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Merge pull request #760 from arudov/feature-unlimited-stake_amount

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Feature unlimited stake amount
This commit is contained in:
Michael Egger 2018-06-23 16:07:38 +02:00 committed by GitHub
commit 107f3ed35b
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13 changed files with 601 additions and 98 deletions
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9
docs/configuration.md
View File

@ -16,7 +16,7 @@ The table below will list all configuration parameters.
|----------|---------|----------|-------------|
| `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
| `stake_currency` | BTC | Yes | Crypto-currency used for trading.
| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged. Set it to 'unlimited' to allow the bot to use all avaliable balance.
| `ticker_interval` | [1m, 5m, 30m, 1h, 1d] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Default is 5 minutes
| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
@ -44,6 +44,13 @@ The table below will list all configuration parameters.
The definition of each config parameters is in
[misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L205).
### Understand stake_amount
`stake_amount` is an amount of crypto-currency your bot will use for each trade.
The minimal value is 0.0005. If there is not enough crypto-currency in
the account an exception is generated.
To allow the bot to trade all the avaliable `stake_currency` in your account set `stake_amount` = `unlimited`.
In this case a trade amount is calclulated as `currency_balanse / (max_open_trades - current_open_trades)`.
### Understand minimal_roi
`minimal_roi` is a JSON object where the key is a duration
in minutes and the value is the minimum ROI in percent.

7
freqtrade/analyze.py
View File

@ -98,6 +98,13 @@ class Analyze(object):
"""
return self.strategy.ticker_interval
def get_stoploss(self) -> float:
"""
Return stoploss to use
:return: Strategy stoploss value to use
"""
return self.strategy.stoploss
def analyze_ticker(self, ticker_history: List[Dict]) -> DataFrame:
"""
Parses the given ticker history and returns a populated DataFrame

10
freqtrade/arguments.py
View File

@ -262,17 +262,15 @@ class Arguments(object):
stop: int = 0
if stype[0]:
starts = rvals[index]
if stype[0] == 'date':
start = int(starts) if len(starts) == 10 \
else arrow.get(starts, 'YYYYMMDD').timestamp
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(starts)
index += 1
if stype[1]:
stops = rvals[index]
if stype[1] == 'date':
stop = int(stops) if len(stops) == 10 \
else arrow.get(stops, 'YYYYMMDD').timestamp
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stops)
return TimeRange(stype[0], stype[1], start, stop)

8
freqtrade/constants.py
View File

@ -11,6 +11,8 @@ RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'DefaultStrategy'
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
DEFAULT_DB_DRYRUN_URL = 'sqlite://'
UNLIMITED_STAKE_AMOUNT = 'unlimited'
TICKER_INTERVAL_MINUTES = {
'1m': 1,
@ -44,7 +46,11 @@ CONF_SCHEMA = {
'max_open_trades': {'type': 'integer', 'minimum': 0},
'ticker_interval': {'type': 'string', 'enum': list(TICKER_INTERVAL_MINUTES.keys())},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT', 'EUR', 'USD']},
'stake_amount': {'type': 'number', 'minimum': 0.0005},
'stake_amount': {
"type": ["number", "string"],
"minimum": 0.0005,
"pattern": UNLIMITED_STAKE_AMOUNT
},
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
'dry_run': {'type': 'boolean'},
'minimal_roi': {

68
freqtrade/freqtradebot.py
View File

@ -244,14 +244,66 @@ class FreqtradeBot(object):
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def _get_trade_stake_amount(self) -> Optional[float]:
stake_amount = self.config['stake_amount']
avaliable_amount = self.exchange.get_balance(self.config['stake_currency'])
if stake_amount == constants.UNLIMITED_STAKE_AMOUNT:
open_trades = len(Trade.query.filter(Trade.is_open.is_(True)).all())
if open_trades >= self.config['max_open_trades']:
logger.warning('Can\'t open a new trade: max number of trades is reached')
return None
return avaliable_amount / (self.config['max_open_trades'] - open_trades)
# Check if stake_amount is fulfilled
if avaliable_amount < stake_amount:
raise DependencyException(
'Available balance(%f %s) is lower than stake amount(%f %s)' % (
avaliable_amount, self.config['stake_currency'],
stake_amount, self.config['stake_currency'])
)
return stake_amount
def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
markets = self.exchange.get_markets()
markets = [m for m in markets if m['symbol'] == pair]
if not markets:
raise ValueError(f'Can\'t get market information for symbol {pair}')
market = markets[0]
if 'limits' not in market:
return None
min_stake_amounts = []
if 'cost' in market['limits'] and 'min' in market['limits']['cost']:
min_stake_amounts.append(market['limits']['cost']['min'])
if 'amount' in market['limits'] and 'min' in market['limits']['amount']:
min_stake_amounts.append(market['limits']['amount']['min'] * price)
if not min_stake_amounts:
return None
amount_reserve_percent = 1 - 0.05 # reserve 5% + stoploss
if self.analyze.get_stoploss() is not None:
amount_reserve_percent += self.analyze.get_stoploss()
# it should not be more than 50%
amount_reserve_percent = max(amount_reserve_percent, 0.5)
return min(min_stake_amounts)/amount_reserve_percent
def create_trade(self) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:return: True if a trade object has been created and persisted, False otherwise
"""
stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval()
stake_amount = self._get_trade_stake_amount()
if not stake_amount:
return False
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = self.exchange.name
@ -261,10 +313,6 @@ class FreqtradeBot(object):
stake_amount
)
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if self.exchange.get_balance(stake_currency) < stake_amount:
raise DependencyException(
f'stake amount is not fulfilled (currency={stake_currency})')
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
@ -285,8 +333,18 @@ class FreqtradeBot(object):
return False
pair_s = pair.replace('_', '/')
pair_url = self.exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
min_stake_amount = self._get_min_pair_stake_amount(pair_s, buy_limit)
if min_stake_amount is not None and min_stake_amount > stake_amount:
logger.warning(
f'Can\'t open a new trade for {pair_s}: stake amount'
f' is too small ({stake_amount} < {min_stake_amount})'
)
return False
amount = stake_amount / buy_limit
order_id = self.exchange.buy(pair, buy_limit, amount)['id']

5
freqtrade/optimize/backtesting.py
View File

@ -14,6 +14,7 @@ from pandas import DataFrame
from tabulate import tabulate
import freqtrade.optimize as optimize
from freqtrade import constants, DependencyException
from freqtrade.exchange import Exchange
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
@ -341,6 +342,10 @@ def setup_configuration(args: Namespace) -> Dict[str, Any]:
config['exchange']['key'] = ''
config['exchange']['secret'] = ''
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException('stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT)
return config

90
freqtrade/tests/conftest.py
View File

@ -189,7 +189,10 @@ def markets():
'max': 1000,
},
'price': 500000,
'cost': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
@ -211,7 +214,10 @@ def markets():
'max': 1000,
},
'price': 500000,
'cost': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
@ -233,7 +239,85 @@ def markets():
'max': 1000,
},
'price': 500000,
'cost': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
{
'id': 'ltcbtc',
'symbol': 'LTC/BTC',
'base': 'LTC',
'quote': 'BTC',
'active': False,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
{
'id': 'xrpbtc',
'symbol': 'XRP/BTC',
'base': 'XRP',
'quote': 'BTC',
'active': False,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
},
{
'id': 'neobtc',
'symbol': 'NEO/BTC',
'base': 'NEO',
'quote': 'BTC',
'active': False,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 1,
'max': 500000,
},
},
'info': '',
}

2
freqtrade/tests/exchange/test_exchange.py
View File

@ -672,7 +672,7 @@ def test_get_markets(default_conf, mocker, markets):
exchange = get_patched_exchange(mocker, default_conf, api_mock)
ret = exchange.get_markets()
assert isinstance(ret, list)
assert len(ret) == 3
assert len(ret) == 6
assert ret[0]["id"] == "ethbtc"
assert ret[0]["symbol"] == "ETH/BTC"

25
freqtrade/tests/optimize/test_backtesting.py
View File

@ -3,6 +3,7 @@
import json
import math
import random
import pytest
from copy import deepcopy
from typing import List
from unittest.mock import MagicMock
@ -11,7 +12,7 @@ import numpy as np
import pandas as pd
from arrow import Arrow
from freqtrade import optimize
from freqtrade import optimize, constants, DependencyException
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
@ -268,6 +269,28 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
)
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
"""
Test setup_configuration() function
"""
conf = deepcopy(default_conf)
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(conf)
))
args = [
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'backtesting'
]
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
setup_configuration(get_args(args))
def test_start(mocker, fee, default_conf, caplog) -> None:
"""
Test start() function

36
freqtrade/tests/rpc/test_rpc.py
View File

@ -25,7 +25,7 @@ def prec_satoshi(a, b) -> float:
# Unit tests
def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
"""
Test rpc_trade_status() method
"""
@ -36,7 +36,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -71,7 +72,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
assert trade.find('[ETH/BTC]') >= 0
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
"""
Test rpc_status_table() method
"""
@ -82,7 +83,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -104,7 +106,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
def test_rpc_daily_profit(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
limit_buy_order, limit_sell_order, markets, mocker) -> None:
"""
Test rpc_daily_profit() method
"""
@ -115,7 +117,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -155,7 +158,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
limit_buy_order, limit_sell_order, markets, mocker) -> None:
"""
Test rpc_trade_statistics() method
"""
@ -170,7 +173,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -230,7 +234,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# 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,
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
ticker_sell_up, limit_buy_order, limit_sell_order):
"""
Test rpc_trade_statistics() method
@ -246,7 +250,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -386,7 +391,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
assert freqtradebot.state == State.STOPPED
def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
"""
Test rpc_forcesell() method
"""
@ -408,6 +413,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
}
),
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -489,7 +495,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
limit_sell_order, markets, mocker) -> None:
"""
Test rpc_performance() method
"""
@ -501,7 +507,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -527,7 +534,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert prec_satoshi(res[0]['profit'], 6.2)
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
"""
Test rpc_count() method
"""
@ -540,6 +547,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)

46
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -185,7 +185,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
)
def test_status(default_conf, update, mocker, fee, ticker) -> None:
def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
"""
Test _status() method
"""
@ -202,6 +202,7 @@ def test_status(default_conf, update, mocker, fee, ticker) -> None:
get_ticker=ticker,
get_pair_detail_url=MagicMock(),
get_fee=fee,
get_markets=markets
)
msg_mock = MagicMock()
status_table = MagicMock()
@ -230,7 +231,7 @@ def test_status(default_conf, update, mocker, fee, ticker) -> None:
assert status_table.call_count == 1
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
"""
Test _status() method
"""
@ -241,6 +242,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
)
msg_mock = MagicMock()
status_table = MagicMock()
@ -276,7 +278,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0]
def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
"""
Test _status_table() method
"""
@ -288,6 +290,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee,
get_markets=markets
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -329,7 +332,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
limit_sell_order, markets, mocker) -> None:
"""
Test _daily() method
"""
@ -343,7 +346,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -441,7 +445,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
limit_buy_order, limit_sell_order, markets, mocker) -> None:
"""
Test _profit() method
"""
@ -452,7 +456,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -705,7 +710,8 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None:
assert 'Reloading config' in msg_mock.call_args_list[0][0][0]
def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None:
def test_forcesell_handle(default_conf, update, ticker, fee,
ticker_sell_up, markets, mocker) -> None:
"""
Test _forcesell() method
"""
@ -718,7 +724,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -745,7 +752,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_down, mocker) -> None:
def test_forcesell_down_handle(default_conf, update, ticker, fee,
ticker_sell_down, markets, mocker) -> None:
"""
Test _forcesell() method
"""
@ -758,7 +766,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -789,7 +798,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None:
def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
"""
Test _forcesell() method
"""
@ -803,7 +812,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtradebot = FreqtradeBot(default_conf)
@ -867,7 +877,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
def test_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
limit_buy_order, limit_sell_order, markets, mocker) -> None:
"""
Test _performance() method
"""
@ -883,7 +893,8 @@ def test_performance_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
@ -931,7 +942,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
assert 'not running' in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
"""
Test _count() method
"""
@ -947,7 +958,8 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'})
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_markets=markets
)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
freqtradebot = FreqtradeBot(default_conf)

12
freqtrade/tests/test_configuration.py
View File

@ -55,6 +55,18 @@ def test_load_config_missing_attributes(default_conf) -> None:
configuration._validate_config(conf)
def test_load_config_incorrect_stake_amount(default_conf) -> None:
"""
Test the configuration validator with a missing attribute
"""
conf = deepcopy(default_conf)
conf['stake_amount'] = 'fake'
with pytest.raises(ValidationError, match=r'.*\'fake\' does not match \'unlimited\'.*'):
configuration = Configuration(Namespace())
configuration._validate_config(conf)
def test_load_config_file(default_conf, mocker, caplog) -> None:
"""
Test Configuration._load_config_file() method

381
freqtrade/tests/test_freqtradebot.py
View File

@ -14,7 +14,7 @@ import arrow
import pytest
import requests
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade import constants, DependencyException, OperationalException, TemporaryError
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.state import State
@ -216,7 +216,210 @@ def test_refresh_whitelist() -> None:
pass
def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test get_trade_stake_amount() method
"""
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2)
)
freqtrade = FreqtradeBot(default_conf)
result = freqtrade._get_trade_stake_amount()
assert(result == default_conf['stake_amount'])
def test_get_trade_stake_amount_no_stake_amount(default_conf,
ticker,
limit_buy_order,
fee,
mocker) -> None:
"""
Test get_trade_stake_amount() method
"""
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)
)
# test defined stake amount
freqtrade = FreqtradeBot(default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade._get_trade_stake_amount()
def test_get_trade_stake_amount_unlimited_amount(default_conf,
ticker,
limit_buy_order,
fee,
markets,
mocker) -> None:
"""
Test get_trade_stake_amount() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
conf['max_open_trades'] = 2
freqtrade = FreqtradeBot(conf)
# no open trades, order amount should be 'balance / max_open_trades'
result = freqtrade._get_trade_stake_amount()
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()
assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1)
# create 2 trades, order amount should be None
freqtrade.create_trade()
result = freqtrade._get_trade_stake_amount()
assert result is None
# set max_open_trades = None, so do not trade
conf['max_open_trades'] = 0
freqtrade = FreqtradeBot(conf)
result = freqtrade._get_trade_stake_amount()
assert result is None
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
"""
Test get_trade_stake_amount() method
"""
patch_RPCManager(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.freqtradebot.Analyze.get_stoploss', MagicMock(return_value=-0.05))
freqtrade = FreqtradeBot(default_conf)
# no pair found
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
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(
'freqtrade.exchange.Exchange.get_markets',
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(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'cost'/'amount' section
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
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(
'freqtrade.exchange.Exchange.get_markets',
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
# min amount is set
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
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(
'freqtrade.exchange.Exchange.get_markets',
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(
'freqtrade.exchange.Exchange.get_markets',
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:
"""
Test create_trade() method
"""
@ -229,6 +432,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
# Save state of current whitelist
@ -252,32 +456,8 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(conf)
freqtrade.create_trade()
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= conf['stake_amount']
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@ -291,6 +471,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@ -298,7 +479,87 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee
freqtrade.create_trade()
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(conf)
freqtrade.create_trade()
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= conf['stake_amount']
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.000000005
freqtrade = FreqtradeBot(conf)
result = freqtrade.create_trade()
assert result is False
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['max_open_trades'] = 0
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
freqtrade = FreqtradeBot(conf)
assert freqtrade.create_trade() is False
assert freqtrade._get_trade_stake_amount() is None
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@ -311,6 +572,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@ -325,7 +587,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
limit_buy_order, fee, mocker) -> None:
limit_buy_order, fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@ -338,6 +600,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@ -616,7 +879,8 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None:
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
"""
Test check_handle() method
"""
@ -632,7 +896,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee
get_fee=fee,
get_markets=markets
)
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
@ -660,7 +925,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
assert trade.close_date is not None
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test check_handle() method
"""
@ -677,6 +943,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(conf)
@ -718,7 +985,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
assert freqtrade.handle_trade(trades[0]) is True
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None:
"""
Test check_handle() method
"""
@ -735,6 +1003,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
@ -755,7 +1024,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
def test_handle_trade_experimental(
default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
"""
Test check_handle() method
"""
@ -772,6 +1041,7 @@ def test_handle_trade_experimental(
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
@ -789,7 +1059,8 @@ def test_handle_trade_experimental(
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, mocker) -> None:
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
"""
Test check_handle() method
"""
@ -802,6 +1073,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fe
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@ -1040,7 +1312,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
assert cancel_order_mock.call_count == 1
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going UP
"""
@ -1051,7 +1323,8 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
freqtrade = FreqtradeBot(default_conf)
@ -1081,7 +1354,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN
"""
@ -1093,7 +1366,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@ -1122,7 +1396,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
ticker_sell_up, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
@ -1133,7 +1407,8 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@ -1163,7 +1438,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
ticker_sell_down, mocker) -> None:
ticker_sell_down, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
@ -1174,7 +1449,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@ -1201,7 +1477,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled
"""
@ -1219,6 +1496,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['experimental'] = {
@ -1234,7 +1512,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when disabled
"""
@ -1252,6 +1531,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['experimental'] = {
@ -1267,7 +1547,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
@ -1285,6 +1565,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['experimental'] = {
@ -1300,7 +1581,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
assert freqtrade.handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
@ -1373,7 +1654,8 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) ->
assert freqtrade.handle_trade(trade) is True
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mocker) -> None:
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
@ -1391,6 +1673,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, mo
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)