Merge branch 'develop' into feat/short

tests/optimize/test_backtesting.py

@@ -782,6 +782,8 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
     # While buy-signals are unrealistic, running backtesting
     # over and over again should not cause different results
     for [contour, numres] in tests:
+        # Debug output for random test failure
+        print(f"{contour}, {numres}")
         assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == numres
 
 

tests/rpc/test_fiat_convert.py

@@ -148,10 +148,13 @@ def test_fiat_multiple_coins(mocker, caplog):
         {'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
         {'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
         {'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
+        {'id': 'ethereum', 'symbol': 'eth', 'name': 'Ethereum'},
+        {'id': 'ethereum-wormhole', 'symbol': 'eth', 'name': 'Ethereum Wormhole'},
     ]
 
     assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
     assert fiat_convert._get_gekko_id('hnt') is None
+    assert fiat_convert._get_gekko_id('eth') == 'ethereum'
 
     assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
 

tests/strategy/test_default_strategy.py

@@ -44,7 +44,7 @@ def test_strategy_test_v3(result, fee, is_short, side):
     assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
                                         rate=20000, time_in_force='gtc',
                                         current_time=datetime.utcnow(),
-                                        side=side) is True
+                                        side=side, entry_tag=None) is True
     assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
                                        rate=20000, time_in_force='gtc', sell_reason='roi',
                                        current_time=datetime.utcnow(),

tests/test_freqtradebot.py

@@ -5182,3 +5182,32 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     # Make sure the closed order is found as the second order.
     order = trade.select_order('buy', False)
     assert order.order_id == '652'
+
+
+def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
+    default_conf_usdt.update({
+        "position_adjustment_enable": True,
+    })
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_and_call_adjust_trade_position',
+                 side_effect=DependencyException())
+
+    create_mock_trades(fee)
+
+    freqtrade.process_open_trade_positions()
+    assert log_has_re(r"Unable to adjust position of trade for .*", caplog)
+
+
+def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
+    default_conf_usdt.update({
+        "position_adjustment_enable": True,
+        "max_entry_position_adjustment": 0,
+    })
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    create_mock_trades(fee)
+    caplog.set_level(logging.DEBUG)
+
+    freqtrade.process_open_trade_positions()
+    assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)

tests/test_integration.py

@@ -243,6 +243,8 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     freqtrade.process()
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 2
+    for o in trade.orders:
+        assert o.status == "closed"
     assert trade.stake_amount == 120
 
     # Open-rate averaged between 2.0 and 2.0 * 0.995
@@ -258,7 +260,6 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
 
     assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
-
     assert trade.nr_of_successful_buys == 2
 
     # Sell

tests/test_persistence.py

@@ -2464,6 +2464,33 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
     assert trade.fee_open_cost == 2 * o1_fee_cost
     assert trade.open_trade_value == 2 * o1_trade_val
     assert trade.nr_of_successful_buys == 2
+    # Check with 1 order
+    order_noavg = Order(
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=o1_rate,
+        average=None,
+        filled=o1_amount,
+        remaining=0,
+        cost=o1_amount,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+    trade.orders.append(order_noavg)
+    trade.recalc_trade_from_orders()
+
+    # Calling recalc with single initial order should not change anything
+    assert trade.amount == 3 * o1_amount
+    assert trade.stake_amount == 3 * o1_amount
+    assert trade.open_rate == o1_rate
+    assert trade.fee_open_cost == 3 * o1_fee_cost
+    assert trade.open_trade_value == 3 * o1_trade_val
+    assert trade.nr_of_successful_buys == 3
 
 
 @pytest.mark.usefixtures("init_persistence")