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Update test naming

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This commit is contained in:
Matthias 2022-04-24 11:23:04 +02:00
parent 7c79d937e0
commit 420836b1b2
1 changed files with 34 additions and 30 deletions
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64
tests/plugins/test_protections.py
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@ -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, 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, 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() open_rate = random.random()
@ -28,11 +29,12 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
is_open=is_open, is_open=is_open,
amount=0.01 / open_rate, amount=0.01 / open_rate,
exchange='binance', exchange='binance',
is_short=is_short,
) )
trade.recalc_open_trade_value() trade.recalc_open_trade_value()
if not is_open: if not is_open:
trade.close(open_rate * profit_rate) trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))
trade.exit_reason = sell_reason trade.exit_reason = exit_reason
return trade 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] assert man._protection_handlers[0]._stop_duration == expected[1]
@pytest.mark.parametrize('is_short', [False, True])
@pytest.mark.usefixtures("init_persistence") @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'] = [{ default_conf['protections'] = [{
"method": "StoplossGuard", "method": "StoplossGuard",
"lookback_period": 60, "lookback_period": 60,
@ -91,8 +95,8 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=200, min_ago_close=30, is_short=is_short,
)) ))
assert not freqtrade.protections.global_stop() assert not freqtrade.protections.global_stop()
@ -100,13 +104,13 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
# This trade does not count, as it's closed too long ago # This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'BCH/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, 'BCH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, min_ago_open=250, min_ago_close=100, is_short=is_short,
)) ))
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=240, min_ago_close=30, is_short=is_short,
)) ))
# 3 Trades closed - but the 2nd has been closed too long ago. # 3 Trades closed - but the 2nd has been closed too long ago.
assert not freqtrade.protections.global_stop() assert not freqtrade.protections.global_stop()
@ -114,8 +118,8 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'LTC/BTC', fee.return_value, False, sell_reason=ExitType.STOP_LOSS.value, 'LTC/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, min_ago_open=180, min_ago_close=30, is_short=is_short,
)) ))
assert freqtrade.protections.global_stop() assert freqtrade.protections.global_stop()
@ -148,7 +152,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( 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, 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() caplog.clear()
# This trade does not count, as it's closed too long ago # This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade( 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, 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 does not count for per pair stop as it's the wrong pair.
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=240, min_ago_close=30, profit_rate=0.9,
)) ))
# 3 Trades closed - but the 2nd has been closed too long ago. # 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 # 2nd Trade that counts with correct pair
Trade.query.session.add(generate_mock_trade( 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, 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() caplog.clear()
Trade.query.session.add(generate_mock_trade( 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, 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() assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=205, min_ago_close=35,
)) ))
@ -242,7 +246,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( 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, 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() assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade( 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, 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 # Add positive trade
Trade.query.session.add(generate_mock_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, min_ago_open=20, min_ago_close=10, profit_rate=1.15,
)) ))
assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC') assert not PairLocks.is_pair_locked('XRP/BTC')
Trade.query.session.add(generate_mock_trade( 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, 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() caplog.clear()
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
)) ))
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
)) ))
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
)) ))
# No losing trade yet ... so max_drawdown will raise exception # 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') assert not freqtrade.protections.stop_per_pair('XRP/BTC')
Trade.query.session.add(generate_mock_trade( 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, min_ago_open=500, min_ago_close=400, profit_rate=0.9,
)) ))
# Not locked with one trade # Not locked with one trade
@ -326,7 +330,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not PairLocks.is_global_lock() assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade( 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, 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!) # Winning trade ... (should not lock, does not change drawdown!)
Trade.query.session.add(generate_mock_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=320, min_ago_close=410, profit_rate=1.5, min_ago_open=320, min_ago_close=410, profit_rate=1.5,
)) ))
assert not freqtrade.protections.global_stop() 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% # Add additional negative trade, causing a loss of > 15%
Trade.query.session.add(generate_mock_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=0.8, min_ago_open=20, min_ago_close=10, profit_rate=0.8,
)) ))
assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not freqtrade.protections.stop_per_pair('XRP/BTC')