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updated unit tests

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This commit is contained in:
Kavinkumar 2022-03-03 20:51:13 +05:30
parent f67b1b4fcf
commit 42be492404
6 changed files with 51 additions and 34 deletions
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7
freqtrade/freqtradebot.py
View File

@ -629,7 +629,10 @@ class FreqtradeBot(LoggingMixin):
trade.open_order_id = order_id trade.open_order_id = order_id
trade.orders.append(order_obj) trade.orders.append(order_obj)
trade.recalc_trade_from_orders() if pos_adjust:
trade.recalc_trade_from_orders()
else:
trade.recalc_open_trade_value()
Trade.query.session.add(trade) Trade.query.session.add(trade)
Trade.commit() Trade.commit()
@ -1500,7 +1503,7 @@ class FreqtradeBot(LoggingMixin):
return order_amount return order_amount
return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', [])) return self.fee_detection_from_trades(trade, order, order_amount, order.get('trades', []))
rpc_msg:Dict[Any, Any] = {} rpc_msg: Dict[Any, Any] = {}
def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float, def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float,
trades: List) -> float: trades: List) -> float:

8
freqtrade/optimize/backtesting1.py
View File

@ -480,8 +480,10 @@ class Backtesting:
return self._exit_trade(trade, sell_row, closerate) return self._exit_trade(trade, sell_row, closerate)
def _exit_trade(self, trade: LocalTrade,sell_row: Tuple, return None
closerate: float, amount: float = None) -> Optional[LocalTrade]:
def _exit_trade(self, trade: LocalTrade, sell_row: Tuple,
closerate: float, amount: float = None) -> Optional[LocalTrade]:
self.order_id_counter += 1 self.order_id_counter += 1
# mdebug # mdebug
if amount: if amount:
@ -821,7 +823,7 @@ class Backtesting:
# mdebug # mdebug
logger.info(f'822 {order.safe_amount_after_fee} != {trade.amount}') logger.info(f'822 {order.safe_amount_after_fee} != {trade.amount}')
order.close_bt_order(current_time) order.close_bt_order(current_time)
trade.process_sell_sub_trade(order, is_non_bt = False) trade.process_sell_sub_trade(order, is_non_bt=False)
trade.recalc_trade_from_orders() trade.recalc_trade_from_orders()
else: else:
trade.close_date = current_time trade.close_date = current_time

22
freqtrade/persistence/models.py
View File

@ -516,7 +516,8 @@ class LocalTrade():
raise ValueError(f'Unknown order type: {order.order_type}') raise ValueError(f'Unknown order type: {order.order_type}')
Trade.commit() Trade.commit()
def process_sell_sub_trade(self, order: Order, is_closed: bool = True, is_non_bt: bool = True) -> None: def process_sell_sub_trade(self, order: Order, is_closed: bool = True,
is_non_bt: bool = True) -> None:
orders = (self.select_filled_orders('buy')) orders = (self.select_filled_orders('buy'))
sell_amount = order.safe_filled sell_amount = order.safe_filled
sell_rate = order.safe_price sell_rate = order.safe_price
@ -524,7 +525,8 @@ class LocalTrade():
if is_closed: if is_closed:
if sell_amount == self.amount: if sell_amount == self.amount:
self.close(sell_rate) self.close(sell_rate)
if is_non_bt: Trade.commit() if is_non_bt:
Trade.commit()
return return
profit = 0.0 profit = 0.0
idx = -1 idx = -1
@ -547,12 +549,14 @@ class LocalTrade():
amount2 = b_order2.safe_amount_after_fee amount2 = b_order2.safe_amount_after_fee
b_order2.average = (b_order2.average * amount2 - profit / (1 + self.fee_open)) / amount2 b_order2.average = (b_order2.average * amount2 - profit / (1 + self.fee_open)) / amount2
b_order2.order_update_date = datetime.now(timezone.utc) b_order2.order_update_date = datetime.now(timezone.utc)
if is_non_bt: Order.query.session.commit() if is_non_bt:
Order.query.session.commit()
self.recalc_trade_from_orders() self.recalc_trade_from_orders()
self.close_profit_abs = profit self.close_profit_abs = profit
self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1 self.close_profit = sell_stake_amount / (sell_stake_amount - profit) - 1
if is_non_bt: Trade.commit() if is_non_bt:
Trade.commit()
def calc_profit2(self, open_rate: float, close_rate: float, def calc_profit2(self, open_rate: float, close_rate: float,
amount: float) -> float: amount: float) -> float:
@ -692,14 +696,6 @@ class LocalTrade():
return float(f"{profit_ratio:.8f}") return float(f"{profit_ratio:.8f}")
def recalc_trade_from_orders(self): def recalc_trade_from_orders(self):
# mdebug
import json
# logger.info(json.dumps(self.to_json(), indent =4))
if len(self.select_filled_orders('buy')) < 2 and 0:
# Just in case, still recalc open trade value
# needs to remove
self.recalc_open_trade_value()
return
total_amount = 0.0 total_amount = 0.0
total_stake = 0.0 total_stake = 0.0
for o in self.orders: for o in self.orders:
@ -723,8 +719,6 @@ class LocalTrade():
self.recalc_open_trade_value() self.recalc_open_trade_value()
if self.stop_loss_pct is not None and self.open_rate is not None: if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct) self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
# logger.info(json.dumps(self.to_json(), indent =4))
# mdebug
def select_order_by_order_id(self, order_id: str) -> Optional[Order]: def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
""" """

1
tests/rpc/test_rpc.py
View File

@ -439,7 +439,6 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.open_rate = oobj.safe_price trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee trade.amount = oobj.safe_amount_after_fee
# Update the ticker with a market going up # Update the ticker with a market going up
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',

40
tests/rpc/test_rpc_telegram.py
View File

@ -421,7 +421,9 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -465,7 +467,9 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
trade.update_trade(oobjs) trade.update_trade(oobjs)
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False trade.is_open = False
@ -532,7 +536,9 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -580,7 +586,9 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
trade.update_trade(oobjs) trade.update_trade(oobjs)
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False trade.is_open = False
@ -650,7 +658,9 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -698,7 +708,9 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
trade.recalc_open_trade_value()
trade.update_trade(oobjs) trade.update_trade(oobjs)
trade.close_date = datetime.utcnow() trade.close_date = datetime.utcnow()
trade.is_open = False trade.is_open = False
@ -770,7 +782,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
Trade.commit()
context = MagicMock() context = MagicMock()
# Test with invalid 2nd argument (should silently pass) # Test with invalid 2nd argument (should silently pass)
@ -1305,7 +1319,8 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -1337,7 +1352,8 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -1381,7 +1397,8 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
trade.sell_reason = 'TESTSELL' trade.sell_reason = 'TESTSELL'
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -1427,7 +1444,8 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj) trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell') oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')

7
tests/test_freqtradebot.py
View File

@ -4621,8 +4621,8 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.is_open assert trade.is_open
assert trade.amount == 22 assert trade.amount == 22
assert trade.stake_amount == 203.5625 assert trade.stake_amount == 203.59850374064837
assert pytest.approx(trade.open_rate) == 9.252840909090908 assert pytest.approx(trade.open_rate) == 9.254477442756745
orders = Order.query.all() orders = Order.query.all()
assert orders assert orders
@ -4635,7 +4635,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
""" """
buy 100 @ 11 buy 100 @ 11
sell 50 @ 8 sell 50 @ 8
sell 50 @ 16 sell 50 @ 16
""" """
@ -4801,6 +4801,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
# Make sure the closed order is found as the second order. # Make sure the closed order is found as the second order.
order = trade.select_order('sell', False) order = trade.select_order('sell', False)
assert order.order_id == '602' assert order.order_id == '602'
assert trade.is_open is False
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None: def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None: