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Merge branch 'develop' into pr/mkavinkumar1/6545

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Matthias
2022-06-14 06:36:16 +02:00
parent fe5d74cbc4 01a68e1060
commit 060f12572e
52 changed files with 1053 additions and 1028 deletions
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313
tests/rpc/test_rpc.py
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@@ -11,11 +11,11 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import SignalDirection, State, TradingMode
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot,
patch_get_signal)
# Functions for recurrent object patching
@@ -286,8 +286,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert isnan(fiat_profit_sum)
def test_rpc_daily_profit(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -296,45 +296,35 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
markets=PropertyMock(return_value=markets)
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades_usdt(fee)
stake_currency = default_conf_usdt['stake_currency']
fiat_display_currency = default_conf_usdt['fiat_display_currency']
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate buy & sell
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
# Try valid data
update.message.text = '/daily 2'
days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
days = rpc._rpc_timeunit_profit(7, stake_currency, fiat_display_currency)
assert len(days['data']) == 7
assert days['stake_currency'] == default_conf['stake_currency']
assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
assert days['stake_currency'] == default_conf_usdt['stake_currency']
assert days['fiat_display_currency'] == default_conf_usdt['fiat_display_currency']
for day in days['data']:
# [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
assert (day['abs_profit'] == 0.0 or
day['abs_profit'] == 0.00006217)
assert (day['fiat_value'] == 0.0 or
day['fiat_value'] == 0.76748865)
# {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
# 'starting_balance': 1055.37, 'rel_profit': 0.0131044,
# 'fiat_value': 0.0, 'trade_count': 2}
assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0))
assert day['rel_profit'] in (0.0, pytest.approx(0.01310441), pytest.approx(-0.00377583))
assert day['trade_count'] in (0, 1, 2)
assert day['starting_balance'] in (pytest.approx(1059.37), pytest.approx(1055.37))
assert day['fiat_value'] in (0.0, )
# ensure first day is current date
assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
# Try invalid data
with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency)
rpc._rpc_timeunit_profit(0, stake_currency, fiat_display_currency)
@pytest.mark.parametrize('is_short', [True, False])
@@ -418,13 +408,8 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
assert stoploss_mock.call_count == 0
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -432,10 +417,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
stake_currency = default_conf_usdt['stake_currency']
fiat_display_currency = default_conf_usdt['fiat_display_currency']
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter()
@@ -448,75 +432,40 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert res['latest_trade_timestamp'] == 0
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
create_mock_trades_usdt(fee)
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
assert prec_satoshi(stats['profit_closed_percent_mean'], 6.2)
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
assert prec_satoshi(stats['profit_all_percent_mean'], 2.89)
assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2)
assert pytest.approx(stats['profit_closed_coin']) == 9.83
assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
assert pytest.approx(stats['profit_closed_fiat']) == 10.813
assert pytest.approx(stats['profit_all_coin']) == -77.45964918
assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
assert stats['trade_count'] == 7
assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'XRP/USDT'
assert stats['best_rate'] == 10.0
# Test non-available pair
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2)
assert stats['trade_count'] == 7
assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'XRP/USDT'
assert stats['best_rate'] == 10.0
assert isnan(stats['profit_all_coin'])
# Test that rpc_trade_statistics can handle trades that lacks
# trade.open_rate (it is set to None)
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
ticker_sell_up, limit_buy_order, limit_sell_order):
mocker.patch.multiple(
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
)
def test_rpc_trade_statistics_closed(mocker, default_conf_usdt, ticker, fee):
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
return_value=1.1)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -524,46 +473,32 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(freqtradebot)
stake_currency = default_conf['stake_currency']
fiat_display_currency = default_conf['fiat_display_currency']
stake_currency = default_conf_usdt['stake_currency']
fiat_display_currency = default_conf_usdt['fiat_display_currency']
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up,
get_fee=fee
)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
create_mock_trades_usdt(fee)
for trade in Trade.query.order_by(Trade.id).all():
trade.open_rate = None
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert prec_satoshi(stats['profit_closed_coin'], 0)
assert prec_satoshi(stats['profit_closed_percent_mean'], 0)
assert prec_satoshi(stats['profit_closed_fiat'], 0)
assert prec_satoshi(stats['profit_all_coin'], 0)
assert prec_satoshi(stats['profit_all_percent_mean'], 0)
assert prec_satoshi(stats['profit_all_fiat'], 0)
assert stats['trade_count'] == 1
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['profit_closed_coin'] == 0
assert stats['profit_closed_percent_mean'] == 0
assert stats['profit_closed_fiat'] == 0
assert stats['profit_all_coin'] == 0
assert stats['profit_all_percent_mean'] == 0
assert stats['profit_all_fiat'] == 0
assert stats['trade_count'] == 7
assert stats['first_trade_date'] == '2 days ago'
assert stats['latest_trade_date'] == '17 minutes ago'
assert stats['avg_duration'] == '0:00:00'
assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2)
assert stats['best_pair'] == 'XRP/USDT'
assert stats['best_rate'] == 10.0
def test_rpc_balance_handle_error(default_conf, mocker):
@@ -916,8 +851,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
assert cancel_order_mock.call_count == 3
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -926,34 +860,21 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
create_mock_trades_usdt(fee)
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_performance()
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert len(res) == 3
assert res[0]['pair'] == 'XRP/USDT'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
assert res[0]['profit_pct'] == 10.0
def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -967,34 +888,22 @@ def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee
rpc = RPC(freqtradebot)
# Create some test data
create_mock_trades_usdt(fee)
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 1
assert res[0]['enter_tag'] == 'Other'
assert len(res) == 3
assert res[0]['enter_tag'] == 'TEST3'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
assert res[0]['profit_pct'] == 10.0
trade.enter_tag = "TEST_TAG"
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 1
assert res[0]['enter_tag'] == 'TEST_TAG'
assert len(res) == 3
assert res[0]['enter_tag'] == 'TEST3'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
assert res[0]['profit_pct'] == 10.0
def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
@@ -1026,8 +935,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1036,39 +944,22 @@ def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, f
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
create_mock_trades_usdt(fee)
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 1
assert res[0]['exit_reason'] == 'Other'
assert len(res) == 3
assert res[0]['exit_reason'] == 'roi'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
assert res[0]['profit_pct'] == 10.0
trade.exit_reason = "TEST1"
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 1
assert res[0]['exit_reason'] == 'TEST1'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
assert res[1]['exit_reason'] == 'exit_signal'
assert res[2]['exit_reason'] == 'Other'
def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
@@ -1100,8 +991,7 @@ def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1115,35 +1005,14 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
rpc = RPC(freqtradebot)
# Create some test data
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
create_mock_trades_usdt(fee)
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 1
assert res[0]['mix_tag'] == 'Other Other'
assert len(res) == 3
assert res[0]['mix_tag'] == 'TEST3 roi'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.enter_tag = "TESTBUY"
trade.exit_reason = "TESTSELL"
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 1
assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
assert res[0]['profit_pct'] == 10.0
def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):