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Merge branch 'develop' into no-percent-1

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This commit is contained in:
hroff-1902
2020-03-05 14:27:12 +03:00
committed by GitHub
parent e411717de9 bcec46c2aa
commit 34093d1208
40 changed files with 791 additions and 297 deletions
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6
tests/commands/test_commands.py
View File

@@ -447,11 +447,6 @@ def test_create_datadir_failed(caplog):
def test_create_datadir(caplog, mocker):
# Ensure that caplog is empty before starting ...
# Should prevent random failures.
caplog.clear()
# Added assert here to analyze random test-failures ...
assert len(caplog.record_tuples) == 0
cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
@@ -464,7 +459,6 @@ def test_create_datadir(caplog, mocker):
assert cud.call_count == 1
assert csf.call_count == 1
assert len(caplog.record_tuples) == 0
def test_start_new_strategy(mocker, caplog):

20
tests/data/test_btanalysis.py
View File

@@ -2,15 +2,17 @@ from unittest.mock import MagicMock
import pytest
from arrow import Arrow
from pandas import DataFrame, DateOffset, to_datetime
from pandas import DataFrame, DateOffset, to_datetime, Timestamp
from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
analyze_trade_parallelism,
calculate_max_drawdown,
combine_tickers_with_mean,
create_cum_profit,
extract_trades_of_period,
load_backtest_data, load_trades,
load_trades_from_db, analyze_trade_parallelism)
load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from tests.test_persistence import create_mock_trades
@@ -163,3 +165,17 @@ def test_create_cum_profit1(testdatadir):
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
def test_calculate_max_drawdown(testdatadir):
filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
drawdown, h, low = calculate_max_drawdown(bt_data)
assert isinstance(drawdown, float)
assert pytest.approx(drawdown) == 0.21142322
assert isinstance(h, Timestamp)
assert isinstance(low, Timestamp)
assert h == Timestamp('2018-01-24 14:25:00', tz='UTC')
assert low == Timestamp('2018-01-30 04:45:00', tz='UTC')
with pytest.raises(ValueError, match='Trade dataframe empty.'):
drawdown, h, low = calculate_max_drawdown(DataFrame())

16
tests/exchange/test_exchange.py
View File

@@ -511,6 +511,22 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
Exchange(default_conf)
def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
api_mock = MagicMock()
default_conf['stake_currency'] = ''
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
'HELLO-WORLD': {'quote': 'BTC'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
api_mock = MagicMock()

167
tests/optimize/test_hyperopt.py
View File

@@ -369,6 +369,42 @@ def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results
assert under > correct
def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy()
results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'})
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct
assert under > correct
def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy()
results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
results_under = hyperopt_results.copy()
results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
datetime(2019, 1, 1), datetime(2019, 5, 1))
assert over < correct
assert under > correct
def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
results_over = hyperopt_results.copy()
results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
@@ -390,17 +426,27 @@ def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results)
def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
hyperopt.current_best_loss = 2
hyperopt.total_epochs = 2
hyperopt.print_results(
{
'is_best': True,
'loss': 1,
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
},
'total_profit': 0,
'current_epoch': 2, # This starts from 1 (in a human-friendly manner)
'results_explanation': 'foo.',
'is_initial_point': False
'is_initial_point': False,
'is_best': True
}
)
out, err = capsys.readouterr()
assert ' 2/2: foo. Objective: 1.00000' in out
assert all(x in out
for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC (1.00%)", "20.0 m"])
def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
@@ -422,13 +468,11 @@ def test_save_trials_saves_trials(mocker, hyperopt, testdatadir, caplog) -> None
hyperopt.trials = trials
hyperopt.save_trials(final=True)
assert log_has("Saving 1 epoch.", caplog)
assert log_has(f"1 epoch saved to '{trials_file}'.", caplog)
mock_dump.assert_called_once()
hyperopt.trials = trials + trials
hyperopt.save_trials(final=True)
assert log_has("Saving 2 epochs.", caplog)
assert log_has(f"2 epochs saved to '{trials_file}'.", caplog)
@@ -466,8 +510,18 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result',
'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0}}])
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result',
'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
},
}])
)
patch_exchange(mocker)
# Co-test loading ticker-interval from strategy
@@ -761,11 +815,23 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'buy': {'mfi-value': None},
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None},
'trailing': {'trailing_stop': None}}}])
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {
'buy': {'mfi-value': None},
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None},
'trailing': {'trailing_stop': None}
},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
}])
)
patch_exchange(mocker)
@@ -787,7 +853,11 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
parallel.assert_called_once()
out, err = capsys.readouterr()
assert '{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi":{},"stoploss":null,"trailing_stop":null}' in out # noqa: E501
result_str = (
'{"params":{"mfi-value":null,"sell-mfi-value":null},"minimal_roi"'
':{},"stoploss":null,"trailing_stop":null}'
)
assert result_str in out # noqa: E501
assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2
@@ -804,10 +874,22 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'buy': {'mfi-value': None},
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None}}}])
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {
'buy': {'mfi-value': None},
'sell': {'sell-mfi-value': None},
'roi': {}, 'stoploss': {'stoploss': None}
},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
}])
)
patch_exchange(mocker)
@@ -846,8 +928,18 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'roi': {}, 'stoploss': {'stoploss': None}}}])
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'params_details': {'roi': {}, 'stoploss': {'stoploss': None}},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
}])
)
patch_exchange(mocker)
@@ -887,7 +979,16 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {'stoploss': 0.0}}])
'loss': 1, 'results_explanation': 'foo result', 'params': {'stoploss': 0.0},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
}])
)
patch_exchange(mocker)
@@ -965,7 +1066,17 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
}])
)
patch_exchange(mocker)
@@ -1012,7 +1123,17 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
parallel = mocker.patch(
'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
MagicMock(return_value=[{
'loss': 1, 'results_explanation': 'foo result', 'params': {},
'results_metrics':
{
'trade_count': 1,
'avg_profit': 0.1,
'total_profit': 0.001,
'profit': 1.0,
'duration': 20.0
}
}])
)
patch_exchange(mocker)

43
tests/optimize/test_optimize_reports.py
View File

@@ -22,14 +22,14 @@ def test_generate_text_table(default_conf, mocker):
)
result_str = (
'| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
' Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|:--------|-------:|---------------:|---------------:|-----------------:|'
'---------------:|:---------------|-------:|--------:|---------:|\n'
'| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
' Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|---------+--------+----------------+----------------+------------------+'
'----------------+----------------+--------+---------+----------|\n'
'| ETH/BTC | 2 | 15.00 | 30.00 | 0.60000000 |'
' 15.00 | 0:20:00 | 2 | 0 | 0 |\n'
'| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 |'
' 15.00 | 0:20:00 | 2 | 0 | 0 |'
' 15.00 | 0:20:00 | 2 | 0 | 0 |\n'
'| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 |'
' 15.00 | 0:20:00 | 2 | 0 | 0 |'
)
assert generate_text_table(data={'ETH/BTC': {}},
stake_currency='BTC', max_open_trades=2,
@@ -52,13 +52,13 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
)
result_str = (
'| Sell Reason | Sells | Wins | Draws | Losses |'
'| Sell Reason | Sells | Wins | Draws | Losses |'
' Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |\n'
'|:--------------|--------:|-------:|--------:|---------:|'
'---------------:|---------------:|-----------------:|---------------:|\n'
'| roi | 2 | 2 | 0 | 0 |'
'|---------------+---------+--------+---------+----------+'
'----------------+----------------+------------------+----------------|\n'
'| roi | 2 | 2 | 0 | 0 |'
' 15 | 30 | 0.6 | 15 |\n'
'| stop_loss | 1 | 0 | 0 | 1 |'
'| stop_loss | 1 | 0 | 0 | 1 |'
' -10 | -10 | -0.2 | -5 |'
)
assert generate_text_table_sell_reason(
@@ -95,14 +95,14 @@ def test_generate_text_table_strategy(default_conf, mocker):
)
result_str = (
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot'
' Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|:--------------|-------:|---------------:|---------------:|------'
'-----------:|---------------:|:---------------|-------:|--------:|---------:|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | '
' 1.10000000 | 30.00 | 0:17:00 | 3 | 0 | 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | '
' 1.30000000 | 45.00 | 0:20:00 | 3 | 0 | 0 |'
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot'
' Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|---------------+--------+----------------+----------------+------------------+'
'----------------+----------------+--------+---------+----------|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
' 30.00 | 0:17:00 | 3 | 0 | 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
' 45.00 | 0:20:00 | 3 | 0 | 0 |'
)
assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
@@ -111,8 +111,7 @@ def test_generate_edge_table(edge_conf, mocker):
results = {}
results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
assert generate_edge_table(results).count(':|') == 7
assert generate_edge_table(results).count('+') == 7
assert generate_edge_table(results).count('| ETH/BTC |') == 1
assert generate_edge_table(results).count(
'| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1

24
tests/rpc/test_rpc.py
View File

@@ -51,13 +51,13 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_date_hum': ANY,
'close_date': None,
'close_date_hum': None,
'open_rate': 1.099e-05,
'open_rate': 1.098e-05,
'close_rate': None,
'current_rate': 1.098e-05,
'amount': 90.99181074,
'current_rate': 1.099e-05,
'amount': 91.07468124,
'stake_amount': 0.001,
'close_profit': None,
'current_profit': -0.59,
'current_profit': -0.41,
'stop_loss': 0.0,
'initial_stop_loss': 0.0,
'initial_stop_loss_pct': None,
@@ -78,10 +78,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_date_hum': ANY,
'close_date': None,
'close_date_hum': None,
'open_rate': 1.099e-05,
'open_rate': 1.098e-05,
'close_rate': None,
'current_rate': ANY,
'amount': 90.99181074,
'amount': 91.07468124,
'stake_amount': 0.001,
'close_profit': None,
'current_profit': ANY,
@@ -121,7 +121,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert "Pair" in headers
assert 'instantly' == result[0][2]
assert 'ETH/BTC' in result[0][1]
assert '-0.59%' == result[0][3]
assert '-0.41%' == result[0][3]
# Test with fiatconvert
rpc._fiat_converter = CryptoToFiatConverter()
@@ -130,7 +130,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert "Pair" in headers
assert 'instantly' == result[0][2]
assert 'ETH/BTC' in result[0][1]
assert '-0.59% (-0.09)' == result[0][3]
assert '-0.41% (-0.06)' == result[0][3]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
@@ -245,9 +245,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
assert prec_satoshi(stats['profit_closed_percent'], 6.2)
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
assert prec_satoshi(stats['profit_all_coin'], 5.632e-05)
assert prec_satoshi(stats['profit_all_percent'], 2.81)
assert prec_satoshi(stats['profit_all_fiat'], 0.8448)
assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
assert prec_satoshi(stats['profit_all_percent'], 2.89)
assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
assert stats['trade_count'] == 2
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
@@ -668,7 +668,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order) -> None
trade = rpc._rpc_forcebuy(pair, None)
assert isinstance(trade, Trade)
assert trade.pair == pair
assert trade.open_rate == ticker()['ask']
assert trade.open_rate == ticker()['bid']
# Test buy duplicate
with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):

8
tests/rpc/test_rpc_apiserver.py
View File

@@ -426,20 +426,20 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc)
assert len(rc.json) == 1
assert rc.json == [{'amount': 90.99181074,
assert rc.json == [{'amount': 91.07468124,
'base_currency': 'BTC',
'close_date': None,
'close_date_hum': None,
'close_profit': None,
'close_rate': None,
'current_profit': -0.59,
'current_rate': 1.098e-05,
'current_profit': -0.41,
'current_rate': 1.099e-05,
'initial_stop_loss': 0.0,
'initial_stop_loss_pct': None,
'open_date': ANY,
'open_date_hum': 'just now',
'open_order': '(limit buy rem=0.00000000)',
'open_rate': 1.099e-05,
'open_rate': 1.098e-05,
'pair': 'ETH/BTC',
'stake_amount': 0.001,
'stop_loss': 0.0,

36
tests/rpc/test_rpc_telegram.py
View File

@@ -720,13 +720,13 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'limit': 1.173e-05,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_ratio': 0.0611052,
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.314e-05,
'profit_ratio': 0.0629778,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.FORCE_SELL.value,
@@ -779,13 +779,13 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'limit': 1.043e-05,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_ratio': -0.05478342,
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -5.497e-05,
'profit_ratio': -0.05482878,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.FORCE_SELL.value,
@@ -827,13 +827,13 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'exchange': 'Bittrex',
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.098e-05,
'amount': 90.99181073703367,
'limit': 1.099e-05,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.098e-05,
'profit_amount': -5.91e-06,
'profit_ratio': -0.00589291,
'open_rate': 1.098e-05,
'current_rate': 1.099e-05,
'profit_amount': -4.09e-06,
'profit_ratio': -0.00408133,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.FORCE_SELL.value,

134
tests/test_freqtradebot.py
View File

@@ -761,8 +761,8 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'bittrex'
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073703367
assert trade.open_rate == 0.00001098
assert trade.amount == 91.07468123861567
assert log_has(
'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog
@@ -906,20 +906,37 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
assert ("ETH/BTC", default_conf["ticker_interval"]) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("ask,last,last_ab,expected", [
(20, 10, 0.0, 20), # Full ask side
(20, 10, 1.0, 10), # Full last side
(20, 10, 0.5, 15), # Between ask and last
(20, 10, 0.7, 13), # Between ask and last
(20, 10, 0.3, 17), # Between ask and last
(5, 10, 1.0, 5), # last bigger than ask
(5, 10, 0.5, 5), # last bigger than ask
@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
('ask', 20, 19, 10, 0.0, 20), # Full ask side
('ask', 20, 19, 10, 1.0, 10), # Full last side
('ask', 20, 19, 10, 0.5, 15), # Between ask and last
('ask', 20, 19, 10, 0.7, 13), # Between ask and last
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
('ask', 4, 5, None, 0, 4), # last not available - uses ask
('bid', 10, 20, 10, 0.0, 20), # Full bid side
('bid', 10, 20, 10, 1.0, 10), # Full last side
('bid', 10, 20, 10, 0.5, 15), # Between bid and last
('bid', 10, 20, 10, 0.7, 13), # Between bid and last
('bid', 10, 20, 10, 0.3, 17), # Between bid and last
('bid', 4, 5, 10, 1.0, 5), # last bigger than bid
('bid', 4, 5, 10, 0.5, 5), # last bigger than bid
('bid', 10, 20, None, 0.5, 20), # last not available - uses bid
('bid', 4, 5, None, 0.5, 5), # last not available - uses bid
('bid', 4, 5, None, 1, 5), # last not available - uses bid
('bid', 4, 5, None, 0, 5), # last not available - uses bid
])
def test_get_buy_rate(mocker, default_conf, caplog, ask, last, last_ab, expected) -> None:
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={'ask': ask, 'last': last}))
MagicMock(return_value={'ask': ask, 'last': last, 'bid': bid}))
assert freqtrade.get_buy_rate('ETH/BTC', True) == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
@@ -1317,7 +1334,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
assert trade.stop_loss == 0.00002344 * 0.95
assert trade.stop_loss == 0.00002346 * 0.95
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
@@ -1325,10 +1342,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with(amount=85.25149190110828,
stoploss_order_mock.assert_called_once_with(amount=85.32423208191126,
pair='ETH/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002344 * 0.95)
stop_price=0.00002346 * 0.95)
# price fell below stoploss, so dry-run sells trade.
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -1510,12 +1527,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should be set to 1% as trailing is on
assert trade.stop_loss == 0.00002344 * 0.99
assert trade.stop_loss == 0.00002346 * 0.99
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
stoploss_order_mock.assert_called_once_with(amount=2131074.168797954,
stoploss_order_mock.assert_called_once_with(amount=2132892.491467577,
pair='NEO/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002344 * 0.99)
stop_price=0.00002346 * 0.99)
def test_enter_positions(mocker, default_conf, caplog) -> None:
@@ -2292,12 +2309,12 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_ratio': 0.0611052,
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.223e-05,
'profit_ratio': 0.0620716,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
@@ -2341,12 +2358,12 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.044e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -5.492e-05,
'profit_ratio': -0.05478342,
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -5.406e-05,
'profit_ratio': -0.05392257,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
@@ -2397,12 +2414,12 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.08801e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'limit',
'open_rate': 1.099e-05,
'current_rate': 1.044e-05,
'profit_amount': -1.498e-05,
'profit_ratio': -0.01493766,
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -1.408e-05,
'profit_ratio': -0.01404051,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
@@ -2587,7 +2604,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
assert not trade.is_open
assert trade.close_profit == 0.0611052
assert trade.close_profit == 0.0620716
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2597,12 +2614,12 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 90.99181073703367,
'amount': 91.07468123861567,
'order_type': 'market',
'open_rate': 1.099e-05,
'current_rate': 1.172e-05,
'profit_amount': 6.126e-05,
'profit_ratio': 0.0611052,
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.223e-05,
'profit_ratio': 0.0620716,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
@@ -3624,13 +3641,20 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
assert freqtrade.handle_trade(trade) is True
def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_order_book=order_book_l2,
fetch_ticker=ticker,
)
@pytest.mark.parametrize('side,ask,bid,expected', [
('bid', 10.0, 11.0, 11.0),
('bid', 10.0, 11.2, 11.2),
('bid', 10.0, 11.0, 11.0),
('bid', 9.8, 11.0, 11.0),
('bid', 0.0001, 0.002, 0.002),
('ask', 10.0, 11.0, 10.0),
('ask', 10.11, 11.2, 10.11),
('ask', 0.001, 0.002, 0.001),
('ask', 0.006, 1.0, 0.006),
])
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -> None:
default_conf['ask_strategy']['price_side'] = side
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': ask, 'bid': bid})
pair = "ETH/BTC"
# Test regular mode
@@ -3638,25 +3662,33 @@ def test_get_sell_rate(default_conf, mocker, caplog, ticker, order_book_l2) -> N
rate = ft.get_sell_rate(pair, True)
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == 0.00001098
assert rate == expected
# Use caching
rate = ft.get_sell_rate(pair, False)
assert rate == 0.00001098
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
caplog.clear()
@pytest.mark.parametrize('side,expected', [
('bid', 0.043936), # Value from order_book_l2 fiture - bids side
('ask', 0.043949), # Value from order_book_l2 fiture - asks side
])
def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
# Test orderbook mode
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_min'] = 1
default_conf['ask_strategy']['order_book_max'] = 2
# TODO: min/max is irrelevant for this test until refactoring
pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.get_order_book', order_book_l2)
ft = get_patched_freqtradebot(mocker, default_conf)
rate = ft.get_sell_rate(pair, True)
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == 0.043936
assert rate == expected
rate = ft.get_sell_rate(pair, False)
assert rate == 0.043936
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)

8
tests/test_plotting.py
View File

@@ -3,15 +3,16 @@ from copy import deepcopy
from pathlib import Path
from unittest.mock import MagicMock
import pandas as pd
import plotly.graph_objects as go
import pytest
from plotly.subplots import make_subplots
from freqtrade.commands import start_plot_dataframe, start_plot_profit
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
from freqtrade.exceptions import OperationalException
from freqtrade.commands import start_plot_dataframe, start_plot_profit
from freqtrade.plot.plotting import (add_indicators, add_profit,
create_plotconfig,
generate_candlestick_graph,
@@ -266,6 +267,7 @@ def test_generate_profit_graph(testdatadir):
trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
pairs = ["TRX/BTC", "ADA/BTC"]
trades = trades[trades['close_time'] < pd.Timestamp('2018-01-12', tz='UTC')]
tickers = history.load_data(datadir=testdatadir,
pairs=pairs,
@@ -283,13 +285,15 @@ def test_generate_profit_graph(testdatadir):
assert fig.layout.yaxis3.title.text == "Profit"
figure = fig.layout.figure
assert len(figure.data) == 4
assert len(figure.data) == 5
avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
assert isinstance(avgclose, go.Scatter)
profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scatter)
profit = find_trace_in_fig_data(figure.data, "Max drawdown 0.00%")
assert isinstance(profit, go.Scatter)
for pair in pairs:
profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")

2
tests/test_worker.py
View File

@@ -60,7 +60,7 @@ def test_throttle(mocker, default_conf, caplog) -> None:
assert result == 42
assert end - start > 0.1
assert log_has_re(r"Throttling with 'throttled_func\(\)': sleep for 0\.10 s.*", caplog)
assert log_has_re(r"Throttling with 'throttled_func\(\)': sleep for \d\.\d{2} s.*", caplog)
result = worker._throttle(throttled_func, throttle_secs=-1)
assert result == 42