From 420836b1b20a24ec07b345909871a9743c7bfa36 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 Apr 2022 11:23:04 +0200 Subject: [PATCH] Update test naming --- tests/plugins/test_protections.py | 64 ++++++++++++++++--------------- 1 file changed, 34 insertions(+), 30 deletions(-) diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py index c8a3b7a82..8ad712e34 100644 --- a/tests/plugins/test_protections.py +++ b/tests/plugins/test_protections.py @@ -11,9 +11,10 @@ from tests.conftest import get_patched_freqtradebot, log_has_re def generate_mock_trade(pair: str, fee: float, is_open: bool, - sell_reason: str = ExitType.EXIT_SIGNAL, + exit_reason: str = ExitType.EXIT_SIGNAL, min_ago_open: int = None, min_ago_close: int = None, - profit_rate: float = 0.9 + profit_rate: float = 0.9, + is_short: bool = False, ): open_rate = random.random() @@ -28,11 +29,12 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool, is_open=is_open, amount=0.01 / open_rate, exchange='binance', + is_short=is_short, ) trade.recalc_open_trade_value() if not is_open: - trade.close(open_rate * profit_rate) - trade.exit_reason = sell_reason + trade.close(open_rate * (2 - profit_rate if is_short else profit_rate)) + trade.exit_reason = exit_reason return trade @@ -76,8 +78,10 @@ def test_protections_init(mocker, default_conf, timeframe, expected, protconf): assert man._protection_handlers[0]._stop_duration == expected[1] +@pytest.mark.parametrize('is_short', [False, True]) @pytest.mark.usefixtures("init_persistence") -def test_stoploss_guard(mocker, default_conf, fee, caplog): +def test_stoploss_guard(mocker, default_conf, fee, caplog, is_short): + # Active for both sides (long and short) default_conf['protections'] = [{ "method": "StoplossGuard", "lookback_period": 60, @@ -91,8 +95,8 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, - min_ago_open=200, min_ago_close=30, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, + min_ago_open=200, min_ago_close=30, is_short=is_short, )) assert not freqtrade.protections.global_stop() @@ -100,13 +104,13 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): caplog.clear() # This trade does not count, as it's closed too long ago Trade.query.session.add(generate_mock_trade( - 'BCH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, - min_ago_open=250, min_ago_close=100, + 'BCH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, + min_ago_open=250, min_ago_close=100, is_short=is_short, )) Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, - min_ago_open=240, min_ago_close=30, + 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, + min_ago_open=240, min_ago_close=30, is_short=is_short, )) # 3 Trades closed - but the 2nd has been closed too long ago. assert not freqtrade.protections.global_stop() @@ -114,8 +118,8 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'LTC/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, - min_ago_open=180, min_ago_close=30, + 'LTC/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, + min_ago_open=180, min_ago_close=30, is_short=is_short, )) assert freqtrade.protections.global_stop() @@ -148,7 +152,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair caplog.clear() Trade.query.session.add(generate_mock_trade( - pair, fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=200, min_ago_close=30, profit_rate=0.9, )) @@ -158,12 +162,12 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair caplog.clear() # This trade does not count, as it's closed too long ago Trade.query.session.add(generate_mock_trade( - pair, fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=250, min_ago_close=100, profit_rate=0.9, )) # Trade does not count for per pair stop as it's the wrong pair. Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=240, min_ago_close=30, profit_rate=0.9, )) # 3 Trades closed - but the 2nd has been closed too long ago. @@ -178,7 +182,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair # 2nd Trade that counts with correct pair Trade.query.session.add(generate_mock_trade( - pair, fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=180, min_ago_close=30, profit_rate=0.9, )) @@ -203,7 +207,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=200, min_ago_close=30, )) @@ -213,7 +217,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog): assert not PairLocks.is_global_lock() Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value, + 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value, min_ago_open=205, min_ago_close=35, )) @@ -242,7 +246,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=800, min_ago_close=450, profit_rate=0.9, )) @@ -253,7 +257,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog): assert not PairLocks.is_global_lock() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=200, min_ago_close=120, profit_rate=0.9, )) @@ -265,14 +269,14 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog): # Add positive trade Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value, min_ago_open=20, min_ago_close=10, profit_rate=1.15, )) assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not PairLocks.is_pair_locked('XRP/BTC') Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=110, min_ago_close=20, profit_rate=0.8, )) @@ -300,15 +304,15 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=1000, min_ago_close=900, profit_rate=1.1, )) Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=1000, min_ago_close=900, profit_rate=1.1, )) Trade.query.session.add(generate_mock_trade( - 'NEO/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'NEO/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=1000, min_ago_close=900, profit_rate=1.1, )) # No losing trade yet ... so max_drawdown will raise exception @@ -316,7 +320,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog): assert not freqtrade.protections.stop_per_pair('XRP/BTC') Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=500, min_ago_close=400, profit_rate=0.9, )) # Not locked with one trade @@ -326,7 +330,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog): assert not PairLocks.is_global_lock() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value, min_ago_open=1200, min_ago_close=1100, profit_rate=0.5, )) @@ -339,7 +343,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog): # Winning trade ... (should not lock, does not change drawdown!) Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value, min_ago_open=320, min_ago_close=410, profit_rate=1.5, )) assert not freqtrade.protections.global_stop() @@ -349,7 +353,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog): # Add additional negative trade, causing a loss of > 15% Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=ExitType.ROI.value, + 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value, min_ago_open=20, min_ago_close=10, profit_rate=0.8, )) assert not freqtrade.protections.stop_per_pair('XRP/BTC')