merge develop into RL

This commit is contained in:
robcaulk
2022-11-17 21:59:07 +01:00
52 changed files with 332 additions and 874 deletions

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@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, C0103
# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from unittest.mock import ANY, MagicMock, PropertyMock
@@ -28,27 +29,7 @@ def prec_satoshi(a, b) -> float:
# Unit tests
def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_trade_status()
freqtradebot.enter_positions()
trades = Trade.get_open_trades()
freqtradebot.exit_positions(trades)
results = rpc._rpc_trade_status()
assert results[0] == {
gen_response = {
'trade_id': 1,
'pair': 'ETH/BTC',
'base_currency': 'ETH',
@@ -127,91 +108,103 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
}],
}
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*no active trade*'):
rpc._rpc_trade_status()
freqtradebot.enter_positions()
# Open order...
results = rpc._rpc_trade_status()
response_unfilled = deepcopy(gen_response)
# Different from "filled" response:
response_unfilled.update({
'amount': 91.07468124,
'profit_ratio': 0.0,
'profit_pct': 0.0,
'profit_abs': 0.0,
'current_profit': 0.0,
'current_profit_pct': 0.0,
'current_profit_abs': 0.0,
'stop_loss_abs': 0.0,
'stop_loss_pct': None,
'stop_loss_ratio': None,
'stoploss_current_dist': -1.099e-05,
'stoploss_current_dist_ratio': -1.0,
'stoploss_current_dist_pct': pytest.approx(-100.0),
'stoploss_entry_dist': -0.0010025,
'stoploss_entry_dist_ratio': -1.0,
'initial_stop_loss_abs': 0.0,
'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'open_order': '(limit buy rem=91.07468123)',
})
response_unfilled['orders'][0].update({
'is_open': True,
'filled': 0.0,
'remaining': 91.07468123
})
assert results[0] == response_unfilled
# Open order without remaining
trade = Trade.get_open_trades()[0]
# kucoin case (no remaining set).
trade.orders[0].remaining = None
Trade.commit()
results = rpc._rpc_trade_status()
# Reuse above object, only remaining changed.
response_unfilled['orders'][0].update({
'remaining': None
})
assert results[0] == response_unfilled
trade = Trade.get_open_trades()[0]
trade.orders[0].remaining = trade.amount
Trade.commit()
# Fill open order ...
freqtradebot.manage_open_orders()
trades = Trade.get_open_trades()
freqtradebot.exit_positions(trades)
results = rpc._rpc_trade_status()
response = deepcopy(gen_response)
assert results[0] == response
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
results = rpc._rpc_trade_status()
assert isnan(results[0]['current_profit'])
assert isnan(results[0]['current_rate'])
assert results[0] == {
'trade_id': 1,
'pair': 'ETH/BTC',
'base_currency': 'ETH',
'quote_currency': 'BTC',
'open_date': ANY,
'open_timestamp': ANY,
'is_open': ANY,
'fee_open': ANY,
'fee_open_cost': ANY,
'fee_open_currency': ANY,
'fee_close': fee.return_value,
'fee_close_cost': ANY,
'fee_close_currency': ANY,
'open_rate_requested': ANY,
'open_trade_value': ANY,
'close_rate_requested': ANY,
'sell_reason': ANY,
'exit_reason': ANY,
'exit_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
'strategy': ANY,
'buy_tag': ANY,
'enter_tag': ANY,
'timeframe': ANY,
'open_order_id': ANY,
'close_date': None,
'close_timestamp': None,
'open_rate': 1.098e-05,
'close_rate': None,
'current_rate': ANY,
'amount': 91.07468123,
'amount_requested': 91.07468124,
'trade_duration': ANY,
'trade_duration_s': ANY,
'stake_amount': 0.001,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'current_profit': ANY,
'current_profit_pct': ANY,
'current_profit_abs': ANY,
'profit_ratio': ANY,
'profit_pct': ANY,
'profit_abs': ANY,
'profit_fiat': ANY,
'stop_loss_abs': 9.89e-06,
'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1,
'stoploss_order_id': None,
'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': ANY,
'initial_stop_loss_abs': 9.89e-06,
'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1,
response_norate = deepcopy(gen_response)
# Update elements that are NaN when no rate is available.
response_norate.update({
'stoploss_current_dist': ANY,
'stoploss_current_dist_ratio': ANY,
'stoploss_current_dist_pct': ANY,
'stoploss_entry_dist': -0.00010402,
'stoploss_entry_dist_ratio': -0.10376381,
'open_order': None,
'exchange': 'binance',
'realized_profit': 0.0,
'leverage': 1.0,
'interest_rate': 0.0,
'liquidation_price': None,
'is_short': False,
'funding_fees': 0.0,
'trading_mode': TradingMode.SPOT,
'orders': [{
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
}],
}
'profit_ratio': ANY,
'profit_pct': ANY,
'profit_abs': ANY,
'current_profit_abs': ANY,
'current_profit': ANY,
'current_profit_pct': ANY,
'current_rate': ANY,
})
assert results[0] == response_norate
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:

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@@ -67,7 +67,7 @@ def botclient(default_conf, mocker):
def client_post(client, url, data={}):
return client.post(url,
data=data,
content=data,
headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
'Origin': 'http://example.com',
'content-type': 'application/json'