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Revert some pointless changes.

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This commit is contained in:
Matthias 2022-05-28 20:16:59 +02:00
parent b4ff50c3be
commit 268b191cc2
4 changed files with 49 additions and 62 deletions
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36
tests/rpc/test_rpc.py
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@ -310,7 +310,6 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
# Simulate buy & sell # Simulate buy & sell
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj) trade.update_trade(oobj)
@ -453,7 +452,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade = Trade.query.first() trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
# Update the ticker with a market going up # Update the ticker with a market going up
@ -467,23 +465,20 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade.is_open = False trade.is_open = False
freqtradebot.enter_positions() freqtradebot.enter_positions()
trade = Trade.query.first()
# TODO: updated the first trade again # Simulate fulfilled LIMIT_BUY order for trade
# trade = Trade.query.first() oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
# # Simulate fulfilled LIMIT_BUY order for trade trade.update_trade(oobj)
# oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
# trade.orders[0] = oobj
# trade.update_trade(oobj)
# Update the ticker with a market going up # Update the ticker with a market going up
# mocker.patch.multiple( mocker.patch.multiple(
# 'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
# fetch_ticker=ticker_sell_up fetch_ticker=ticker_sell_up
# ) )
# oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
# trade.update_trade(oobj) trade.update_trade(oobj)
# trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
# trade.is_open = False trade.is_open = False
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05) assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
@ -541,7 +536,6 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
trade = Trade.query.first() trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
# Update the ticker with a market going up # Update the ticker with a market going up
mocker.patch.multiple( mocker.patch.multiple(
@ -913,7 +907,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
'amount': amount, 'amount': amount,
'remaining': amount, 'remaining': amount,
'filled': 0.0, 'filled': 0.0,
'id': trade.orders[0].order_id 'id': trade.orders[0].order_id,
} }
) )
msg = rpc._rpc_force_exit('3') msg = rpc._rpc_force_exit('3')
@ -943,7 +937,6 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
@ -980,7 +973,6 @@ def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
@ -1055,7 +1047,6 @@ def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, f
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
@ -1130,7 +1121,6 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade

68
tests/rpc/test_rpc_telegram.py
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@ -474,7 +474,6 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
trade.update_trade(oobjs) trade.update_trade(oobjs)
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
@ -592,7 +591,6 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
trade.update_trade(oobjs) trade.update_trade(oobjs)
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
@ -713,7 +711,6 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
trade.orders[0] = oobj
trade.update_trade(oobj) trade.update_trade(oobj)
trade.update_trade(oobjs) trade.update_trade(oobjs)
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
@ -2000,14 +1997,15 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
'open_date': arrow.utcnow().shift(hours=-1) 'open_date': arrow.utcnow().shift(hours=-1)
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] == (
== f'\N{CHECK MARK} *Binance:* {entered}ed ETH/BTC (#1)\n' \ f'\N{CHECK MARK} *Binance:* {entered}ed ETH/BTC (#1)\n'
f'*Enter Tag:* `{enter_signal}`\n' \ f'*Enter Tag:* `{enter_signal}`\n'
'*Amount:* `1333.33333333`\n' \ '*Amount:* `1333.33333333`\n'
f"{leverage_text}" \ f"{leverage_text}"
'*Open Rate:* `0.00001099`\n' \ '*Open Rate:* `0.00001099`\n'
'*Total:* `(0.01465333 BTC, 180.895 USD)`\n' \ '*Total:* `(0.01465333 BTC, 180.895 USD)`\n'
'*Balance:* `(0.01465333 BTC, 180.895 USD)`' '*Balance:* `(0.01465333 BTC, 180.895 USD)`'
)
def test_send_msg_sell_notification(default_conf, mocker) -> None: def test_send_msg_sell_notification(default_conf, mocker) -> None:
@ -2076,18 +2074,18 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'stake_amount': 1234, 'stake_amount': 1234,
'sub_trade': True 'sub_trade': True
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] == (
== ('\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n' '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
'*Unrealized Cumulative Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n' '*Unrealized Cumulative Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Enter Tag:* `buy_signal1`\n' '*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n' '*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n' '*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n' '*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n' '*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n' '*Current Rate:* `0.00003201`\n'
'*Close Rate:* `0.00003201`\n' '*Close Rate:* `0.00003201`\n'
'*Remaining:* `(1234 ETH, -24.812 USD)`' '*Remaining:* `(1234 ETH, -24.812 USD)`'
) )
msg_mock.reset_mock() msg_mock.reset_mock()
telegram.send_msg({ telegram.send_msg({
@ -2110,18 +2108,18 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
assert msg_mock.call_args[0][0] \ assert msg_mock.call_args[0][0] == (
== ('\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n' '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n' '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
'*Enter Tag:* `buy_signal1`\n' '*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n' '*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n' '*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n' '*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n' '*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n' '*Current Rate:* `0.00003201`\n'
'*Close Rate:* `0.00003201`\n' '*Close Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`' '*Duration:* `1 day, 2:30:00 (1590.0 min)`'
) )
# Reset singleton function to avoid random breaks # Reset singleton function to avoid random breaks
telegram._rpc._fiat_converter.convert_amount = old_convamount telegram._rpc._fiat_converter.convert_amount = old_convamount

3
tests/test_freqtradebot.py
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@ -1133,7 +1133,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
trade.is_open = True trade.is_open = True
trade.open_order_id = None trade.open_order_id = None
trade.stoploss_order_id = "100" trade.stoploss_order_id = "100"
trade.orders.append(Order( trade.orders.append(Order(
ft_order_side='stoploss', ft_order_side='stoploss',
order_id='100', order_id='100',
@ -3277,7 +3276,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'close_rate': ANY, 'close_rate': ANY,
'sub_trade': False, 'sub_trade': False,
'stake_amount': pytest.approx(60), 'stake_amount': pytest.approx(60),
} == last_msg } == last_msg
@pytest.mark.parametrize( @pytest.mark.parametrize(

4
tests/test_persistence.py
View File

@ -2411,7 +2411,7 @@ def test_recalc_trade_from_orders(fee):
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
# Just to make sure non partial sell orders are ignored, let's calculate one more time. # Just to make sure full sell orders are ignored, let's calculate one more time.
sell1 = Order( sell1 = Order(
ft_order_side='sell', ft_order_side='sell',
@ -2574,7 +2574,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
assert trade.open_trade_value == 2 * o1_trade_val assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_entries == 2
# Just to make sure non partial exit orders are ignored, let's calculate one more time. # Reduce position - this will reduce amount again.
sell1 = Order( sell1 = Order(
ft_order_side=exit_side, ft_order_side=exit_side,
ft_pair=trade.pair, ft_pair=trade.pair,