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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2022-02-11 17:02:04 +01:00
parent 7237aa7edb 6a59103869
commit 0c6d92a7a6
63 changed files with 1158 additions and 349 deletions
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51
tests/conftest.py
View File

@@ -20,13 +20,14 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import CandleType, MarginMode, RunMode, SignalDirection, TradingMode
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import LocalTrade, Trade, init_db
from freqtrade.persistence import LocalTrade, Order, Trade, init_db
from freqtrade.resolvers import ExchangeResolver
from freqtrade.worker import Worker
from tests.conftest_trades import (leverage_trade, mock_trade_1, mock_trade_2, mock_trade_3,
mock_trade_4, mock_trade_5, mock_trade_6, short_trade)
from tests.conftest_trades_usdt import (mock_trade_usdt_1, mock_trade_usdt_2, mock_trade_usdt_3,
mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6)
mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6,
mock_trade_usdt_7)
logging.getLogger('').setLevel(logging.INFO)
@@ -348,6 +349,8 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
trade = mock_trade_usdt_6(fee)
add_trade(trade)
trade = mock_trade_usdt_7(fee)
add_trade(trade)
if use_db:
Trade.commit()
@@ -2352,7 +2355,7 @@ def import_fails() -> None:
@pytest.fixture(scope="function")
def open_trade():
return Trade(
trade = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='binance',
@@ -2364,11 +2367,31 @@ def open_trade():
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
trade.orders = [
Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
order_id='123456789',
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=trade.open_rate,
average=trade.open_rate,
filled=trade.amount,
remaining=0,
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
]
return trade
@pytest.fixture(scope="function")
def open_trade_usdt():
return Trade(
trade = Trade(
pair='ADA/USDT',
open_rate=2.0,
exchange='binance',
@@ -2380,6 +2403,26 @@ def open_trade_usdt():
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
trade.orders = [
Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
order_id='123456789',
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=trade.open_rate,
average=trade.open_rate,
filled=trade.amount,
remaining=0,
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
]
return trade
@pytest.fixture

1
tests/conftest_trades.py
View File

@@ -26,6 +26,7 @@ def mock_order_1(is_short: bool):
'side': enter_side(is_short),
'type': 'limit',
'price': 0.123,
'average': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,

58
tests/conftest_trades_usdt.py
View File

@@ -303,3 +303,61 @@ def mock_trade_usdt_6(fee):
o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
trade.orders.append(o)
return trade
def mock_order_usdt_7():
return {
'id': 'prod_buy_7',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 10.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_order_usdt_7_sell():
return {
'id': 'prod_sell_7',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 8.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_trade_usdt_7(fee):
"""
Simulate prod entry with open sell order
"""
trade = Trade(
pair='LTC/USDT',
stake_amount=20.0,
amount=2.0,
amount_requested=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=False,
open_rate=10.0,
close_rate=8.0,
close_profit=-0.2,
close_profit_abs=-4.0,
exchange='binance',
strategy='SampleStrategy',
open_order_id="prod_sell_6",
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_7(), 'LTC/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_7_sell(), 'LTC/USDT', 'sell')
trade.orders.append(o)
return trade

2
tests/exchange/test_ccxt_compat.py
View File

@@ -84,7 +84,7 @@ EXCHANGES = {
'futures': True,
}
},
'okex': {
'okx': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'hasQuoteVolume': True,

20
tests/exchange/test_exchange.py
View File

@@ -3202,9 +3202,9 @@ def test_timeframe_to_next_date():
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'margin', {}, False),
("BTC-PERP", 'BTC', 'USD', "ftx", False, False, True, 'futures', {}, True),
("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'spot', {}, False),
("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'margin', {}, False),
("BTC/USDT:USDT", 'BTC', 'USD', "okex", False, False, True, 'futures', {}, True),
("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'spot', {}, False),
("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'margin', {}, False),
("BTC/USDT:USDT", 'BTC', 'USD', "okx", False, False, True, 'futures', {}, True),
])
def test_market_is_tradable(
mocker, default_conf, market_symbol, base,
@@ -3479,16 +3479,16 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
("bittrex", TradingMode.FUTURES, MarginMode.CROSS, True),
("bittrex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("gateio", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okex", TradingMode.SPOT, None, False),
("okex", TradingMode.MARGIN, MarginMode.CROSS, True),
("okex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okex", TradingMode.FUTURES, MarginMode.CROSS, True),
("okx", TradingMode.SPOT, None, False),
("okx", TradingMode.MARGIN, MarginMode.CROSS, True),
("okx", TradingMode.MARGIN, MarginMode.ISOLATED, True),
("okx", TradingMode.FUTURES, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, MarginMode.ISOLATED, False),
("gateio", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# * Remove once implemented
("okex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("okx", TradingMode.FUTURES, MarginMode.ISOLATED, True),
("binance", TradingMode.MARGIN, MarginMode.CROSS, True),
("binance", TradingMode.FUTURES, MarginMode.CROSS, True),
("kraken", TradingMode.MARGIN, MarginMode.CROSS, True),
@@ -3499,7 +3499,7 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
("gateio", TradingMode.FUTURES, MarginMode.CROSS, True),
# * Uncomment once implemented
# ("okex", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# ("okx", TradingMode.FUTURES, MarginMode.ISOLATED, False),
# ("binance", TradingMode.MARGIN, MarginMode.CROSS, False),
# ("binance", TradingMode.FUTURES, MarginMode.CROSS, False),
# ("kraken", TradingMode.MARGIN, MarginMode.CROSS, False),
@@ -3539,7 +3539,7 @@ def test_validate_trading_mode_and_margin_mode(
("hitbtc", "futures", {"options": {"defaultType": "swap"}}),
("kraken", "futures", {"options": {"defaultType": "swap"}}),
("kucoin", "futures", {"options": {"defaultType": "swap"}}),
("okex", "futures", {"options": {"defaultType": "swap"}}),
("okx", "futures", {"options": {"defaultType": "swap"}}),
])
def test__ccxt_config(
default_conf,

2
tests/optimize/__init__.py
View File

@@ -36,6 +36,8 @@ class BTContainer(NamedTuple):
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
use_custom_stoploss: bool = False
custom_entry_price: Optional[float] = None
custom_exit_price: Optional[float] = None
leverage: float = 1.0

88
tests/optimize/test_backtest_detail.py
View File

@@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, C0330, unused-argument
import logging
from unittest.mock import MagicMock
import pytest
@@ -534,11 +535,84 @@ tc33 = BTContainer(data=[
)]
)
# Test 34: (copy of test25 with leverage)
# Test 34: Custom-entry-price below all candles should timeout - so no trade happens.
tc34 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
custom_entry_price=4200, trades=[]
)
# Test 35: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
tc35 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=7200, trades=[
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)
]
)
# Test 36: Custom-entry-price around candle low
# Causes immediate ROI exit. This is currently expected behavior (#6261)
# https://github.com/freqtrade/freqtrade/issues/6261
# But may change at a later point.
tc36 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Enter and immediate ROI
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.1,
custom_entry_price=4952,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
)
# Test 37: Custom exit price below all candles
# Price adjusted to candle Low.
tc37 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0],
[2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout
[3, 5100, 5100, 4950, 4950, 6172, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
use_sell_signal=True,
custom_exit_price=4552,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=3)]
)
# Test 38: Custom exit price above all candles
# causes sell signal timeout
tc38 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0],
[2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout
[3, 5100, 5100, 4950, 4950, 6172, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
custom_exit_price=6052,
trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
)
# Test 39: (copy of test25 with leverage)
# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%.
# Sell-signal wins over stoploss
tc34 = BTContainer(data=[
tc39 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -551,6 +625,7 @@ tc34 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
TESTS = [
tc0,
tc1,
@@ -587,6 +662,11 @@ TESTS = [
tc32,
tc33,
tc34,
tc35,
tc36,
tc37,
tc38,
tc39,
# TODO-lev: Add tests for short here
]
@@ -621,6 +701,10 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
backtesting._can_short = True
backtesting.strategy.advise_entry = lambda a, m: frame
backtesting.strategy.advise_exit = lambda a, m: frame
if data.custom_entry_price:
backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price)
if data.custom_exit_price:
backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price)
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
backtesting.strategy.leverage = lambda **kwargs: data.leverage
caplog.set_level(logging.DEBUG)

64
tests/optimize/test_backtesting.py
View File

@@ -21,6 +21,7 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange
from freqtrade.enums import RunMode, SellType
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.misc import get_strategy_run_id
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade
@@ -524,6 +525,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
# Fake 2 trades, so there's not enough amount for the next trade left.
LocalTrade.trades_open.append(trade)
LocalTrade.trades_open.append(trade)
backtesting.wallets.update()
trade = backtesting._enter_trade(pair, row=row, direction='long')
assert trade is None
LocalTrade.trades_open.pop()
@@ -531,6 +533,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
assert trade is not None
backtesting.strategy.custom_stake_amount = lambda **kwargs: 123.5
backtesting.wallets.update()
trade = backtesting._enter_trade(pair, row=row, direction='long')
assert trade
assert trade.stake_amount == 123.5
@@ -659,7 +662,8 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
assert res.sell_reason == SellType.ROI.value
# Sell at minute 3 (not available above!)
assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
assert round(res.close_rate, 3) == round(209.0225, 3)
sell_order = res.select_order('sell', True)
assert sell_order is not None
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
@@ -676,6 +680,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
timerange=timerange)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
result = backtesting.backtest(
processed=deepcopy(processed),
start_date=min_date,
@@ -769,6 +774,47 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
assert col in cols
def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=100000)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
timerange = TimeRange('date', None, 1517227800, 0)
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
global count
count = 0
def tmp_confirm_entry(pair, current_time, **kwargs):
dp = backtesting.strategy.dp
df, _ = dp.get_analyzed_dataframe(pair, backtesting.strategy.timeframe)
current_candle = df.iloc[-1].squeeze()
assert current_candle['enter_long'] == 1
candle_date = timeframe_to_next_date(backtesting.strategy.timeframe, current_candle['date'])
assert candle_date == current_time
# These asserts don't properly raise as they are nested,
# therefore we increment count and assert for that.
global count
count = count + 1
backtesting.strategy.confirm_trade_entry = tmp_confirm_entry
backtesting.backtest(
processed=deepcopy(processed),
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
assert count == 5
def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatadir) -> None:
# While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
# results do not carry-over to the next run, which is not given by using parametrize.
@@ -1013,6 +1059,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
})
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
@@ -1124,6 +1172,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
},
{
@@ -1131,6 +1181,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
}
])
@@ -1238,6 +1290,8 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'config': default_conf_usdt,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
},
{
@@ -1245,6 +1299,8 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'config': default_conf_usdt,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
}
])
@@ -1337,6 +1393,8 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
},
{
@@ -1344,6 +1402,8 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
}
])
@@ -1405,6 +1465,8 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
})
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',

4
tests/optimize/test_hyperopt.py
View File

@@ -365,6 +365,8 @@ def test_hyperopt_format_results(hyperopt):
'locks': [],
'final_balance': 0.02,
'rejected_signals': 2,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'backtest_start_time': 1619718665,
'backtest_end_time': 1619718665,
}
@@ -433,6 +435,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'config': hyperopt_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'final_balance': 1000,
}

3
tests/optimize/test_hyperoptloss.py
View File

@@ -86,6 +86,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
"SharpeHyperOptLossDaily",
"MaxDrawDownHyperOptLoss",
"CalmarHyperOptLoss",
"ProfitDrawDownHyperOptLoss",
])
def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
@@ -106,7 +107,7 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
config=default_conf,
processed=None,
backtest_stats={'profit_total': hyperopt_results['profit_abs'].sum()}
)
)
over = hl.hyperopt_loss_function(
results_over,
trade_count=len(results_over),

4
tests/optimize/test_optimize_reports.py
View File

@@ -84,6 +84,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
'locks': [],
'final_balance': 1000.02,
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'backtest_start_time': Arrow.utcnow().int_timestamp,
'backtest_end_time': Arrow.utcnow().int_timestamp,
'run_id': '123',
@@ -134,6 +136,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
'locks': [],
'final_balance': 1000.02,
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'backtest_start_time': Arrow.utcnow().int_timestamp,
'backtest_end_time': Arrow.utcnow().int_timestamp,
'run_id': '124',

56
tests/plugins/test_pairlist.py
View File

@@ -4,6 +4,7 @@ import logging
import time
from unittest.mock import MagicMock, PropertyMock
import pandas as pd
import pytest
import time_machine
@@ -14,7 +15,7 @@ from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.resolvers import PairListResolver
from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
from tests.conftest import (create_mock_trades_usdt, get_patched_exchange, get_patched_freqtradebot,
log_has, log_has_re, num_log_has)
@@ -492,7 +493,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
ohlcv_data = {
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
('TKN/BTC', '1d', CandleType.SPOT): ohlcv_history,
('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history.append(ohlcv_history),
('LTC/BTC', '1d', CandleType.SPOT): pd.concat([ohlcv_history, ohlcv_history]),
('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history,
('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola,
}
@@ -714,29 +715,58 @@ def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
@pytest.mark.usefixtures("init_persistence")
def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
whitelist_conf['pairlists'] = [
def test_PerformanceFilter_lookback(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt['exchange']['pair_whitelist'].extend(['ADA/USDT', 'XRP/USDT', 'ETC/USDT'])
default_conf_usdt['pairlists'] = [
{"method": "StaticPairList"},
{"method": "PerformanceFilter", "minutes": 60, "min_profit": 0.01}
]
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
exchange = get_patched_exchange(mocker, whitelist_conf)
pm = PairListManager(exchange, whitelist_conf)
exchange = get_patched_exchange(mocker, default_conf_usdt)
pm = PairListManager(exchange, default_conf_usdt)
pm.refresh_pairlist()
assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
assert pm.whitelist == ['ETH/USDT', 'XRP/USDT', 'NEO/USDT', 'TKN/USDT']
with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
create_mock_trades(fee, False)
create_mock_trades_usdt(fee)
pm.refresh_pairlist()
assert pm.whitelist == ['XRP/BTC']
assert pm.whitelist == ['XRP/USDT']
assert log_has_re(r'Removing pair .* since .* is below .*', caplog)
# Move to "outside" of lookback window, so original sorting is restored.
t.move_to("2021-09-01 07:00:00 +00:00")
pm.refresh_pairlist()
assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
assert pm.whitelist == ['ETH/USDT', 'XRP/USDT', 'NEO/USDT', 'TKN/USDT']
@pytest.mark.usefixtures("init_persistence")
def test_PerformanceFilter_keep_mid_order(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt['exchange']['pair_whitelist'].extend(['ADA/USDT', 'ETC/USDT'])
default_conf_usdt['pairlists'] = [
{"method": "StaticPairList", "allow_inactive": True},
{"method": "PerformanceFilter", "minutes": 60, }
]
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
exchange = get_patched_exchange(mocker, default_conf_usdt)
pm = PairListManager(exchange, default_conf_usdt)
pm.refresh_pairlist()
assert pm.whitelist == ['ETH/USDT', 'LTC/USDT', 'XRP/USDT',
'NEO/USDT', 'TKN/USDT', 'ADA/USDT', 'ETC/USDT']
with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
create_mock_trades_usdt(fee)
pm.refresh_pairlist()
assert pm.whitelist == ['XRP/USDT', 'ETC/USDT', 'ETH/USDT',
'NEO/USDT', 'TKN/USDT', 'ADA/USDT', 'LTC/USDT']
# assert log_has_re(r'Removing pair .* since .* is below .*', caplog)
# Move to "outside" of lookback window, so original sorting is restored.
t.move_to("2021-09-01 07:00:00 +00:00")
pm.refresh_pairlist()
assert pm.whitelist == ['ETH/USDT', 'LTC/USDT', 'XRP/USDT',
'NEO/USDT', 'TKN/USDT', 'ADA/USDT', 'ETC/USDT']
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
@@ -1167,13 +1197,13 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf):
{'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 2},
{'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 100}],
['TKN/BTC', 'ETH/BTC', 'LTC/BTC']),
# Tie in performance and count, broken by alphabetical sort
# Tie in performance and count, broken by prior sorting sort
([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC', 'LTC/BTC'],
[{'pair': 'LTC/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'TKN/BTC', 'profit_ratio': -0.0501, 'count': 1},
{'pair': 'ETH/BTC', 'profit_ratio': -0.0501, 'count': 1}],
['ETH/BTC', 'LTC/BTC', 'TKN/BTC']),
['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
])
def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, overall_performance,
allowlist_result, tickers, markets, ohlcv_history_list):

36
tests/rpc/test_rpc.py
View File

@@ -115,7 +115,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'isolated_liq': None,
'is_short': False,
'funding_fees': 0.0,
'trading_mode': TradingMode.SPOT
'trading_mode': TradingMode.SPOT,
'filled_entry_orders': [{
'amount': 91.07468123, 'average': 1.098e-05,
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
'is_open': False, 'pair': 'ETH/BTC',
'remaining': ANY, 'status': ANY}],
'filled_exit_orders': [],
}
mocker.patch('freqtrade.exchange.Exchange.get_rate',
@@ -189,7 +197,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'isolated_liq': None,
'is_short': False,
'funding_fees': 0.0,
'trading_mode': TradingMode.SPOT
'trading_mode': TradingMode.SPOT,
'filled_entry_orders': [{
'amount': 91.07468123, 'average': 1.098e-05,
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
'is_open': False, 'pair': 'ETH/BTC',
'remaining': ANY, 'status': ANY}],
'filled_exit_orders': [],
}
@@ -236,9 +252,13 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert '-0.06' == f'{fiat_profit_sum:.2f}'
rpc._config['position_adjustment_enable'] = True
rpc._config['max_entry_position_adjustment'] = 3
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert "# Buys" in headers
assert "# Entries" in headers
assert len(result[0]) == 5
# 4th column should be 1/4 - as 1 order filled (a total of 4 is possible)
# 3 on top of the initial one.
assert result[0][4] == '1/4'
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
@@ -1301,3 +1321,13 @@ def test_rpc_edge_enabled(mocker, edge_conf) -> None:
assert ret[0]['Winrate'] == 0.66
assert ret[0]['Expectancy'] == 1.71
assert ret[0]['Stoploss'] == -0.02
def test_rpc_health(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtradebot)
result = rpc._health()
assert result['last_process'] == '1970-01-01 00:00:00+00:00'
assert result['last_process_ts'] == 0

31
tests/rpc/test_rpc_apiserver.py
View File

@@ -7,6 +7,7 @@ from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
import uvicorn
from fastapi import FastAPI
@@ -1264,6 +1265,25 @@ def test_api_pair_candles(botclient, ohlcv_history):
0.7039405, 8.885e-05, 0, 0, 0, 0, 1511686800000, None, None, None, None]
])
ohlcv_history['exit_long'] = ohlcv_history['exit_long'].astype('float64')
ohlcv_history.at[0, 'exit_long'] = float('inf')
ohlcv_history['date1'] = ohlcv_history['date']
ohlcv_history.at[0, 'date1'] = pd.NaT
ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT)
rc = client_get(client,
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
assert_response(rc)
assert (rc.json()['data'] ==
[['2017-11-26 08:50:00', 8.794e-05, 8.948e-05, 8.794e-05, 8.88e-05, 0.0877869,
None, 0, None, 0, 0, None, 1511686200000, None, None, None, None],
['2017-11-26 08:55:00', 8.88e-05, 8.942e-05, 8.88e-05,
8.893e-05, 0.05874751, 8.886500000000001e-05, 1, 0.0, 0, 0, '2017-11-26 08:55:00',
1511686500000, 8.893e-05, None, None, None],
['2017-11-26 09:00:00', 8.891e-05, 8.893e-05, 8.875e-05, 8.877e-05,
0.7039405, 8.885e-05, 0, 0.0, 0, 0, '2017-11-26 09:00:00', 1511686800000,
None, None, None, None]
])
def test_api_pair_history(botclient, ohlcv_history):
@@ -1540,3 +1560,14 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
def test_health(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/health")
assert_response(rc)
ret = rc.json()
assert ret['last_process_ts'] == 0
assert ret['last_process'] == '1970-01-01T00:00:00+00:00'

80
tests/rpc/test_rpc_telegram.py
View File

@@ -24,6 +24,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.loggers import setup_logging
from freqtrade.persistence import PairLocks, Trade
from freqtrade.persistence.models import Order
from freqtrade.rpc import RPC
from freqtrade.rpc.rpc import RPCException
from freqtrade.rpc.telegram import Telegram, authorized_only
@@ -102,7 +103,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], ['blacklist_delete', 'bl_delete'], "
"['logs'], ['edge'], ['help'], ['version']"
"['logs'], ['edge'], ['health'], ['help'], ['version']"
"]")
assert log_has(message_str, caplog)
@@ -206,7 +207,8 @@ def test_telegram_status(default_conf, update, mocker) -> None:
'stop_loss_ratio': -0.0001,
'open_order': '(limit buy rem=0.00000000)',
'is_open': True,
'is_short': False
'is_short': False,
'filled_entry_orders': [],
}]),
)
@@ -222,6 +224,80 @@ def test_telegram_status(default_conf, update, mocker) -> None:
assert status_table.call_count == 1
@pytest.mark.usefixtures("init_persistence")
def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None:
update.message.chat.id = "123"
default_conf['telegram']['enabled'] = False
default_conf['telegram']['chat_id'] = "123"
default_conf['position_adjustment_enable'] = True
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_order=MagicMock(return_value=None),
get_rate=MagicMock(return_value=0.22),
)
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.get_open_trades()
trade = trades[0]
trade.orders.append(Order(
order_id='5412vbb',
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=trade.open_rate * 0.95,
average=trade.open_rate * 0.95,
filled=trade.amount,
remaining=0,
cost=trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
)
trade.recalc_trade_from_orders()
Trade.commit()
telegram._status(update=update, context=MagicMock())
assert msg_mock.call_count == 4
msg = msg_mock.call_args_list[0][0][0]
assert re.search(r'Number of Entries.*2', msg)
assert re.search(r'Average Entry Price', msg)
assert re.search(r'Order filled at', msg)
assert re.search(r'Close Date:', msg) is None
assert re.search(r'Close Profit:', msg) is None
@pytest.mark.usefixtures("init_persistence")
def test_telegram_status_closed_trade(default_conf, update, mocker, fee) -> None:
update.message.chat.id = "123"
default_conf['telegram']['enabled'] = False
default_conf['telegram']['chat_id'] = "123"
default_conf['position_adjustment_enable'] = True
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_order=MagicMock(return_value=None),
get_rate=MagicMock(return_value=0.22),
)
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.get_trades([Trade.is_open.is_(False)])
trade = trades[0]
context = MagicMock()
context.args = [str(trade.id)]
telegram._status(update=update, context=context)
assert msg_mock.call_count == 1
msg = msg_mock.call_args_list[0][0][0]
assert re.search(r'Close Date:', msg)
assert re.search(r'Close Profit:', msg)
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
default_conf['max_open_trades'] = 3
mocker.patch.multiple(

45
tests/test_freqtradebot.py
View File

@@ -712,14 +712,14 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
(True, 'spot', 'binance', None, None),
(False, 'spot', 'gateio', None, None),
(True, 'spot', 'gateio', None, None),
(False, 'spot', 'okex', None, None),
(True, 'spot', 'okex', None, None),
(False, 'spot', 'okx', None, None),
(True, 'spot', 'okx', None, None),
(True, 'futures', 'binance', 'isolated', 11.89108910891089),
(False, 'futures', 'binance', 'isolated', 8.070707070707071),
(True, 'futures', 'gateio', 'isolated', 11.87413417771621),
(False, 'futures', 'gateio', 'isolated', 8.085708510208207),
# (True, 'futures', 'okex', 'isolated', 11.87413417771621),
# (False, 'futures', 'okex', 'isolated', 8.085708510208207),
# (True, 'futures', 'okx', 'isolated', 11.87413417771621),
# (False, 'futures', 'okx', 'isolated', 8.085708510208207),
])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode,
@@ -735,11 +735,11 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071
exchange_name = gateio/okex, is_short = true
exchange_name = gateio/okx, is_short = true
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
(10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
exchange_name = gateio/okex, is_short = false
exchange_name = gateio/okx, is_short = false
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
"""
@@ -791,7 +791,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
call_args = enter_mm.call_args_list[0][1]
assert call_args['pair'] == pair
assert call_args['rate'] == bid
assert pytest.approx(call_args['amount'], round(stake_amount / bid * leverage, 8))
assert pytest.approx(call_args['amount']) == round(stake_amount / bid * leverage, 8)
enter_rate_mock.reset_mock()
# Should create an open trade with an open order id
@@ -813,7 +813,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
call_args = enter_mm.call_args_list[1][1]
assert call_args['pair'] == pair
assert call_args['rate'] == fix_price
assert pytest.approx(call_args['amount'], round(stake_amount / fix_price * leverage, 8))
assert pytest.approx(call_args['amount']) == round(stake_amount / fix_price * leverage, 8)
# In case of closed order
order['status'] = 'closed'
@@ -2268,6 +2268,7 @@ def test_check_handle_timedout_buy_usercustom(
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
open_trade.orders[0].side = 'sell' if is_short else 'buy'
Trade.query.session.add(open_trade)
# Ensure default is to return empty (so not mocked yet)
@@ -2323,6 +2324,7 @@ def test_check_handle_timedout_buy(
) -> None:
old_order = limit_sell_order_old if is_short else limit_buy_order_old
rpc_mock = patch_RPCManager(mocker)
old_order['id'] = open_trade.open_order_id
limit_buy_cancel = deepcopy(old_order)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
@@ -2425,6 +2427,8 @@ def test_check_handle_timedout_sell_usercustom(
is_short, open_trade_usdt, caplog
) -> None:
default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440, "exit_timeout_count": 1}
limit_sell_order_old['id'] = open_trade_usdt.open_order_id
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
@@ -2473,7 +2477,7 @@ def test_check_handle_timedout_sell_usercustom(
# 2nd canceled trade - Fail execute sell
caplog.clear()
open_trade_usdt.open_order_id = 'order_id_2'
open_trade_usdt.open_order_id = limit_sell_order_old['id']
mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit',
side_effect=DependencyException)
@@ -2484,7 +2488,7 @@ def test_check_handle_timedout_sell_usercustom(
caplog.clear()
# 2nd canceled trade ...
open_trade_usdt.open_order_id = 'order_id_2'
open_trade_usdt.open_order_id = limit_sell_order_old['id']
freqtrade.check_handle_timedout()
assert log_has_re('Emergencyselling trade.*', caplog)
assert et_mock.call_count == 1
@@ -2497,6 +2501,7 @@ def test_check_handle_timedout_sell(
) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
limit_sell_order_old['id'] = open_trade_usdt.open_order_id
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -2561,6 +2566,7 @@ def test_check_handle_timedout_partial(
open_trade, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
limit_buy_canceled['status'] = 'canceled'
@@ -2594,6 +2600,7 @@ def test_check_handle_timedout_partial_fee(
limit_buy_order_old_partial_canceled, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial['id'] = open_trade.open_order_id
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
@@ -2636,6 +2643,8 @@ def test_check_handle_timedout_partial_except(
limit_buy_order_old_partial_canceled, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
limit_buy_order_old_partial['id'] = open_trade.open_order_id
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -4805,8 +4814,8 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
(True, 'spot', 'binance', '', 5.0, 10.0, 1.0, None),
(False, 'spot', 'gateio', '', 5.0, 10.0, 1.0, None),
(True, 'spot', 'gateio', '', 5.0, 10.0, 1.0, None),
(False, 'spot', 'okex', '', 5.0, 10.0, 1.0, None),
(True, 'spot', 'okex', '', 5.0, 10.0, 1.0, None),
(False, 'spot', 'okx', '', 5.0, 10.0, 1.0, None),
(True, 'spot', 'okx', '', 5.0, 10.0, 1.0, None),
# Binance, short
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 1.0, 11.89108910891089),
(True, 'futures', 'binance', 'isolated', 3.0, 10.0, 1.0, 13.211221122079207),
@@ -4817,16 +4826,16 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
(False, 'futures', 'binance', 'isolated', 5, 8, 1.0, 6.454545454545454),
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.717171717171718),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 7.39057239057239),
# Gateio/okex, short
# Gateio/okx, short
(True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.476180850346978),
(True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.499307342172967),
# Gateio/okex, long
# Gateio/okx, long
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
# (True, 'futures', 'okex', 'isolated', 11.87413417771621),
# (False, 'futures', 'okex', 'isolated', 8.085708510208207),
# (True, 'futures', 'okx', 'isolated', 11.87413417771621),
# (False, 'futures', 'okx', 'isolated', 8.085708510208207),
]
)
def test_leverage_prep(
@@ -4871,7 +4880,7 @@ def test_leverage_prep(
leverage = 5, open_rate = 10, amount = 0.6
((1.6 + 0.01) - (1 * 0.6 * 10)) / ((0.6 * 0.01) - (1 * 0.6)) = 7.39057239057239
Gateio/Okex, Short
Gateio/Okx, Short
leverage = 5, open_rate = 10, amount = 1.0
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
(10 + (2 / 1.0)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
@@ -4882,7 +4891,7 @@ def test_leverage_prep(
leverage = 5, open_rate = 8, amount = 1.0
(8 + (1.6 / 1.0)) / (1 + (0.01 + 0.0006)) = 9.499307342172967
Gateio/Okex, Long
Gateio/Okx, Long
leverage = 5, open_rate = 10, amount = 1.0
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207

108
tests/test_persistence.py
View File

@@ -8,12 +8,13 @@ from unittest.mock import MagicMock
import arrow
import pytest
from sqlalchemy import create_engine, inspect, text
from sqlalchemy import create_engine, text
from freqtrade import constants
from freqtrade.enums import TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
from tests.conftest import (create_mock_trades, create_mock_trades_usdt,
create_mock_trades_with_leverage, get_sides, log_has, log_has_re)
@@ -1237,7 +1238,8 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
caplog)
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None
@@ -1250,65 +1252,6 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
caplog.clear()
# Drop latest column
with engine.begin() as connection:
connection.execute(text("alter table orders rename to orders_bak"))
inspector = inspect(engine)
with engine.begin() as connection:
for index in inspector.get_indexes('orders_bak'):
connection.execute(text(f"drop index {index['name']}"))
# Recreate table
connection.execute(text("""
CREATE TABLE orders (
id INTEGER NOT NULL,
ft_trade_id INTEGER,
ft_order_side VARCHAR NOT NULL,
ft_pair VARCHAR NOT NULL,
ft_is_open BOOLEAN NOT NULL,
order_id VARCHAR NOT NULL,
status VARCHAR,
symbol VARCHAR,
order_type VARCHAR,
side VARCHAR,
price FLOAT,
amount FLOAT,
filled FLOAT,
remaining FLOAT,
cost FLOAT,
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
PRIMARY KEY (id),
CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
)
"""))
connection.execute(text("""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date
from orders_bak
"""))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
assert log_has("trying orders_bak1", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
"""
@@ -1370,7 +1313,40 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0, orders_bak0",
caplog)
def test_migrate_get_last_sequence_ids():
engine = MagicMock()
engine.begin = MagicMock()
engine.name = 'postgresql'
get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
assert engine.begin.call_count == 2
engine.reset_mock()
engine.begin.reset_mock()
engine.name = 'somethingelse'
get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
assert engine.begin.call_count == 0
def test_migrate_set_sequence_ids():
engine = MagicMock()
engine.begin = MagicMock()
engine.name = 'postgresql'
set_sequence_ids(engine, 22, 55)
assert engine.begin.call_count == 1
engine.reset_mock()
engine.begin.reset_mock()
engine.name = 'somethingelse'
set_sequence_ids(engine, 22, 55)
assert engine.begin.call_count == 0
def test_adjust_stop_loss(fee):
@@ -1612,7 +1588,9 @@ def test_to_json(default_conf, fee):
'isolated_liq': None,
'is_short': None,
'trading_mode': None,
'funding_fees': None
'funding_fees': None,
'filled_entry_orders': [],
'filled_exit_orders': [],
}
# Simulate dry_run entries
@@ -1686,7 +1664,9 @@ def test_to_json(default_conf, fee):
'isolated_liq': None,
'is_short': None,
'trading_mode': None,
'funding_fees': None
'funding_fees': None,
'filled_entry_orders': [],
'filled_exit_orders': [],
}

1
tests/test_wallets.py
View File

@@ -189,6 +189,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
(9, 11, 100, 10000, 11), # Below min stake
(1, 15, 10, 10000, 0), # Below min stake and min_stake > stake_available
(20, 50, 100, 10000, 0), # Below min stake and stake * 1.3 > min_stake
(1000, None, 1000, 10000, 1000), # No min-stake-amount could be determined
])
def test_validate_stake_amount(