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test cases added: force_stoploss by Edge

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This commit is contained in:
misagh
2018-10-04 18:05:46 +02:00
parent b57d9edda8
commit 06d75a8bad
4 changed files with 118 additions and 2 deletions
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96
freqtrade/tests/test_freqtradebot.py
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@@ -18,7 +18,7 @@ from freqtrade.persistence import Trade
from freqtrade.rpc import RPCMessageType
from freqtrade.state import State
from freqtrade.strategy.interface import SellType, SellCheckTuple
from freqtrade.tests.conftest import log_has, patch_exchange
from freqtrade.tests.conftest import log_has, patch_exchange, patch_edge
# Functions for recurrent object patching
@@ -251,6 +251,100 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
assert result is None
def test_edge_overrides_stake_amount(mocker, default_conf) -> None:
default_conf['edge']['enabled'] = True
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
freqtrade = FreqtradeBot(default_conf)
# strategy stoploss should be ignored
freqtrade.strategy.stoploss = -0.05
with pytest.raises(IndexError):
freqtrade._get_trade_stake_amount('ETH/BTC')
assert freqtrade._get_trade_stake_amount('NEO/BTC') == 0.025
assert freqtrade._get_trade_stake_amount('LTC/BTC') == 0.02381
def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker, default_conf) -> None:
default_conf['edge']['enabled'] = True
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
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: 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,
mocker, default_conf) -> None:
default_conf['edge']['enabled'] = True
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
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
# stoploss shoud be hit
assert freqtrade.handle_trade(trade) is False
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)