stable/freqtrade/tests/test_main.py

# pragma pylint: disable=missing-docstring,C0103
import copy
from unittest.mock import MagicMock

import pytest
import requests
import logging
from sqlalchemy import create_engine

from freqtrade import DependencyException, OperationalException
from freqtrade.analyze import SignalType
from freqtrade.exchange import Exchanges
from freqtrade.main import create_trade, handle_trade, init, \
    get_target_bid, _process
from freqtrade.misc import get_state, State
from freqtrade.persistence import Trade


def test_process_trade_creation(default_conf, ticker, health, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          get_wallet_health=health,
                          buy=MagicMock(return_value='mocked_limit_buy'))
    init(default_conf, create_engine('sqlite://'))

    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    assert not trades

    result = _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 == Exchanges.BITTREX.name
    assert trade.open_rate == 0.00001099
    assert trade.amount == 90.99181073703367


def test_process_exchange_failures(default_conf, ticker, health, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          get_wallet_health=health,
                          buy=MagicMock(side_effect=requests.exceptions.RequestException))
    init(default_conf, create_engine('sqlite://'))
    result = _process()
    assert result is False
    assert sleep_mock.has_calls()


def test_process_operational_exception(default_conf, ticker, health, mocker):
    msg_mock = MagicMock()
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          get_wallet_health=health,
                          buy=MagicMock(side_effect=OperationalException))
    init(default_conf, create_engine('sqlite://'))
    assert get_state() == State.RUNNING

    result = _process()
    assert result is False
    assert get_state() == State.STOPPED
    assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]


def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch('freqtrade.main.get_signal',
                 side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          get_wallet_health=health,
                          buy=MagicMock(return_value='mocked_limit_buy'),
                          get_order=MagicMock(return_value=limit_buy_order))
    init(default_conf, create_engine('sqlite://'))

    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    assert not trades
    result = _process()
    assert result is True
    trades = Trade.query.filter(Trade.is_open.is_(True)).all()
    assert len(trades) == 1

    result = _process()
    assert result is False


def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          buy=MagicMock(return_value='mocked_limit_buy'))
    # Save state of current whitelist
    whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])

    init(default_conf, create_engine('sqlite://'))
    create_trade(0.001)

    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 == Exchanges.BITTREX.name

    # 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']


def test_create_trade_minimal_amount(default_conf, ticker, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    buy_mock = mocker.patch(
        'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
    )
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker)
    init(default_conf, create_engine('sqlite://'))
    min_stake_amount = 0.0005
    create_trade(min_stake_amount)
    rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
    assert rate * amount >= min_stake_amount


def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          buy=MagicMock(return_value='mocked_limit_buy'),
                          get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
        create_trade(default_conf['stake_amount'])


def test_create_trade_no_pairs(default_conf, ticker, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          buy=MagicMock(return_value='mocked_limit_buy'))

    with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
        conf = copy.deepcopy(default_conf)
        conf['exchange']['pair_whitelist'] = []
        mocker.patch.dict('freqtrade.main._CONF', conf)
        create_trade(default_conf['stake_amount'])


def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=MagicMock(return_value={
                              'bid': 0.00001172,
                              'ask': 0.00001173,
                              'last': 0.00001172
                          }),
                          buy=MagicMock(return_value='mocked_limit_buy'),
                          sell=MagicMock(return_value='mocked_limit_sell'))
    mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
                          ticker=MagicMock(return_value={'price_usd': 15000.0}),
                          _cache_symbols=MagicMock(return_value={'BTC': 1}))
    init(default_conf, create_engine('sqlite://'))
    create_trade(0.001)

    trade = Trade.query.first()
    assert trade

    trade.update(limit_buy_order)
    assert trade.is_open is True

    handle_trade(trade)
    assert trade.open_order_id == 'mocked_limit_sell'

    # Simulate fulfilled LIMIT_SELL order for trade
    trade.update(limit_sell_order)

    assert trade.close_rate == 0.00001173
    assert trade.close_profit == 0.06201057
    assert trade.calc_profit() == 0.00006217
    assert trade.close_date is not None


def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
    default_conf.update({'experimental': {'use_sell_signal': True}})
    mocker.patch.dict('freqtrade.main._CONF', default_conf)

    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          buy=MagicMock(return_value='mocked_limit_buy'))
    mocker.patch('freqtrade.main.min_roi_reached', return_value=True)

    init(default_conf, create_engine('sqlite://'))
    create_trade(0.001)

    trade = Trade.query.first()
    trade.is_open = True

    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
    value_returned = handle_trade(trade)
    assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
    assert value_returned is False


def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
    mocker.patch.dict('freqtrade.main._CONF', default_conf)
    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
    mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
    mocker.patch.multiple('freqtrade.main.exchange',
                          validate_pairs=MagicMock(),
                          get_ticker=ticker,
                          buy=MagicMock(return_value='mocked_limit_buy'))

    # Create trade and sell it
    init(default_conf, create_engine('sqlite://'))
    create_trade(0.001)

    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.*'):
        handle_trade(trade)


def test_balance_fully_ask_side(mocker):
    mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
    assert get_target_bid({'ask': 20, 'last': 10}) == 20


def test_balance_fully_last_side(mocker):
    mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
    assert get_target_bid({'ask': 20, 'last': 10}) == 10


def test_balance_bigger_last_ask(mocker):
    mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
    assert get_target_bid({'ask': 5, 'last': 10}) == 5