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Simplify and fix some tests

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This commit is contained in:
Matthias
2022-08-19 09:10:54 +02:00
parent 42eb508515
commit 47b3143534
3 changed files with 67 additions and 44 deletions
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94
tests/plugins/test_protections.py
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@@ -67,6 +67,8 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))
trade.exit_reason = exit_reason
Trade.query.session.add(trade)
Trade.commit()
return trade
@@ -125,33 +127,33 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog, is_short):
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'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()
assert not log_has_re(message, caplog)
caplog.clear()
# This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'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(
generate_mock_trade(
'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()
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'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()
assert log_has_re(message, caplog)
@@ -186,25 +188,25 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, profit_rate=0.9, is_short=is_short
))
)
assert not freqtrade.protections.stop_per_pair(pair)
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
# This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, profit_rate=0.9, is_short=is_short
))
)
# Trade does not count for per pair stop as it's the wrong pair.
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30, profit_rate=0.9, is_short=is_short
))
)
# 3 Trades closed - but the 2nd has been closed too long ago.
assert not freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
@@ -216,10 +218,10 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear()
# Trade does not count potentially, as it's in the wrong direction
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=150, min_ago_close=25, profit_rate=0.9, is_short=not is_short
))
)
freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
assert PairLocks.is_pair_locked(pair, side=check_side) != (only_per_side and only_per_pair)
@@ -231,10 +233,10 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear()
# 2nd Trade that counts with correct pair
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, profit_rate=0.9, is_short=is_short
))
)
freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
@@ -259,20 +261,20 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30,
))
)
assert not freqtrade.protections.global_stop()
assert freqtrade.protections.stop_per_pair('XRP/BTC')
assert PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=205, min_ago_close=35,
))
)
assert not freqtrade.protections.global_stop()
assert not PairLocks.is_pair_locked('ETH/BTC')
@@ -300,10 +302,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=800, min_ago_close=450, profit_rate=0.9,
))
)
Trade.commit()
# Not locked with 1 trade
@@ -312,10 +314,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=120, profit_rate=0.9,
))
)
Trade.commit()
# Not locked with 1 trade (first trade is outside of lookback_period)
@@ -325,19 +327,19 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
assert not PairLocks.is_global_lock()
# Add positive trade
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=1.15, is_short=True
))
)
Trade.commit()
assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
assert not PairLocks.is_pair_locked('XRP/BTC', side='*')
assert PairLocks.is_pair_locked('XRP/BTC', side='long') == only_per_side
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=110, min_ago_close=21, profit_rate=0.8,
))
)
Trade.commit()
# Locks due to 2nd trade
@@ -365,36 +367,38 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'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(
)
generate_mock_trade(
'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(
)
generate_mock_trade(
'NEO/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
))
)
Trade.commit()
# No losing trade yet ... so max_drawdown will raise exception
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'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
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1200, min_ago_close=1100, profit_rate=0.5,
))
)
Trade.commit()
# Not locked with 1 trade (2nd trade is outside of lookback_period)
assert not freqtrade.protections.global_stop()
@@ -404,20 +408,22 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not log_has_re(message, caplog)
# Winning trade ... (should not lock, does not change drawdown!)
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=320, min_ago_close=410, profit_rate=1.5,
))
)
Trade.commit()
assert not freqtrade.protections.global_stop()
assert not PairLocks.is_global_lock()
caplog.clear()
# Add additional negative trade, causing a loss of > 15%
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=0.8,
))
)
Trade.commit()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
# local lock not supported
assert not PairLocks.is_pair_locked('XRP/BTC')