stable/freqtrade/tests/test_freqtradebot.py

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# pragma pylint: disable=missing-docstring, C0103
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
import logging
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import re
import time
from copy import deepcopy
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from unittest.mock import MagicMock
import arrow
import pytest
import requests
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from freqtrade import (DependencyException, OperationalException,
TemporaryError, constants)
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.rpc import RPCMessageType
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from freqtrade.state import State
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from freqtrade.strategy.interface import SellType, SellCheckTuple
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from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange, patch_edge, patch_wallet
# Functions for recurrent object patching
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patch _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
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patch_exchange(mocker)
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return FreqtradeBot(config)
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
"""
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
:return: None
"""
freqtrade.strategy.get_signal = lambda e, s, t: value
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
:param mocker: mocker to patch RPCManager class
:return: RPCManager.send_msg MagicMock to track if this method is called
"""
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
return rpc_mock
# Unit tests
def test_freqtradebot(mocker, default_conf) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state is State.RUNNING
default_conf.pop('initial_state')
freqtrade = FreqtradeBot(default_conf)
assert freqtrade.state is State.STOPPED
def test_cleanup(mocker, default_conf, caplog) -> None:
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mock_cleanup = MagicMock()
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog.record_tuples)
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assert mock_cleanup.call_count == 1
def test_worker_running(mocker, default_conf, caplog) -> None:
mock_throttle = MagicMock()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
state = freqtrade.worker(old_state=None)
assert state is State.RUNNING
assert log_has('Changing state to: RUNNING', caplog.record_tuples)
assert mock_throttle.call_count == 1
def test_worker_stopped(mocker, default_conf, caplog) -> None:
mock_throttle = MagicMock()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
mock_sleep = mocker.patch('time.sleep', return_value=None)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.state = State.STOPPED
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state = freqtrade.worker(old_state=State.RUNNING)
assert state is State.STOPPED
assert log_has('Changing state to: STOPPED', caplog.record_tuples)
assert mock_throttle.call_count == 0
assert mock_sleep.call_count == 1
def test_throttle(mocker, default_conf, caplog) -> None:
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def throttled_func():
return 42
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
start = time.time()
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result = freqtrade._throttle(throttled_func, min_secs=0.1)
end = time.time()
assert result == 42
assert end - start > 0.1
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assert log_has('Throttling throttled_func for 0.10 seconds', caplog.record_tuples)
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result = freqtrade._throttle(throttled_func, min_secs=-1)
assert result == 42
def test_throttle_with_assets(mocker, default_conf) -> None:
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def throttled_func(nb_assets=-1):
return nb_assets
freqtrade = get_patched_freqtradebot(mocker, default_conf)
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result = freqtrade._throttle(throttled_func, min_secs=0.1, nb_assets=666)
assert result == 666
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result = freqtrade._throttle(throttled_func, min_secs=0.1)
assert result == -1
def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
)
freqtrade = FreqtradeBot(default_conf)
result = freqtrade._get_trade_stake_amount('ETH/BTC')
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assert result == default_conf['stake_amount']
def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
freqtrade = FreqtradeBot(default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade._get_trade_stake_amount('ETH/BTC')
def test_get_trade_stake_amount_unlimited_amount(default_conf,
ticker,
limit_buy_order,
fee,
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markets,
mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_wallet(mocker, free=default_conf['stake_amount'])
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
conf = deepcopy(default_conf)
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conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
conf['max_open_trades'] = 2
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
# no open trades, order amount should be 'balance / max_open_trades'
result = freqtrade._get_trade_stake_amount('ETH/BTC')
assert result == default_conf['stake_amount'] / conf['max_open_trades']
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
freqtrade.create_trade()
result = freqtrade._get_trade_stake_amount('LTC/BTC')
assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
# create 2 trades, order amount should be None
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freqtrade.create_trade()
result = freqtrade._get_trade_stake_amount('XRP/BTC')
assert result is None
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# set max_open_trades = None, so do not trade
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conf['max_open_trades'] = 0
freqtrade = FreqtradeBot(conf)
result = freqtrade._get_trade_stake_amount('NEO/BTC')
assert result is None
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def test_edge_called_in_process(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_edge(mocker)
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def _refresh_whitelist(list):
return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
patch_exchange(mocker)
freqtrade = FreqtradeBot(edge_conf)
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freqtrade.pairlists._validate_whitelist = _refresh_whitelist
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patch_get_signal(freqtrade)
freqtrade._process()
assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
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def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
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freqtrade = FreqtradeBot(edge_conf)
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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
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def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, edge_conf) -> None:
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,
get_markets=markets,
)
#############################################
# Create a trade with "limit_buy_order" price
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freqtrade = FreqtradeBot(edge_conf)
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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,
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mocker, edge_conf) -> None:
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,
get_markets=markets,
)
#############################################
# Create a trade with "limit_buy_order" price
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freqtrade = FreqtradeBot(edge_conf)
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
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# stoploss shoud not be hit
assert freqtrade.handle_trade(trade) is False
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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,
get_markets=markets
)
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
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def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.stoploss = -0.05
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# no pair found
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC'
}])
)
with pytest.raises(ValueError, match=r'.*get market information.*'):
freqtrade._get_min_pair_stake_amount('BNB/BTC', 1)
# no 'limits' section
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC'
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'limits' section
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
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# no cost Min
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {"min": None},
'amount': {}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# no amount Min
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {"min": None}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
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# empty 'cost'/'amount' section
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# min cost is set
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 2},
'amount': {}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result == 2 / 0.9
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# min amount is set
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {'min': 2}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == 2 * 2 / 0.9
# min amount and cost are set (cost is minimal)
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 2},
'amount': {'min': 2}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == min(2, 2 * 2) / 0.9
# min amount and cost are set (amount is minial)
mocker.patch(
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'freqtrade.exchange.Exchange.get_markets',
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MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 8},
'amount': {'min': 2}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == min(8, 2 * 2) / 0.9
def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
# Save state of current whitelist
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
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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 trade.amount == 90.99181073
assert whitelist == default_conf['exchange']['pair_whitelist']
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def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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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:
patch_RPCManager(mocker)
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patch_exchange(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=buy_mock,
get_fee=fee,
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get_markets=markets
)
default_conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
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rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
assert rate * amount >= default_conf['stake_amount']
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def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
)
default_conf['stake_amount'] = 0.000000005
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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result = freqtrade.create_trade()
assert result is False
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
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get_fee=fee,
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get_markets=markets
)
default_conf['max_open_trades'] = 0
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.create_trade() is False
assert freqtrade._get_trade_stake_amount('ETH/BTC') is None
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def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
freqtrade.create_trade()
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
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limit_buy_order, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
freqtrade.create_trade()
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def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
default_conf['dry_run'] = True
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_balance=MagicMock(return_value=20),
get_fee=fee,
)
default_conf['stake_amount'] = 10
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade, value=(False, False))
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not freqtrade.create_trade()
def test_process_trade_creation(default_conf, ticker, limit_buy_order,
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markets, fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
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get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = freqtrade._process()
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
trade = trades[0]
assert trade is not None
assert trade.stake_amount == default_conf['stake_amount']
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'bittrex'
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073703367
assert log_has(
'Buy signal found: about create a new trade with stake_amount: 0.001 ...',
caplog.record_tuples
)
def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(side_effect=TemporaryError)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
result = freqtrade._process()
assert result is False
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None:
msg_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(side_effect=OperationalException)
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.state == State.RUNNING
result = freqtrade._process()
assert result is False
assert freqtrade.state == State.STOPPED
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assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
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def test_process_trade_handling(
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
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get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = freqtrade._process()
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = freqtrade._process()
assert result is False
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def test_process_trade_no_whitelist_pair(
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
""" Test _process with trade not in pair list """
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
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
result = freqtrade._process()
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
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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,
get_markets=markets,
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)
freqtrade._process()
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]
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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)
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assert freqtrade.get_target_bid('ETH/BTC', {'ask': 20, 'last': 10}) == 20
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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)
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assert freqtrade.get_target_bid('ETH/BTC', {'ask': 20, 'last': 10}) == 10
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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)
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assert freqtrade.get_target_bid('ETH/BTC', {'ask': 5, 'last': 10}) == 5
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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,
get_markets=markets
)
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
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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
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# 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']
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# 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
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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
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# 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)
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def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
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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'])
stoploss_limit = MagicMock(return_value={'id': 13434334})
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mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
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freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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trade = MagicMock()
trade.open_order_id = None
trade.stoploss_order_id = None
trade.is_open = True
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freqtrade.process_maybe_execute_sell(trade)
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assert trade.stoploss_order_id == '13434334'
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assert stoploss_limit.call_count == 1
assert trade.is_open is True
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def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None:
stoploss_limit = MagicMock(return_value={'id': 13434334})
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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,
get_markets=markets,
stoploss_limit=stoploss_limit
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# 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()
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trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
assert trade
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stoploss_order_hit = MagicMock(return_value={
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
'average': 2
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})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is True
assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
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assert trade.stoploss_order_id is None
assert trade.is_open is False
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,
get_markets=markets,
stoploss_limit=stoploss_limit
)
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# enabling TSL
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default_conf['trailing_stop'] = True
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# disabling ROI
default_conf['minimal_roi']['0'] = 999999999
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freqtrade = FreqtradeBot(default_conf)
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# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# setting stoploss
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freqtrade.strategy.stoploss = -0.05
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# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
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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,
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'info': {
'stopPrice': '0.000011134'
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}
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
# stoploss initially at 5%
assert freqtrade.handle_trade(trade) is False
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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# price jumped 2x
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mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
}))
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)
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# 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
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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)
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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,
get_markets=markets,
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)
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))
assert freqtrade.process_maybe_execute_buy()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
assert not freqtrade.process_maybe_execute_buy()
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)
)
freqtrade.process_maybe_execute_buy()
log_has('Unable to create trade:', caplog.record_tuples)
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def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
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mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
trade = MagicMock()
trade.open_order_id = '123'
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trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade)
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# Test amount not modified by fee-logic
assert not log_has(
'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade),
caplog.record_tuples
)
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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)
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade)
regexp = re.compile('Found open order for.*')
assert filter(regexp.match, caplog.record_tuples)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
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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
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=OperationalException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Could not update trade amount: ', caplog.record_tuples)
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
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def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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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']}),
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get_fee=fee,
get_markets=markets
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
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
assert trade.open_order_id == limit_sell_order['id']
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201058
assert trade.calc_profit() == 0.00006217
assert trade.close_date is not None
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def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade, value=(True, True))
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 0
# Buy is triggering, so buying ...
patch_get_signal(freqtrade, value=(True, False))
freqtrade.create_trade()
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 ...
patch_get_signal(freqtrade, value=(False, False))
assert freqtrade.handle_trade(trades[0]) is False
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 ...
patch_get_signal(freqtrade, value=(True, True))
assert freqtrade.handle_trade(trades[0]) is False
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!
patch_get_signal(freqtrade, value=(False, True))
trades = Trade.query.all()
assert freqtrade.handle_trade(trades[0]) is True
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def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None:
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade, value=(True, False))
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.create_trade()
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
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has('Required profit reached. Selling..', caplog.record_tuples)
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def test_handle_trade_experimental(
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default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
patch_get_signal(freqtrade, value=(False, False))
assert not freqtrade.handle_trade(trade)
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
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def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create trade and sell it
freqtrade.create_trade()
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.*'):
freqtrade.handle_trade(trade)
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
)
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freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
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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 == 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
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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
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assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog.record_tuples)
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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()
patch_exchange(mocker)
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
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
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freqtrade = FreqtradeBot(default_conf)
trade_sell = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
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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 == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
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def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
mocker, caplog) -> None:
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""" 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
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assert log_has_re("Sell order canceled on exchange for Trade.*", caplog.record_tuples)
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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()
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock
)
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freqtrade = FreqtradeBot(default_conf)
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
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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
# note this is for a partially-complete buy order
freqtrade.check_handle_timedout()
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
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def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
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cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
handle_timedout_limit_buy=MagicMock(),
handle_timedout_limit_sell=MagicMock(),
)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_ticker=ticker,
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
cancel_order=cancel_order_mock
)
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freqtrade = FreqtradeBot(default_conf)
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trade_buy = Trade(
pair='ETH/BTC',
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open_rate=0.00001099,
exchange='bittrex',
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open_order_id='123456789',
amount=90.99181073,
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fee_open=0.0,
fee_close=0.0,
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stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
regexp = re.compile(
'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, '
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'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most '
'recent call last):\n.*'
)
freqtrade.check_handle_timedout()
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assert filter(regexp.match, caplog.record_tuples)
def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
)
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freqtrade = FreqtradeBot(default_conf)
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)
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patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
)
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freqtrade = FreqtradeBot(default_conf)
trade = MagicMock()
order = {'remaining': 1,
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'amount': 1,
'status': "open"}
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
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def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
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get_fee=fee,
get_markets=markets
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.0611052,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value
} == last_msg
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def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
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get_fee=fee,
get_markets=markets
)
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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(
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'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_down
)
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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]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478342,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value
} == last_msg
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def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
ticker_sell_down,
markets, mocker) -> None:
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rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
)
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
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# Setting trade stoploss to 0.01
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trade.stop_loss = 0.00001099 * 0.99
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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]
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assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'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',
'sell_reason': SellType.STOP_LOSS.value
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} == last_msg
def test_execute_sell_with_stoploss_on_exchange(default_conf,
ticker, fee, ticker_sell_up,
markets, mocker) -> None:
default_conf['exchange']['name'] = 'binance'
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rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
)
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)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
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freqtrade.process_maybe_execute_sell(trade)
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
)
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freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellType.SELL_SIGNAL)
trade = Trade.query.first()
assert trade
assert cancel_order.call_count == 1
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assert rpc_mock.call_count == 2
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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,
get_markets=markets
)
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)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
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freqtrade.process_maybe_execute_sell(trade)
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assert trade
assert trade.stoploss_order_id == '123'
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assert trade.open_order_id is None
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# 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)
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assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
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assert rpc_mock.call_count == 1
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
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ticker_sell_up, markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
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get_fee=fee,
get_markets=markets
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
)
freqtrade.config = {}
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.0611052,
'sell_reason': SellType.ROI.value
} == last_msg
def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
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ticker_sell_down, markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
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get_fee=fee,
get_markets=markets
)
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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(
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'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_down
)
freqtrade.config = {}
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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]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478342,
'sell_reason': SellType.STOP_LOSS.value
} == last_msg
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def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
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def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
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def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = \
lambda current_rate, trade, current_time, force_stoploss, current_profit: SellCheckTuple(
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sell_flag=False, sell_type=SellType.NONE)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is False
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def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
patch_RPCManager(mocker)
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patch_exchange(mocker)
mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
}),
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
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def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
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}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
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)
default_conf['experimental'] = {
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'ignore_roi_if_buy_signal': True
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
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freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(freqtrade, value=(True, True))
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assert freqtrade.handle_trade(trade) is False
# Test if buy-signal is absent (should sell due to roi = true)
patch_get_signal(freqtrade, value=(False, True))
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assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value
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def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
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'bid': 0.00000102,
'ask': 0.00000103,
'last': 0.00000102
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}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets,
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)
default_conf['trailing_stop'] = True
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
trade.max_rate = trade.open_rate * 1.003
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caplog.set_level(logging.DEBUG)
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# Sell as trailing-stop is reached
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assert freqtrade.handle_trade(trade) is True
assert log_has(
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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)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
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def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets,
caplog, mocker) -> None:
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buy_price = limit_buy_order['price']
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
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'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
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}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets,
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)
default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.01
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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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
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# 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
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assert log_has(f'using positive stop loss mode: 0.01 with offset 0 '
f'since we have profit 0.2666%',
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)
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
caplog, mocker, markets) -> None:
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buy_price = limit_buy_order['price']
patch_RPCManager(mocker)
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patch_exchange(mocker)
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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,
get_markets=markets,
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)
default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.01
default_conf['trailing_stop_positive_offset'] = 0.011
freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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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
assert log_has(f'using positive stop loss mode: 0.01 with offset 0.011 '
f'since we have profit 0.2666%',
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caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
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assert trade.stop_loss == 0.0000138501
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mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
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'bid': buy_price + 0.000002,
'ask': buy_price + 0.000002,
'last': buy_price + 0.000002
}))
# Lower price again (but still positive)
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assert freqtrade.handle_trade(trade) is True
assert log_has(
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f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
f'stop loss is {trade.stop_loss:.6f}, '
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f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
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def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
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buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
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get_markets=markets
)
default_conf['experimental'] = {
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'ignore_roi_if_buy_signal': False
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
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# Sell due to min_roi_reached
patch_get_signal(freqtrade, value=(True, True))
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assert freqtrade.handle_trade(trade) is True
# Test if buy-signal is absent
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.STOP_LOSS.value
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def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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open_rate=0.245441,
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open_order_id="123456"
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)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# Amount is reduced by "fee"
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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)
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def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# 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)
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def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker):
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trades_for_order[0]['fee']['currency'] = 'ETH'
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
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pair='LTC/ETH',
amount=amount,
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exchange='binance',
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open_rate=0.245441,
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open_order_id="123456"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# Amount does not change
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
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def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
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trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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amount = sum(x['amount'] for x in trades_for_order)
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trade = Trade(
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pair='LTC/ETH',
amount=amount,
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exchange='binance',
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open_rate=0.245441,
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open_order_id="123456"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# Amount does not change
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assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
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def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
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amount = float(sum(x['amount'] for x in trades_for_order2))
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trade = Trade(
pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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open_rate=0.245441,
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open_order_id="123456"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# Amount is reduced by "fee"
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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)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
return_value=[trades_for_order])
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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"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# 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)
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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)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
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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"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# 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):
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# Remove "Currency" from fee dict
trades_for_order[0]['fee'] = {'cost': 0.008}
patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
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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"
)
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
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# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, mocker):
patch_RPCManager(mocker)
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patch_exchange(mocker)
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',
}
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freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.get_real_amount(trade, order) == amount
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def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, markets, mocker,
order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
# 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']
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def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
fee, markets, mocker, order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
# Save state of current whitelist
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
assert trade is None
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def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets) -> None:
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"""
test if function get_target_bid will return the order book price
instead of the ask rate
"""
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
get_order_book=order_book_l2
)
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default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf)
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assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.045, 'last': 0.046}) == 0.043935
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def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets) -> None:
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"""
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)
"""
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
get_markets=markets,
get_order_book=order_book_l2
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)
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default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['ask_last_balance'] = 0
default_conf['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf)
assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.042, 'last': 0.046}) == 0.042
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def test_order_book_bid_strategy3(default_conf, mocker, order_book_l2, markets) -> None:
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"""
test if function get_target_bid will return ask rate instead
of the order book rate
"""
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
get_order_book=order_book_l2
)
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default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 1
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
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freqtrade = FreqtradeBot(default_conf)
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assert freqtrade.get_target_bid('ETH/BTC', {'ask': 0.03, 'last': 0.029}) == 0.03
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def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets) -> None:
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"""
test check depth of market
"""
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patch_exchange(mocker)
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mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
get_order_book=order_book_l2
)
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default_conf['telegram']['enabled'] = False
default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
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# delta is 100 which is impossible to reach. hence function will return false
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
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freqtrade = FreqtradeBot(default_conf)
conf = default_conf['bid_strategy']['check_depth_of_market']
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assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
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def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order,
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fee, markets, mocker, order_book_l2) -> None:
"""
test order book ask strategy
"""
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
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default_conf['exchange']['name'] = 'binance'
default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
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default_conf['telegram']['enabled'] = False
patch_RPCManager(mocker)
patch_exchange(mocker)
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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,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
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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
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def test_startup_messages(default_conf, mocker):
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default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20}
}
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state is State.RUNNING