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- get_signal to return both SELL and BUY signal

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- _process modified so that we do not sell if we would buy afterwards
- execute_sell modified so that that min_roi_reached is not executed if we would buy afterwards

Veuillez saisir le message de validation pour vos modifications. Les lignes
This commit is contained in:
toto
2018-01-16 20:22:15 +01:00
parent 5a82d99482
commit 12ffbf5047
4 changed files with 71 additions and 63 deletions
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22
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
def test_status_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
def test_status_table_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple(
@@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
def test_profit_handle(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -210,7 +210,7 @@ def test_profit_handle(
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
def test_forcesell_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -410,7 +410,7 @@ def test_performance_handle(
def test_daily_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -460,7 +460,7 @@ def test_daily_handle(
def test_count_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram',
@@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
def test_performance_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,

57
freqtrade/tests/test_main.py
View File

@@ -10,7 +10,6 @@ from sqlalchemy import create_engine
import freqtrade.main as main
from freqtrade import DependencyException, OperationalException
from freqtrade.analyze import SignalType
from freqtrade.exchange import Exchanges
from freqtrade.main import (_process, check_handle_timedout, create_trade,
execute_sell, get_target_bid, handle_trade, init)
@@ -52,7 +51,7 @@ def test_main_start_hyperopt(mocker):
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -82,7 +81,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -99,7 +98,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -117,8 +116,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal',
side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -140,7 +138,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -171,7 +169,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
)
@@ -187,7 +185,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -200,7 +198,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -216,7 +214,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -233,7 +231,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -256,6 +254,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
trade.update(limit_buy_order)
assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
handle_trade(trade)
assert trade.open_order_id == 'mocked_limit_sell'
@@ -272,7 +271,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -291,11 +290,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@@ -304,7 +303,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -318,11 +317,10 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
value_returned = handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade)
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
@@ -330,7 +328,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -469,7 +467,7 @@ def test_balance_bigger_last_ask(mocker):
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@@ -502,7 +500,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -539,7 +537,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@@ -576,7 +574,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -592,6 +590,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
@@ -603,7 +602,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -619,6 +618,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True
@@ -630,7 +630,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -646,6 +646,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is False
@@ -657,7 +658,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -673,4 +674,6 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
assert handle_trade(trade) is True