}),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-11-25 19:16:53 +00:00
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
|
|
|
# Create some test data
|
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
|
|
|
# Decrease the price and sell it
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker_sell_down
|
|
|
|
)
|
|
|
|
|
|
|
|
default_conf['dry_run'] = True
|
2018-12-01 09:43:26 +00:00
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
2018-11-25 19:16:53 +00:00
|
|
|
# Setting trade stoploss to 0.01
|
|
|
|
|
2018-12-01 09:43:26 +00:00
|
|
|
trade.stop_loss = 0.00001099 * 0.99
|
2018-11-25 19:16:53 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
|
|
|
|
sell_reason=SellType.STOP_LOSS)
|
|
|
|
|
|
|
|
assert rpc_mock.call_count == 2
|
|
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
2018-12-01 09:43:26 +00:00
|
|
|
|
2018-11-25 19:16:53 +00:00
|
|
|
assert {
|
|
|
|
'type': RPCMessageType.SELL_NOTIFICATION,
|
|
|
|
'exchange': 'Bittrex',
|
|
|
|
'pair': 'ETH/BTC',
|
|
|
|
'gain': 'loss',
|
|
|
|
'limit': 1.08801e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.044e-05,
|
|
|
|
'profit_amount': -1.498e-05,
|
|
|
|
'profit_percent': -0.01493766,
|
|
|
|
'stake_currency': 'BTC',
|
|
|
|
'fiat_currency': 'USD',
|
2018-12-04 18:58:43 +00:00
|
|
|
'sell_reason': SellType.STOP_LOSS.value
|
|
|
|
|
2018-11-25 19:16:53 +00:00
|
|
|
} == last_msg
|
|
|
|
|
|
|
|
|
2018-11-22 20:01:39 +00:00
|
|
|
def test_execute_sell_with_stoploss_on_exchange(default_conf,
|
|
|
|
ticker, fee, ticker_sell_up,
|
|
|
|
markets, mocker) -> None:
|
|
|
|
|
|
|
|
default_conf['exchange']['name'] = 'binance'
|
2018-11-22 20:12:49 +00:00
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
2018-11-22 20:01:39 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
_load_markets=MagicMock(return_value={}),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-11-22 20:01:39 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
stoploss_limit = MagicMock(return_value={
|
|
|
|
'id': 123,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
|
|
|
|
|
|
|
cancel_order = MagicMock(return_value=True)
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order)
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-11-25 16:22:56 +00:00
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
2018-11-22 20:01:39 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
|
|
|
# Create some test data
|
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
|
2018-11-23 19:28:01 +00:00
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
|
|
|
|
2018-11-22 20:01:39 +00:00
|
|
|
# Increase the price and sell it
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker_sell_up
|
|
|
|
)
|
|
|
|
|
2018-11-23 14:17:36 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
|
|
|
|
sell_reason=SellType.SELL_SIGNAL)
|
2018-11-22 20:01:39 +00:00
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
|
|
|
assert cancel_order.call_count == 1
|
2018-11-22 20:12:49 +00:00
|
|
|
assert rpc_mock.call_count == 2
|
2018-11-22 20:01:39 +00:00
|
|
|
|
|
|
|
|
2018-11-23 14:17:36 +00:00
|
|
|
def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
|
|
|
|
ticker, fee,
|
|
|
|
limit_buy_order,
|
|
|
|
markets, mocker) -> None:
|
|
|
|
default_conf['exchange']['name'] = 'binance'
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
_load_markets=MagicMock(return_value={}),
|
|
|
|
get_ticker=ticker,
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-11-23 14:17:36 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
stoploss_limit = MagicMock(return_value={
|
|
|
|
'id': 123,
|
|
|
|
'info': {
|
|
|
|
'foo': 'bar'
|
|
|
|
}
|
|
|
|
})
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-11-25 16:22:56 +00:00
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
2018-11-23 14:17:36 +00:00
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
|
|
|
# Create some test data
|
|
|
|
freqtrade.create_trade()
|
|
|
|
trade = Trade.query.first()
|
2018-11-23 19:28:01 +00:00
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
2018-11-23 14:17:36 +00:00
|
|
|
assert trade
|
|
|
|
assert trade.stoploss_order_id == '123'
|
2018-11-23 19:28:01 +00:00
|
|
|
assert trade.open_order_id is None
|
2018-11-23 14:17:36 +00:00
|
|
|
|
|
|
|
# Assuming stoploss on exchnage is hit
|
|
|
|
# stoploss_order_id should become None
|
|
|
|
# and trade should be sold at the price of stoploss
|
|
|
|
stoploss_limit_executed = MagicMock(return_value={
|
|
|
|
"id": "123",
|
|
|
|
"timestamp": 1542707426845,
|
|
|
|
"datetime": "2018-11-20T09:50:26.845Z",
|
|
|
|
"lastTradeTimestamp": None,
|
|
|
|
"symbol": "BTC/USDT",
|
|
|
|
"type": "stop_loss_limit",
|
|
|
|
"side": "sell",
|
|
|
|
"price": 1.08801,
|
|
|
|
"amount": 90.99181074,
|
|
|
|
"cost": 99.0000000032274,
|
|
|
|
"average": 1.08801,
|
|
|
|
"filled": 90.99181074,
|
|
|
|
"remaining": 0.0,
|
|
|
|
"status": "closed",
|
|
|
|
"fee": None,
|
|
|
|
"trades": None
|
|
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
|
|
|
|
|
|
|
|
freqtrade.process_maybe_execute_sell(trade)
|
|
|
|
assert trade.stoploss_order_id is None
|
|
|
|
assert trade.is_open is False
|
|
|
|
print(trade.sell_reason)
|
2018-11-26 17:28:13 +00:00
|
|
|
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
|
2019-03-12 20:50:57 +00:00
|
|
|
assert rpc_mock.call_count == 2
|
2018-11-23 14:17:36 +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
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-09-11 17:59:01 +00:00
|
|
|
_load_markets=MagicMock(return_value={}),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
get_ticker=ticker_sell_up
|
|
|
|
)
|
|
|
|
freqtrade.config = {}
|
|
|
|
|
2018-07-22 23:54:20 +00:00
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=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',
|
|
|
|
'limit': 1.172e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.172e-05,
|
|
|
|
'profit_amount': 6.126e-05,
|
2018-10-21 07:21:32 +00:00
|
|
|
'profit_percent': 0.0611052,
|
2018-12-04 18:58:43 +00:00
|
|
|
'sell_reason': SellType.ROI.value
|
|
|
|
|
2018-07-03 18:26:48 +00:00
|
|
|
} == 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
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
|
|
mocker.patch.multiple(
|
2018-06-17 19:11:10 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2018-09-11 17:59:01 +00:00
|
|
|
_load_markets=MagicMock(return_value={}),
|
2018-03-25 20:59:58 +00:00
|
|
|
get_ticker=ticker,
|
2018-06-16 23:23:12 +00:00
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=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
|
|
|
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'],
|
2018-07-22 23:54:20 +00:00
|
|
|
sell_reason=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',
|
|
|
|
'limit': 1.044e-05,
|
|
|
|
'amount': 90.99181073703367,
|
|
|
|
'open_rate': 1.099e-05,
|
|
|
|
'current_rate': 1.044e-05,
|
|
|
|
'profit_amount': -5.492e-05,
|
2018-10-21 07:21:32 +00:00
|
|
|
'profit_percent': -0.05478342,
|
2018-12-04 18:58:43 +00:00
|
|
|
'sell_reason': SellType.STOP_LOSS.value
|
2018-07-03 18:26:48 +00:00
|
|
|
} == 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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['experimental'] = {
|
2018-02-04 09:21:16 +00:00
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': True,
|
|
|
|
}
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
2018-07-16 05:11:17 +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()
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['experimental'] = {
|
2018-02-04 09:21:16 +00:00
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': False,
|
|
|
|
}
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['experimental'] = {
|
2018-02-04 09:21:16 +00:00
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': True,
|
|
|
|
}
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2019-03-17 14:39:05 +00:00
|
|
|
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
|
|
|
|
sell_flag=False, sell_type=SellType.NONE))
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(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
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['experimental'] = {
|
2018-02-04 09:21:16 +00:00
|
|
|
'use_sell_signal': True,
|
|
|
|
'sell_profit_only': False,
|
|
|
|
}
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
2018-07-16 05:11:17 +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()
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-22 18:10:05 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-06-22 18:10:05 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['experimental'] = {
|
2018-06-22 18:10:05 +00:00
|
|
|
'ignore_roi_if_buy_signal': True
|
|
|
|
}
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
2018-07-16 05:11:17 +00:00
|
|
|
|
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
|
|
|
|
|
|
|
|
2018-07-22 12:24:41 +00:00
|
|
|
def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, mocker) -> None:
|
2018-06-26 21:40:36 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-26 21:40:36 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-06-26 21:40:36 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['trailing_stop'] = True
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
2018-07-16 05:11:17 +00:00
|
|
|
|
2018-06-26 21:40:36 +00:00
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
trade.update(limit_buy_order)
|
2019-01-02 12:34:08 +00:00
|
|
|
trade.max_rate = trade.open_rate * 1.003
|
2018-06-26 21:40:36 +00:00
|
|
|
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
|
|
|
|
|
|
|
|
2018-07-22 12:24:41 +00:00
|
|
|
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets,
|
|
|
|
caplog, mocker) -> None:
|
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)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-26 22:16:19 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-06-26 22:16:19 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['trailing_stop'] = True
|
|
|
|
default_conf['trailing_stop_positive'] = 0.01
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=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
|
2019-03-23 15:21:58 +00:00
|
|
|
assert log_has(f'using positive stop loss: 0.01 offset: 0 profit: 0.2666%',
|
2018-07-16 19:23:35 +00:00
|
|
|
caplog.record_tuples)
|
|
|
|
assert log_has(f'adjusted stop loss', caplog.record_tuples)
|
|
|
|
assert trade.stop_loss == 0.0000138501
|
|
|
|
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={
|
|
|
|
'bid': buy_price + 0.000002,
|
|
|
|
'ask': buy_price + 0.000002,
|
|
|
|
'last': buy_price + 0.000002
|
|
|
|
}))
|
|
|
|
# Lower price again (but still positive)
|
|
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
assert log_has(
|
|
|
|
f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
|
|
|
|
f'stop loss is {trade.stop_loss:.6f}, '
|
|
|
|
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
|
|
|
|
|
|
|
|
|
2018-07-30 08:55:00 +00:00
|
|
|
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
|
|
|
|
caplog, mocker, markets) -> None:
|
2018-07-16 19:23:35 +00:00
|
|
|
buy_price = limit_buy_order['price']
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-07-16 19:23:35 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': buy_price - 0.000001,
|
|
|
|
'ask': buy_price - 0.000001,
|
|
|
|
'last': buy_price - 0.000001
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-07-16 19:23:35 +00:00
|
|
|
)
|
|
|
|
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['trailing_stop'] = True
|
|
|
|
default_conf['trailing_stop_positive'] = 0.01
|
|
|
|
default_conf['trailing_stop_positive_offset'] = 0.011
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-19 18:36:49 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
2018-07-16 19:23:35 +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
|
|
|
|
|
|
|
|
# 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
|
2019-03-23 15:21:58 +00:00
|
|
|
assert log_has(f'using positive stop loss: 0.01 offset: 0.011 profit: 0.2666%',
|
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
|
|
|
|
2019-03-10 16:11:28 +00:00
|
|
|
def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
|
|
|
|
caplog, mocker, markets) -> None:
|
|
|
|
buy_price = limit_buy_order['price']
|
|
|
|
# buy_price: 0.00001099
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
|
|
|
patch_exchange(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': buy_price,
|
|
|
|
'ask': buy_price,
|
|
|
|
'last': buy_price
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-14 08:00:28 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2019-03-10 16:11:28 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
default_conf['trailing_stop'] = True
|
|
|
|
default_conf['trailing_stop_positive'] = 0.05
|
|
|
|
default_conf['trailing_stop_positive_offset'] = 0.055
|
|
|
|
default_conf['trailing_only_offset_is_reached'] = True
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
|
|
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
|
|
|
|
assert trade.stop_loss == 0.0000098910
|
|
|
|
|
|
|
|
# Raise ticker above buy price
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={
|
|
|
|
'bid': buy_price + 0.0000004,
|
|
|
|
'ask': buy_price + 0.0000004,
|
|
|
|
'last': buy_price + 0.0000004
|
|
|
|
}))
|
|
|
|
|
|
|
|
# stop-loss should not be adjusted as offset is not reached yet
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
|
|
|
|
assert not log_has(f'adjusted stop loss', caplog.record_tuples)
|
|
|
|
assert trade.stop_loss == 0.0000098910
|
|
|
|
|
|
|
|
# price rises above the offset (rises 12% when the offset is 5.5%)
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
|
|
|
|
MagicMock(return_value={
|
|
|
|
'bid': buy_price + 0.0000014,
|
|
|
|
'ask': buy_price + 0.0000014,
|
|
|
|
'last': buy_price + 0.0000014
|
|
|
|
}))
|
|
|
|
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
2019-03-23 15:21:58 +00:00
|
|
|
assert log_has(f'using positive stop loss: 0.05 offset: 0.055 profit: 0.1218%',
|
2019-03-10 16:11:28 +00:00
|
|
|
caplog.record_tuples)
|
|
|
|
assert log_has(f'adjusted stop loss', caplog.record_tuples)
|
|
|
|
assert trade.stop_loss == 0.0000117705
|
|
|
|
|
|
|
|
|
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
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-22 18:10:05 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
2018-02-04 09:21:16 +00:00
|
|
|
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,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-02-04 09:21:16 +00:00
|
|
|
)
|
2018-07-30 12:40:52 +00:00
|
|
|
default_conf['experimental'] = {
|
2018-06-22 18:10:05 +00:00
|
|
|
'ignore_roi_if_buy_signal': False
|
2018-02-04 09:21:16 +00:00
|
|
|
}
|
2018-07-30 12:40:52 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2018-07-16 05:11:17 +00:00
|
|
|
patch_get_signal(freqtrade)
|
2018-11-25 13:31:46 +00:00
|
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
2018-07-16 05:11:17 +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()
|
|
|
|
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):
|
2018-06-17 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)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
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"
|
2018-10-04 16:07:47 +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)
|
|
|
|
|
2018-04-15 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):
|
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)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
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
|
|
|
trades_for_order[0]['fee']['currency'] = 'ETH'
|
2018-04-15 17:38:58 +00:00
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
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 17:56:33 +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
|
|
|
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)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
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 17:56:33 +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 17:38:58 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
|
2018-04-15 17:56:33 +00:00
|
|
|
amount = float(sum(x['amount'] for x in trades_for_order2))
|
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)
|
|
|
|
|
|
|
|
|
|
|
|
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
|
|
|
|
limit_buy_order = deepcopy(buy_order_fee)
|
|
|
|
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
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):
|
|
|
|
limit_buy_order = deepcopy(buy_order_fee)
|
|
|
|
limit_buy_order['fee'] = {'cost': 0.004}
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
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
|
|
|
# Remove "Currency" from fee dict
|
|
|
|
trades_for_order[0]['fee'] = {'cost': 0.008}
|
|
|
|
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-06-17 19:11:10 +00:00
|
|
|
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):
|
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
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
|
2018-08-15 04:05:56 +00:00
|
|
|
|
|
|
|
|
2018-08-14 10:12:44 +00:00
|
|
|
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker,
|
|
|
|
order_book_l2):
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
|
|
|
|
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
|
2018-08-05 04:41:06 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-08-14 10:12:44 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
|
2018-08-05 04:41:06 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-08-05 04:41:06 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
# Save state of current whitelist
|
|
|
|
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
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
|
|
|
|
assert trade.exchange == 'bittrex'
|
|
|
|
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
|
|
|
|
assert trade.open_rate == 0.00001099
|
|
|
|
assert whitelist == default_conf['exchange']['pair_whitelist']
|
2018-08-05 14:41:58 +00:00
|
|
|
|
|
|
|
|
2018-08-14 10:12:44 +00:00
|
|
|
def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
|
|
|
|
fee, markets, mocker, order_book_l2):
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
|
2018-08-07 10:29:37 +00:00
|
|
|
# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
|
2018-08-05 14:41:58 +00:00
|
|
|
patch_RPCManager(mocker)
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-08-14 10:12:44 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
|
2018-08-05 14:41:58 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=ticker,
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-08-05 14:41:58 +00:00
|
|
|
)
|
|
|
|
# Save state of current whitelist
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade is None
|
|
|
|
|
|
|
|
|
2018-08-25 11:21:10 +00:00
|
|
|
def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) -> None:
|
2018-08-07 10:29:37 +00:00
|
|
|
"""
|
|
|
|
test if function get_target_bid will return the order book price
|
|
|
|
instead of the ask rate
|
|
|
|
"""
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2019-02-14 06:27:13 +00:00
|
|
|
ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
|
2018-08-25 11:21:10 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2019-02-14 06:27:13 +00:00
|
|
|
get_order_book=order_book_l2,
|
|
|
|
get_ticker=ticker_mock,
|
|
|
|
|
2018-08-25 11:21:10 +00:00
|
|
|
)
|
2018-08-05 14:41:58 +00:00
|
|
|
default_conf['exchange']['name'] = 'binance'
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['use_order_book'] = True
|
|
|
|
default_conf['bid_strategy']['order_book_top'] = 2
|
2018-08-05 14:56:14 +00:00
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 0
|
2018-08-05 14:41:58 +00:00
|
|
|
default_conf['telegram']['enabled'] = False
|
|
|
|
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2019-02-14 06:27:13 +00:00
|
|
|
assert freqtrade.get_target_bid('ETH/BTC') == 0.043935
|
|
|
|
assert ticker_mock.call_count == 0
|
2018-08-05 14:41:58 +00:00
|
|
|
|
|
|
|
|
2018-08-25 11:21:10 +00:00
|
|
|
def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) -> None:
|
2018-08-14 10:12:44 +00:00
|
|
|
"""
|
|
|
|
test if function get_target_bid will return the ask rate (since its value is lower)
|
|
|
|
instead of the order book rate (even if enabled)
|
|
|
|
"""
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2019-02-14 06:27:13 +00:00
|
|
|
ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
|
2018-08-25 11:21:10 +00:00
|
|
|
mocker.patch.multiple(
|
2018-10-04 16:07:47 +00:00
|
|
|
'freqtrade.exchange.Exchange',
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2019-02-14 06:27:13 +00:00
|
|
|
get_order_book=order_book_l2,
|
|
|
|
get_ticker=ticker_mock,
|
2018-08-14 10:12:44 +00:00
|
|
|
|
2018-08-25 11:21:10 +00:00
|
|
|
)
|
2018-08-07 10:29:37 +00:00
|
|
|
default_conf['exchange']['name'] = 'binance'
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['use_order_book'] = True
|
2019-02-14 06:27:13 +00:00
|
|
|
default_conf['bid_strategy']['order_book_top'] = 2
|
2018-08-07 10:29:37 +00:00
|
|
|
default_conf['bid_strategy']['ask_last_balance'] = 0
|
2018-08-05 14:41:58 +00:00
|
|
|
default_conf['telegram']['enabled'] = False
|
2018-08-07 10:29:37 +00:00
|
|
|
|
2018-08-05 14:41:58 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
2019-02-14 18:15:16 +00:00
|
|
|
# ordrebook shall be used even if tickers would be lower.
|
|
|
|
assert freqtrade.get_target_bid('ETH/BTC', ) != 0.042
|
|
|
|
assert ticker_mock.call_count == 0
|
2018-08-05 14:41:58 +00:00
|
|
|
|
|
|
|
|
2018-08-25 11:21:10 +00:00
|
|
|
def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets) -> None:
|
2018-08-14 10:12:44 +00:00
|
|
|
"""
|
|
|
|
test check depth of market
|
|
|
|
"""
|
2018-09-10 18:19:28 +00:00
|
|
|
patch_exchange(mocker)
|
2018-08-25 11:21:10 +00:00
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets),
|
2018-08-25 11:21:10 +00:00
|
|
|
get_order_book=order_book_l2
|
|
|
|
)
|
2018-08-05 14:41:58 +00:00
|
|
|
default_conf['telegram']['enabled'] = False
|
|
|
|
default_conf['exchange']['name'] = 'binance'
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
|
2018-08-07 10:29:37 +00:00
|
|
|
# delta is 100 which is impossible to reach. hence function will return false
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
|
2018-08-05 14:41:58 +00:00
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
|
2018-08-29 09:38:43 +00:00
|
|
|
conf = default_conf['bid_strategy']['check_depth_of_market']
|
2018-08-07 10:29:37 +00:00
|
|
|
assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
|
2018-08-05 14:41:58 +00:00
|
|
|
|
|
|
|
|
|
|
|
def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order,
|
2018-08-14 10:12:44 +00:00
|
|
|
fee, markets, mocker, order_book_l2) -> None:
|
|
|
|
"""
|
|
|
|
test order book ask strategy
|
|
|
|
"""
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
|
2018-08-05 14:41:58 +00:00
|
|
|
default_conf['exchange']['name'] = 'binance'
|
2018-08-29 09:38:43 +00:00
|
|
|
default_conf['ask_strategy']['use_order_book'] = True
|
|
|
|
default_conf['ask_strategy']['order_book_min'] = 1
|
|
|
|
default_conf['ask_strategy']['order_book_max'] = 2
|
2018-08-05 14:41:58 +00:00
|
|
|
default_conf['telegram']['enabled'] = False
|
|
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patch_RPCManager(mocker)
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2018-09-11 17:59:01 +00:00
|
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|
patch_exchange(mocker)
|
2018-08-05 14:41:58 +00:00
|
|
|
mocker.patch.multiple(
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|
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'freqtrade.exchange.Exchange',
|
|
|
|
get_ticker=MagicMock(return_value={
|
|
|
|
'bid': 0.00001172,
|
|
|
|
'ask': 0.00001173,
|
|
|
|
'last': 0.00001172
|
|
|
|
}),
|
|
|
|
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
|
|
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
|
|
|
get_fee=fee,
|
2019-03-05 18:46:03 +00:00
|
|
|
markets=PropertyMock(return_value=markets)
|
2018-08-05 14:41:58 +00:00
|
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
|
|
|
|
freqtrade.create_trade()
|
|
|
|
|
|
|
|
trade = Trade.query.first()
|
|
|
|
assert trade
|
2018-08-05 14:56:14 +00:00
|
|
|
|
|
|
|
time.sleep(0.01) # Race condition fix
|
|
|
|
trade.update(limit_buy_order)
|
|
|
|
assert trade.is_open is True
|
|
|
|
|
|
|
|
patch_get_signal(freqtrade, value=(False, True))
|
|
|
|
assert freqtrade.handle_trade(trade) is True
|
2018-08-29 17:32:44 +00:00
|
|
|
|
|
|
|
|
2019-03-16 12:32:26 +00:00
|
|
|
def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
|
|
|
|
|
|
|
|
mocker.patch.multiple(
|
|
|
|
'freqtrade.exchange.Exchange',
|
|
|
|
get_order_book=order_book_l2,
|
|
|
|
get_ticker=ticker,
|
|
|
|
)
|
|
|
|
pair = "ETH/BTC"
|
|
|
|
|
|
|
|
# Test regular mode
|
|
|
|
ft = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
rate = ft.get_sell_rate(pair, True)
|
|
|
|
assert isinstance(rate, float)
|
|
|
|
assert rate == 0.00001098
|
|
|
|
|
|
|
|
# Test orderbook mode
|
|
|
|
default_conf['ask_strategy']['use_order_book'] = True
|
|
|
|
default_conf['ask_strategy']['order_book_min'] = 1
|
|
|
|
default_conf['ask_strategy']['order_book_max'] = 2
|
|
|
|
ft = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
rate = ft.get_sell_rate(pair, True)
|
|
|
|
assert isinstance(rate, float)
|
2019-03-17 10:27:01 +00:00
|
|
|
assert rate == 0.043936
|
2019-03-16 12:32:26 +00:00
|
|
|
|
|
|
|
|
2018-08-15 04:05:56 +00:00
|
|
|
def test_startup_messages(default_conf, mocker):
|
2018-12-04 19:23:03 +00:00
|
|
|
default_conf['pairlist'] = {'method': 'VolumePairList',
|
|
|
|
'config': {'number_assets': 20}
|
|
|
|
}
|
2018-12-02 21:12:12 +00:00
|
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
2019-03-26 08:07:24 +00:00
|
|
|
worker = get_patched_worker(mocker, default_conf)
|
|
|
|
assert worker.state is State.RUNNING
|