adapt tests
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@ -11,7 +11,7 @@ from freqtrade.analyze import analyze_ticker
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from freqtrade.main import should_sell
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from freqtrade.persistence import Trade
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logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
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logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
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def format_results(results):
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@ -63,7 +63,7 @@ def backtest(conf, pairs, mocker):
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# calculate win/lose forwards from buy point
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for row2 in ticker[row.Index:].itertuples(index=True):
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if should_sell(trade, row2.close, row2.date):
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current_profit = (row2.close - trade.open_rate) / trade.open_rate
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current_profit = trade.calc_profit(row2.close)
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trades.append((pair, current_profit, row2.Index - row.Index))
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break
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@ -12,7 +12,7 @@ from pandas import DataFrame
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from freqtrade.tests.test_backtesting import backtest, format_results
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from freqtrade.vendor.qtpylib.indicators import crossed_above
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logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
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logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
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# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
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TARGET_TRADES = 1200
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@ -1,5 +1,6 @@
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# pragma pylint: disable=missing-docstring
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import copy
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from datetime import datetime
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from unittest.mock import MagicMock, call
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import pytest
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@ -60,23 +61,36 @@ def test_create_trade(conf, mocker):
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_order_id'))
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buy=MagicMock(return_value='mocked_limit_buy'))
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# Save state of current whitelist
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whitelist = copy.deepcopy(conf['exchange']['pair_whitelist'])
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init(conf, 'sqlite://')
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for pair in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']:
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for _ in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']:
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trade = create_trade(15.0)
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Trade.session.add(trade)
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Trade.session.flush()
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assert trade is not None
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assert trade.open_rate == 0.072661
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assert trade.pair == pair
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assert trade.exchange == Exchanges.BITTREX.name
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assert trade.amount == 206.43811673387373
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assert trade.stake_amount == 15.0
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == Exchanges.BITTREX.name
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.072661,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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assert trade.open_rate == 0.072661
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assert trade.amount == 206.43811673387373
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assert whitelist == conf['exchange']['pair_whitelist']
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buy_signal.assert_has_calls(
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@ -94,14 +108,28 @@ def test_handle_trade(conf, mocker):
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'ask': 0.172661,
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'last': 0.17256061
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}),
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buy=MagicMock(return_value='mocked_order_id'))
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sell=MagicMock(return_value='mocked_limit_sell'))
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trade = Trade.query.filter(Trade.is_open.is_(True)).first()
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assert trade
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handle_trade(trade)
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assert trade.open_order_id == 'mocked_limit_sell'
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update({
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'id': 'mocked_sell_limit',
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'type': 'LIMIT_SELL',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.17256061,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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assert trade.close_rate == 0.17256061
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assert trade.close_profit == 137.4872490056564
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assert trade.close_profit == 1.3748724900565639
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assert trade.close_date is not None
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assert trade.open_order_id == 'dry_run'
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def test_close_trade(conf, mocker):
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@ -1,21 +0,0 @@
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# pragma pylint: disable=missing-docstring
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from freqtrade.exchange import Exchanges
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from freqtrade.persistence import Trade
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def test_exec_sell_order(mocker):
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api_mock = mocker.patch('freqtrade.main.exchange.sell', side_effect='mocked_order_id')
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=1.00,
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open_rate=0.50,
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amount=10.00,
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exchange=Exchanges.BITTREX,
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open_order_id='mocked'
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)
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profit = trade.exec_sell_order(1.00, 10.00)
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api_mock.assert_called_once_with('BTC_ETH', 1.0, 10.0)
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assert profit == 100.0
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assert trade.close_rate == 1.0
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assert trade.close_profit == profit
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assert trade.close_date is not None
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@ -46,6 +46,7 @@ def conf():
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validate(configuration, CONF_SCHEMA)
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return configuration
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@pytest.fixture
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def update():
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_update = Update(0)
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@ -78,8 +79,27 @@ def test_status_handle(conf, update, mocker):
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Trade.session.add(trade)
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Trade.session.flush()
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# Trigger status while we don't know the open_rate yet
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_status(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 2
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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Trade.session.flush()
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# Trigger status while we have a fulfilled order for the open trade
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_status(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 3
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assert 'Waiting until order is fulfilled' in msg_mock.call_args_list[-2][0][0]
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assert '[BTC_ETH]' in msg_mock.call_args_list[-1][0][0]
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@ -95,14 +115,36 @@ def test_profit_handle(conf, update, mocker):
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_order_id'))
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buy=MagicMock(return_value='mocked_limit_buy'))
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init(conf, 'sqlite://')
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# Create some test data
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trade = create_trade(15.0)
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assert trade
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trade.close_rate = 0.07256061
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trade.close_profit = 100.00
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256061,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update({
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'id': 'mocked_limit_sell',
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'type': 'LIMIT_SELL',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.0802134,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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trade.close_date = datetime.utcnow()
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trade.open_order_id = None
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trade.is_open = False
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@ -111,7 +153,8 @@ def test_profit_handle(conf, update, mocker):
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_profit(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 2
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assert '(100.00%)' in msg_mock.call_args_list[-1][0][0]
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assert '*ROI:* `1.582013 (10.55%)`' in msg_mock.call_args_list[-1][0][0]
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assert 'Best Performing:* `BTC_ETH: 10.55%`' in msg_mock.call_args_list[-1][0][0]
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def test_forcesell_handle(conf, update, mocker):
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@ -132,6 +175,19 @@ def test_forcesell_handle(conf, update, mocker):
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# Create some test data
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trade = create_trade(15.0)
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assert trade
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256060,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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Trade.session.add(trade)
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Trade.session.flush()
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@ -161,10 +217,32 @@ def test_performance_handle(conf, update, mocker):
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# Create some test data
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trade = create_trade(15.0)
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assert trade
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trade.close_rate = 0.07256061
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trade.close_profit = 100.00
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.07256061,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update({
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'id': 'mocked_limit_sell',
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'type': 'LIMIT_SELL',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.0802134,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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trade.close_date = datetime.utcnow()
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trade.open_order_id = None
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trade.is_open = False
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Trade.session.add(trade)
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Trade.session.flush()
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@ -172,7 +250,7 @@ def test_performance_handle(conf, update, mocker):
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_performance(bot=MagicBot(), update=update)
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assert msg_mock.call_count == 2
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assert 'Performance' in msg_mock.call_args_list[-1][0][0]
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assert 'BTC_ETH 100.00%' in msg_mock.call_args_list[-1][0][0]
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assert '<code>BTC_ETH\t10.55%</code>' in msg_mock.call_args_list[-1][0][0]
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def test_start_handle(conf, update, mocker):
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