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Merge branch 'develop' of https://github.com/freqtrade/freqtrade into feature/flask-rest

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This commit is contained in:
gcarq 2018-06-23 09:34:32 +02:00
commit 418359ac9a
20 changed files with 953 additions and 822 deletions
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6
freqtrade/analyze.py
View File

@ -10,7 +10,7 @@ import arrow
from pandas import DataFrame, to_datetime
from freqtrade import constants
from freqtrade.exchange import get_ticker_history
from freqtrade.exchange import Exchange
from freqtrade.persistence import Trade
from freqtrade.strategy.resolver import StrategyResolver, IStrategy
@ -110,14 +110,14 @@ class Analyze(object):
dataframe = self.populate_sell_trend(dataframe)
return dataframe
def get_signal(self, pair: str, interval: str) -> Tuple[bool, bool]:
def get_signal(self, exchange: Exchange, pair: str, interval: str) -> Tuple[bool, bool]:
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format ANT/BTC
:param interval: Interval to use (in min)
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
ticker_hist = get_ticker_history(pair, interval)
ticker_hist = exchange.get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return False, False

714
freqtrade/exchange/__init__.py
View File

@ -12,16 +12,8 @@ from freqtrade import constants, OperationalException, DependencyException, Temp
logger = logging.getLogger(__name__)
# Current selected exchange
_API: ccxt.Exchange = None
_CONF: Dict = {}
API_RETRY_COUNT = 4
_CACHED_TICKER: Dict[str, Any] = {}
# Holds all open sell orders for dry_run
_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
# Urls to exchange markets, insert quote and base with .format()
_EXCHANGE_URLS = {
@ -48,390 +40,378 @@ def retrier(f):
return wrapper
def init_ccxt(exchange_config: dict) -> ccxt.Exchange:
"""
Initialize ccxt with given config and return valid
ccxt instance.
:param config: config to use
:return: ccxt
"""
# Find matching class for the given exchange name
name = exchange_config['name']
class Exchange(object):
if name not in ccxt.exchanges:
raise OperationalException(f'Exchange {name} is not supported')
try:
api = getattr(ccxt, name.lower())({
'apiKey': exchange_config.get('key'),
'secret': exchange_config.get('secret'),
'password': exchange_config.get('password'),
'uid': exchange_config.get('uid', ''),
'enableRateLimit': True,
})
except (KeyError, AttributeError):
raise OperationalException(f'Exchange {name} is not supported')
# Current selected exchange
_api: ccxt.Exchange = None
_conf: Dict = {}
_cached_ticker: Dict[str, Any] = {}
return api
# Holds all open sell orders for dry_run
_dry_run_open_orders: Dict[str, Any] = {}
def __init__(self, config: dict) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified
exchange and pairs are valid.
:return: None
"""
self._conf.update(config)
def init(config: dict) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified
exchange and pairs are valid.
:param config: config to use
:return: None
"""
global _CONF, _API
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
_CONF.update(config)
exchange_config = config['exchange']
self._api = self._init_ccxt(exchange_config)
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
logger.info('Using Exchange "%s"', self.name)
exchange_config = config['exchange']
_API = init_ccxt(exchange_config)
# Check if all pairs are available
self.validate_pairs(config['exchange']['pair_whitelist'])
logger.info('Using Exchange "%s"', get_name())
def _init_ccxt(self, exchange_config: dict) -> ccxt.Exchange:
"""
Initialize ccxt with given config and return valid
ccxt instance.
"""
# Find matching class for the given exchange name
name = exchange_config['name']
# Check if all pairs are available
validate_pairs(config['exchange']['pair_whitelist'])
def validate_pairs(pairs: List[str]) -> None:
"""
Checks if all given pairs are tradable on the current exchange.
Raises OperationalException if one pair is not available.
:param pairs: list of pairs
:return: None
"""
try:
markets = _API.load_markets()
except ccxt.BaseError as e:
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
return
stake_cur = _CONF['stake_currency']
for pair in pairs:
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
# TODO: add a support for having coins in BTC/USDT format
if not pair.endswith(stake_cur):
raise OperationalException(
f'Pair {pair} not compatible with stake_currency: {stake_cur}')
if pair not in markets:
raise OperationalException(
f'Pair {pair} is not available at {get_name()}')
def exchange_has(endpoint: str) -> bool:
"""
Checks if exchange implements a specific API endpoint.
Wrapper around ccxt 'has' attribute
:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
:return: bool
"""
return endpoint in _API.has and _API.has[endpoint]
def buy(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS
order_id = f'dry_run_buy_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
'type': 'limit',
'side': 'buy',
'remaining': 0.0,
'datetime': arrow.utcnow().isoformat(),
'status': 'closed',
'fee': None
}
return {'id': order_id}
try:
return _API.create_limit_buy_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def sell(pair: str, rate: float, amount: float) -> Dict:
if _CONF['dry_run']:
global _DRY_RUN_OPEN_ORDERS
order_id = f'dry_run_sell_{randint(0, 10**6)}'
_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
'type': 'limit',
'side': 'sell',
'remaining': 0.0,
'datetime': arrow.utcnow().isoformat(),
'status': 'closed'
}
return {'id': order_id}
try:
return _API.create_limit_sell_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_balance(currency: str) -> float:
if _CONF['dry_run']:
return 999.9
# ccxt exception is already handled by get_balances
balances = get_balances()
balance = balances.get(currency)
if balance is None:
raise TemporaryError(
f'Could not get {currency} balance due to malformed exchange response: {balances}')
return balance['free']
@retrier
def get_balances() -> dict:
if _CONF['dry_run']:
return {}
try:
balances = _API.fetch_balance()
# Remove additional info from ccxt results
balances.pop("info", None)
balances.pop("free", None)
balances.pop("total", None)
balances.pop("used", None)
return balances
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_tickers() -> Dict:
try:
return _API.fetch_tickers()
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {_API.name} does not support fetching tickers in batch.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_ticker(pair: str, refresh: Optional[bool] = True) -> dict:
global _CACHED_TICKER
if refresh or pair not in _CACHED_TICKER.keys():
if name not in ccxt.exchanges:
raise OperationalException(f'Exchange {name} is not supported')
try:
data = _API.fetch_ticker(pair)
api = getattr(ccxt, name.lower())({
'apiKey': exchange_config.get('key'),
'secret': exchange_config.get('secret'),
'password': exchange_config.get('password'),
'uid': exchange_config.get('uid', ''),
'enableRateLimit': True,
})
except (KeyError, AttributeError):
raise OperationalException(f'Exchange {name} is not supported')
return api
@property
def name(self) -> str:
"""exchange Name (from ccxt)"""
return self._api.name
@property
def id(self) -> str:
"""exchange ccxt id"""
return self._api.id
def validate_pairs(self, pairs: List[str]) -> None:
"""
Checks if all given pairs are tradable on the current exchange.
Raises OperationalException if one pair is not available.
:param pairs: list of pairs
:return: None
"""
try:
markets = self._api.load_markets()
except ccxt.BaseError as e:
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
return
stake_cur = self._conf['stake_currency']
for pair in pairs:
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
# TODO: add a support for having coins in BTC/USDT format
if not pair.endswith(stake_cur):
raise OperationalException(
f'Pair {pair} not compatible with stake_currency: {stake_cur}')
if pair not in markets:
raise OperationalException(
f'Pair {pair} is not available at {self.name}')
def exchange_has(self, endpoint: str) -> bool:
"""
Checks if exchange implements a specific API endpoint.
Wrapper around ccxt 'has' attribute
:param endpoint: Name of endpoint (e.g. 'fetchOHLCV', 'fetchTickers')
:return: bool
"""
return endpoint in self._api.has and self._api.has[endpoint]
def buy(self, pair: str, rate: float, amount: float) -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_buy_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
'type': 'limit',
'side': 'buy',
'remaining': 0.0,
'datetime': arrow.utcnow().isoformat(),
'status': 'closed',
'fee': None
}
return {'id': order_id}
try:
return self._api.create_limit_buy_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit buy order on market {pair}.'
f'Tried to buy amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place buy order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def sell(self, pair: str, rate: float, amount: float) -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_sell_{randint(0, 10**6)}'
self._dry_run_open_orders[order_id] = {
'pair': pair,
'price': rate,
'amount': amount,
'type': 'limit',
'side': 'sell',
'remaining': 0.0,
'datetime': arrow.utcnow().isoformat(),
'status': 'closed'
}
return {'id': order_id}
try:
return self._api.create_limit_sell_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
raise DependencyException(
f'Insufficient funds to create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not create limit sell order on market {pair}.'
f'Tried to sell amount {amount} at rate {rate} (total {rate*amount}).'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_balance(self, currency: str) -> float:
if self._conf['dry_run']:
return 999.9
# ccxt exception is already handled by get_balances
balances = self.get_balances()
balance = balances.get(currency)
if balance is None:
raise TemporaryError(
f'Could not get {currency} balance due to malformed exchange response: {balances}')
return balance['free']
@retrier
def get_balances(self) -> dict:
if self._conf['dry_run']:
return {}
try:
balances = self._api.fetch_balance()
# Remove additional info from ccxt results
balances.pop("info", None)
balances.pop("free", None)
balances.pop("total", None)
balances.pop("used", None)
return balances
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_tickers(self) -> Dict:
try:
return self._api.fetch_tickers()
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching tickers in batch.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
if refresh or pair not in self._cached_ticker.keys():
try:
_CACHED_TICKER[pair] = {
'bid': float(data['bid']),
'ask': float(data['ask']),
}
except KeyError:
logger.debug("Could not cache ticker data for %s", pair)
data = self._api.fetch_ticker(pair)
try:
self._cached_ticker[pair] = {
'bid': float(data['bid']),
'ask': float(data['ask']),
}
except KeyError:
logger.debug("Could not cache ticker data for %s", pair)
return data
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
else:
logger.info("returning cached ticker-data for %s", pair)
return self._cached_ticker[pair]
@retrier
def get_ticker_history(self, pair: str, tick_interval: str,
since_ms: Optional[int] = None) -> List[Dict]:
try:
# last item should be in the time interval [now - tick_interval, now]
till_time_ms = arrow.utcnow().shift(
minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
).timestamp * 1000
# it looks as if some exchanges return cached data
# and they update it one in several minute, so 10 mins interval
# is necessary to skeep downloading of an empty array when all
# chached data was already downloaded
till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
data: List[Dict[Any, Any]] = []
while not since_ms or since_ms < till_time_ms:
data_part = self._api.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
# Because some exchange sort Tickers ASC and other DESC.
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
# when GDAX returns a list of tickers DESC (newest first, oldest last)
data_part = sorted(data_part, key=lambda x: x[0])
if not data_part:
break
logger.debug('Downloaded data for %s time range [%s, %s]',
pair,
arrow.get(data_part[0][0] / 1000).format(),
arrow.get(data_part[-1][0] / 1000).format())
data.extend(data_part)
since_ms = data[-1][0] + 1
return data
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {self._api.name} does not support fetching historical candlestick data.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
@retrier
def cancel_order(self, order_id: str, pair: str) -> None:
if self._conf['dry_run']:
return
try:
return self._api.cancel_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not cancel order. Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
else:
logger.info("returning cached ticker-data for %s", pair)
return _CACHED_TICKER[pair]
@retrier
def get_order(self, order_id: str, pair: str) -> Dict:
if self._conf['dry_run']:
order = self._dry_run_open_orders[order_id]
order.update({
'id': order_id
})
return order
try:
return self._api.fetch_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not get order. Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] = None) -> List[Dict]:
try:
# last item should be in the time interval [now - tick_interval, now]
till_time_ms = arrow.utcnow().shift(
minutes=-constants.TICKER_INTERVAL_MINUTES[tick_interval]
).timestamp * 1000
# it looks as if some exchanges return cached data
# and they update it one in several minute, so 10 mins interval
# is necessary to skeep downloading of an empty array when all
# chached data was already downloaded
till_time_ms = min(till_time_ms, arrow.utcnow().shift(minutes=-10).timestamp * 1000)
@retrier
def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
if self._conf['dry_run']:
return []
if not self.exchange_has('fetchMyTrades'):
return []
try:
my_trades = self._api.fetch_my_trades(pair, since.timestamp())
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
data: List[Dict[Any, Any]] = []
while not since_ms or since_ms < till_time_ms:
data_part = _API.fetch_ohlcv(pair, timeframe=tick_interval, since=since_ms)
return matched_trades
# Because some exchange sort Tickers ASC and other DESC.
# Ex: Bittrex returns a list of tickers ASC (oldest first, newest last)
# when GDAX returns a list of tickers DESC (newest first, oldest last)
data_part = sorted(data_part, key=lambda x: x[0])
except ccxt.NetworkError as e:
raise TemporaryError(
f'Could not get trades due to networking error. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
if not data_part:
break
def get_pair_detail_url(self, pair: str) -> str:
try:
url_base = self._api.urls.get('www')
base, quote = pair.split('/')
logger.debug('Downloaded data for %s time range [%s, %s]',
pair,
arrow.get(data_part[0][0] / 1000).format(),
arrow.get(data_part[-1][0] / 1000).format())
return url_base + _EXCHANGE_URLS[self._api.id].format(base=base, quote=quote)
except KeyError:
logger.warning('Could not get exchange url for %s', self.name)
return ""
data.extend(data_part)
since_ms = data[-1][0] + 1
@retrier
def get_markets(self) -> List[dict]:
try:
return self._api.fetch_markets()
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
return data
except ccxt.NotSupported as e:
raise OperationalException(
f'Exchange {_API.name} does not support fetching historical candlestick data.'
f'Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
@retrier
def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
price=1, taker_or_maker='maker') -> float:
try:
# validate that markets are loaded before trying to get fee
if self._api.markets is None or len(self._api.markets) == 0:
self._api.load_markets()
return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate']
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def cancel_order(order_id: str, pair: str) -> None:
if _CONF['dry_run']:
return
try:
return _API.cancel_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not cancel order. Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_order(order_id: str, pair: str) -> Dict:
if _CONF['dry_run']:
order = _DRY_RUN_OPEN_ORDERS[order_id]
order.update({
'id': order_id
})
return order
try:
return _API.fetch_order(order_id, pair)
except ccxt.InvalidOrder as e:
raise DependencyException(
f'Could not get order. Message: {e}')
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get order due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_trades_for_order(order_id: str, pair: str, since: datetime) -> List:
if _CONF['dry_run']:
return []
if not exchange_has('fetchMyTrades'):
return []
try:
my_trades = _API.fetch_my_trades(pair, since.timestamp())
matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
return matched_trades
except ccxt.NetworkError as e:
raise TemporaryError(
f'Could not get trades due to networking error. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def get_pair_detail_url(pair: str) -> str:
try:
url_base = _API.urls.get('www')
base, quote = pair.split('/')
return url_base + _EXCHANGE_URLS[_API.id].format(base=base, quote=quote)
except KeyError:
logger.warning('Could not get exchange url for %s', get_name())
return ""
@retrier
def get_markets() -> List[dict]:
try:
return _API.fetch_markets()
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def get_name() -> str:
return _API.name
def get_id() -> str:
return _API.id
@retrier
def get_fee(symbol='ETH/BTC', type='', side='', amount=1,
price=1, taker_or_maker='maker') -> float:
try:
def get_amount_lots(self, pair: str, amount: float) -> float:
"""
get buyable amount rounding, ..
"""
# validate that markets are loaded before trying to get fee
if _API.markets is None or len(_API.markets) == 0:
_API.load_markets()
return _API.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
price=price, takerOrMaker=taker_or_maker)['rate']
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
def get_amount_lots(pair: str, amount: float) -> float:
"""
get buyable amount rounding, ..
"""
# validate that markets are loaded before trying to get fee
if not _API.markets:
_API.load_markets()
return _API.amount_to_lots(pair, amount)
if not self._api.markets:
self._api.load_markets()
return self._api.amount_to_lots(pair, amount)

53
freqtrade/freqtradebot.py
View File

@ -14,11 +14,11 @@ import requests
from cachetools import TTLCache, cached
from freqtrade import (
DependencyException, OperationalException, TemporaryError,
exchange, persistence, __version__,
DependencyException, OperationalException, TemporaryError, persistence, __version__,
)
from freqtrade import constants
from freqtrade.analyze import Analyze
from freqtrade.exchange import Exchange
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc_manager import RPCManager
@ -54,7 +54,7 @@ class FreqtradeBot(object):
self.fiat_converter = CryptoToFiatConverter()
self.rpc: RPCManager = RPCManager(self)
self.persistence = None
self.exchange = None
self.exchange = Exchange(self.config)
self._init_modules()
@ -66,7 +66,6 @@ class FreqtradeBot(object):
# Initialize all modules
persistence.init(self.config)
exchange.init(self.config)
# Set initial application state
initial_state = self.config.get('initial_state')
@ -186,13 +185,13 @@ class FreqtradeBot(object):
:return: List of pairs
"""
if not exchange.exchange_has('fetchTickers'):
if not self.exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot'
)
tickers = exchange.get_tickers()
tickers = self.exchange.get_tickers()
# check length so that we make sure that '/' is actually in the string
tickers = [v for k, v in tickers.items()
if len(k.split('/')) == 2 and k.split('/')[1] == base_currency]
@ -210,7 +209,7 @@ class FreqtradeBot(object):
black_listed
"""
sanitized_whitelist = whitelist
markets = exchange.get_markets()
markets = self.exchange.get_markets()
markets = [m for m in markets if m['quote'] == self.config['stake_currency']]
known_pairs = set()
@ -255,7 +254,7 @@ class FreqtradeBot(object):
interval = self.analyze.get_ticker_interval()
stake_currency = self.config['stake_currency']
fiat_currency = self.config['fiat_display_currency']
exc_name = exchange.get_name()
exc_name = self.exchange.name
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
@ -263,7 +262,7 @@ class FreqtradeBot(object):
)
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(stake_currency) < stake_amount:
if self.exchange.get_balance(stake_currency) < stake_amount:
raise DependencyException(
f'stake amount is not fulfilled (currency={stake_currency})')
@ -278,19 +277,19 @@ class FreqtradeBot(object):
# Pick pair based on buy signals
for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(_pair, interval)
(buy, sell) = self.analyze.get_signal(self.exchange, _pair, interval)
if buy and not sell:
pair = _pair
break
else:
return False
pair_s = pair.replace('_', '/')
pair_url = exchange.get_pair_detail_url(pair)
pair_url = self.exchange.get_pair_detail_url(pair)
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
buy_limit = self.get_target_bid(self.exchange.get_ticker(pair))
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)['id']
order_id = self.exchange.buy(pair, buy_limit, amount)['id']
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount,
@ -305,7 +304,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
{stake_currency}, {stake_amount_fiat:.3f} {fiat_currency})`"""
)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = exchange.get_fee(symbol=pair, taker_or_maker='maker')
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
trade = Trade(
pair=pair,
stake_amount=stake_amount,
@ -315,7 +314,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
open_rate=buy_limit,
open_rate_requested=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_id(),
exchange=self.exchange.id,
open_order_id=order_id
)
Trade.session.add(trade)
@ -348,7 +347,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
if trade.open_order_id:
# Update trade with order values
logger.info('Found open order for %s', trade)
order = exchange.get_order(trade.open_order_id, trade.pair)
order = self.exchange.get_order(trade.open_order_id, trade.pair)
# Try update amount (binance-fix)
try:
new_amount = self.get_real_amount(trade, order)
@ -372,7 +371,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
def get_real_amount(self, trade: Trade, order: Dict) -> float:
"""
Get real amount for the trade
Necessary for exchanges which charge fees in base currency (e.g. binance)
Necessary for self.exchanges which charge fees in base currency (e.g. binance)
"""
order_amount = order['amount']
# Only run for closed orders
@ -388,7 +387,8 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
return new_amount
# Fallback to Trades
trades = exchange.get_trades_for_order(trade.open_order_id, trade.pair, trade.open_date)
trades = self.exchange.get_trades_for_order(trade.open_order_id, trade.pair,
trade.open_date)
if len(trades) == 0:
logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
@ -420,12 +420,13 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
raise ValueError(f'attempt to handle closed trade: {trade}')
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = self.exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
(buy, sell) = self.analyze.get_signal(self.exchange,
trade.pair, self.analyze.get_ticker_interval())
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, current_rate)
@ -449,7 +450,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
order = exchange.get_order(trade.open_order_id, trade.pair)
order = self.exchange.get_order(trade.open_order_id, trade.pair)
except requests.exceptions.RequestException:
logger.info(
'Cannot query order for %s due to %s',
@ -475,7 +476,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
:return: True if order was fully cancelled
"""
pair_s = trade.pair.replace('_', '/')
exchange.cancel_order(trade.open_order_id, trade.pair)
self.exchange.cancel_order(trade.open_order_id, trade.pair)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
@ -502,7 +503,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
pair_s = trade.pair.replace('_', '/')
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id, trade.pair)
self.exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
@ -525,15 +526,15 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
exc = trade.exchange
pair = trade.pair
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
order_id = self.exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id
trade.close_rate_requested = limit
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair)['bid']
current_rate = self.exchange.get_ticker(trade.pair)['bid']
profit = trade.calc_profit_percent(limit)
pair_url = exchange.get_pair_detail_url(trade.pair)
pair_url = self.exchange.get_pair_detail_url(trade.pair)
gain = "profit" if fmt_exp_profit > 0 else "loss"
message = f"*{exc}:* Selling\n" \

17
freqtrade/optimize/__init__.py
View File

@ -7,8 +7,8 @@ import os
from typing import Optional, List, Dict, Tuple, Any
import arrow
from freqtrade import misc, constants
from freqtrade.exchange import get_ticker_history
from freqtrade import misc, constants, OperationalException
from freqtrade.exchange import Exchange
from freqtrade.arguments import TimeRange
logger = logging.getLogger(__name__)
@ -83,6 +83,7 @@ def load_data(datadir: str,
ticker_interval: str,
pairs: List[str],
refresh_pairs: Optional[bool] = False,
exchange: Optional[Exchange] = None,
timerange: TimeRange = TimeRange(None, None, 0, 0)) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
@ -93,7 +94,10 @@ def load_data(datadir: str,
# If the user force the refresh of pairs
if refresh_pairs:
logger.info('Download data for all pairs and store them in %s', datadir)
download_pairs(datadir, pairs, ticker_interval, timerange=timerange)
if not exchange:
raise OperationalException("Exchange needs to be initialized when "
"calling load_data with refresh_pairs=True")
download_pairs(datadir, exchange, pairs, ticker_interval, timerange=timerange)
for pair in pairs:
pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
@ -119,13 +123,14 @@ def make_testdata_path(datadir: str) -> str:
)
def download_pairs(datadir, pairs: List[str],
def download_pairs(datadir, exchange: Exchange, pairs: List[str],
ticker_interval: str,
timerange: TimeRange = TimeRange(None, None, 0, 0)) -> bool:
"""For each pairs passed in parameters, download the ticker intervals"""
for pair in pairs:
try:
download_backtesting_testdata(datadir,
exchange=exchange,
pair=pair,
tick_interval=ticker_interval,
timerange=timerange)
@ -183,6 +188,7 @@ def load_cached_data_for_updating(filename: str,
def download_backtesting_testdata(datadir: str,
exchange: Exchange,
pair: str,
tick_interval: str = '5m',
timerange: Optional[TimeRange] = None) -> None:
@ -216,7 +222,8 @@ def download_backtesting_testdata(datadir: str,
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
new_data = get_ticker_history(pair=pair, tick_interval=tick_interval, since_ms=since_ms)
new_data = exchange.get_ticker_history(pair=pair, tick_interval=tick_interval,
since_ms=since_ms)
data.extend(new_data)
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

13
freqtrade/optimize/backtesting.py
View File

@ -14,7 +14,7 @@ from pandas import DataFrame
from tabulate import tabulate
import freqtrade.optimize as optimize
from freqtrade import exchange
from freqtrade.exchange import Exchange
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
@ -61,7 +61,8 @@ class Backtesting(object):
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
exchange.init(self.config)
self.exchange = Exchange(self.config)
self.fee = self.exchange.get_fee()
@staticmethod
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@ -130,14 +131,13 @@ class Backtesting(object):
stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0)
fee = exchange.get_fee()
trade = Trade(
open_rate=buy_row.close,
open_date=buy_row.date,
stake_amount=stake_amount,
amount=stake_amount / buy_row.open,
fee_open=fee,
fee_close=fee
fee_open=self.fee,
fee_close=self.fee
)
# calculate win/lose forwards from buy point
@ -256,7 +256,7 @@ class Backtesting(object):
if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair, self.ticker_interval)
data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
@ -267,6 +267,7 @@ class Backtesting(object):
pairs=pairs,
ticker_interval=self.ticker_interval,
refresh_pairs=self.config.get('refresh_pairs', False),
exchange=self.exchange,
timerange=timerange
)

23
freqtrade/rpc/rpc.py
View File

@ -5,13 +5,12 @@ import logging
from abc import abstractmethod
from datetime import datetime, timedelta, date
from decimal import Decimal
from typing import Dict, Any, List
from typing import Dict, List, Any
import arrow
import sqlalchemy as sql
from numpy import mean, nan_to_num
from freqtrade import exchange
from freqtrade.persistence import Trade
from freqtrade.state import State
@ -79,9 +78,9 @@ class RPC(object):
for trade in trades:
order = None
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id, trade.pair)
order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
# calculate profit and send message to user
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
current_profit = trade.calc_profit_percent(current_rate)
fmt_close_profit = '{:.2f}%'.format(
round(trade.close_profit * 100, 2)
@ -90,7 +89,7 @@ class RPC(object):
results.append(dict(
trade_id=trade.id,
pair=trade.pair,
market_url=exchange.get_pair_detail_url(trade.pair),
market_url=self._freqtrade.exchange.get_pair_detail_url(trade.pair),
open_date=arrow.get(trade.open_date),
open_rate=trade.open_rate,
close_rate=trade.close_rate,
@ -176,7 +175,7 @@ class RPC(object):
profit_closed_percent.append(profit_percent)
else:
# Get current rate
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
profit_percent = trade.calc_profit_percent(rate=current_rate)
profit_all_coin.append(
@ -233,7 +232,7 @@ class RPC(object):
""" Returns current account balance per crypto """
output = []
total = 0.0
for coin, balance in exchange.get_balances().items():
for coin, balance in self._freqtrade.exchange.get_balances().items():
if not balance['total']:
continue
@ -241,9 +240,9 @@ class RPC(object):
rate = 1.0
else:
if coin == 'USDT':
rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
rate = 1.0 / self._freqtrade.exchange.get_ticker('BTC/USDT', False)['bid']
else:
rate = exchange.get_ticker(coin + '/BTC', False)['bid']
rate = self._freqtrade.exchange.get_ticker(coin + '/BTC', False)['bid']
est_btc: float = rate * balance['total']
total = total + est_btc
output.append({
@ -295,13 +294,13 @@ class RPC(object):
def _exec_forcesell(trade: Trade) -> None:
# Check if there is there is an open order
if trade.open_order_id:
order = exchange.get_order(trade.open_order_id, trade.pair)
order = self._freqtrade.exchange.get_order(trade.open_order_id, trade.pair)
# Cancel open LIMIT_BUY orders and close trade
if order and order['status'] == 'open' \
and order['type'] == 'limit' \
and order['side'] == 'buy':
exchange.cancel_order(trade.open_order_id, trade.pair)
self._freqtrade.exchange.cancel_order(trade.open_order_id, trade.pair)
trade.close(order.get('price') or trade.open_rate)
# Do the best effort, if we don't know 'filled' amount, don't try selling
if order['filled'] is None:
@ -315,7 +314,7 @@ class RPC(object):
return
# Get current rate and execute sell
current_rate = exchange.get_ticker(trade.pair, False)['bid']
current_rate = self._freqtrade.exchange.get_ticker(trade.pair, False)['bid']
self._freqtrade.execute_sell(trade, current_rate)
# ---- EOF def _exec_forcesell ----

17
freqtrade/tests/conftest.py
View File

@ -13,6 +13,7 @@ from telegram import Chat, Message, Update
from freqtrade.analyze import Analyze
from freqtrade import constants
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
logging.getLogger('').setLevel(logging.INFO)
@ -26,6 +27,20 @@ def log_has(line, logs):
False)
def patch_exchange(mocker, api_mock=None) -> None:
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
if api_mock:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
else:
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
def get_patched_exchange(mocker, config, api_mock=None) -> Exchange:
patch_exchange(mocker, api_mock)
exchange = Exchange(config)
return exchange
# Functions for recurrent object patching
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
@ -39,7 +54,7 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
patch_exchange(mocker, None)
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
mocker.patch('freqtrade.freqtradebot.Analyze.get_signal', MagicMock())

446
freqtrade/tests/exchange/test_exchange.py
View File

@ -3,33 +3,20 @@
import logging
from copy import deepcopy
from random import randint
from datetime import datetime
from unittest.mock import MagicMock, PropertyMock
import ccxt
import pytest
import freqtrade.exchange as exchange
from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
get_id, get_pair_detail_url, get_amount_lots)
from freqtrade.tests.conftest import log_has
API_INIT = False
def maybe_init_api(conf, mocker, force=False):
global API_INIT
if force or not API_INIT:
mocker.patch('freqtrade.exchange.validate_pairs',
side_effect=lambda s: True)
init(config=conf)
API_INIT = True
from freqtrade.exchange import Exchange, API_RETRY_COUNT
from freqtrade.tests.conftest import log_has, get_patched_exchange
def test_init(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
maybe_init_api(default_conf, mocker, True)
get_patched_exchange(mocker, default_conf)
assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
@ -39,7 +26,7 @@ def test_init_exception(default_conf):
with pytest.raises(
OperationalException,
match='Exchange {} is not supported'.format(default_conf['exchange']['name'])):
init(config=default_conf)
Exchange(default_conf)
def test_validate_pairs(default_conf, mocker):
@ -50,18 +37,17 @@ def test_validate_pairs(default_conf, mocker):
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
mocker.patch('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
validate_pairs(default_conf['exchange']['pair_whitelist'])
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
Exchange(default_conf)
def test_validate_pairs_not_available(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={})
mocker.patch('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
with pytest.raises(OperationalException, match=r'not available'):
validate_pairs(default_conf['exchange']['pair_whitelist'])
Exchange(default_conf)
def test_validate_pairs_not_compatible(default_conf, mocker):
@ -71,25 +57,27 @@ def test_validate_pairs_not_compatible(default_conf, mocker):
})
conf = deepcopy(default_conf)
conf['stake_currency'] = 'ETH'
mocker.patch('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', conf)
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
with pytest.raises(OperationalException, match=r'not compatible'):
validate_pairs(conf['exchange']['pair_whitelist'])
Exchange(conf)
def test_validate_pairs_exception(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
api_mock = MagicMock()
api_mock.name = 'Binance'
mocker.patch('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
api_mock.load_markets = MagicMock(return_value={})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'):
validate_pairs(default_conf['exchange']['pair_whitelist'])
Exchange(default_conf)
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
validate_pairs(default_conf['exchange']['pair_whitelist'])
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
Exchange(default_conf)
assert log_has('Unable to validate pairs (assuming they are correct). Reason: ',
caplog.record_tuples)
@ -99,22 +87,21 @@ def test_validate_pairs_stake_exception(default_conf, mocker, caplog):
conf = deepcopy(default_conf)
conf['stake_currency'] = 'ETH'
api_mock = MagicMock()
api_mock.name = 'binance'
mocker.patch('freqtrade.exchange._API', api_mock)
mocker.patch.dict('freqtrade.exchange._CONF', conf)
api_mock.name = MagicMock(return_value='binance')
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
with pytest.raises(
OperationalException,
match=r'Pair ETH/BTC not compatible with stake_currency: ETH'
):
validate_pairs(default_conf['exchange']['pair_whitelist'])
Exchange(conf)
def test_buy_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
exchange = get_patched_exchange(mocker, default_conf)
order = buy(pair='ETH/BTC', rate=200, amount=1)
order = exchange.buy(pair='ETH/BTC', rate=200, amount=1)
assert 'id' in order
assert 'dry_run_buy_' in order['id']
@ -128,12 +115,10 @@ def test_buy_prod(default_conf, mocker):
'foo': 'bar'
}
})
mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
order = buy(pair='ETH/BTC', rate=200, amount=1)
order = exchange.buy(pair='ETH/BTC', rate=200, amount=1)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
@ -141,30 +126,30 @@ def test_buy_prod(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds)
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(DependencyException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(TemporaryError):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(OperationalException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
def test_sell_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
exchange = get_patched_exchange(mocker, default_conf)
order = sell(pair='ETH/BTC', rate=200, amount=1)
order = exchange.sell(pair='ETH/BTC', rate=200, amount=1)
assert 'id' in order
assert 'dry_run_sell_' in order['id']
@ -178,12 +163,11 @@ def test_sell_prod(default_conf, mocker):
'foo': 'bar'
}
})
mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
order = sell(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
order = exchange.sell(pair='ETH/BTC', rate=200, amount=1)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
@ -191,53 +175,52 @@ def test_sell_prod(default_conf, mocker):
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds)
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(DependencyException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(TemporaryError):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(OperationalException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
def test_get_balance_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert get_balance(currency='BTC') == 999.9
exchange = get_patched_exchange(mocker, default_conf)
assert exchange.get_balance(currency='BTC') == 999.9
def test_get_balance_prod(default_conf, mocker):
api_mock = MagicMock()
api_mock.fetch_balance = MagicMock(return_value={'BTC': {'free': 123.4}})
mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert get_balance(currency='BTC') == 123.4
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_balance(currency='BTC') == 123.4
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_balance(currency='BTC')
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balance(currency='BTC')
def test_get_balances_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert get_balances() == {}
exchange = get_patched_exchange(mocker, default_conf)
assert exchange.get_balances() == {}
def test_get_balances_prod(default_conf, mocker):
@ -253,33 +236,73 @@ def test_get_balances_prod(default_conf, mocker):
'2ST': balance_item,
'3ST': balance_item
})
mocker.patch('freqtrade.exchange._API', api_mock)
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert len(get_balances()) == 3
assert get_balances()['1ST']['free'] == 10.0
assert get_balances()['1ST']['total'] == 10.0
assert get_balances()['1ST']['used'] == 0.0
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert len(exchange.get_balances()) == 3
assert exchange.get_balances()['1ST']['free'] == 10.0
assert exchange.get_balances()['1ST']['total'] == 10.0
assert exchange.get_balances()['1ST']['used'] == 0.0
with pytest.raises(TemporaryError):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_balances()
assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balances()
assert api_mock.fetch_balance.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_balances()
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_balances()
assert api_mock.fetch_balance.call_count == 1
# This test is somewhat redundant with
# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
def test_get_tickers(default_conf, mocker):
api_mock = MagicMock()
tick = {'ETH/BTC': {
'symbol': 'ETH/BTC',
'bid': 0.5,
'ask': 1,
'last': 42,
}, 'BCH/BTC': {
'symbol': 'BCH/BTC',
'bid': 0.6,
'ask': 0.5,
'last': 41,
}
}
api_mock.fetch_tickers = MagicMock(return_value=tick)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
tickers = exchange.get_tickers()
assert 'ETH/BTC' in tickers
assert 'BCH/BTC' in tickers
assert tickers['ETH/BTC']['bid'] == 0.5
assert tickers['ETH/BTC']['ask'] == 1
assert tickers['BCH/BTC']['bid'] == 0.6
assert tickers['BCH/BTC']['ask'] == 0.5
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
with pytest.raises(OperationalException):
api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
api_mock.fetch_tickers = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_tickers()
def test_get_ticker(default_conf, mocker):
maybe_init_api(default_conf, mocker)
api_mock = MagicMock()
tick = {
'symbol': 'ETH/BTC',
@ -288,10 +311,9 @@ def test_get_ticker(default_conf, mocker):
'last': 0.0001,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
ticker = get_ticker(pair='ETH/BTC')
ticker = exchange.get_ticker(pair='ETH/BTC')
assert ticker['bid'] == 0.00001098
assert ticker['ask'] == 0.00001099
@ -304,38 +326,38 @@ def test_get_ticker(default_conf, mocker):
'last': 42,
}
api_mock.fetch_ticker = MagicMock(return_value=tick)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# if not caching the result we should get the same ticker
# if not fetching a new result we should get the cached ticker
ticker = get_ticker(pair='ETH/BTC')
ticker = exchange.get_ticker(pair='ETH/BTC')
assert api_mock.fetch_ticker.call_count == 1
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
assert 'ETH/BTC' in exchange._CACHED_TICKER
assert exchange._CACHED_TICKER['ETH/BTC']['bid'] == 0.5
assert exchange._CACHED_TICKER['ETH/BTC']['ask'] == 1
assert 'ETH/BTC' in exchange._cached_ticker
assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
assert exchange._cached_ticker['ETH/BTC']['ask'] == 1
# Test caching
api_mock.fetch_ticker = MagicMock()
get_ticker(pair='ETH/BTC', refresh=False)
exchange.get_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
with pytest.raises(OperationalException):
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
api_mock.fetch_ticker = MagicMock(return_value={})
mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_ticker(pair='ETH/BTC', refresh=True)
def make_fetch_ohlcv_mock(data):
@ -361,10 +383,10 @@ def test_get_ticker_history(default_conf, mocker):
]
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# retrieve original ticker
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1511686200000
assert ticks[0][1] == 1
assert ticks[0][2] == 2
@ -384,9 +406,9 @@ def test_get_ticker_history(default_conf, mocker):
]
]
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(new_tick))
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1511686210000
assert ticks[0][1] == 6
assert ticks[0][2] == 7
@ -396,15 +418,15 @@ def test_get_ticker_history(default_conf, mocker):
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# new symbol to get around cache
get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
exchange.get_ticker_history('ABCD/BTC', default_conf['ticker_interval'])
with pytest.raises(OperationalException):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# new symbol to get around cache
get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
exchange.get_ticker_history('EFGH/BTC', default_conf['ticker_interval'])
def test_get_ticker_history_sort(default_conf, mocker):
@ -426,10 +448,11 @@ def test_get_ticker_history_sort(default_conf, mocker):
]
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# Test the ticker history sort
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1527830400000
assert ticks[0][1] == 0.07649
assert ticks[0][2] == 0.07651
@ -460,10 +483,9 @@ def test_get_ticker_history_sort(default_conf, mocker):
]
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
api_mock.fetch_ohlcv = MagicMock(side_effect=make_fetch_ohlcv_mock(tick))
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# Test the ticker history sort
ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
ticks = exchange.get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
assert ticks[0][0] == 1527827700000
assert ticks[0][1] == 0.07659999
assert ticks[0][2] == 0.0766
@ -481,117 +503,195 @@ def test_get_ticker_history_sort(default_conf, mocker):
def test_cancel_order_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
assert cancel_order(order_id='123', pair='TKN/BTC') is None
exchange = get_patched_exchange(mocker, default_conf)
assert exchange.cancel_order(order_id='123', pair='TKN/BTC') is None
# Ensure that if not dry_run, we should call API
def test_cancel_order(default_conf, mocker):
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
# mocker.patch.dict('freqtrade.exchange.._CONF', default_conf)
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=123)
mocker.patch('freqtrade.exchange._API', api_mock)
assert cancel_order(order_id='_', pair='TKN/BTC') == 123
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(TemporaryError):
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
def test_get_order(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
order = MagicMock()
order.myid = 123
exchange._DRY_RUN_OPEN_ORDERS['X'] = order
exchange = get_patched_exchange(mocker, default_conf)
exchange._dry_run_open_orders['X'] = order
print(exchange.get_order('X', 'TKN/BTC'))
assert exchange.get_order('X', 'TKN/BTC').myid == 123
default_conf['dry_run'] = False
mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
api_mock = MagicMock()
api_mock.fetch_order = MagicMock(return_value=456)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(TemporaryError):
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
def test_get_name(default_conf, mocker):
mocker.patch('freqtrade.exchange.validate_pairs',
def test_name(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.validate_pairs',
side_effect=lambda s: True)
default_conf['exchange']['name'] = 'binance'
init(default_conf)
exchange = Exchange(default_conf)
assert get_name() == 'Binance'
assert exchange.name == 'Binance'
def test_get_id(default_conf, mocker):
mocker.patch('freqtrade.exchange.validate_pairs',
def test_id(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.validate_pairs',
side_effect=lambda s: True)
default_conf['exchange']['name'] = 'binance'
init(default_conf)
assert get_id() == 'binance'
exchange = Exchange(default_conf)
assert exchange.id == 'binance'
def test_get_pair_detail_url(default_conf, mocker):
mocker.patch('freqtrade.exchange.validate_pairs',
def test_get_pair_detail_url(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange.validate_pairs',
side_effect=lambda s: True)
default_conf['exchange']['name'] = 'binance'
init(default_conf)
exchange = Exchange(default_conf)
url = get_pair_detail_url('TKN/ETH')
url = exchange.get_pair_detail_url('TKN/ETH')
assert 'TKN' in url
assert 'ETH' in url
url = get_pair_detail_url('LOOONG/BTC')
url = exchange.get_pair_detail_url('LOOONG/BTC')
assert 'LOOONG' in url
assert 'BTC' in url
default_conf['exchange']['name'] = 'bittrex'
init(default_conf)
exchange = Exchange(default_conf)
url = get_pair_detail_url('TKN/ETH')
url = exchange.get_pair_detail_url('TKN/ETH')
assert 'TKN' in url
assert 'ETH' in url
url = get_pair_detail_url('LOOONG/BTC')
url = exchange.get_pair_detail_url('LOOONG/BTC')
assert 'LOOONG' in url
assert 'BTC' in url
default_conf['exchange']['name'] = 'poloniex'
exchange = Exchange(default_conf)
url = exchange.get_pair_detail_url('LOOONG/BTC')
assert '' == url
assert log_has('Could not get exchange url for Poloniex', caplog.record_tuples)
def test_get_trades_for_order(default_conf, mocker):
order_id = 'ABCD-ABCD'
since = datetime(2018, 5, 5)
default_conf["dry_run"] = False
mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV',
'order': 'ABCD-ABCD',
'info': {'pair': 'XLTCZBTC',
'time': 1519860024.4388,
'type': 'buy',
'ordertype': 'limit',
'price': '20.00000',
'cost': '38.62000',
'fee': '0.06179',
'vol': '5',
'id': 'ABCD-ABCD'},
'timestamp': 1519860024438,
'datetime': '2018-02-28T23:20:24.438Z',
'symbol': 'LTC/BTC',
'type': 'limit',
'side': 'buy',
'price': 165.0,
'amount': 0.2340606,
'fee': {'cost': 0.06179, 'currency': 'BTC'}
}])
exchange = get_patched_exchange(mocker, default_conf, api_mock)
orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.fetch_my_trades = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
assert api_mock.fetch_my_trades.call_count == API_RETRY_COUNT + 1
def test_get_markets(default_conf, mocker, markets):
api_mock = MagicMock()
api_mock.fetch_markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock)
ret = exchange.get_markets()
assert isinstance(ret, list)
assert len(ret) == 3
assert ret[0]["id"] == "ethbtc"
assert ret[0]["symbol"] == "ETH/BTC"
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.fetch_markets = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_markets()
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.fetch_markets = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_markets()
assert api_mock.fetch_markets.call_count == API_RETRY_COUNT + 1
def test_get_fee(default_conf, mocker):
api_mock = MagicMock()
@ -601,12 +701,32 @@ def test_get_fee(default_conf, mocker):
'rate': 0.025,
'cost': 0.05
})
mocker.patch('freqtrade.exchange._API', api_mock)
assert get_fee() == 0.025
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_fee() == 0.025
# test Exceptions
with pytest.raises(OperationalException):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_fee()
with pytest.raises(TemporaryError):
api_mock = MagicMock()
api_mock.calculate_fee = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.get_fee()
assert api_mock.calculate_fee.call_count == API_RETRY_COUNT + 1
def test_get_amount_lots(default_conf, mocker):
api_mock = MagicMock()
api_mock.amount_to_lots = MagicMock(return_value=1.0)
mocker.patch('freqtrade.exchange._API', api_mock)
assert get_amount_lots('LTC/BTC', 1.54) == 1
api_mock.markets = None
marketmock = MagicMock()
api_mock.load_markets = marketmock
exchange = get_patched_exchange(mocker, default_conf, api_mock)
assert exchange.get_amount_lots('LTC/BTC', 1.54) == 1
assert marketmock.call_count == 1

63
freqtrade/tests/optimize/test_backtesting.py
View File

@ -15,7 +15,7 @@ from freqtrade import optimize
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, patch_exchange
def get_args(args) -> List[str]:
@ -83,7 +83,7 @@ def load_data_test(what):
def simple_backtest(config, contour, num_results, mocker) -> None:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
backtesting = Backtesting(config)
data = load_data_test(contour)
@ -101,7 +101,8 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
assert len(results) == num_results
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, timerange=None):
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': tickerdata}
return pairdata
@ -118,7 +119,7 @@ def _load_pair_as_ticks(pair, tickfreq):
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
data = trim_dictlist(data, -201)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
backtesting = Backtesting(conf)
return {
'stake_amount': conf['stake_amount'],
@ -272,8 +273,8 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
Test start() function
"""
start_mock = MagicMock()
mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf)
@ -296,7 +297,8 @@ def test_backtesting_init(mocker, default_conf) -> None:
"""
Test Backtesting._init() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf
assert isinstance(backtesting.analyze, Analyze)
@ -304,13 +306,15 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert callable(backtesting.tickerdata_to_dataframe)
assert callable(backtesting.populate_buy_trend)
assert callable(backtesting.populate_sell_trend)
get_fee.assert_called()
assert backtesting.fee == 0.5
def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
"""
Test Backtesting.tickerdata_to_dataframe() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
timerange = TimeRange(None, 'line', 0, -100)
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
@ -329,7 +333,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
"""
Test Backtesting.get_timeframe() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(
@ -348,7 +352,7 @@ def test_generate_text_table(default_conf, mocker):
"""
Test Backtesting.generate_text_table() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
results = pd.DataFrame(
@ -385,8 +389,8 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history')
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
@ -426,8 +430,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history')
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
@ -454,8 +458,8 @@ def test_backtest(default_conf, fee, mocker) -> None:
"""
Test Backtesting.backtest() method
"""
mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
@ -476,8 +480,8 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
"""
Test Backtesting.backtest() method with 1 min ticker
"""
mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 5min ticker_interval
@ -499,7 +503,7 @@ def test_processed(default_conf, mocker) -> None:
"""
Test Backtesting.backtest() method with offline data
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
dict_of_tickerrows = load_data_test('raise')
@ -513,7 +517,7 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 18], ['lower', 0], ['sine', 16]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker)
@ -521,8 +525,8 @@ def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
# Test backtest using offline data (testdata directory)
def test_backtest_ticks(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
ticks = [1, 5]
fun = Backtesting(default_conf).populate_buy_trend
for _ in ticks:
@ -541,7 +545,6 @@ def test_backtest_clash_buy_sell(mocker, default_conf):
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
@ -557,7 +560,6 @@ def test_backtest_only_sell(mocker, default_conf):
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
@ -567,8 +569,7 @@ def test_backtest_only_sell(mocker, default_conf):
def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = _trend_alternate # Override
@ -583,8 +584,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
def test_backtest_record(default_conf, fee, mocker):
names = []
records = []
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch(
'freqtrade.optimize.backtesting.file_dump_json',
new=lambda n, r: (names.append(n), records.append(r))
@ -632,9 +633,9 @@ def test_backtest_record(default_conf, fee, mocker):
def test_backtest_start_live(default_conf, mocker, caplog):
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch('freqtrade.exchange.get_ticker_history',
new=lambda n, i: _load_pair_as_ticks(n, i))
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history',
new=lambda s, n, i: _load_pair_as_ticks(n, i))
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
mocker.patch('freqtrade.configuration.open', mocker.mock_open(

17
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -10,7 +10,7 @@ import pytest
from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.optimize.hyperopt import Hyperopt, start
from freqtrade.strategy.resolver import StrategyResolver
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, patch_exchange
from freqtrade.tests.optimize.test_backtesting import get_args
# Avoid to reinit the same object again and again
@ -22,8 +22,7 @@ _HYPEROPT = None
def init_hyperopt(default_conf, mocker):
global _HYPEROPT_INITIALIZED, _HYPEROPT
if not _HYPEROPT_INITIALIZED:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
_HYPEROPT = Hyperopt(default_conf)
_HYPEROPT_INITIALIZED = True
@ -66,7 +65,7 @@ def test_start(mocker, default_conf, caplog) -> None:
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
args = [
'--config', 'config.json',
@ -182,7 +181,7 @@ def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
@ -226,7 +225,7 @@ def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) ->
conf.update({'epochs': 1})
conf.update({'timerange': None})
conf.update({'spaces': 'all'})
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
@ -267,7 +266,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, defa
mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
@ -338,7 +337,7 @@ def test_start_calls_fmin(mocker, init_hyperopt, default_conf) -> None:
trials = create_trials(mocker)
mocker.patch('freqtrade.optimize.hyperopt.sorted', return_value=trials.results)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
conf = deepcopy(default_conf)
@ -503,7 +502,7 @@ def test_generate_optimizer(mocker, init_hyperopt, default_conf) -> None:
'freqtrade.optimize.hyperopt.Hyperopt.backtest',
MagicMock(return_value=backtest_result)
)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
patch_exchange(mocker)
optimizer_param = {
'adx': {'enabled': False},

60
freqtrade/tests/optimize/test_optimize.py
View File

@ -12,7 +12,7 @@ from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \
load_cached_data_for_updating
from freqtrade.arguments import TimeRange
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, get_patched_exchange
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681
@ -49,12 +49,11 @@ def _clean_test_file(file: str) -> None:
os.rename(file_swp, file)
def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None:
def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
"""
Test load_data() with 30 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
@ -63,11 +62,11 @@ def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None:
_clean_test_file(file)
def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None:
def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
"""
Test load_data() with 5 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
_backup_file(file, copy_file=True)
@ -81,7 +80,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
_backup_file(file, copy_file=True)
@ -91,12 +90,12 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
_clean_test_file(file)
def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_conf) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf)
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
_backup_file(file)
@ -114,6 +113,7 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
optimize.load_data(None,
ticker_interval='1m',
refresh_pairs=True,
exchange=exchange,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is True
assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
@ -124,9 +124,9 @@ def test_testdata_path() -> None:
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
def test_download_pairs(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
def test_download_pairs(ticker_history, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
@ -140,7 +140,8 @@ def test_download_pairs(ticker_history, mocker) -> None:
assert os.path.isfile(file1_1) is False
assert os.path.isfile(file2_1) is False
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
assert download_pairs(None, exchange,
pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file2_1) is True
@ -152,7 +153,8 @@ def test_download_pairs(ticker_history, mocker) -> None:
assert os.path.isfile(file1_5) is False
assert os.path.isfile(file2_5) is False
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
assert download_pairs(None, exchange,
pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_5) is True
@ -265,30 +267,32 @@ def test_load_cached_data_for_updating(mocker) -> None:
assert start_ts is None
def test_download_pairs_exception(ticker_history, mocker, caplog) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
side_effect=BaseException('File Error'))
exchange = get_patched_exchange(mocker, default_conf)
file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m')
download_pairs(None, exchange, pairs=['MEME/BTC'], ticker_interval='1m')
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
def test_download_backtesting_testdata(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=ticker_history)
exchange = get_patched_exchange(mocker, default_conf)
# Download a 1 min ticker file
file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
_backup_file(file1)
download_backtesting_testdata(None, pair="XEL/BTC", tick_interval='1m')
download_backtesting_testdata(None, exchange, pair="XEL/BTC", tick_interval='1m')
assert os.path.isfile(file1) is True
_clean_test_file(file1)
@ -296,21 +300,21 @@ def test_download_backtesting_testdata(ticker_history, mocker) -> None:
file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
_backup_file(file2)
download_backtesting_testdata(None, pair="STORJ/BTC", tick_interval='5m')
download_backtesting_testdata(None, exchange, pair="STORJ/BTC", tick_interval='5m')
assert os.path.isfile(file2) is True
_clean_test_file(file2)
def test_download_backtesting_testdata2(mocker) -> None:
def test_download_backtesting_testdata2(mocker, default_conf) -> None:
tick = [
[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
]
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m')
download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m')
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=tick)
exchange = get_patched_exchange(mocker, default_conf)
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')
assert json_dump_mock.call_count == 2
@ -326,8 +330,10 @@ def test_load_tickerdata_file() -> None:
def test_init(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
assert {} == optimize.load_data(
'',
exchange=exchange,
pairs=[],
refresh_pairs=True,
ticker_interval=default_conf['ticker_interval']

32
freqtrade/tests/rpc/test_rpc.py
View File

@ -34,7 +34,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -82,7 +82,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -137,7 +137,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -160,7 +160,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
)
@ -175,7 +175,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
)
@ -213,7 +213,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -232,7 +232,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
trade.update(limit_buy_order)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up,
get_fee=fee
@ -284,7 +284,7 @@ def test_rpc_balance_handle(default_conf, mocker):
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=mock_balance)
)
@ -313,7 +313,7 @@ def test_rpc_start(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock()
)
@ -339,7 +339,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock()
)
@ -368,7 +368,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
cancel_order=cancel_order_mock,
@ -413,7 +413,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
trade = Trade.query.filter(Trade.id == '1').first()
filled_amount = trade.amount / 2
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
'freqtrade.exchange.Exchange.get_order',
return_value={
'status': 'open',
'type': 'limit',
@ -432,7 +432,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
amount = trade.amount
# make an limit-buy open trade, if there is no 'filled', don't sell it
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
'freqtrade.exchange.Exchange.get_order',
return_value={
'status': 'open',
'type': 'limit',
@ -448,7 +448,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
freqtradebot.create_trade()
# make an limit-sell open trade
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
'freqtrade.exchange.Exchange.get_order',
return_value={
'status': 'open',
'type': 'limit',
@ -469,7 +469,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
@ -507,7 +507,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,

91
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -20,7 +20,7 @@ from freqtrade.persistence import Trade
from freqtrade.rpc.telegram import Telegram
from freqtrade.rpc.telegram import authorized_only
from freqtrade.state import State
from freqtrade.tests.conftest import get_patched_freqtradebot, log_has
from freqtrade.tests.conftest import get_patched_freqtradebot, patch_exchange, log_has
from freqtrade.tests.test_freqtradebot import patch_get_signal, patch_coinmarketcap
@ -100,7 +100,7 @@ def test_authorized_only(default_conf, mocker, caplog) -> None:
"""
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
patch_exchange(mocker, None)
chat = Chat(0, 0)
update = Update(randint(1, 100))
@ -131,8 +131,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
"""
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
patch_exchange(mocker, None)
chat = Chat(0xdeadbeef, 0)
update = Update(randint(1, 100))
update.message = Message(randint(1, 100), 0, datetime.utcnow(), chat)
@ -162,7 +161,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
"""
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
patch_exchange(mocker)
update = Update(randint(1, 100))
update.message = Message(randint(1, 100), 0, datetime.utcnow(), Chat(0, 0))
@ -193,7 +192,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee,
@ -239,7 +238,7 @@ def test_status_table_handle(default_conf, limit_buy_order, update, ticker, fee,
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -297,7 +296,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
return_value=15000.0
)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -366,7 +365,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
)
@ -406,7 +405,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -440,7 +439,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
msg_mock.reset_mock()
# Update the ticker with a market going up
mocker.patch('freqtrade.freqtradebot.exchange.get_ticker', ticker_sell_up)
mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
@ -505,9 +504,8 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value=mock_balance)
mocker.patch('freqtrade.freqtradebot.exchange.get_ticker', side_effect=mock_ticker)
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=mock_balance)
mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -516,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
_send_msg=msg_mock
)
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram._balance(bot=MagicMock(), update=update)
@ -535,9 +533,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None:
Test _balance() method when the Exchange platform returns nothing
"""
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value={})
mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
msg_mock = MagicMock()
mocker.patch.multiple(
@ -546,7 +542,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None:
_send_msg=msg_mock
)
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram._balance(bot=MagicMock(), update=update)
@ -559,17 +555,14 @@ def test_start_handle(default_conf, update, mocker) -> None:
"""
Test _start() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED
@ -583,17 +576,14 @@ def test_start_handle_already_running(default_conf, update, mocker) -> None:
"""
Test _start() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING
@ -609,16 +599,14 @@ def test_stop_handle(default_conf, update, mocker) -> None:
Test _stop() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING
@ -634,16 +622,14 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
Test _stop() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.STOPPED
@ -657,16 +643,14 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
def test_reload_conf_handle(default_conf, update, mocker) -> None:
""" Test _reload_conf() method """
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
freqtradebot.state = State.RUNNING
@ -687,7 +671,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -703,7 +687,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, moc
assert trade
# Increase the price and sell it
mocker.patch('freqtrade.freqtradebot.exchange.get_ticker', ticker_sell_up)
mocker.patch('freqtrade.exchange.Exchange.get_ticker', ticker_sell_up)
update.message.text = '/forcesell 1'
telegram._forcesell(bot=MagicMock(), update=update)
@ -727,7 +711,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -741,7 +725,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_do
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down
)
@ -770,9 +754,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
mocker.patch('freqtrade.fiat_convert.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())
mocker.patch('freqtrade.exchange.get_pair_detail_url', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.get_pair_detail_url', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -809,7 +793,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot)
@ -852,7 +836,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
_send_msg=msg_mock
)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -892,7 +876,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
_init=MagicMock(),
_send_msg=msg_mock
)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot)
@ -916,12 +900,12 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
_send_msg=msg_mock
)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'})
)
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
freqtradebot = FreqtradeBot(default_conf)
telegram = Telegram(freqtradebot)
@ -951,14 +935,14 @@ def test_help_handle(default_conf, update, mocker) -> None:
Test _help() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram._help(bot=MagicMock(), update=update)
@ -971,14 +955,13 @@ def test_version_handle(default_conf, update, mocker) -> None:
Test _version() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = FreqtradeBot(default_conf)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
telegram = Telegram(freqtradebot)
telegram._version(bot=MagicMock(), update=update)
@ -991,11 +974,10 @@ def test_send_msg(default_conf, mocker) -> None:
Test send_msg() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
conf = deepcopy(default_conf)
bot = MagicMock()
freqtradebot = FreqtradeBot(conf)
freqtradebot = get_patched_freqtradebot(mocker, conf)
telegram = Telegram(freqtradebot)
telegram._config['telegram']['enabled'] = True
@ -1008,12 +990,11 @@ def test_send_msg_network_error(default_conf, mocker, caplog) -> None:
Test send_msg() method
"""
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
conf = deepcopy(default_conf)
bot = MagicMock()
bot.send_message = MagicMock(side_effect=NetworkError('Oh snap'))
freqtradebot = FreqtradeBot(conf)
freqtradebot = get_patched_freqtradebot(mocker, conf)
telegram = Telegram(freqtradebot)
telegram._config['telegram']['enabled'] = True

8
freqtrade/tests/test_acl_pair.py
View File

@ -32,7 +32,7 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets):
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
refreshedwhitelist = freqtradebot._refresh_whitelist(
conf['exchange']['pair_whitelist'] + ['XXX/BTC']
)
@ -46,7 +46,7 @@ def test_refresh_whitelist(mocker, markets):
conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
refreshedwhitelist = freqtradebot._refresh_whitelist(conf['exchange']['pair_whitelist'])
# List ordered by BaseVolume
@ -59,7 +59,7 @@ def test_refresh_whitelist_dynamic(mocker, markets, tickers):
conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
get_markets=markets,
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
@ -78,7 +78,7 @@ def test_refresh_whitelist_dynamic(mocker, markets, tickers):
def test_refresh_whitelist_dynamic_empty(mocker, markets_empty):
conf = whitelist_conf()
freqtradebot = tt.get_patched_freqtradebot(mocker, conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_markets', markets_empty)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty)
# argument: use the whitelist dynamically by exchange-volume
whitelist = []

48
freqtrade/tests/test_analyze.py
View File

@ -14,7 +14,7 @@ from pandas import DataFrame
from freqtrade.analyze import Analyze, SignalType
from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.arguments import TimeRange
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, get_patched_exchange
# Avoid to reinit the same object again and again
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
@ -66,16 +66,16 @@ def test_populates_sell_trend(result):
assert 'sell' in dataframe.columns
def test_returns_latest_buy_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
def test_returns_latest_buy_signal(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
)
)
assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False)
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
@ -83,11 +83,12 @@ def test_returns_latest_buy_signal(mocker):
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
)
)
assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True)
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
def test_returns_latest_sell_signal(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
def test_returns_latest_sell_signal(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
@ -95,7 +96,7 @@ def test_returns_latest_sell_signal(mocker):
)
)
assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, True)
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, True)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
@ -103,45 +104,49 @@ def test_returns_latest_sell_signal(mocker):
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
)
)
assert _ANALYZE.get_signal('ETH/BTC', '5m') == (True, False)
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (True, False)
def test_get_signal_empty(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval'])
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=None)
exchange = get_patched_exchange(mocker, default_conf)
assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
side_effect=ValueError('xyz')
)
)
assert (False, False) == _ANALYZE.get_signal('foo', default_conf['ticker_interval'])
assert (False, False) == _ANALYZE.get_signal(exchange, 'foo', default_conf['ticker_interval'])
assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
return_value=DataFrame([])
)
)
assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval'])
assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=1)
exchange = get_patched_exchange(mocker, default_conf)
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
@ -151,15 +156,16 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
return_value=DataFrame(ticks)
)
)
assert (False, False) == _ANALYZE.get_signal('xyz', default_conf['ticker_interval'])
assert (False, False) == _ANALYZE.get_signal(exchange, 'xyz', default_conf['ticker_interval'])
assert log_has(
'Outdated history for pair xyz. Last tick is 11 minutes old',
caplog.record_tuples
)
def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
def test_get_signal_handles_exceptions(mocker, default_conf):
mocker.patch('freqtrade.exchange.Exchange.get_ticker_history', return_value=MagicMock())
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.analyze.Analyze',
analyze_ticker=MagicMock(
@ -167,7 +173,7 @@ def test_get_signal_handles_exceptions(mocker):
)
)
assert _ANALYZE.get_signal('ETH/BTC', '5m') == (False, False)
assert _ANALYZE.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
def test_parse_ticker_dataframe(ticker_history):

134
freqtrade/tests/test_freqtradebot.py
View File

@ -18,7 +18,7 @@ from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.state import State
from freqtrade.tests.conftest import log_has, patch_coinmarketcap
from freqtrade.tests.conftest import log_has, patch_coinmarketcap, patch_exchange
# Functions for recurrent object patching
@ -32,7 +32,7 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
patch_exchange(mocker)
patch_coinmarketcap(mocker)
return FreqtradeBot(config)
@ -47,7 +47,7 @@ def patch_get_signal(mocker, value=(True, False)) -> None:
"""
mocker.patch(
'freqtrade.freqtradebot.Analyze.get_signal',
side_effect=lambda s, t: value
side_effect=lambda e, s, t: value
)
@ -187,9 +187,9 @@ def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None:
Test _gen_pair_whitelist() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_tickers', tickers)
mocker.patch('freqtrade.freqtradebot.exchange.exchange_has', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
# mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
# Test to retrieved BTC sorted on quoteVolume (default)
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
@ -224,7 +224,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -261,7 +261,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee,
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=buy_mock,
@ -285,7 +285,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -306,7 +306,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -333,7 +333,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -362,7 +362,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker_history=MagicMock(return_value=20),
get_balance=MagicMock(return_value=20),
@ -387,7 +387,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
@ -428,7 +428,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
@ -450,7 +450,7 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
msg_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
@ -474,7 +474,7 @@ def test_process_trade_handling(
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
@ -495,29 +495,32 @@ def test_process_trade_handling(
assert result is False
def test_balance_fully_ask_side(mocker) -> None:
def test_balance_fully_ask_side(mocker, default_conf) -> None:
"""
Test get_target_bid() method
"""
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 0.0}})
default_conf['bid_strategy']['ask_last_balance'] = 0.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20
def test_balance_fully_last_side(mocker) -> None:
def test_balance_fully_last_side(mocker, default_conf) -> None:
"""
Test get_target_bid() method
"""
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
default_conf['bid_strategy']['ask_last_balance'] = 1.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10
def test_balance_bigger_last_ask(mocker) -> None:
def test_balance_bigger_last_ask(mocker, default_conf) -> None:
"""
Test get_target_bid() method
"""
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
default_conf['bid_strategy']['ask_last_balance'] = 1.0
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5
@ -556,8 +559,8 @@ def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplo
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[])
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'])
@ -590,7 +593,7 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
Test the exceptions in process_maybe_execute_sell()
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = '123'
@ -620,7 +623,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
patch_get_signal(mocker)
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00001172,
@ -669,7 +672,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -727,7 +730,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -764,7 +767,7 @@ def test_handle_trade_experimental(
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -794,7 +797,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fe
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
@ -824,7 +827,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
cancel_order_mock = MagicMock()
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
@ -865,7 +868,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
patch_coinmarketcap(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
@ -905,7 +908,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
patch_coinmarketcap(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
@ -953,7 +956,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
handle_timedout_limit_sell=MagicMock(),
)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
@ -993,7 +996,7 @@ def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
patch_coinmarketcap(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
cancel_order=cancel_order_mock
)
@ -1019,7 +1022,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
cancel_order_mock = MagicMock()
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
cancel_order=cancel_order_mock
)
@ -1045,7 +1048,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -1061,7 +1064,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
)
@ -1087,7 +1090,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -1102,7 +1105,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down
)
@ -1127,7 +1130,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -1142,7 +1145,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
)
@ -1168,7 +1171,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
@ -1183,7 +1186,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down
)
@ -1207,7 +1210,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
@ -1240,7 +1243,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
@ -1273,7 +1276,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
@ -1306,7 +1309,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
@ -1337,12 +1340,12 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
@ -1364,12 +1367,12 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
@ -1395,8 +1398,8 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
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(
pair='LTC/ETH',
@ -1421,8 +1424,8 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
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(
pair='LTC/ETH',
@ -1444,8 +1447,8 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
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(
pair='LTC/ETH',
@ -1472,8 +1475,9 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[trades_for_order])
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
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(
pair='LTC/ETH',
@ -1500,8 +1504,8 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
@ -1525,8 +1529,8 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
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(
pair='LTC/ETH',
@ -1547,7 +1551,7 @@ def test_get_real_amount_open_trade(default_conf, mocker):
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
amount = 12345
trade = Trade(
pair='LTC/ETH',

7
freqtrade/tests/test_main.py
View File

@ -13,7 +13,7 @@ from freqtrade.arguments import Arguments
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.main import main, set_loggers, reconfigure
from freqtrade.state import State
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, patch_exchange
def test_parse_args_backtesting(mocker) -> None:
@ -70,6 +70,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
@ -97,6 +98,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
@ -124,6 +126,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
@ -151,6 +154,7 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
Test main() function
In this test we are skipping the while True loop by throwing an exception.
"""
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),
@ -178,6 +182,7 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
def test_reconfigure(mocker, default_conf) -> None:
""" Test recreate() function """
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
_init_modules=MagicMock(),

2
requirements.txt
View File

@ -1,4 +1,4 @@
ccxt==1.14.242
ccxt==1.14.253
SQLAlchemy==1.2.8
python-telegram-bot==10.1.0
arrow==0.12.1

20
scripts/download_backtest_data.py
View File

@ -6,7 +6,8 @@ import sys
import os
import arrow
from freqtrade import (exchange, arguments, misc)
from freqtrade import (arguments, misc)
from freqtrade.exchange import Exchange
DEFAULT_DL_PATH = 'user_data/data'
@ -39,16 +40,21 @@ if args.days:
print(f'About to download pairs: {PAIRS} to {dl_path}')
# Init exchange
exchange._API = exchange.init_ccxt({'key': '',
'secret': '',
'name': args.exchange})
exchange = Exchange({'key': '',
'secret': '',
'stake_currency': '',
'dry_run': True,
'exchange': {
'name': args.exchange,
'pair_whitelist': []
}
})
pairs_not_available = []
# Make sure API markets is initialized
exchange._API.load_markets()
for pair in PAIRS:
if pair not in exchange._API.markets:
if pair not in exchange._api.markets:
pairs_not_available.append(pair)
print(f"skipping pair {pair}")
continue

4
scripts/plot_dataframe.py
View File

@ -35,10 +35,10 @@ from plotly import tools
from plotly.offline import plot
import freqtrade.optimize as optimize
from freqtrade import exchange
from freqtrade import persistence
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
from freqtrade.exchange import Exchange
from freqtrade.optimize.backtesting import setup_configuration
from freqtrade.persistence import Trade
@ -73,7 +73,7 @@ def plot_analyzed_dataframe(args: Namespace) -> None:
# Load the strategy
try:
analyze = Analyze(_CONF)
exchange.init(_CONF)
exchange = Exchange(_CONF)
except AttributeError:
logger.critical(
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',