parametrized test_sell_profit_only , test__safe_exit_amount, test_order_book_bid_strategy1
This commit is contained in:
Sam Germain
parent
90ad178932
commit
216f75bbb9
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@ -3128,16 +3128,28 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
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assert mock_insuf.call_count == 1
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def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open,
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fee, mocker) -> None:
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@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
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# Enable profit
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(True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
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# Disable profit
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(False, 0.00002172, 0.00002173, True, False, SellType.SELL_SIGNAL.value),
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# Enable loss
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# * Shouldn't this be SellType.STOP_LOSS.value
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(True, 0.00000172, 0.00000173, False, False, None),
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# Disable loss
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(False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
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])
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def test_sell_profit_only_enable_profit(
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default_conf, limit_buy_order, limit_buy_order_open,
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fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': 0.00001172,
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'ask': 0.00001173,
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'last': 0.00001172
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'bid': bid,
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'ask': ask,
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'last': bid
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_open,
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@ -3147,128 +3159,29 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
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)
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default_conf.update({
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'use_sell_signal': True,
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'sell_profit_only': True,
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'sell_profit_only': profit_only,
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'sell_profit_offset': 0.1,
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})
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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if sell_type == SellType.SELL_SIGNAL.value:
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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else:
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freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
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sell_type=SellType.NONE))
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order)
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freqtrade.wallets.update()
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patch_get_signal(freqtrade, value=(False, True, None))
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assert freqtrade.handle_trade(trade) is False
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assert freqtrade.handle_trade(trade) is handle_first
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freqtrade.strategy.sell_profit_offset = 0.0
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assert freqtrade.handle_trade(trade) is True
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if handle_second:
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freqtrade.strategy.sell_profit_offset = 0.0
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assert freqtrade.handle_trade(trade) is True
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assert trade.sell_reason == SellType.SELL_SIGNAL.value
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def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_buy_order_open,
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fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': 0.00002172,
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'ask': 0.00002173,
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'last': 0.00002172
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_open,
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{'id': 1234553382},
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]),
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get_fee=fee,
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)
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default_conf.update({
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'use_sell_signal': True,
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'sell_profit_only': False,
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})
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order)
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freqtrade.wallets.update()
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patch_get_signal(freqtrade, value=(False, True, None))
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assert freqtrade.handle_trade(trade) is True
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assert trade.sell_reason == SellType.SELL_SIGNAL.value
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def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_order_open,
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fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': 0.00000172,
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'ask': 0.00000173,
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'last': 0.00000172
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_open,
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{'id': 1234553382},
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]),
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get_fee=fee,
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)
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default_conf.update({
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'use_sell_signal': True,
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'sell_profit_only': True,
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})
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
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sell_type=SellType.NONE))
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order)
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patch_get_signal(freqtrade, value=(False, True, None))
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assert freqtrade.handle_trade(trade) is False
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def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open,
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fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': 0.0000172,
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'ask': 0.0000173,
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'last': 0.0000172
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_open,
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{'id': 1234553382},
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]),
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get_fee=fee,
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)
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default_conf.update({
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'use_sell_signal': True,
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'sell_profit_only': False,
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})
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order)
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freqtrade.wallets.update()
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patch_get_signal(freqtrade, value=(False, True, None))
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assert freqtrade.handle_trade(trade) is True
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assert trade.sell_reason == SellType.SELL_SIGNAL.value
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assert trade.sell_reason == sell_type
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def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
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@ -3306,11 +3219,15 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
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assert trade.amount != amnt
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def test__safe_exit_amount(default_conf, fee, caplog, mocker):
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@pytest.mark.parametrize('amount_wallet,has_err', [
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(95.29, False),
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(91.29, True)
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])
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def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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amount = 95.33
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amount_wallet = 95.29
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amount_wallet = amount_wallet
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mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
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wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
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trade = Trade(
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@ -3324,37 +3241,19 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker):
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)
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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wallet_update.reset_mock()
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assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
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assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
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assert wallet_update.call_count == 1
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caplog.clear()
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wallet_update.reset_mock()
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assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
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assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
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assert wallet_update.call_count == 1
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def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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amount = 95.33
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amount_wallet = 91.29
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mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
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trade = Trade(
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pair='LTC/ETH',
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amount=amount,
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exchange='binance',
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open_rate=0.245441,
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open_order_id="123456",
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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)
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
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assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
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if has_err:
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with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
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assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
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else:
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wallet_update.reset_mock()
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assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
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assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
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assert wallet_update.call_count == 1
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caplog.clear()
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wallet_update.reset_mock()
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assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
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assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
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assert wallet_update.call_count == 1
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def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
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@ -4131,50 +4030,37 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
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assert trade is None
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def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
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@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
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(False, 0.045, 0.046, 2, None),
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(True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
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])
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def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
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ask, last, order_book_top, order_book, caplog) -> None:
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"""
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test if function get_rate will return the order book price
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instead of the ask rate
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test if function get_rate will return the order book price instead of the ask rate
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"""
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patch_exchange(mocker)
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ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
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ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_l2_order_book=order_book_l2,
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fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
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fetch_ticker=ticker_mock,
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)
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default_conf['exchange']['name'] = 'binance'
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default_conf['bid_strategy']['use_order_book'] = True
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default_conf['bid_strategy']['order_book_top'] = 2
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default_conf['bid_strategy']['order_book_top'] = order_book_top
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
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freqtrade = FreqtradeBot(default_conf)
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assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
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assert ticker_mock.call_count == 0
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def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None:
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patch_exchange(mocker)
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ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}),
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fetch_ticker=ticker_mock,
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)
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default_conf['exchange']['name'] = 'binance'
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default_conf['bid_strategy']['use_order_book'] = True
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default_conf['bid_strategy']['order_book_top'] = 1
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default_conf['bid_strategy']['ask_last_balance'] = 0
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default_conf['telegram']['enabled'] = False
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freqtrade = FreqtradeBot(default_conf)
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# orderbook shall be used even if tickers would be lower.
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with pytest.raises(PricingError):
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freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
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assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
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if exception_thrown:
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with pytest.raises(PricingError):
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freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
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assert log_has_re(
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r'Buy Price at location 1 from orderbook could not be determined.', caplog)
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else:
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assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
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assert ticker_mock.call_count == 0
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def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
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