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Merge branch 'develop' into main_refactoring

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This commit is contained in:
hroff-1902
2019-04-03 00:50:33 +03:00
committed by GitHub
parent b0ddb33acc 478c149bbb
commit 2959156070
23 changed files with 476 additions and 298 deletions
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9
freqtrade/tests/conftest.py
View File

@@ -4,7 +4,6 @@ import logging
import re
from datetime import datetime
from functools import reduce
from typing import Dict, Optional
from unittest.mock import MagicMock, PropertyMock
import arrow
@@ -13,11 +12,11 @@ from telegram import Chat, Message, Update
from freqtrade import constants
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.exchange import Exchange
from freqtrade.edge import Edge, PairInfo
from freqtrade.worker import Worker
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.resolvers import ExchangeResolver
from freqtrade.worker import Worker
logging.getLogger('').setLevel(logging.INFO)
@@ -96,7 +95,6 @@ def patch_freqtradebot(mocker, config) -> None:
:param config: Config to pass to the bot
:return: None
"""
patch_coinmarketcap(mocker, {'price_usd': 12345.0})
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
patch_exchange(mocker, None)
@@ -114,7 +112,8 @@ def get_patched_worker(mocker, config) -> Worker:
return Worker(args=None, config=config)
def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None:
@pytest.fixture(autouse=True)
def patch_coinmarketcap(mocker) -> None:
"""
Mocker to coinmarketcap to speed up tests
:param mocker: mocker to patch coinmarketcap class

1
freqtrade/tests/optimize/__init__.py
View File

@@ -28,6 +28,7 @@ class BTContainer(NamedTuple):
roi: float
trades: List[BTrade]
profit_perc: float
trailing_stop: bool = False
def _get_frame_time_from_offset(offset):

65
freqtrade/tests/optimize/test_backtest_detail.py
View File

@@ -14,10 +14,10 @@ from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataf
from freqtrade.tests.conftest import patch_exchange
# Test 0 Minus 8% Close
# Test 1 Minus 8% Close
# Test with Stop-loss at 1%
# TC1: Stop-Loss Triggered 1% loss
tc0 = BTContainer(data=[
tc1 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -30,10 +30,10 @@ tc0 = BTContainer(data=[
)
# Test 1 Minus 4% Low, minus 1% close
# Test 2 Minus 4% Low, minus 1% close
# Test with Stop-Loss at 3%
# TC2: Stop-Loss Triggered 3% Loss
tc1 = BTContainer(data=[
tc2 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -49,11 +49,10 @@ tc1 = BTContainer(data=[
# Test 3 Candle drops 4%, Recovers 1%.
# Entry Criteria Met
# Candle drops 20%
# Candle Data for test 3
# Test with Stop-Loss at 2%
# TC3: Trade-A: Stop-Loss Triggered 2% Loss
# Trade-B: Stop-Loss Triggered 2% Loss
tc2 = BTContainer(data=[
tc3 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -71,7 +70,7 @@ tc2 = BTContainer(data=[
# Candle Data for test 3 – Candle drops 3% Closed 15% up
# Test with Stop-loss at 2% ROI 6%
# TC4: Stop-Loss Triggered 2% Loss
tc3 = BTContainer(data=[
tc4 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -83,10 +82,10 @@ tc3 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 4 / Drops 0.5% Closes +20%
# Test 5 / Drops 0.5% Closes +20%
# Set stop-loss at 1% ROI 3%
# TC5: ROI triggers 3% Gain
tc4 = BTContainer(data=[
tc5 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4980, 4987, 6172, 1, 0],
[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -99,10 +98,9 @@ tc4 = BTContainer(data=[
)
# Test 6 / Drops 3% / Recovers 6% Positive / Closes 1% positve
# Candle Data for test 6
# Set stop-loss at 2% ROI at 5%
# TC6: Stop-Loss triggers 2% Loss
tc5 = BTContainer(data=[
tc6 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@@ -115,10 +113,9 @@ tc5 = BTContainer(data=[
)
# Test 7 - 6% Positive / 1% Negative / Close 1% Positve
# Candle Data for test 7
# Set stop-loss at 2% ROI at 3%
# TC7: ROI Triggers 3% Gain
tc6 = BTContainer(data=[
tc7 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
@@ -130,14 +127,47 @@ tc6 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)
# Test 8 - trailing_stop should raise so candle 3 causes a stoploss.
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC8: Trailing stoploss - stoploss should be adjusted candle 2
tc8 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5000, 6172, 0, 0],
[2, 5000, 5250, 4750, 4850, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.055, trailing_stop=True,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 9 - trailing_stop should raise - high and low in same candle.
# Candle Data for test 9
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC9: Trailing stoploss - stoploss should be adjusted candle 2
tc9 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5000, 6172, 0, 0],
[2, 5000, 5050, 4950, 5000, 6172, 0, 0],
[3, 5000, 5200, 4550, 4850, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.064, trailing_stop=True,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
TESTS = [
tc0,
tc1,
tc2,
tc3,
tc4,
tc5,
tc6,
tc7,
tc8,
tc9,
]
@@ -148,8 +178,9 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = {"0": data.roi}
default_conf['ticker_interval'] = tests_ticker_interval
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0))
default_conf["ticker_interval"] = tests_ticker_interval
default_conf["trailing_stop"] = data.trailing_stop
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
@@ -157,7 +188,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
backtesting.advise_sell = lambda a, m: frame
caplog.set_level(logging.DEBUG)
pair = 'UNITTEST/BTC'
pair = "UNITTEST/BTC"
# Dummy data as we mock the analyze functions
data_processed = {pair: DataFrame()}
min_date, max_date = get_timeframe({pair: frame})

14
freqtrade/tests/rpc/test_fiat_convert.py
View File

@@ -8,7 +8,7 @@ import pytest
from requests.exceptions import RequestException
from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.tests.conftest import log_has, patch_coinmarketcap
from freqtrade.tests.conftest import log_has
def test_pair_convertion_object():
@@ -40,7 +40,6 @@ def test_pair_convertion_object():
def test_fiat_convert_is_supported(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._is_supported_fiat(fiat='USD') is True
assert fiat_convert._is_supported_fiat(fiat='usd') is True
@@ -49,7 +48,6 @@ def test_fiat_convert_is_supported(mocker):
def test_fiat_convert_add_pair(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
@@ -72,8 +70,6 @@ def test_fiat_convert_add_pair(mocker):
def test_fiat_convert_find_price(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'):
@@ -93,15 +89,12 @@ def test_fiat_convert_find_price(mocker):
def test_fiat_convert_unsupported_crypto(mocker, caplog):
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog.record_tuples)
def test_fiat_convert_get_price(mocker):
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=28000.0)
@@ -134,21 +127,18 @@ def test_fiat_convert_get_price(mocker):
def test_fiat_convert_same_currencies(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='USD') == 1.0
def test_fiat_convert_two_FIAT(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='EUR') == 0.0
def test_loadcryptomap(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert len(fiat_convert._cryptomap) == 2
@@ -174,7 +164,6 @@ def test_fiat_init_network_exception(mocker):
def test_fiat_convert_without_network(mocker):
# Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
@@ -205,7 +194,6 @@ def test_fiat_invalid_response(mocker, caplog):
def test_convert_amount(mocker):
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
fiat_convert = CryptoToFiatConverter()

29
freqtrade/tests/rpc/test_rpc.py
View File

@@ -14,7 +14,7 @@ from freqtrade.persistence import Trade
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State
from freqtrade.tests.conftest import patch_coinmarketcap, patch_exchange
from freqtrade.tests.conftest import patch_exchange
from freqtrade.tests.test_freqtradebot import patch_get_signal
@@ -28,7 +28,6 @@ def prec_satoshi(a, b) -> float:
# Unit tests
def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -60,6 +59,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
'amount': 90.99181074,
'close_profit': None,
'current_profit': -0.59,
'stop_loss': 0.0,
'initial_stop_loss': 0.0,
'initial_stop_loss_pct': None,
'stop_loss_pct': None,
'open_order': '(limit buy rem=0.00000000)'
} == results[0]
@@ -80,12 +83,15 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
'amount': 90.99181074,
'close_profit': None,
'current_profit': ANY,
'stop_loss': 0.0,
'initial_stop_loss': 0.0,
'initial_stop_loss_pct': None,
'stop_loss_pct': None,
'open_order': '(limit buy rem=0.00000000)'
} == results[0]
def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -122,7 +128,6 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
def test_rpc_daily_profit(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -176,7 +181,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -336,7 +340,6 @@ def test_rpc_balance_handle(default_conf, mocker):
'freqtrade.rpc.fiat_convert.Market',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
)
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -367,7 +370,6 @@ def test_rpc_balance_handle(default_conf, mocker):
def test_rpc_start(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -391,7 +393,6 @@ def test_rpc_start(mocker, default_conf) -> None:
def test_rpc_stop(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -416,7 +417,6 @@ def test_rpc_stop(mocker, default_conf) -> None:
def test_rpc_stopbuy(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -437,7 +437,6 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -539,7 +538,6 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -576,7 +574,6 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -605,7 +602,6 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order) -> None:
default_conf['forcebuy_enable'] = True
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -657,7 +653,6 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order
def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
default_conf['forcebuy_enable'] = True
default_conf['initial_state'] = 'stopped'
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -671,7 +666,6 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -685,7 +679,6 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
def test_rpc_whitelist(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -698,7 +691,6 @@ def test_rpc_whitelist(mocker, default_conf) -> None:
def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 4}
@@ -716,7 +708,6 @@ def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
def test_rpc_blacklist(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -736,7 +727,6 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
def test_rpc_edge_disabled(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
@@ -746,7 +736,6 @@ def test_rpc_edge_disabled(mocker, default_conf) -> None:
def test_rpc_edge_enabled(mocker, edge_conf) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(

45
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -20,8 +20,7 @@ from freqtrade.rpc import RPCMessageType
from freqtrade.rpc.telegram import Telegram, authorized_only
from freqtrade.state import State
from freqtrade.strategy.interface import SellType
from freqtrade.tests.conftest import (get_patched_freqtradebot,
log_has, patch_coinmarketcap, patch_exchange)
from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has, patch_exchange)
from freqtrade.tests.test_freqtradebot import patch_get_signal
@@ -90,7 +89,6 @@ def test_cleanup(default_conf, mocker) -> None:
def test_authorized_only(default_conf, mocker, caplog) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker, None)
chat = Chat(0, 0)
@@ -120,7 +118,6 @@ def test_authorized_only(default_conf, mocker, caplog) -> None:
def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker, None)
chat = Chat(0xdeadbeef, 0)
update = Update(randint(1, 100))
@@ -149,7 +146,6 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
update = Update(randint(1, 100))
@@ -183,7 +179,6 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
default_conf['telegram']['enabled'] = False
default_conf['telegram']['chat_id'] = 123
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -206,6 +201,10 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
'amount': 90.99181074,
'close_profit': None,
'current_profit': -0.59,
'initial_stop_loss': 1.098e-05,
'stop_loss': 1.099e-05,
'initial_stop_loss_pct': -0.05,
'stop_loss_pct': -0.01,
'open_order': '(limit buy rem=0.00000000)'
}]),
_status_table=status_table,
@@ -232,7 +231,6 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -274,12 +272,18 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
# Trigger status while we have a fulfilled order for the open trade
telegram._status(bot=MagicMock(), update=update)
# close_rate should not be included in the message as the trade is not closed
# and no line should be empty
lines = msg_mock.call_args_list[0][0][0].split('\n')
assert '' not in lines
assert 'Close Rate' not in ''.join(lines)
assert 'Close Profit' not in ''.join(lines)
assert msg_mock.call_count == 1
assert 'ETH/BTC' in msg_mock.call_args_list[0][0][0]
def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -333,7 +337,6 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
patch_exchange(mocker)
mocker.patch(
'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
@@ -405,7 +408,6 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -442,7 +444,6 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
@@ -548,7 +549,6 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
'last': 0.1,
}
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=mock_balance)
mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
@@ -635,7 +635,6 @@ def test_start_handle_already_running(default_conf, update, mocker) -> None:
def test_stop_handle(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -655,7 +654,6 @@ def test_stop_handle(default_conf, update, mocker) -> None:
def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -675,7 +673,6 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
def test_stopbuy_handle(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -695,7 +692,6 @@ def test_stopbuy_handle(default_conf, update, mocker) -> None:
def test_reload_conf_handle(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -716,7 +712,6 @@ def test_reload_conf_handle(default_conf, update, mocker) -> None:
def test_forcesell_handle(default_conf, update, ticker, fee,
ticker_sell_up, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
@@ -767,7 +762,6 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
def test_forcesell_down_handle(default_conf, update, ticker, fee,
ticker_sell_down, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
@@ -822,7 +816,6 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
patch_exchange(mocker)
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
@@ -869,7 +862,6 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
return_value=15000.0)
msg_mock = MagicMock()
@@ -910,7 +902,6 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
def test_forcebuy_handle(default_conf, update, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram._send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
@@ -948,7 +939,6 @@ def test_forcebuy_handle(default_conf, update, markets, mocker) -> None:
def test_forcebuy_handle_exception(default_conf, update, markets, mocker) -> None:
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram._send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
@@ -973,7 +963,6 @@ def test_forcebuy_handle_exception(default_conf, update, markets, mocker) -> Non
def test_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
@@ -1015,7 +1004,6 @@ def test_performance_handle(default_conf, update, ticker, fee,
def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> None:
patch_coinmarketcap(mocker)
patch_exchange(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
@@ -1058,7 +1046,6 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non
def test_whitelist_static(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -1076,7 +1063,6 @@ def test_whitelist_static(default_conf, update, mocker) -> None:
def test_whitelist_dynamic(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -1098,7 +1084,6 @@ def test_whitelist_dynamic(default_conf, update, mocker) -> None:
def test_blacklist_static(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -1123,7 +1108,6 @@ def test_blacklist_static(default_conf, update, mocker) -> None:
def test_edge_disabled(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -1141,7 +1125,6 @@ def test_edge_disabled(default_conf, update, mocker) -> None:
def test_edge_enabled(edge_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
@@ -1165,7 +1148,6 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
def test_help_handle(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -1182,7 +1164,6 @@ def test_help_handle(default_conf, update, mocker) -> None:
def test_version_handle(default_conf, update, mocker) -> None:
patch_coinmarketcap(mocker)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
@@ -1409,7 +1390,6 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
def test__send_msg(default_conf, mocker) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
bot = MagicMock()
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -1421,7 +1401,6 @@ def test__send_msg(default_conf, mocker) -> None:
def test__send_msg_network_error(default_conf, mocker, caplog) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
bot = MagicMock()
bot.send_message = MagicMock(side_effect=NetworkError('Oh snap'))

18
freqtrade/tests/test_configuration.py
View File

@@ -5,6 +5,7 @@ import logging
from argparse import Namespace
from copy import deepcopy
from unittest.mock import MagicMock
from pathlib import Path
import pytest
from jsonschema import Draft4Validator, ValidationError, validate
@@ -547,6 +548,23 @@ def test_set_loggers() -> None:
assert logging.getLogger('telegram').level is logging.INFO
def test_set_logfile(default_conf, mocker):
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
arglist = [
'--logfile', 'test_file.log',
]
args = Arguments(arglist, '').get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert validated_conf['logfile'] == "test_file.log"
f = Path("test_file.log")
assert f.is_file()
f.unlink()
def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
default_conf['forcebuy_enable'] = True
mocker.patch('freqtrade.configuration.open', mocker.mock_open(

104
freqtrade/tests/test_freqtradebot.py
View File

@@ -1062,6 +1062,13 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
assert trade.stoploss_order_id is None
assert trade.is_open is False
mocker.patch(
'freqtrade.exchange.Exchange.stoploss_limit',
side_effect=DependencyException()
)
freqtrade.handle_stoploss_on_exchange(trade)
assert log_has('Unable to create stoploss order: ', caplog.record_tuples)
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None:
@@ -1312,17 +1319,84 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sell(trade)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.update_trade_state',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
trade = Trade()
# Mock session away
Trade.session = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
freqtrade.update_trade_state(trade)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog.record_tuples)
assert trade.open_order_id is None
assert trade.amount == limit_buy_order['amount']
trade.open_order_id = '123'
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
# test amount modified by fee-logic
freqtrade.update_trade_state(trade)
assert trade.amount == 90.81
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade)
freqtrade.update_trade_state(trade)
regexp = re.compile('Found open order for.*')
assert filter(regexp.match, caplog.record_tuples)
def test_process_maybe_execute_sell_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# get_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
patch_exchange(mocker)
Trade.session = MagicMock()
amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade.update_trade_state(trade, limit_buy_order)
assert trade.amount != amount
assert trade.amount == limit_buy_order['amount']
def test_update_trade_state_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
@@ -1335,17 +1409,9 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=OperationalException()
)
freqtrade.process_maybe_execute_sell(trade)
freqtrade.update_trade_state(trade)
assert log_has('Could not update trade amount: ', caplog.record_tuples)
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=DependencyException()
)
freqtrade.process_maybe_execute_sell(trade)
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
@@ -2296,9 +2362,8 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = \
lambda current_rate, trade, current_time, force_stoploss, current_profit: SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
freqtrade.create_trade()
trade = Trade.query.first()
@@ -2444,8 +2509,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0 '
f'since we have profit 0.2666%',
assert log_has(f'using positive stop loss: 0.01 offset: 0 profit: 0.2666%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
@@ -2504,8 +2568,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0.011 '
f'since we have profit 0.2666%',
assert log_has(f'using positive stop loss: 0.01 offset: 0.011 profit: 0.2666%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
@@ -2584,8 +2647,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
}))
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.05 with offset 0.055 '
f'since we have profit 0.1218%',
assert log_has(f'using positive stop loss: 0.05 offset: 0.055 profit: 0.1218%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000117705

96
freqtrade/tests/test_persistence.py
View File

@@ -510,6 +510,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
@@ -585,7 +586,58 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
caplog.record_tuples)
def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
def test_adjust_stop_loss(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
max_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Get percent of profit with a lower rate
trade.adjust_stop_loss(0.96, 0.05)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# current rate lower again ... should not change
trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
def test_adjust_min_max_rates(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
@@ -595,40 +647,24 @@ def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
open_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
trade.adjust_min_max_rates(trade.open_rate)
assert trade.max_rate == 1
assert trade.initial_stop_loss == 0.95
assert trade.min_rate == 1
# Get percent of profit with a lowre rate
trade.adjust_stop_loss(0.96, 0.05)
assert trade.stop_loss == 0.95
# check min adjusted, max remained
trade.adjust_min_max_rates(0.96)
assert trade.max_rate == 1
assert trade.initial_stop_loss == 0.95
assert trade.min_rate == 0.96
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.max_rate == 1.3
assert trade.initial_stop_loss == 0.95
# check max adjusted, min remains
trade.adjust_min_max_rates(1.05)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate lower again ... should not change
trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.max_rate == 1.3
assert trade.initial_stop_loss == 0.95
# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
assert round(trade.stop_loss, 8) == 1.26
assert trade.max_rate == 1.4
assert trade.initial_stop_loss == 0.95
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
assert round(trade.stop_loss, 8) == 1.26
assert trade.max_rate == 1.4
assert trade.initial_stop_loss == 0.95
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.03)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
def test_get_open(default_conf, fee):