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Merge branch 'develop' into pr/jpribyl/3210-1

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This commit is contained in:
Matthias
2020-05-16 13:09:38 +02:00
parent 22a08768f7 9d6a41aa7a
commit 2a1fcc0f06
61 changed files with 1459 additions and 413 deletions
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190
tests/test_freqtradebot.py
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@@ -1158,7 +1158,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
'average': 2
'average': 2,
'amount': limit_buy_order['amount'],
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is True
@@ -2220,6 +2221,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -2239,7 +2241,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog)
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
@@ -2247,9 +2249,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.0001
limit_buy_order_old_partial['remaining']) - 0.023
assert trades[0].open_order_id is None
assert trades[0].fee_open == 0
assert trades[0].fee_updated('buy')
assert pytest.approx(trades[0].fee_open) == 0.001
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -2320,7 +2323,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
caplog)
def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order)
@@ -2332,28 +2335,52 @@ def test_handle_timedout_limit_buy(mocker, caplog, default_conf, limit_buy_order
Trade.session = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/ETH'
limit_buy_order['remaining'] = limit_buy_order['amount']
limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
limit_buy_order['amount'] = 2
limit_buy_order['filled'] = 2
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
limit_buy_order['filled'] = 2
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException)
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
indirect=['limit_buy_order_canceled_empty'])
def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
limit_buy_order_canceled_empty) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = mocker.patch(
'freqtrade.exchange.Exchange.cancel_order_with_result',
return_value=limit_buy_order_canceled_empty)
nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_buy_cancel')
freqtrade = FreqtradeBot(default_conf)
Trade.session = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
trade = MagicMock()
trade.pair = 'LTC/ETH'
assert freqtrade.handle_cancel_buy(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0
assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
assert nofiy_mock.call_count == 1
@pytest.mark.parametrize('cancelorder', [
{},
{'remaining': None},
'String Return value',
123
])
def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_order,
cancelorder) -> None:
def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
cancelorder) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=cancelorder)
@@ -2368,18 +2395,19 @@ def test_handle_timedout_limit_buy_corder_empty(mocker, default_conf, limit_buy_
Trade.session = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/ETH'
limit_buy_order['remaining'] = limit_buy_order['amount']
limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
limit_buy_order['amount'] = 2
limit_buy_order['filled'] = 1.0
assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
def test_handle_cancel_sell_limit(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
@@ -2405,6 +2433,22 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
assert cancel_order_mock.call_count == 1
def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
freqtrade = FreqtradeBot(default_conf)
trade = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
order = {'remaining': 1,
'amount': 1,
'status': "open"}
assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -3309,8 +3353,6 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
@@ -3321,21 +3363,43 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
caplog, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
@@ -3346,8 +3410,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3359,8 +3422,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
trades_for_order[0]['fee']['currency'] = 'ETH'
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3372,8 +3433,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3386,8 +3446,6 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
trades_for_order[0]['fee']['currency'] = None
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3399,8 +3457,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -3410,8 +3467,6 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee,
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3423,16 +3478,13 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
amount = float(sum(x['amount'] for x in trades_for_order2))
trade = Trade(
@@ -3444,13 +3496,12 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
@@ -3459,8 +3510,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
return_value=[trades_for_order])
amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3473,13 +3522,12 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
caplog)
@@ -3487,8 +3535,6 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004}
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
@@ -3500,8 +3546,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -3511,8 +3556,6 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
@@ -3524,8 +3567,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
@@ -3538,8 +3580,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
limit_buy_order = deepcopy(buy_order_fee)
trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
@@ -3551,8 +3591,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount changes by fee amount.
assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
@@ -3563,8 +3602,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
# Remove "Currency" from fee dict
trades_for_order[0]['fee'] = {'cost': 0.008}
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3577,15 +3614,12 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, fee, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 12345
trade = Trade(
pair='LTC/ETH',
@@ -3600,12 +3634,41 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
'id': 'mocked_order',
'amount': amount,
'status': 'open',
'side': 'buy',
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.get_real_amount(trade, order) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 10, 8),
(8.0, 0.0, 0, 8),
(8.0, 0.1, 0, 7.9),
(8.0, 0.1, 10, 8),
(8.0, 0.1, 8.0, 8.0),
(8.0, 0.1, 7.9, 7.9),
])
def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp
assert walletmock.call_count == 1
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, mocker,
order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
@@ -3899,4 +3962,3 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == 1
assert sell_mock.call_count == 1