adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'freqtrade:develop' into RangeStabilityFilterMax

Browse Source
This commit is contained in:
sauces1313
2021-07-25 02:37:56 -05:00
committed by GitHub
parent 34c8a5afaf b84a1d0c92
commit 4675d85b90
83 changed files with 1766 additions and 423 deletions
Download Patch File Download Diff File Expand all files Collapse all files

68
tests/commands/test_commands.py
View File

@@ -13,7 +13,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
start_list_data, start_list_exchanges, start_list_hyperopts,
start_list_markets, start_list_strategies, start_list_timeframes,
start_new_hyperopt, start_new_strategy, start_show_trades,
start_test_pairlist, start_trading)
start_test_pairlist, start_trading, start_webserver)
from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
get_ui_download_url, read_ui_version)
from freqtrade.configuration import setup_utils_configuration
@@ -26,7 +26,7 @@ from tests.conftest_trades import MOCK_TRADE_COUNT
def test_setup_utils_configuration():
args = [
'list-exchanges', '--config', 'config_bittrex.json.example',
'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
]
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
@@ -45,7 +45,7 @@ def test_start_trading_fail(mocker, caplog):
exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
args = [
'trade',
'-c', 'config_bittrex.json.example'
'-c', 'config_examples/config_bittrex.example.json'
]
start_trading(get_args(args))
assert exitmock.call_count == 1
@@ -58,6 +58,18 @@ def test_start_trading_fail(mocker, caplog):
assert log_has('Fatal exception!', caplog)
def test_start_webserver(mocker, caplog):
api_server_mock = mocker.patch("freqtrade.rpc.api_server.ApiServer", )
args = [
'webserver',
'-c', 'config_examples/config_bittrex.example.json'
]
start_webserver(get_args(args))
assert api_server_mock.call_count == 1
def test_list_exchanges(capsys):
args = [
@@ -127,10 +139,10 @@ def test_list_timeframes(mocker, capsys):
match=r"This command requires a configured exchange.*"):
start_list_timeframes(pargs)
# Test with --config config_bittrex.json.example
# Test with --config config_examples/config_bittrex.example.json
args = [
"list-timeframes",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
]
start_list_timeframes(get_args(args))
captured = capsys.readouterr()
@@ -174,7 +186,7 @@ def test_list_timeframes(mocker, capsys):
# Test with --one-column
args = [
"list-timeframes",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--one-column",
]
start_list_timeframes(get_args(args))
@@ -214,10 +226,10 @@ def test_list_markets(mocker, markets, capsys):
match=r"This command requires a configured exchange.*"):
start_list_markets(pargs, False)
# Test with --config config_bittrex.json.example
# Test with --config config_examples/config_bittrex.example.json
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--print-list",
]
start_list_markets(get_args(args), False)
@@ -244,7 +256,7 @@ def test_list_markets(mocker, markets, capsys):
# Test with --all: all markets
args = [
"list-markets", "--all",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--print-list",
]
start_list_markets(get_args(args), False)
@@ -257,7 +269,7 @@ def test_list_markets(mocker, markets, capsys):
# Test list-pairs subcommand: active pairs
args = [
"list-pairs",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--print-list",
]
start_list_markets(get_args(args), True)
@@ -269,7 +281,7 @@ def test_list_markets(mocker, markets, capsys):
# Test list-pairs subcommand with --all: all pairs
args = [
"list-pairs", "--all",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--print-list",
]
start_list_markets(get_args(args), True)
@@ -282,7 +294,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=ETH, LTC
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "ETH", "LTC",
"--print-list",
]
@@ -295,7 +307,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "LTC",
"--print-list",
]
@@ -308,7 +320,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, quote=USDT, USD
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--quote", "USDT", "USD",
"--print-list",
]
@@ -321,7 +333,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, quote=USDT
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--quote", "USDT",
"--print-list",
]
@@ -334,7 +346,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC, quote=USDT
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "LTC", "--quote", "USDT",
"--print-list",
]
@@ -347,7 +359,7 @@ def test_list_markets(mocker, markets, capsys):
# active pairs, base=LTC, quote=USDT
args = [
"list-pairs",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "LTC", "--quote", "USD",
"--print-list",
]
@@ -360,7 +372,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC, quote=USDT, NONEXISTENT
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "LTC", "--quote", "USDT", "NONEXISTENT",
"--print-list",
]
@@ -373,7 +385,7 @@ def test_list_markets(mocker, markets, capsys):
# active markets, base=LTC, quote=NONEXISTENT
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "LTC", "--quote", "NONEXISTENT",
"--print-list",
]
@@ -386,7 +398,7 @@ def test_list_markets(mocker, markets, capsys):
# Test tabular output
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
]
start_list_markets(get_args(args), False)
captured = capsys.readouterr()
@@ -396,7 +408,7 @@ def test_list_markets(mocker, markets, capsys):
# Test tabular output, no markets found
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--base", "LTC", "--quote", "NONEXISTENT",
]
start_list_markets(get_args(args), False)
@@ -408,7 +420,7 @@ def test_list_markets(mocker, markets, capsys):
# Test --print-json
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--print-json"
]
start_list_markets(get_args(args), False)
@@ -420,7 +432,7 @@ def test_list_markets(mocker, markets, capsys):
# Test --print-csv
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--print-csv"
]
start_list_markets(get_args(args), False)
@@ -432,7 +444,7 @@ def test_list_markets(mocker, markets, capsys):
# Test --one-column
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--one-column"
]
start_list_markets(get_args(args), False)
@@ -444,7 +456,7 @@ def test_list_markets(mocker, markets, capsys):
# Test --one-column
args = [
"list-markets",
'--config', 'config_bittrex.json.example',
'--config', 'config_examples/config_bittrex.example.json',
"--one-column"
]
with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
@@ -887,7 +899,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
patched_configuration_load_config_file(mocker, default_conf)
args = [
'test-pairlist',
'-c', 'config_bittrex.json.example'
'-c', 'config_examples/config_bittrex.example.json'
]
start_test_pairlist(get_args(args))
@@ -901,7 +913,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
args = [
'test-pairlist',
'-c', 'config_bittrex.json.example',
'-c', 'config_examples/config_bittrex.example.json',
'--one-column',
]
start_test_pairlist(get_args(args))
@@ -910,7 +922,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
args = [
'test-pairlist',
'-c', 'config_bittrex.json.example',
'-c', 'config_examples/config_bittrex.example.json',
'--print-json',
]
start_test_pairlist(get_args(args))

26
tests/exchange/test_exchange.py
View File

@@ -1783,14 +1783,14 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'last': last, 'bid': bid})
assert exchange.get_buy_rate('ETH/BTC', True) == expected
assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
assert exchange.get_buy_rate('ETH/BTC', False) == expected
assert exchange.get_rate('ETH/BTC', refresh=False, side="buy") == expected
assert log_has("Using cached buy rate for ETH/BTC.", caplog)
# Running a 2nd time with Refresh on!
caplog.clear()
assert exchange.get_buy_rate('ETH/BTC', True) == expected
assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
@@ -1825,12 +1825,12 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
# Test regular mode
exchange = get_patched_exchange(mocker, default_conf)
rate = exchange.get_sell_rate(pair, True)
rate = exchange.get_rate(pair, refresh=True, side="sell")
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == expected
# Use caching
rate = exchange.get_sell_rate(pair, False)
rate = exchange.get_rate(pair, refresh=False, side="sell")
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
@@ -1848,11 +1848,11 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
pair = "ETH/BTC"
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
exchange = get_patched_exchange(mocker, default_conf)
rate = exchange.get_sell_rate(pair, True)
rate = exchange.get_rate(pair, refresh=True, side="sell")
assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
assert isinstance(rate, float)
assert rate == expected
rate = exchange.get_sell_rate(pair, False)
rate = exchange.get_rate(pair, refresh=False, side="sell")
assert rate == expected
assert log_has("Using cached sell rate for ETH/BTC.", caplog)
@@ -1868,7 +1868,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
return_value={'bids': [[]], 'asks': [[]]})
exchange = get_patched_exchange(mocker, default_conf)
with pytest.raises(PricingError):
exchange.get_sell_rate(pair, True)
exchange.get_rate(pair, refresh=True, side="sell")
assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*",
caplog)
@@ -1881,18 +1881,18 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
return_value={'ask': None, 'bid': 0.12, 'last': None})
exchange = get_patched_exchange(mocker, default_conf)
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
exchange.get_sell_rate(pair, True)
exchange.get_rate(pair, refresh=True, side="sell")
exchange._config['ask_strategy']['price_side'] = 'bid'
assert exchange.get_sell_rate(pair, True) == 0.12
assert exchange.get_rate(pair, refresh=True, side="sell") == 0.12
# Reverse sides
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': 0.13, 'bid': None, 'last': None})
with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
exchange.get_sell_rate(pair, True)
exchange.get_rate(pair, refresh=True, side="sell")
exchange._config['ask_strategy']['price_side'] = 'ask'
assert exchange.get_sell_rate(pair, True) == 0.13
assert exchange.get_rate(pair, refresh=True, side="sell") == 0.13
def make_fetch_ohlcv_mock(data):
@@ -2203,7 +2203,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
({'status': 'canceled', 'filled': 10.0}, False),
({'status': 'unknown', 'filled': 10.0}, False),
({'result': 'testest123'}, False),
])
])
def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.check_order_canceled_empty(order) == result

25
tests/optimize/test_backtesting.py
View File

@@ -346,6 +346,20 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
backtesting.check_abort()
backtesting.abort = True
with pytest.raises(DependencyException, match="Stop requested"):
backtesting.check_abort()
# abort flag resets
assert backtesting.abort is False
assert backtesting.progress.progress == 0
def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
@@ -496,6 +510,17 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
trade = backtesting._enter_trade(pair, row=row)
assert trade is not None
backtesting.strategy.custom_stake_amount = lambda **kwargs: 123.5
trade = backtesting._enter_trade(pair, row=row)
assert trade
assert trade.stake_amount == 123.5
# In case of error - use proposed stake
backtesting.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
trade = backtesting._enter_trade(pair, row=row)
assert trade
assert trade.stake_amount == 495
# Stake-amount too high!
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)

170
tests/plugins/test_pairlist.py
View File

@@ -79,7 +79,8 @@ def whitelist_conf_agefilter(default_conf):
},
{
"method": "AgeFilter",
"min_days_listed": 2
"min_days_listed": 2,
"max_days_listed": 100
}
]
return default_conf
@@ -302,7 +303,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
# No pair for ETH, all handlers
([{"method": "StaticPairList"},
{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "AgeFilter", "min_days_listed": 2},
{"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": None},
{"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.03},
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
@@ -310,12 +311,24 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
"ETH", []),
# AgeFilter and VolumePairList (require 2 days only, all should pass age test)
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "AgeFilter", "min_days_listed": 2}],
{"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": 100}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
# AgeFilter and VolumePairList (require 10 days, all should fail age test)
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "AgeFilter", "min_days_listed": 10}],
{"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": None}],
"BTC", []),
# AgeFilter and VolumePairList (all pair listed > 2, all should fail age test)
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "AgeFilter", "min_days_listed": 1, "max_days_listed": 2}],
"BTC", []),
# AgeFilter and VolumePairList LTC/BTC has 6 candles - removes all
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "AgeFilter", "min_days_listed": 4, "max_days_listed": 5}],
"BTC", []),
# AgeFilter and VolumePairList LTC/BTC has 6 candles - passes
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "AgeFilter", "min_days_listed": 4, "max_days_listed": 10}],
"BTC", ["LTC/BTC"]),
# Precisionfilter and quote volume
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"}],
@@ -417,7 +430,19 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "StaticPairList"},
{"method": "VolatilityFilter", "lookback_days": 3,
"min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
"BTC", ['ETH/BTC', 'TKN/BTC'])
"BTC", ['ETH/BTC', 'TKN/BTC']),
# VolumePairList with no offset = unchanged pairlist
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 0}],
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
# VolumePairList with offset = 2
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 2}],
"USDT", ['ADAHALF/USDT', 'ADADOUBLE/USDT']),
# VolumePairList with higher offset, than total pairlist
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 100}],
"USDT", [])
])
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
ohlcv_history, pairlists, base_currency,
@@ -431,7 +456,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history.append(ohlcv_history),
('XRP/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history_high_vola,
}
@@ -480,9 +505,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
for pairlist in pairlists:
if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
len(ohlcv_history) <= pairlist['min_days_listed']:
len(ohlcv_history) < pairlist['min_days_listed']:
assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
r'.* day.*', caplog)
if pairlist['method'] == 'AgeFilter' and pairlist['max_days_listed'] and \
len(ohlcv_history) > pairlist['max_days_listed']:
assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
r'.* day.* or more than .* day', caplog)
if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
@@ -507,6 +536,105 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
@pytest.mark.parametrize("pairlists,base_currency,volumefilter_result", [
# default refresh of 1800 to small for daily candle lookback
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_days": 1}],
"BTC", "default_refresh_too_short"), # OperationalException expected
# ambigous configuration with lookback days and period
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_days": 1, "lookback_period": 1}],
"BTC", "lookback_days_and_period"), # OperationalException expected
# negative lookback period
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": -1}],
"BTC", "lookback_period_negative"), # OperationalException expected
# lookback range exceedes exchange limit
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1m", "lookback_period": 2000, "refresh_period": 3600}],
"BTC", 'lookback_exceeds_exchange_request_size'), # OperationalException expected
# expecing pairs as given
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
"BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
# expecting pairs from default tickers, because 1h candles are not available
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
])
def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
pairlists, base_currency, volumefilter_result, caplog) -> None:
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
ohlcv_history_high_vola = ohlcv_history.copy()
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
# create candles for medium overall volume with last candle high volume
ohlcv_history_medium_volume = ohlcv_history.copy()
ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
# create candles for high volume with all candles high volume
ohlcv_history_high_volume = ohlcv_history.copy()
ohlcv_history_high_volume.loc[:, 'volume'] = 10
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history_medium_volume,
('XRP/BTC', '1d'): ohlcv_history_high_vola,
('HOT/BTC', '1d'): ohlcv_history_high_volume,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
if volumefilter_result == 'default_refresh_too_short':
with pytest.raises(OperationalException,
match=r'Refresh period of [0-9]+ seconds is smaller than one timeframe '
r'of [0-9]+.*\. Please adjust refresh_period to at least [0-9]+ '
r'and restart the bot\.'):
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
return
elif volumefilter_result == 'lookback_days_and_period':
with pytest.raises(OperationalException,
match=r'Ambigous configuration: lookback_days and lookback_period both '
r'set in pairlist config\..*'):
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
elif volumefilter_result == 'lookback_period_negative':
with pytest.raises(OperationalException,
match=r'VolumeFilter requires lookback_period to be >= 0'):
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
elif volumefilter_result == 'lookback_exceeds_exchange_request_size':
with pytest.raises(OperationalException,
match=r'VolumeFilter requires lookback_period to not exceed '
r'exchange max request size \([0-9]+\)'):
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
else:
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_tickers=tickers,
markets=PropertyMock(return_value=shitcoinmarkets)
)
# remove ohlcv when looback_timeframe != 1d
# to enforce fallback to ticker data
if 'lookback_timeframe' in pairlists[0]:
if pairlists[0]['lookback_timeframe'] != '1d':
ohlcv_data = []
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert isinstance(whitelist, list)
assert whitelist == volumefilter_result
def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
del whitelist_conf['stoploss']
@@ -650,6 +778,22 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_max_days_lower_than_min_days(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 3,
"max_days_listed": 2}]
mocker.patch.multiple('freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
exchange_has=MagicMock(return_value=True),
get_tickers=tickers
)
with pytest.raises(OperationalException,
match=r'AgeFilter max_days_listed <= min_days_listed not permitted'):
get_patched_freqtradebot(mocker, default_conf)
def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'AgeFilter', 'min_days_listed': 99999}]
@@ -695,6 +839,18 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
def test_OffsetFilter_error(mocker, whitelist_conf) -> None:
whitelist_conf['pairlists'] = (
[{"method": "StaticPairList"}, {"method": "OffsetFilter", "offset": -1}]
)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
with pytest.raises(OperationalException,
match=r'OffsetFilter requires offset to be >= 0'):
PairListManager(MagicMock, whitelist_conf)
def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
{'method': 'RangeStabilityFilter', 'lookback_days': 99999}]

8
tests/rpc/test_rpc.py
View File

@@ -109,7 +109,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'exchange': 'binance',
}
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
results = rpc._rpc_trade_status()
assert isnan(results[0]['current_profit'])
@@ -217,7 +217,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert '-0.41% (-0.06)' == result[0][3]
assert '-0.06' == f'{fiat_profit_sum:.2f}'
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
assert 'instantly' == result[0][2]
@@ -427,7 +427,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
assert prec_satoshi(stats['best_rate'], 6.2)
# Test non-available pair
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
assert stats['trade_count'] == 2
@@ -886,7 +886,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
# Test not buying
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
freqtradebot.config['stake_amount'] = 0.0000001
freqtradebot.config['stake_amount'] = 0
patch_get_signal(freqtradebot, (True, False))
rpc = RPC(freqtradebot)
pair = 'TKN/BTC'

159
tests/rpc/test_rpc_apiserver.py
View File

@@ -2,6 +2,7 @@
Unit test file for rpc/api_server.py
"""
import json
from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import ANY, MagicMock, PropertyMock
@@ -16,7 +17,7 @@ from requests.auth import _basic_auth_str
from freqtrade.__init__ import __version__
from freqtrade.enums import RunMode, State
from freqtrade.exceptions import ExchangeError
from freqtrade.exceptions import DependencyException, ExchangeError, OperationalException
from freqtrade.loggers import setup_logging, setup_logging_pre
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc import RPC
@@ -48,9 +49,13 @@ def botclient(default_conf, mocker):
ftbot = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(ftbot)
mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
apiserver = ApiServer(rpc, default_conf)
yield ftbot, TestClient(apiserver.app)
# Cleanup ... ?
try:
apiserver = ApiServer(default_conf)
apiserver.add_rpc_handler(rpc)
yield ftbot, TestClient(apiserver.app)
# Cleanup ... ?
finally:
ApiServer.shutdown()
def client_post(client, url, data={}):
@@ -235,8 +240,13 @@ def test_api__init__(default_conf, mocker):
}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.api_server.webserver.ApiServer.start_api', MagicMock())
apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
apiserver = ApiServer(default_conf)
apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
assert apiserver._config == default_conf
with pytest.raises(OperationalException, match="RPC Handler already attached."):
apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
ApiServer.shutdown()
def test_api_UvicornServer(mocker):
@@ -298,15 +308,21 @@ def test_api_run(default_conf, mocker, caplog):
}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
server_mock = MagicMock()
server_inst_mock = MagicMock()
server_inst_mock.run_in_thread = MagicMock()
server_inst_mock.run = MagicMock()
server_mock = MagicMock(return_value=server_inst_mock)
mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
apiserver = ApiServer(default_conf)
apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
assert server_mock.call_count == 1
assert apiserver._config == default_conf
apiserver.start_api()
assert server_mock.call_count == 2
assert server_inst_mock.run_in_thread.call_count == 2
assert server_inst_mock.run.call_count == 0
assert server_mock.call_args_list[0][0][0].host == "127.0.0.1"
assert server_mock.call_args_list[0][0][0].port == 8080
assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
@@ -325,6 +341,8 @@ def test_api_run(default_conf, mocker, caplog):
apiserver.start_api()
assert server_mock.call_count == 1
assert server_inst_mock.run_in_thread.call_count == 1
assert server_inst_mock.run.call_count == 0
assert server_mock.call_args_list[0][0][0].host == "0.0.0.0"
assert server_mock.call_args_list[0][0][0].port == 8089
assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
@@ -338,12 +356,24 @@ def test_api_run(default_conf, mocker, caplog):
"Please make sure that this is intentional!", caplog)
assert log_has_re("SECURITY WARNING - `jwt_secret_key` seems to be default.*", caplog)
server_mock.reset_mock()
apiserver._standalone = True
apiserver.start_api()
assert server_inst_mock.run_in_thread.call_count == 0
assert server_inst_mock.run.call_count == 1
apiserver1 = ApiServer(default_conf)
assert id(apiserver1) == id(apiserver)
apiserver._standalone = False
# Test crashing API server
caplog.clear()
mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer',
MagicMock(side_effect=Exception))
apiserver.start_api()
assert log_has("Api server failed to start.", caplog)
ApiServer.shutdown()
def test_api_cleanup(default_conf, mocker, caplog):
@@ -359,11 +389,13 @@ def test_api_cleanup(default_conf, mocker, caplog):
server_mock.cleanup = MagicMock()
mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
apiserver = ApiServer(default_conf)
apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
apiserver.cleanup()
assert apiserver._server.cleanup.call_count == 1
assert log_has("Stopping API Server", caplog)
ApiServer.shutdown()
def test_api_reloadconf(botclient):
@@ -677,12 +709,16 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
'profit_all_ratio_mean': -0.6641100666666667,
'profit_all_percent_sum': -398.47,
'profit_all_ratio_sum': -3.9846604,
'profit_all_percent': -4.41,
'profit_all_ratio': -0.044063014216106644,
'profit_closed_coin': 0.00073913,
'profit_closed_fiat': 9.124559849999999,
'profit_closed_ratio_mean': 0.0075,
'profit_closed_percent_mean': 0.75,
'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5,
'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0,
'trade_count': 6,
'closed_trade_count': 2,
'winning_trades': 2,
@@ -843,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'exchange': 'binance',
}
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
mocker.patch('freqtrade.exchange.Exchange.get_rate',
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
rc = client_get(client, f"{BASE_URI}/status")
@@ -1217,3 +1253,108 @@ def test_list_available_pairs(botclient):
assert rc.json()['length'] == 1
assert rc.json()['pairs'] == ['XRP/ETH']
assert len(rc.json()['pair_interval']) == 1
def test_api_backtesting(botclient, mocker, fee, caplog):
ftbot, client = botclient
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
# Backtesting not started yet
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_started'
assert not result['running']
assert result['status_msg'] == 'Backtest not yet executed'
assert result['progress'] == 0
# Reset backtesting
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
# start backtesting
data = {
"strategy": "DefaultStrategy",
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,
"stake_amount": 100,
"dry_run_wallet": 1000,
"enable_protections": False
}
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['progress'] == 0
assert result['running']
assert result['status_msg'] == 'Backtest started'
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'ended'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
assert result['progress'] == 1
assert result['backtest_result']
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_running'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Simulate running backtest
ApiServer._bgtask_running = True
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'stopping'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Get running backtest...
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['running']
assert result['step'] == "backtest"
assert result['status_msg'] == "Backtest running"
# Try delete with task still running
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
# Post to backtest that's still running
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert_response(rc, 502)
result = rc.json()
assert 'Bot Background task already running' in result['error']
ApiServer._bgtask_running = False
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
side_effect=DependencyException())
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert log_has("Backtesting caused an error: ", caplog)
# Delete backtesting to avoid leakage since the backtest-object may stick around.
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'

2
tests/rpc/test_rpc_manager.py
View File

@@ -5,6 +5,7 @@ from unittest.mock import MagicMock
from freqtrade.enums import RPCMessageType
from freqtrade.rpc import RPCManager
from freqtrade.rpc.api_server.webserver import ApiServer
from tests.conftest import get_patched_freqtradebot, log_has
@@ -190,3 +191,4 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
assert len(rpc_manager.registered_modules) == 1
assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]
assert run_mock.call_count == 1
ApiServer.shutdown()

7
tests/rpc/test_rpc_telegram.py
View File

@@ -452,7 +452,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
assert msg_mock.call_count == 1
assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
assert ('∙ `-0.00000500 BTC (-0.50%) (-0.5 \N{GREEK CAPITAL LETTER SIGMA}%)`'
mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=0.01)
assert ('∙ `-0.00000500 BTC (-0.50%) (-0.0 \N{GREEK CAPITAL LETTER SIGMA}%)`'
in msg_mock.call_args_list[-1][0][0])
msg_mock.reset_mock()
@@ -466,11 +467,11 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
telegram._profit(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
in msg_mock.call_args_list[-1][0][0])
assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
in msg_mock.call_args_list[-1][0][0])
assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]

2
tests/test_arguments.py
View File

@@ -172,7 +172,7 @@ def test_download_data_options() -> None:
def test_plot_dataframe_options() -> None:
args = [
'plot-dataframe',
'-c', 'config_bittrex.json.example',
'-c', 'config_examples/config_bittrex.example.json',
'--indicators1', 'sma10', 'sma100',
'--indicators2', 'macd', 'fastd', 'fastk',
'--plot-limit', '30',

2
tests/test_configuration.py
View File

@@ -28,7 +28,7 @@ from tests.conftest import log_has, log_has_re, patched_configuration_load_confi
@pytest.fixture(scope="function")
def all_conf():
config_file = Path(__file__).parents[1] / "config_full.json.example"
config_file = Path(__file__).parents[1] / "config_examples/config_full.example.json"
conf = load_config_file(str(config_file))
return conf

61
tests/test_freqtradebot.py
View File

@@ -161,7 +161,7 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
(True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
(True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
(True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
])
])
def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open,
amend_last, wallet, max_open, lsamr, expected) -> None:
patch_RPCManager(mocker)
@@ -397,7 +397,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value=limit_buy_order_open)
@@ -413,6 +413,27 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
patch_get_signal(freqtrade)
assert freqtrade.create_trade('ETH/BTC')
assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
buy=buy_mock,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
freqtrade.config['stake_amount'] = 0
patch_get_signal(freqtrade)
assert not freqtrade.create_trade('ETH/BTC')
@@ -763,7 +784,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
buy_mm = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_buy_rate=buy_rate_mock,
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
@@ -803,7 +824,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
limit_buy_order_open['id'] = '33'
fix_price = 0.06
assert freqtrade.execute_buy(pair, stake_amount, fix_price)
# Make sure get_buy_rate wasn't called again
# Make sure get_rate wasn't called again
assert buy_rate_mock.call_count == 0
assert buy_mm.call_count == 2
@@ -842,6 +863,24 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
assert trade.open_rate == 0.5
assert trade.stake_amount == 40.495905365
# Test with custom stake
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '556'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
assert freqtrade.execute_buy(pair, stake_amount)
trade = Trade.query.all()[4]
assert trade
assert trade.stake_amount == 150
# Exception case
limit_buy_order['id'] = '557'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
assert freqtrade.execute_buy(pair, stake_amount)
trade = Trade.query.all()[5]
assert trade
assert trade.stake_amount == 2.0
# In case of the order is rejected and not filled at all
limit_buy_order['status'] = 'rejected'
limit_buy_order['amount'] = 90.99181073
@@ -854,7 +893,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
assert not freqtrade.execute_buy(pair, stake_amount)
# Fail to get price...
mocker.patch('freqtrade.exchange.Exchange.get_buy_rate', MagicMock(return_value=0.0))
mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
with pytest.raises(PricingError, match="Could not determine buy price."):
freqtrade.execute_buy(pair, stake_amount)
@@ -870,7 +909,7 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
'last': 0.00001172
}),
buy=MagicMock(return_value=limit_buy_order),
get_buy_rate=MagicMock(return_value=0.11),
get_rate=MagicMock(return_value=0.11),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
@@ -2474,7 +2513,7 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock,
)
mocker.patch('freqtrade.exchange.Exchange.get_sell_rate', return_value=0.245441)
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
freqtrade = FreqtradeBot(default_conf)
@@ -3917,7 +3956,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
"""
test if function get_buy_rate will return the order book price
test if function get_rate will return the order book price
instead of the ask rate
"""
patch_exchange(mocker)
@@ -3935,7 +3974,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
default_conf['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf)
assert freqtrade.exchange.get_buy_rate('ETH/BTC', True) == 0.043935
assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
assert ticker_mock.call_count == 0
@@ -3957,8 +3996,8 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
freqtrade = FreqtradeBot(default_conf)
# orderbook shall be used even if tickers would be lower.
with pytest.raises(PricingError):
freqtrade.exchange.get_buy_rate('ETH/BTC', refresh=True)
assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog)
freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:

28
tests/test_main.py
View File

@@ -67,12 +67,12 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = ['trade', '-c', 'config_bittrex.json.example']
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config_bittrex.json.example ...', caplog)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('Fatal exception!', caplog)
@@ -85,12 +85,12 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = ['trade', '-c', 'config_bittrex.json.example']
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config_bittrex.json.example ...', caplog)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('SIGINT received, aborting ...', caplog)
@@ -106,12 +106,12 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = ['trade', '-c', 'config_bittrex.json.example']
args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
# Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit):
main(args)
assert log_has('Using config: config_bittrex.json.example ...', caplog)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert log_has('Oh snap!', caplog)
@@ -157,12 +157,16 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = Arguments(['trade', '-c', 'config_bittrex.json.example']).get_parsed_arg()
args = Arguments([
'trade',
'-c',
'config_examples/config_bittrex.example.json'
]).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
with pytest.raises(SystemExit):
main(['trade', '-c', 'config_bittrex.json.example'])
main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
assert log_has('Using config: config_bittrex.json.example ...', caplog)
assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
assert worker_mock.call_count == 4
assert reconfigure_mock.call_count == 1
assert isinstance(worker.freqtrade, FreqtradeBot)
@@ -180,7 +184,11 @@ def test_reconfigure(mocker, default_conf) -> None:
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
args = Arguments(['trade', '-c', 'config_bittrex.json.example']).get_parsed_arg()
args = Arguments([
'trade',
'-c',
'config_examples/config_bittrex.example.json'
]).get_parsed_arg()
worker = Worker(args=args, config=default_conf)
freqtrade = worker.freqtrade

17
tests/test_misc.py
View File

@@ -7,7 +7,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
pair_to_filename, plural, render_template,
pair_to_filename, parse_db_uri_for_logging, plural, render_template,
render_template_with_fallback, round_coin_value, safe_value_fallback,
safe_value_fallback2, shorten_date)
@@ -179,3 +179,18 @@ def test_render_template_fallback(mocker):
)
assert isinstance(val, str)
assert 'if self.dp' in val
def test_parse_db_uri_for_logging() -> None:
postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname"
mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company"
mysql_conn_uri = "mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4"
sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
censored_pwd = "*****"
def get_pwd(x): return x.split(':')[2].split('@')[0]
assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)

16
tests/test_persistence.py
View File

@@ -1124,6 +1124,21 @@ def test_total_open_trades_stakes(fee, use_db):
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_total_closed_profit(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
res = Trade.get_total_closed_profit()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.get_total_closed_profit()
assert res == 0.000739127
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_trades_proxy(fee, use_db):
@@ -1298,6 +1313,7 @@ def test_Trade_object_idem():
'open_date',
'get_best_pair',
'get_overall_performance',
'get_total_closed_profit',
'total_open_trades_stakes',
'get_sold_trades_without_assigned_fees',
'get_open_trades_without_assigned_fees',

4
tests/test_plotting.py
View File

@@ -364,7 +364,7 @@ def test_start_plot_dataframe(mocker):
aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
args = [
"plot-dataframe",
"--config", "config_bittrex.json.example",
"--config", "config_examples/config_bittrex.example.json",
"--pairs", "ETH/BTC"
]
start_plot_dataframe(get_args(args))
@@ -408,7 +408,7 @@ def test_start_plot_profit(mocker):
aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
args = [
"plot-profit",
"--config", "config_bittrex.json.example",
"--config", "config_examples/config_bittrex.example.json",
"--pairs", "ETH/BTC"
]
start_plot_profit(get_args(args))

66
tests/test_wallets.py
View File

@@ -121,13 +121,19 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@pytest.mark.parametrize("balance_ratio,result1,result2", [
(1, 50, 66.66666),
(0.99, 49.5, 66.0),
(0.50, 25, 33.3333),
@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
(1, None, 50, 66.66666),
(0.99, None, 49.5, 66.0),
(0.50, None, 25, 33.3333),
# Tests with capital ignore balance_ratio
(1, 100, 50, 0.0),
(0.99, 200, 50, 66.66666),
(0.99, 150, 50, 50),
(0.50, 50, 25, 0.0),
(0.50, 10, 5, 0.0),
])
def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
result2, limit_buy_order_open,
def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
result1, result2, limit_buy_order_open,
fee, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -141,6 +147,8 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
conf['dry_run_wallet'] = 100
conf['max_open_trades'] = 2
conf['tradable_balance_ratio'] = balance_ratio
if capital is not None:
conf['available_capital'] = capital
freqtrade = get_patched_freqtradebot(mocker, conf)
@@ -170,3 +178,49 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
freqtrade.config['max_open_trades'] = 0
result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
assert result == 0
@pytest.mark.parametrize('stake_amount,min_stake_amount,max_stake_amount,expected', [
(22, 11, 50, 22),
(100, 11, 500, 100),
(1000, 11, 500, 500), # Above max-stake
(20, 15, 10, 0), # Minimum stake > max-stake
(1, 11, 100, 11), # Below min stake
(1, 15, 10, 0), # Below min stake and min_stake > max_stake
])
def test__validate_stake_amount(mocker, default_conf,
stake_amount, min_stake_amount, max_stake_amount, expected):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch("freqtrade.wallets.Wallets.get_available_stake_amount",
return_value=max_stake_amount)
res = freqtrade.wallets._validate_stake_amount('XRP/USDT', stake_amount, min_stake_amount)
assert res == expected
@pytest.mark.parametrize('available_capital,closed_profit,open_stakes,free,expected', [
(None, 10, 100, 910, 1000),
(None, 0, 0, 2500, 2500),
(None, 500, 0, 2500, 2000),
(None, 500, 0, 2500, 2000),
(None, -70, 0, 1930, 2000),
# Only available balance matters when it's set.
(100, 0, 0, 0, 100),
(1000, 0, 2, 5, 1000),
(1235, 2250, 2, 5, 1235),
(1235, -2250, 2, 5, 1235),
])
def test_get_starting_balance(mocker, default_conf, available_capital, closed_profit,
open_stakes, free, expected):
if available_capital:
default_conf['available_capital'] = available_capital
mocker.patch("freqtrade.persistence.models.Trade.get_total_closed_profit",
return_value=closed_profit)
mocker.patch("freqtrade.persistence.models.Trade.total_open_trades_stakes",
return_value=open_stakes)
mocker.patch("freqtrade.wallets.Wallets.get_free", return_value=free)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.wallets.get_starting_balance() == expected