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Merge branch 'develop' into money_mgt

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This commit is contained in:
misagh
2018-10-23 19:33:13 +02:00
parent 67ace0a76c a063397447
commit 25daf3a0f7
31 changed files with 206 additions and 115 deletions
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0
freqtrade/tests/exchange/__init__.py Normal file
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27
freqtrade/tests/exchange/test_exchange.py
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@@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
# pragma pylint: disable=protected-access
import copy
import logging
from datetime import datetime
from random import randint
@@ -56,6 +57,32 @@ def test_init(default_conf, mocker, caplog):
assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
def test_init_ccxt_kwargs(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
caplog.set_level(logging.INFO)
conf = copy.deepcopy(default_conf)
conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True}
ex = Exchange(conf)
assert log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}",
caplog.record_tuples)
assert ex._api_async.aiohttp_trust_env
assert not ex._api.aiohttp_trust_env
# Reset logging and config
caplog.clear()
conf = copy.deepcopy(default_conf)
conf['exchange']['ccxt_config'] = {'TestKWARG': 11}
ex = Exchange(conf)
assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}",
caplog.record_tuples)
assert not ex._api_async.aiohttp_trust_env
assert hasattr(ex._api, 'TestKWARG')
assert ex._api.TestKWARG == 11
assert not hasattr(ex._api_async, 'TestKWARG')
assert log_has("Applying additional ccxt config: {'TestKWARG': 11}",
caplog.record_tuples)
def test_destroy(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)
get_patched_exchange(mocker, default_conf)

0
freqtrade/tests/optimize/__init__.py Normal file
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2
freqtrade/tests/optimize/test_backtesting.py
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@@ -534,7 +534,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
expected = pd.DataFrame(
{'pair': [pair, pair],
'profit_percent': [0.00029975, 0.00056708],
'profit_percent': [0.00029977, 0.00056716],
'profit_abs': [1.49e-06, 7.6e-07],
'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime],

25
freqtrade/tests/optimize/test_hyperopt.py
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@@ -65,6 +65,31 @@ def test_start(mocker, default_conf, caplog) -> None:
assert start_mock.call_count == 1
def test_start_failure(mocker, default_conf, caplog) -> None:
start_mock = MagicMock()
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
patch_exchange(mocker)
args = [
'--config', 'config.json',
'--strategy', 'TestStrategy',
'hyperopt',
'--epochs', '5'
]
args = get_args(args)
StrategyResolver({'strategy': 'DefaultStrategy'})
with pytest.raises(ValueError):
start(args)
assert log_has(
"Please don't use --strategy for hyperopt.",
caplog.record_tuples
)
def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
StrategyResolver({'strategy': 'DefaultStrategy'})

0
freqtrade/tests/rpc/__init__.py Normal file
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8
freqtrade/tests/rpc/test_rpc.py
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@@ -40,10 +40,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED
with pytest.raises(RPCException, match=r'.*trader is not running*'):
rpc._rpc_trade_status()
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_trade_status()
@@ -81,10 +77,6 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot)
freqtradebot.state = State.STOPPED
with pytest.raises(RPCException, match=r'.*trader is not running*'):
rpc._rpc_status_table()
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active order*'):
rpc._rpc_status_table()

49
freqtrade/tests/rpc/test_rpc_telegram.py
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@@ -250,9 +250,10 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED
# Status is also enabled when stopped
telegram._status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert 'trader is not running' in msg_mock.call_args_list[0][0][0]
assert 'no active trade' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
@@ -295,9 +296,10 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED
# Status table is also enabled when stopped
telegram._status_table(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert 'trader is not running' in msg_mock.call_args_list[0][0][0]
assert 'no active order' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
@@ -507,7 +509,12 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
'total': 10.0,
'free': 10.0,
'used': 0.0
}
},
'XRP': {
'total': 1.0,
'free': 1.0,
'used': 0.0
}
}
def mock_ticker(symbol, refresh):
@@ -517,7 +524,12 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
'ask': 10000.00,
'last': 10000.00,
}
elif symbol == 'XRP/BTC':
return {
'bid': 0.00001,
'ask': 0.00001,
'last': 0.00001,
}
return {
'bid': 0.1,
'ask': 0.1,
@@ -548,7 +560,8 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
assert '*USDT:*' in result
assert 'Balance:' in result
assert 'Est. BTC:' in result
assert 'BTC: 14.00000000' in result
assert 'BTC: 12.00000000' in result
assert '*XRP:* not showing <1$ amount' in result
def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
@@ -712,7 +725,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.06110514,
'profit_percent': 0.0611052,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@@ -765,7 +778,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478343,
'profit_percent': -0.05478342,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@@ -810,7 +823,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
'open_rate': 1.099e-05,
'current_rate': 1.098e-05,
'profit_amount': -5.91e-06,
'profit_percent': -0.00589292,
'profit_percent': -0.00589291,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == msg
@@ -895,26 +908,6 @@ def test_performance_handle(default_conf, update, ticker, fee,
assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_performance_handle_invalid(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = FreqtradeBot(default_conf)
patch_get_signal(freqtradebot, (True, False))
telegram = Telegram(freqtradebot)
# Trader is not running
freqtradebot.state = State.STOPPED
telegram._performance(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert 'not running' in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)

0
freqtrade/tests/strategy/__init__.py Normal file
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11
freqtrade/tests/test_configuration.py
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@@ -371,7 +371,7 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples)
def test_check_exchange(default_conf) -> None:
def test_check_exchange(default_conf, caplog) -> None:
configuration = Configuration(Namespace())
# Test a valid exchange
@@ -392,6 +392,15 @@ def test_check_exchange(default_conf) -> None:
):
configuration.check_exchange(default_conf)
# Test ccxt_rate_limit depreciation
default_conf.get('exchange').update({'name': 'binance'})
default_conf['exchange']['ccxt_rate_limit'] = True
configuration.check_exchange(default_conf)
assert log_has("`ccxt_rate_limit` has been deprecated in favor of "
"`ccxt_config` and `ccxt_async_config` and will be removed "
"in a future version.",
caplog.record_tuples)
def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.configuration.open', mocker.mock_open(

16
freqtrade/tests/test_freqtradebot.py
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@@ -167,11 +167,6 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
freqtrade._gen_pair_whitelist(base_currency='BTC')
@pytest.mark.skip(reason="Test not implemented")
def test_refresh_whitelist() -> None:
pass
def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -905,7 +900,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
trade.update(limit_sell_order)
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201057
assert trade.close_profit == 0.06201058
assert trade.calc_profit() == 0.00006217
assert trade.close_date is not None
@@ -1098,6 +1093,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1331,7 +1327,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.06110514,
'profit_percent': 0.0611052,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@@ -1377,7 +1373,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478343,
'profit_percent': -0.05478342,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
} == last_msg
@@ -1424,7 +1420,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_percent': 0.06110514,
'profit_percent': 0.0611052,
} == last_msg
@@ -1470,7 +1466,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_percent': -0.05478343,
'profit_percent': -0.05478342,
} == last_msg

26
freqtrade/tests/test_persistence.py
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@@ -113,7 +113,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
trade.update(limit_sell_order)
assert trade.open_order_id is None
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201057
assert trade.close_profit == 0.06201058
assert trade.close_date is not None
@@ -129,16 +129,16 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.calc_open_trade_price() == 0.001002500
assert trade.calc_open_trade_price() == 0.0010024999999225068
trade.update(limit_sell_order)
assert trade.calc_close_trade_price() == 0.0010646656
assert trade.calc_close_trade_price() == 0.0010646656050132426
# Profit in BTC
assert trade.calc_profit() == 0.00006217
# Profit in percent
assert trade.calc_profit_percent() == 0.06201057
assert trade.calc_profit_percent() == 0.06201058
@pytest.mark.usefixtures("init_persistence")
@@ -207,10 +207,10 @@ def test_calc_open_trade_price(limit_buy_order, fee):
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get the open rate price with the standard fee rate
assert trade.calc_open_trade_price() == 0.001002500
assert trade.calc_open_trade_price() == 0.0010024999999225068
# Get the open rate price with a custom fee rate
assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
assert trade.calc_open_trade_price(fee=0.003) == 0.001002999999922468
@pytest.mark.usefixtures("init_persistence")
@@ -226,14 +226,14 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318470471794
# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704275749754
# Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(limit_sell_order)
assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972701635854
@pytest.mark.usefixtures("init_persistence")
@@ -281,17 +281,17 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get percent of profit with a custom rate (Higher than open rate)
assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875
# Get percent of profit with a custom rate (Lower than open rate)
assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(limit_sell_order)
assert trade.calc_profit_percent() == 0.06201057
assert trade.calc_profit_percent() == 0.06201058
# Test with a custom fee rate on the close trade
assert trade.calc_profit_percent(fee=0.003) == 0.0614782
assert trade.calc_profit_percent(fee=0.003) == 0.06147824
def test_clean_dry_run_db(default_conf, fee):