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Merge branch 'test-freqtradebot-usdt' into lev-freqtradebot

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This commit is contained in:
Sam Germain 2021-10-02 20:26:52 -06:00
commit 3823ca4162
6 changed files with 1484 additions and 1016 deletions
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11
freqtrade/freqtradebot.py
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@ -16,8 +16,8 @@ from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.enums import (Collateral, RPCMessageType, SellType, SignalDirection, State,
TradingMode)
from freqtrade.enums import (Collateral, RPCMessageType, SellType, SignalDirection, SignalTagType,
State, TradingMode)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@ -442,7 +442,9 @@ class FreqtradeBot(LoggingMixin):
# running get_signal on historical data fetched
(signal, enter_tag) = self.strategy.get_entry_signal(
pair, self.strategy.timeframe, analyzed_df
pair,
self.strategy.timeframe,
analyzed_df
)
if signal:
@ -455,9 +457,8 @@ class FreqtradeBot(LoggingMixin):
if self._check_depth_of_market(
pair,
bid_check_dom,
side=side
side=signal
):
return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
else:
return False

209
tests/conftest.py
View File

@ -27,6 +27,8 @@ from freqtrade.resolvers import ExchangeResolver
from freqtrade.worker import Worker
from tests.conftest_trades import (leverage_trade, mock_trade_1, mock_trade_2, mock_trade_3,
mock_trade_4, mock_trade_5, mock_trade_6, short_trade)
from tests.conftest_trades_usdt import (mock_trade_usdt_1, mock_trade_usdt_2, mock_trade_usdt_3,
mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6)
def enter_side(is_short: bool):
@ -313,6 +315,39 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
trade = leverage_trade(fee)
add_trade(trade)
if use_db:
Trade.query.session.flush()
def create_mock_trades_usdt(fee, use_db: bool = True):
"""
Create some fake trades ...
"""
def add_trade(trade):
if use_db:
Trade.query.session.add(trade)
else:
LocalTrade.add_bt_trade(trade)
# Simulate dry_run entries
trade = mock_trade_usdt_1(fee)
add_trade(trade)
trade = mock_trade_usdt_2(fee)
add_trade(trade)
trade = mock_trade_usdt_3(fee)
add_trade(trade)
trade = mock_trade_usdt_4(fee)
add_trade(trade)
trade = mock_trade_usdt_5(fee)
add_trade(trade)
trade = mock_trade_usdt_6(fee)
add_trade(trade)
if use_db:
Trade.query.session.flush()
@ -353,6 +388,11 @@ def default_conf(testdatadir):
return get_default_conf(testdatadir)
@pytest.fixture(scope="function")
def default_conf_usdt(testdatadir):
return get_default_conf_usdt(testdatadir)
def get_default_conf(testdatadir):
""" Returns validated configuration suitable for most tests """
configuration = {
@ -427,6 +467,32 @@ def get_default_conf(testdatadir):
return configuration
def get_default_conf_usdt(testdatadir):
configuration = get_default_conf(testdatadir)
configuration.update({
"stake_amount": 10.0,
"stake_currency": "USDT",
"exchange": {
"name": "binance",
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"ETH/USDT",
"LTC/USDT",
"XRP/USDT",
"NEO/USDT",
"TKN/USDT",
],
"pair_blacklist": [
"DOGE/USDT",
"HOT/USDT",
]
},
})
return configuration
@pytest.fixture
def update():
_update = Update(0)
@ -466,6 +532,33 @@ def ticker_sell_down():
})
@pytest.fixture
def ticker_usdt():
return MagicMock(return_value={
'bid': 2.0,
'ask': 2.02,
'last': 2.0,
})
@pytest.fixture
def ticker_usdt_sell_up():
return MagicMock(return_value={
'bid': 2.2,
'ask': 2.3,
'last': 2.2,
})
@pytest.fixture
def ticker_usdt_sell_down():
return MagicMock(return_value={
'bid': 2.01,
'ask': 2.0,
'last': 2.01,
})
@pytest.fixture
def markets():
return get_markets()
@ -713,6 +806,81 @@ def get_markets():
},
'info': {},
},
'XRP/USDT': {
'id': 'xrpusdt',
'symbol': 'XRP/USDT',
'base': 'XRP',
'quote': 'USDT',
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 0.0001,
'max': 500000,
},
},
'info': {},
},
'NEO/USDT': {
'id': 'neousdt',
'symbol': 'NEO/USDT',
'base': 'NEO',
'quote': 'USDT',
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 0.0001,
'max': 500000,
},
},
'info': {},
},
'TKN/USDT': {
'id': 'tknusdt',
'symbol': 'TKN/USDT',
'base': 'TKN',
'quote': 'USDT',
'active': True,
'precision': {
'price': 8,
'amount': 8,
'cost': 8,
},
'lot': 0.00000001,
'limits': {
'amount': {
'min': 0.01,
'max': 1000,
},
'price': 500000,
'cost': {
'min': 0.0001,
'max': 500000,
},
},
'info': {},
},
'LTC/USD': {
'id': 'USD-LTC',
'symbol': 'LTC/USD',
@ -1647,27 +1815,34 @@ def result(testdatadir):
@pytest.fixture(scope="function")
def trades_for_order():
return [{'info': {'id': 34567,
return [{
'info': {
'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'price': '2.0',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'isBestMatch': True
},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'symbol': 'LTC/USDT',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'price': 2.0,
'cost': 16.0,
'amount': 8.0,
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
'fee': {
'cost': 0.008,
'currency': 'LTC'
}
}]
@pytest.fixture(scope="function")
@ -1932,6 +2107,22 @@ def open_trade():
)
@pytest.fixture(scope="function")
def open_trade_usdt():
return Trade(
pair='ADA/USDT',
open_rate=2.0,
exchange='binance',
open_order_id='123456789',
amount=30.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=60.0,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
@pytest.fixture
def saved_hyperopt_results():
hyperopt_res = [
@ -2075,7 +2266,7 @@ def saved_hyperopt_results():
@pytest.fixture(scope='function')
def limit_buy_order_usdt_open():
return {
'id': 'mocked_limit_buy',
'id': 'mocked_limit_buy_usdt',
'type': 'limit',
'side': 'buy',
'symbol': 'mocked',
@ -2102,7 +2293,7 @@ def limit_buy_order_usdt(limit_buy_order_usdt_open):
@pytest.fixture
def limit_sell_order_usdt_open():
return {
'id': 'mocked_limit_sell',
'id': 'mocked_limit_sell_usdt',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',

305
tests/conftest_trades_usdt.py Normal file
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@ -0,0 +1,305 @@
from datetime import datetime, timedelta, timezone
from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 6
def mock_order_usdt_1():
return {
'id': '1234',
'symbol': 'ADA/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 10.0,
'filled': 10.0,
'remaining': 0.0,
}
def mock_trade_usdt_1(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=20.0,
amount=10.0,
amount_requested=10.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
open_rate=2.0,
exchange='binance',
open_order_id='dry_run_buy_12345',
strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy')
trade.orders.append(o)
return trade
def mock_order_usdt_2():
return {
'id': '1235',
'symbol': 'ETC/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
}
def mock_order_usdt_2_sell():
return {
'id': '12366',
'symbol': 'ETC/USDT',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 2.05,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
}
def mock_trade_usdt_2(fee):
"""
Closed trade...
"""
trade = Trade(
pair='ETC/USDT',
stake_amount=200.0,
amount=100.0,
amount_requested=100.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=2.0,
close_rate=2.05,
close_profit=5.0,
close_profit_abs=3.9875,
exchange='binance',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='StrategyTestV2',
timeframe=5,
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
)
o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell')
trade.orders.append(o)
return trade
def mock_order_usdt_3():
return {
'id': '41231a12a',
'symbol': 'XRP/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 1.0,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
}
def mock_order_usdt_3_sell():
return {
'id': '41231a666a',
'symbol': 'XRP/USDT',
'status': 'closed',
'side': 'sell',
'type': 'stop_loss_limit',
'price': 1.1,
'average': 1.1,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
}
def mock_trade_usdt_3(fee):
"""
Closed trade
"""
trade = Trade(
pair='XRP/USDT',
stake_amount=30.0,
amount=30.0,
amount_requested=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=1.0,
close_rate=1.1,
close_profit=10.0,
close_profit_abs=9.8425,
exchange='binance',
is_open=False,
strategy='StrategyTestV2',
timeframe=5,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)
o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell')
trade.orders.append(o)
return trade
def mock_order_usdt_4():
return {
'id': 'prod_buy_12345',
'symbol': 'ETC/USDT',
'status': 'open',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 10.0,
'filled': 0.0,
'remaining': 30.0,
}
def mock_trade_usdt_4(fee):
"""
Simulate prod entry
"""
trade = Trade(
pair='ETC/USDT',
stake_amount=20.0,
amount=10.0,
amount_requested=10.01,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
is_open=True,
open_rate=2.0,
exchange='binance',
open_order_id='prod_buy_12345',
strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy')
trade.orders.append(o)
return trade
def mock_order_usdt_5():
return {
'id': 'prod_buy_3455',
'symbol': 'XRP/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 10.0,
'filled': 10.0,
'remaining': 0.0,
}
def mock_order_usdt_5_stoploss():
return {
'id': 'prod_stoploss_3455',
'symbol': 'XRP/USDT',
'status': 'open',
'side': 'sell',
'type': 'stop_loss_limit',
'price': 2.0,
'amount': 10.0,
'filled': 0.0,
'remaining': 30.0,
}
def mock_trade_usdt_5(fee):
"""
Simulate prod entry with stoploss
"""
trade = Trade(
pair='XRP/USDT',
stake_amount=20.0,
amount=10.0,
amount_requested=10.01,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
is_open=True,
open_rate=2.0,
exchange='binance',
strategy='SampleStrategy',
stoploss_order_id='prod_stoploss_3455',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss')
trade.orders.append(o)
return trade
def mock_order_usdt_6():
return {
'id': 'prod_buy_6',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 10.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_order_usdt_6_sell():
return {
'id': 'prod_sell_6',
'symbol': 'LTC/USDT',
'status': 'open',
'side': 'sell',
'type': 'limit',
'price': 12.0,
'amount': 2.0,
'filled': 0.0,
'remaining': 2.0,
}
def mock_trade_usdt_6(fee):
"""
Simulate prod entry with open sell order
"""
trade = Trade(
pair='LTC/USDT',
stake_amount=20.0,
amount=2.0,
amount_requested=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_rate=10.0,
exchange='binance',
strategy='SampleStrategy',
open_order_id="prod_sell_6",
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
trade.orders.append(o)
return trade

2
tests/rpc/test_rpc.py
View File

@ -1013,7 +1013,7 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
assert len(ret['blacklist']) == 4
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*']
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC']
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
assert 'errors' in ret
assert isinstance(ret['errors'], dict)

2
tests/rpc/test_rpc_apiserver.py
View File

@ -947,7 +947,7 @@ def test_api_blacklist(botclient, mocker):
data='{"blacklist": ["XRP/.*"]}')
assert_response(rc)
assert rc.json() == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"],
"blacklist_expanded": ["ETH/BTC", "XRP/BTC"],
"blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
"length": 4,
"method": ["StaticPairList"],
"errors": {},

1931
tests/test_freqtradebot.py
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