Merge branch 'develop' into plot_profit
This commit is contained in:
commit
19ef682250
@ -4,6 +4,7 @@
|
|||||||
"stake_amount": 0.05,
|
"stake_amount": 0.05,
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||||||
"fiat_display_currency": "USD",
|
"fiat_display_currency": "USD",
|
||||||
"dry_run": false,
|
"dry_run": false,
|
||||||
|
"ticker_interval": "5",
|
||||||
"minimal_roi": {
|
"minimal_roi": {
|
||||||
"40": 0.0,
|
"40": 0.0,
|
||||||
"30": 0.01,
|
"30": 0.01,
|
||||||
|
@ -17,6 +17,7 @@ The table below will list all configuration parameters.
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|||||||
| `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
|
| `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
|
||||||
| `stake_currency` | BTC | Yes | Crypto-currency used for trading.
|
| `stake_currency` | BTC | Yes | Crypto-currency used for trading.
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||||||
| `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.
|
||||||
|
| `ticker_interval` | ["1", "5", "30, "60", "1440"] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
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| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
|
| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
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| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
|
| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
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| `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below.
|
| `minimal_roi` | See below | Yes | Set the threshold in percent the bot will use to sell a trade. More information below.
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|
@ -281,13 +281,13 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
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return dataframe
|
return dataframe
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|
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|
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def get_signal(pair: str) -> (bool, bool):
|
def get_signal(pair: str, interval: int) -> (bool, bool):
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"""
|
"""
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Calculates current signal based several technical analysis indicators
|
Calculates current signal based several technical analysis indicators
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:param pair: pair in format BTC_ANT or BTC-ANT
|
:param pair: pair in format BTC_ANT or BTC-ANT
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:return: (True, False) if pair is good for buying and not for selling
|
:return: (True, False) if pair is good for buying and not for selling
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"""
|
"""
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ticker_hist = get_ticker_history(pair)
|
ticker_hist = get_ticker_history(pair, interval)
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if not ticker_hist:
|
if not ticker_hist:
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logger.warning('Empty ticker history for pair %s', pair)
|
logger.warning('Empty ticker history for pair %s', pair)
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return (False, False)
|
return (False, False)
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|
@ -139,7 +139,7 @@ def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
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|
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|
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@cached(TTLCache(maxsize=100, ttl=30))
|
@cached(TTLCache(maxsize=100, ttl=30))
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def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
|
def get_ticker_history(pair: str, tick_interval) -> List[Dict]:
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return _API.get_ticker_history(pair, tick_interval)
|
return _API.get_ticker_history(pair, tick_interval)
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|
|
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|
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|
@ -122,9 +122,10 @@ class Bittrex(Exchange):
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raise OperationalException('{message} params=({pair})'.format(
|
raise OperationalException('{message} params=({pair})'.format(
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message=data['message'],
|
message=data['message'],
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pair=pair))
|
pair=pair))
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|
keys = ['Bid', 'Ask', 'Last']
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if not data.get('result') or\
|
if not data.get('result') or\
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not all(key in data.get('result', {}) for key in ['Bid', 'Ask', 'Last']):
|
not all(key in data.get('result', {}) for key in keys) or\
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|
not all(data.get('result', {})[key] is not None for key in keys):
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raise ContentDecodingError('{message} params=({pair})'.format(
|
raise ContentDecodingError('{message} params=({pair})'.format(
|
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message='Got invalid response from bittrex',
|
message='Got invalid response from bittrex',
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pair=pair))
|
pair=pair))
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@ -141,6 +142,12 @@ class Bittrex(Exchange):
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interval = 'oneMin'
|
interval = 'oneMin'
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elif tick_interval == 5:
|
elif tick_interval == 5:
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interval = 'fiveMin'
|
interval = 'fiveMin'
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|
elif tick_interval == 30:
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|
interval = 'thirtyMin'
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|
elif tick_interval == 60:
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|
interval = 'hour'
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|
elif tick_interval == 1440:
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|
interval = 'Day'
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else:
|
else:
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raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))
|
raise ValueError('Cannot parse tick_interval: {}'.format(tick_interval))
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|
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|
@ -54,7 +54,7 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
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return final_list
|
return final_list
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|
|
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|
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def _process(nb_assets: Optional[int] = 0) -> bool:
|
def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
|
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"""
|
"""
|
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Queries the persistence layer for open trades and handles them,
|
Queries the persistence layer for open trades and handles them,
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otherwise a new trade is created.
|
otherwise a new trade is created.
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@ -79,7 +79,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
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if len(trades) < _CONF['max_open_trades']:
|
if len(trades) < _CONF['max_open_trades']:
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try:
|
try:
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# Create entity and execute trade
|
# Create entity and execute trade
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state_changed = create_trade(float(_CONF['stake_amount']))
|
state_changed = create_trade(float(_CONF['stake_amount']), interval)
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if not state_changed:
|
if not state_changed:
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logger.info(
|
logger.info(
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||||||
'Checked all whitelisted currencies. '
|
'Checked all whitelisted currencies. '
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@ -97,7 +97,7 @@ def _process(nb_assets: Optional[int] = 0) -> bool:
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|
|
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if trade.is_open and trade.open_order_id is None:
|
if trade.is_open and trade.open_order_id is None:
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# Check if we can sell our current pair
|
# Check if we can sell our current pair
|
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state_changed = handle_trade(trade) or state_changed
|
state_changed = handle_trade(trade, interval) or state_changed
|
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|
|
||||||
if 'unfilledtimeout' in _CONF:
|
if 'unfilledtimeout' in _CONF:
|
||||||
# Check and handle any timed out open orders
|
# Check and handle any timed out open orders
|
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@ -250,7 +250,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
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return False
|
return False
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|
|
||||||
|
|
||||||
def handle_trade(trade: Trade) -> bool:
|
def handle_trade(trade: Trade, interval: int) -> bool:
|
||||||
"""
|
"""
|
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Sells the current pair if the threshold is reached and updates the trade record.
|
Sells the current pair if the threshold is reached and updates the trade record.
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:return: True if trade has been sold, False otherwise
|
:return: True if trade has been sold, False otherwise
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@ -264,7 +264,7 @@ def handle_trade(trade: Trade) -> bool:
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(buy, sell) = (False, False)
|
(buy, sell) = (False, False)
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|
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if _CONF.get('experimental', {}).get('use_sell_signal'):
|
if _CONF.get('experimental', {}).get('use_sell_signal'):
|
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(buy, sell) = get_signal(trade.pair)
|
(buy, sell) = get_signal(trade.pair, interval)
|
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|
|
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# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
|
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
|
||||||
if not buy and min_roi_reached(trade, current_rate, datetime.utcnow()):
|
if not buy and min_roi_reached(trade, current_rate, datetime.utcnow()):
|
||||||
@ -278,7 +278,6 @@ def handle_trade(trade: Trade) -> bool:
|
|||||||
if not buy and trade.calc_profit(rate=current_rate) <= 0:
|
if not buy and trade.calc_profit(rate=current_rate) <= 0:
|
||||||
return False
|
return False
|
||||||
|
|
||||||
# Experimental: Check if sell signal has been enabled and triggered
|
|
||||||
if sell and not buy:
|
if sell and not buy:
|
||||||
logger.debug('Executing sell due to sell signal ...')
|
logger.debug('Executing sell due to sell signal ...')
|
||||||
execute_sell(trade, current_rate)
|
execute_sell(trade, current_rate)
|
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@ -295,7 +294,7 @@ def get_target_bid(ticker: Dict[str, float]) -> float:
|
|||||||
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
|
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
|
||||||
|
|
||||||
|
|
||||||
def create_trade(stake_amount: float) -> bool:
|
def create_trade(stake_amount: float, interval: int) -> bool:
|
||||||
"""
|
"""
|
||||||
Checks the implemented trading indicator(s) for a randomly picked pair,
|
Checks the implemented trading indicator(s) for a randomly picked pair,
|
||||||
if one pair triggers the buy_signal a new trade record gets created
|
if one pair triggers the buy_signal a new trade record gets created
|
||||||
@ -323,7 +322,7 @@ def create_trade(stake_amount: float) -> bool:
|
|||||||
|
|
||||||
# Pick pair based on StochRSI buy signals
|
# Pick pair based on StochRSI buy signals
|
||||||
for _pair in whitelist:
|
for _pair in whitelist:
|
||||||
(buy, sell) = get_signal(_pair)
|
(buy, sell) = get_signal(_pair, interval)
|
||||||
if buy and not sell:
|
if buy and not sell:
|
||||||
pair = _pair
|
pair = _pair
|
||||||
break
|
break
|
||||||
@ -477,6 +476,7 @@ def main(sysargv=sys.argv[1:]) -> None:
|
|||||||
_process,
|
_process,
|
||||||
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
|
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
|
||||||
nb_assets=args.dynamic_whitelist,
|
nb_assets=args.dynamic_whitelist,
|
||||||
|
interval=int(_CONF.get('ticker_interval', "5"))
|
||||||
)
|
)
|
||||||
old_state = new_state
|
old_state = new_state
|
||||||
except KeyboardInterrupt:
|
except KeyboardInterrupt:
|
||||||
|
@ -208,7 +208,7 @@ def backtesting_options(parser: argparse.ArgumentParser) -> None:
|
|||||||
)
|
)
|
||||||
parser.add_argument(
|
parser.add_argument(
|
||||||
'-i', '--ticker-interval',
|
'-i', '--ticker-interval',
|
||||||
help='specify ticker interval in minutes (default: 5)',
|
help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
|
||||||
dest='ticker_interval',
|
dest='ticker_interval',
|
||||||
default=5,
|
default=5,
|
||||||
type=int,
|
type=int,
|
||||||
@ -328,6 +328,7 @@ CONF_SCHEMA = {
|
|||||||
'type': 'object',
|
'type': 'object',
|
||||||
'properties': {
|
'properties': {
|
||||||
'max_open_trades': {'type': 'integer', 'minimum': 1},
|
'max_open_trades': {'type': 'integer', 'minimum': 1},
|
||||||
|
'ticker_interval': {'type': 'string', 'enum': ['1', '5', '30', '60', '1440']},
|
||||||
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
|
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
|
||||||
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
'stake_amount': {'type': 'number', 'minimum': 0.0005},
|
||||||
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
|
'fiat_display_currency': {'type': 'string', 'enum': ['AUD', 'BRL', 'CAD', 'CHF',
|
||||||
@ -381,7 +382,8 @@ CONF_SCHEMA = {
|
|||||||
'internals': {
|
'internals': {
|
||||||
'type': 'object',
|
'type': 'object',
|
||||||
'properties': {
|
'properties': {
|
||||||
'process_throttle_secs': {'type': 'number'}
|
'process_throttle_secs': {'type': 'number'},
|
||||||
|
'interval': {'type': 'integer'}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
@ -417,6 +419,7 @@ CONF_SCHEMA = {
|
|||||||
],
|
],
|
||||||
'required': [
|
'required': [
|
||||||
'max_open_trades',
|
'max_open_trades',
|
||||||
|
'ticker_interval',
|
||||||
'stake_currency',
|
'stake_currency',
|
||||||
'stake_amount',
|
'stake_amount',
|
||||||
'fiat_display_currency',
|
'fiat_display_currency',
|
||||||
|
@ -49,10 +49,8 @@ def load_tickerdata_file(datadir, pair, ticker_interval,
|
|||||||
return pairdata
|
return pairdata
|
||||||
|
|
||||||
|
|
||||||
def load_data(datadir: str, ticker_interval: int = 5,
|
def load_data(datadir: str, ticker_interval: int, pairs: Optional[List[str]] = None,
|
||||||
pairs: Optional[List[str]] = None,
|
refresh_pairs: Optional[bool] = False, timerange=None) -> Dict[str, List]:
|
||||||
refresh_pairs: Optional[bool] = False,
|
|
||||||
timerange=None) -> Dict[str, List]:
|
|
||||||
"""
|
"""
|
||||||
Loads ticker history data for the given parameters
|
Loads ticker history data for the given parameters
|
||||||
:param ticker_interval: ticker interval in minutes
|
:param ticker_interval: ticker interval in minutes
|
||||||
@ -66,7 +64,7 @@ def load_data(datadir: str, ticker_interval: int = 5,
|
|||||||
# If the user force the refresh of pairs
|
# If the user force the refresh of pairs
|
||||||
if refresh_pairs:
|
if refresh_pairs:
|
||||||
logger.info('Download data for all pairs and store them in %s', datadir)
|
logger.info('Download data for all pairs and store them in %s', datadir)
|
||||||
download_pairs(datadir, _pairs)
|
download_pairs(datadir, _pairs, ticker_interval)
|
||||||
|
|
||||||
for pair in _pairs:
|
for pair in _pairs:
|
||||||
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
|
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
|
||||||
@ -96,16 +94,15 @@ def make_testdata_path(datadir: str) -> str:
|
|||||||
'..', 'tests', 'testdata'))
|
'..', 'tests', 'testdata'))
|
||||||
|
|
||||||
|
|
||||||
def download_pairs(datadir, pairs: List[str]) -> bool:
|
def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
|
||||||
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
|
"""For each pairs passed in parameters, download the ticker intervals"""
|
||||||
for pair in pairs:
|
for pair in pairs:
|
||||||
try:
|
try:
|
||||||
for interval in [1, 5]:
|
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
|
||||||
download_backtesting_testdata(datadir, pair=pair, interval=interval)
|
|
||||||
except BaseException:
|
except BaseException:
|
||||||
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
|
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
|
||||||
pair=pair,
|
pair=pair,
|
||||||
interval=interval,
|
interval=ticker_interval,
|
||||||
))
|
))
|
||||||
return False
|
return False
|
||||||
return True
|
return True
|
||||||
|
@ -176,15 +176,15 @@ def start(args):
|
|||||||
|
|
||||||
logger.info('Using config: %s ...', args.config)
|
logger.info('Using config: %s ...', args.config)
|
||||||
config = misc.load_config(args.config)
|
config = misc.load_config(args.config)
|
||||||
|
ticker_interval = config.get('ticker_interval', args.ticker_interval)
|
||||||
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
|
logger.info('Using ticker_interval: %s ...', ticker_interval)
|
||||||
|
|
||||||
data = {}
|
data = {}
|
||||||
pairs = config['exchange']['pair_whitelist']
|
pairs = config['exchange']['pair_whitelist']
|
||||||
if args.live:
|
if args.live:
|
||||||
logger.info('Downloading data for all pairs in whitelist ...')
|
logger.info('Downloading data for all pairs in whitelist ...')
|
||||||
for pair in pairs:
|
for pair in pairs:
|
||||||
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
|
data[pair] = exchange.get_ticker_history(pair, ticker_interval)
|
||||||
else:
|
else:
|
||||||
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
||||||
logger.info('Using stake_currency: %s ...', config['stake_currency'])
|
logger.info('Using stake_currency: %s ...', config['stake_currency'])
|
||||||
|
@ -18,6 +18,7 @@ def default_conf():
|
|||||||
"stake_currency": "BTC",
|
"stake_currency": "BTC",
|
||||||
"stake_amount": 0.001,
|
"stake_amount": 0.001,
|
||||||
"fiat_display_currency": "USD",
|
"fiat_display_currency": "USD",
|
||||||
|
"ticker_interval": "5",
|
||||||
"dry_run": True,
|
"dry_run": True,
|
||||||
"minimal_roi": {
|
"minimal_roi": {
|
||||||
"40": 0.0,
|
"40": 0.0,
|
||||||
|
@ -232,6 +232,11 @@ def test_exchange_bittrex_get_ticker_bad():
|
|||||||
with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
|
with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
|
||||||
wb.get_ticker('BTC_ETH')
|
wb.get_ticker('BTC_ETH')
|
||||||
|
|
||||||
|
fb.result = {'success': True,
|
||||||
|
'result': {'Bid': 1, 'Ask': 0, 'Last': None}} # incomplete result
|
||||||
|
with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
|
||||||
|
wb.get_ticker('BTC_ETH')
|
||||||
|
|
||||||
|
|
||||||
def test_exchange_bittrex_get_ticker_history_one():
|
def test_exchange_bittrex_get_ticker_history_one():
|
||||||
wb = make_wrap_bittrex()
|
wb = make_wrap_bittrex()
|
||||||
|
@ -43,6 +43,23 @@ def _clean_test_file(file: str) -> None:
|
|||||||
os.rename(file_swp, file)
|
os.rename(file_swp, file)
|
||||||
|
|
||||||
|
|
||||||
|
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
|
||||||
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
||||||
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
|
|
||||||
|
exchange._API = Bittrex({'key': '', 'secret': ''})
|
||||||
|
|
||||||
|
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
|
||||||
|
_backup_file(file, copy_file=True)
|
||||||
|
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
|
||||||
|
assert os.path.isfile(file) is True
|
||||||
|
assert ('freqtrade.optimize',
|
||||||
|
logging.INFO,
|
||||||
|
'Download the pair: "BTC_ETH", Interval: 30 min'
|
||||||
|
) not in caplog.record_tuples
|
||||||
|
_clean_test_file(file)
|
||||||
|
|
||||||
|
|
||||||
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
|
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
|
||||||
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
@ -51,7 +68,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
|
|||||||
|
|
||||||
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
|
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
|
||||||
_backup_file(file, copy_file=True)
|
_backup_file(file, copy_file=True)
|
||||||
optimize.load_data(None, pairs=['BTC_ETH'])
|
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
|
||||||
assert os.path.isfile(file) is True
|
assert os.path.isfile(file) is True
|
||||||
assert ('freqtrade.optimize',
|
assert ('freqtrade.optimize',
|
||||||
logging.INFO,
|
logging.INFO,
|
||||||
@ -113,17 +130,28 @@ def test_download_pairs(default_conf, ticker_history, mocker):
|
|||||||
_backup_file(file2_1)
|
_backup_file(file2_1)
|
||||||
_backup_file(file2_5)
|
_backup_file(file2_5)
|
||||||
|
|
||||||
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True
|
assert os.path.isfile(file1_1) is False
|
||||||
|
assert os.path.isfile(file2_1) is False
|
||||||
|
|
||||||
|
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=1) is True
|
||||||
|
|
||||||
assert os.path.isfile(file1_1) is True
|
assert os.path.isfile(file1_1) is True
|
||||||
assert os.path.isfile(file1_5) is True
|
|
||||||
assert os.path.isfile(file2_1) is True
|
assert os.path.isfile(file2_1) is True
|
||||||
assert os.path.isfile(file2_5) is True
|
|
||||||
|
|
||||||
# clean files freshly downloaded
|
# clean files freshly downloaded
|
||||||
_clean_test_file(file1_1)
|
_clean_test_file(file1_1)
|
||||||
_clean_test_file(file1_5)
|
|
||||||
_clean_test_file(file2_1)
|
_clean_test_file(file2_1)
|
||||||
|
|
||||||
|
assert os.path.isfile(file1_5) is False
|
||||||
|
assert os.path.isfile(file2_5) is False
|
||||||
|
|
||||||
|
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI'], ticker_interval=5) is True
|
||||||
|
|
||||||
|
assert os.path.isfile(file1_5) is True
|
||||||
|
assert os.path.isfile(file2_5) is True
|
||||||
|
|
||||||
|
# clean files freshly downloaded
|
||||||
|
_clean_test_file(file1_5)
|
||||||
_clean_test_file(file2_5)
|
_clean_test_file(file2_5)
|
||||||
|
|
||||||
|
|
||||||
@ -139,7 +167,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
|
|||||||
_backup_file(file1_1)
|
_backup_file(file1_1)
|
||||||
_backup_file(file1_5)
|
_backup_file(file1_5)
|
||||||
|
|
||||||
download_pairs(None, pairs=['BTC-MEME'])
|
download_pairs(None, pairs=['BTC-MEME'], ticker_interval=1)
|
||||||
# clean files freshly downloaded
|
# clean files freshly downloaded
|
||||||
_clean_test_file(file1_1)
|
_clean_test_file(file1_1)
|
||||||
_clean_test_file(file1_5)
|
_clean_test_file(file1_5)
|
||||||
|
@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
|
|||||||
|
|
||||||
def test_status_handle(default_conf, update, ticker, mocker):
|
def test_status_handle(default_conf, update, ticker, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
|
|||||||
msg_mock.reset_mock()
|
msg_mock.reset_mock()
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
# Trigger status while we have a fulfilled order for the open trade
|
# Trigger status while we have a fulfilled order for the open trade
|
||||||
_status(bot=MagicMock(), update=update)
|
_status(bot=MagicMock(), update=update)
|
||||||
|
|
||||||
@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
|
|||||||
|
|
||||||
def test_status_table_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.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple(
|
mocker.patch.multiple(
|
||||||
@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
|
|||||||
msg_mock.reset_mock()
|
msg_mock.reset_mock()
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(15.0)
|
create_trade(15.0, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
_status_table(bot=MagicMock(), update=update)
|
_status_table(bot=MagicMock(), update=update)
|
||||||
|
|
||||||
@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
|
|||||||
def test_profit_handle(
|
def test_profit_handle(
|
||||||
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
|
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
@ -176,7 +176,7 @@ def test_profit_handle(
|
|||||||
msg_mock.reset_mock()
|
msg_mock.reset_mock()
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
|
|
||||||
# Simulate fulfilled LIMIT_BUY order for trade
|
# Simulate fulfilled LIMIT_BUY order for trade
|
||||||
@ -210,7 +210,7 @@ def test_profit_handle(
|
|||||||
|
|
||||||
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
|
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
_CONF=default_conf,
|
_CONF=default_conf,
|
||||||
@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
@ -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):
|
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
_CONF=default_conf,
|
_CONF=default_conf,
|
||||||
@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
# Decrease the price and sell it
|
# Decrease the price and sell it
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
|
|||||||
|
|
||||||
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
|
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
_CONF=default_conf,
|
_CONF=default_conf,
|
||||||
@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
|
|||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
for _ in range(4):
|
for _ in range(4):
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
rpc_mock.reset_mock()
|
rpc_mock.reset_mock()
|
||||||
|
|
||||||
update.message.text = '/forcesell all'
|
update.message.text = '/forcesell all'
|
||||||
@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
|
|||||||
|
|
||||||
def test_forcesell_handle_invalid(default_conf, update, mocker):
|
def test_forcesell_handle_invalid(default_conf, update, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
_CONF=default_conf,
|
_CONF=default_conf,
|
||||||
@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
|
|||||||
def test_performance_handle(
|
def test_performance_handle(
|
||||||
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
|
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
@ -389,7 +389,7 @@ def test_performance_handle(
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
|
|
||||||
@ -410,7 +410,7 @@ def test_performance_handle(
|
|||||||
def test_daily_handle(
|
def test_daily_handle(
|
||||||
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
|
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
@ -427,7 +427,7 @@ def test_daily_handle(
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
|
|
||||||
@ -454,8 +454,8 @@ def test_daily_handle(
|
|||||||
# Reset msg_mock
|
# Reset msg_mock
|
||||||
msg_mock.reset_mock()
|
msg_mock.reset_mock()
|
||||||
# Add two other trades
|
# Add two other trades
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trades = Trade.query.all()
|
trades = Trade.query.all()
|
||||||
for trade in trades:
|
for trade in trades:
|
||||||
@ -482,7 +482,7 @@ def test_daily_handle(
|
|||||||
|
|
||||||
def test_count_handle(default_conf, update, ticker, mocker):
|
def test_count_handle(default_conf, update, ticker, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch.multiple(
|
mocker.patch.multiple(
|
||||||
'freqtrade.rpc.telegram',
|
'freqtrade.rpc.telegram',
|
||||||
@ -502,7 +502,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
|
|||||||
update_state(State.RUNNING)
|
update_state(State.RUNNING)
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
msg_mock.reset_mock()
|
msg_mock.reset_mock()
|
||||||
_count(bot=MagicMock(), update=update)
|
_count(bot=MagicMock(), update=update)
|
||||||
|
|
||||||
@ -514,7 +514,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
|
|||||||
|
|
||||||
def test_performance_handle_invalid(default_conf, update, mocker):
|
def test_performance_handle_invalid(default_conf, update, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
|
||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
_CONF=default_conf,
|
_CONF=default_conf,
|
||||||
|
@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker):
|
|||||||
'freqtrade.analyze.analyze_ticker',
|
'freqtrade.analyze.analyze_ticker',
|
||||||
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
|
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
|
||||||
)
|
)
|
||||||
assert get_signal('BTC-ETH') == (True, False)
|
assert get_signal('BTC-ETH', 5) == (True, False)
|
||||||
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.analyze.analyze_ticker',
|
'freqtrade.analyze.analyze_ticker',
|
||||||
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
|
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
|
||||||
)
|
)
|
||||||
assert get_signal('BTC-ETH') == (False, True)
|
assert get_signal('BTC-ETH', 5) == (False, True)
|
||||||
|
|
||||||
|
|
||||||
def test_returns_latest_sell_signal(mocker):
|
def test_returns_latest_sell_signal(mocker):
|
||||||
@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker):
|
|||||||
'freqtrade.analyze.analyze_ticker',
|
'freqtrade.analyze.analyze_ticker',
|
||||||
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
|
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
|
||||||
)
|
)
|
||||||
assert get_signal('BTC-ETH') == (False, True)
|
assert get_signal('BTC-ETH', 5) == (False, True)
|
||||||
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.analyze.analyze_ticker',
|
'freqtrade.analyze.analyze_ticker',
|
||||||
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
|
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
|
||||||
)
|
)
|
||||||
assert get_signal('BTC-ETH') == (True, False)
|
assert get_signal('BTC-ETH', 5) == (True, False)
|
||||||
|
|
||||||
|
|
||||||
def test_get_signal_handles_exceptions(mocker):
|
def test_get_signal_handles_exceptions(mocker):
|
||||||
@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker):
|
|||||||
mocker.patch('freqtrade.analyze.analyze_ticker',
|
mocker.patch('freqtrade.analyze.analyze_ticker',
|
||||||
side_effect=Exception('invalid ticker history '))
|
side_effect=Exception('invalid ticker history '))
|
||||||
|
|
||||||
assert get_signal('BTC-ETH') == (False, False)
|
assert get_signal('BTC-ETH', 5) == (False, False)
|
||||||
|
@ -51,7 +51,7 @@ def test_main_start_hyperopt(mocker):
|
|||||||
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
|
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
get_ticker=ticker,
|
get_ticker=ticker,
|
||||||
@ -63,7 +63,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
|
|||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
assert not trades
|
assert not trades
|
||||||
|
|
||||||
result = _process()
|
result = _process(interval=int(default_conf['ticker_interval']))
|
||||||
assert result is True
|
assert result is True
|
||||||
|
|
||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
@ -81,7 +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):
|
def test_process_exchange_failures(default_conf, ticker, health, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -89,7 +89,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
|
|||||||
get_wallet_health=health,
|
get_wallet_health=health,
|
||||||
buy=MagicMock(side_effect=requests.exceptions.RequestException))
|
buy=MagicMock(side_effect=requests.exceptions.RequestException))
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
result = _process()
|
result = _process(interval=int(default_conf['ticker_interval']))
|
||||||
assert result is False
|
assert result is False
|
||||||
assert sleep_mock.has_calls()
|
assert sleep_mock.has_calls()
|
||||||
|
|
||||||
@ -98,7 +98,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
|
|||||||
msg_mock = MagicMock()
|
msg_mock = MagicMock()
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
get_ticker=ticker,
|
get_ticker=ticker,
|
||||||
@ -107,7 +107,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
assert get_state() == State.RUNNING
|
assert get_state() == State.RUNNING
|
||||||
|
|
||||||
result = _process()
|
result = _process(interval=int(default_conf['ticker_interval']))
|
||||||
assert result is False
|
assert result is False
|
||||||
assert get_state() == State.STOPPED
|
assert get_state() == State.STOPPED
|
||||||
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
|
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
|
||||||
@ -116,7 +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):
|
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
get_ticker=ticker,
|
get_ticker=ticker,
|
||||||
@ -127,18 +127,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
|
|||||||
|
|
||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
assert not trades
|
assert not trades
|
||||||
result = _process()
|
result = _process(interval=int(default_conf['ticker_interval']))
|
||||||
assert result is True
|
assert result is True
|
||||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||||
assert len(trades) == 1
|
assert len(trades) == 1
|
||||||
|
|
||||||
result = _process()
|
result = _process(interval=int(default_conf['ticker_interval']))
|
||||||
assert result is False
|
assert result is False
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
|
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -148,7 +148,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
|
|||||||
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
|
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade is not None
|
assert trade is not None
|
||||||
@ -169,7 +169,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
|
|||||||
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
|
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
buy_mock = mocker.patch(
|
buy_mock = mocker.patch(
|
||||||
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
|
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
|
||||||
)
|
)
|
||||||
@ -178,14 +178,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
|
|||||||
get_ticker=ticker)
|
get_ticker=ticker)
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
min_stake_amount = 0.0005
|
min_stake_amount = 0.0005
|
||||||
create_trade(min_stake_amount)
|
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
|
||||||
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
|
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
|
||||||
assert rate * amount >= min_stake_amount
|
assert rate * amount >= min_stake_amount
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_no_stake_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.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -193,12 +193,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
|
|||||||
buy=MagicMock(return_value='mocked_limit_buy'),
|
buy=MagicMock(return_value='mocked_limit_buy'),
|
||||||
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
|
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
|
||||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||||
create_trade(default_conf['stake_amount'])
|
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_no_pairs(default_conf, ticker, mocker):
|
def test_create_trade_no_pairs(default_conf, ticker, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -209,12 +209,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
|
|||||||
conf = copy.deepcopy(default_conf)
|
conf = copy.deepcopy(default_conf)
|
||||||
conf['exchange']['pair_whitelist'] = []
|
conf['exchange']['pair_whitelist'] = []
|
||||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||||
create_trade(default_conf['stake_amount'])
|
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
|
|
||||||
def test_create_trade_no_pairs_after_blacklist(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.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -226,12 +226,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
|
|||||||
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
|
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
|
||||||
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
|
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
|
||||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||||
create_trade(default_conf['stake_amount'])
|
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
|
|
||||||
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -246,7 +246,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
|||||||
ticker=MagicMock(return_value={'price_usd': 15000.0}),
|
ticker=MagicMock(return_value={'price_usd': 15000.0}),
|
||||||
_cache_symbols=MagicMock(return_value={'BTC': 1}))
|
_cache_symbols=MagicMock(return_value={'BTC': 1}))
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
@ -254,8 +254,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
|||||||
trade.update(limit_buy_order)
|
trade.update(limit_buy_order)
|
||||||
assert trade.is_open is True
|
assert trade.is_open is True
|
||||||
|
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
handle_trade(trade)
|
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
||||||
assert trade.open_order_id == 'mocked_limit_sell'
|
assert trade.open_order_id == 'mocked_limit_sell'
|
||||||
|
|
||||||
# Simulate fulfilled LIMIT_SELL order for trade
|
# Simulate fulfilled LIMIT_SELL order for trade
|
||||||
@ -271,7 +271,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
|
|||||||
default_conf.update({'experimental': {'use_sell_signal': True}})
|
default_conf.update({'experimental': {'use_sell_signal': True}})
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
|
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -280,44 +280,44 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
|
|||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
# Buy and Sell triggering, so doing nothing ...
|
# Buy and Sell triggering, so doing nothing ...
|
||||||
trades = Trade.query.all()
|
trades = Trade.query.all()
|
||||||
assert len(trades) == 0
|
assert len(trades) == 0
|
||||||
|
|
||||||
# Buy is triggering, so buying ...
|
# Buy is triggering, so buying ...
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
trades = Trade.query.all()
|
trades = Trade.query.all()
|
||||||
assert len(trades) == 1
|
assert len(trades) == 1
|
||||||
assert trades[0].is_open is True
|
assert trades[0].is_open is True
|
||||||
|
|
||||||
# Buy and Sell are not triggering, so doing nothing ...
|
# Buy and Sell are not triggering, so doing nothing ...
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
|
||||||
assert handle_trade(trades[0]) is False
|
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
|
||||||
trades = Trade.query.all()
|
trades = Trade.query.all()
|
||||||
assert len(trades) == 1
|
assert len(trades) == 1
|
||||||
assert trades[0].is_open is True
|
assert trades[0].is_open is True
|
||||||
|
|
||||||
# Buy and Sell are triggering, so doing nothing ...
|
# Buy and Sell are triggering, so doing nothing ...
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
|
||||||
assert handle_trade(trades[0]) is False
|
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
|
||||||
trades = Trade.query.all()
|
trades = Trade.query.all()
|
||||||
assert len(trades) == 1
|
assert len(trades) == 1
|
||||||
assert trades[0].is_open is True
|
assert trades[0].is_open is True
|
||||||
|
|
||||||
# Sell is triggering, guess what : we are Selling!
|
# Sell is triggering, guess what : we are Selling!
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
trades = Trade.query.all()
|
trades = Trade.query.all()
|
||||||
assert handle_trade(trades[0]) is True
|
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
|
||||||
|
|
||||||
|
|
||||||
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
||||||
default_conf.update({'experimental': {'use_sell_signal': True}})
|
default_conf.update({'experimental': {'use_sell_signal': True}})
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
|
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -326,7 +326,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
|||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
trade.is_open = True
|
trade.is_open = True
|
||||||
@ -336,12 +336,12 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
|||||||
# we might just want to check if we are in a sell condition without
|
# we might just want to check if we are in a sell condition without
|
||||||
# executing
|
# executing
|
||||||
# if ROI is reached we must sell
|
# if ROI is reached we must sell
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
assert handle_trade(trade)
|
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
|
||||||
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
|
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
|
# if ROI is reached we must sell even if sell-signal is not signalled
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
assert handle_trade(trade)
|
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
|
||||||
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
|
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
|
||||||
|
|
||||||
|
|
||||||
@ -349,7 +349,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
|
|||||||
default_conf.update({'experimental': {'use_sell_signal': True}})
|
default_conf.update({'experimental': {'use_sell_signal': True}})
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
|
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -358,23 +358,23 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
|
|||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
trade.is_open = True
|
trade.is_open = True
|
||||||
|
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
|
||||||
value_returned = handle_trade(trade)
|
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
|
||||||
assert value_returned is False
|
assert value_returned is False
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
assert handle_trade(trade)
|
assert handle_trade(trade, int(default_conf['ticker_interval']))
|
||||||
s = 'Executing sell due to sell signal ...'
|
s = 'Executing sell due to sell signal ...'
|
||||||
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
|
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
|
||||||
|
|
||||||
|
|
||||||
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
|
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -383,7 +383,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
|
|||||||
|
|
||||||
# Create trade and sell it
|
# Create trade and sell it
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
@ -393,7 +393,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
|
|||||||
assert trade.is_open is False
|
assert trade.is_open is False
|
||||||
|
|
||||||
with pytest.raises(ValueError, match=r'.*closed trade.*'):
|
with pytest.raises(ValueError, match=r'.*closed trade.*'):
|
||||||
handle_trade(trade)
|
handle_trade(trade, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
|
|
||||||
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
|
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
|
||||||
@ -519,7 +519,7 @@ def test_balance_bigger_last_ask(mocker):
|
|||||||
|
|
||||||
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
|
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch('freqtrade.rpc.init', MagicMock())
|
mocker.patch('freqtrade.rpc.init', MagicMock())
|
||||||
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
@ -531,7 +531,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
@ -552,7 +552,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
|
|||||||
|
|
||||||
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
|
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch('freqtrade.rpc.init', MagicMock())
|
mocker.patch('freqtrade.rpc.init', MagicMock())
|
||||||
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.rpc.telegram',
|
mocker.patch.multiple('freqtrade.rpc.telegram',
|
||||||
@ -568,7 +568,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
@ -587,9 +587,9 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
|
|||||||
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
|
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
|
||||||
|
|
||||||
|
|
||||||
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
|
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch('freqtrade.rpc.init', MagicMock())
|
mocker.patch('freqtrade.rpc.init', MagicMock())
|
||||||
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
@ -598,7 +598,39 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
|
|||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
# Create some test data
|
# Create some test data
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
|
trade = Trade.query.first()
|
||||||
|
assert trade
|
||||||
|
|
||||||
|
# Decrease the price and sell it
|
||||||
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
|
validate_pairs=MagicMock(),
|
||||||
|
get_ticker=ticker_sell_down)
|
||||||
|
mocker.patch('freqtrade.main._CONF', {})
|
||||||
|
|
||||||
|
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
|
||||||
|
|
||||||
|
print(rpc_mock.call_args_list[-1][0][0])
|
||||||
|
|
||||||
|
assert rpc_mock.call_count == 2
|
||||||
|
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
|
||||||
|
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
|
||||||
|
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
|
||||||
|
|
||||||
|
|
||||||
|
def test_execute_sell_without_conf_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, False))
|
||||||
|
mocker.patch('freqtrade.rpc.init', MagicMock())
|
||||||
|
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
|
||||||
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
|
validate_pairs=MagicMock(),
|
||||||
|
get_ticker=ticker)
|
||||||
|
init(default_conf, create_engine('sqlite://'))
|
||||||
|
|
||||||
|
# Create some test data
|
||||||
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
assert trade
|
assert trade
|
||||||
@ -626,7 +658,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
|
|||||||
|
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -638,12 +670,12 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
|
|||||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
trade.update(limit_buy_order)
|
trade.update(limit_buy_order)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
assert handle_trade(trade) is True
|
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
||||||
|
|
||||||
|
|
||||||
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
|
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
|
||||||
@ -654,7 +686,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
|
|||||||
|
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -666,12 +698,12 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
|
|||||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
trade.update(limit_buy_order)
|
trade.update(limit_buy_order)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
assert handle_trade(trade) is True
|
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
||||||
|
|
||||||
|
|
||||||
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
|
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
|
||||||
@ -682,7 +714,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
|
|||||||
|
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -694,12 +726,12 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
|
|||||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
trade.update(limit_buy_order)
|
trade.update(limit_buy_order)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
assert handle_trade(trade) is False
|
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
|
||||||
|
|
||||||
|
|
||||||
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
|
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
|
||||||
@ -710,7 +742,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
|
|||||||
|
|
||||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||||
mocker.patch.multiple('freqtrade.main.exchange',
|
mocker.patch.multiple('freqtrade.main.exchange',
|
||||||
validate_pairs=MagicMock(),
|
validate_pairs=MagicMock(),
|
||||||
@ -722,10 +754,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
|
|||||||
buy=MagicMock(return_value='mocked_limit_buy'))
|
buy=MagicMock(return_value='mocked_limit_buy'))
|
||||||
|
|
||||||
init(default_conf, create_engine('sqlite://'))
|
init(default_conf, create_engine('sqlite://'))
|
||||||
create_trade(0.001)
|
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||||
|
|
||||||
trade = Trade.query.first()
|
trade = Trade.query.first()
|
||||||
trade.update(limit_buy_order)
|
trade.update(limit_buy_order)
|
||||||
|
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
|
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
||||||
assert handle_trade(trade) is True
|
|
||||||
|
1
freqtrade/tests/testdata/BTC_UNITEST-30.json
vendored
Normal file
1
freqtrade/tests/testdata/BTC_UNITEST-30.json
vendored
Normal file
File diff suppressed because one or more lines are too long
@ -53,7 +53,7 @@ def plot_analyzed_dataframe(args):
|
|||||||
|
|
||||||
# Two subplots sharing x axis
|
# Two subplots sharing x axis
|
||||||
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
|
fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
|
||||||
fig.suptitle(pair, fontsize=14, fontweight='bold')
|
fig.suptitle(pair + " " + str(args.ticker_interval), fontsize=14, fontweight='bold')
|
||||||
ax1.plot(dates, dataframe['close'], label='close')
|
ax1.plot(dates, dataframe['close'], label='close')
|
||||||
# ax1.plot(dates, dataframe['sell'], 'ro', label='sell')
|
# ax1.plot(dates, dataframe['sell'], 'ro', label='sell')
|
||||||
ax1.plot(dates, dataframe['sma'], '--', label='SMA')
|
ax1.plot(dates, dataframe['sma'], '--', label='SMA')
|
||||||
|
Loading…
Reference in New Issue
Block a user