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Merge pull request #2872 from freqtrade/interface_ordertimeoutcallback

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Buy order timeout callback
This commit is contained in:
hroff-1902
2020-04-25 19:02:15 +03:00
committed by GitHub
parent 927a7ee330 255a43c98e
commit 485e324d36
17 changed files with 464 additions and 59 deletions
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50
tests/strategy/test_interface.py
View File

@@ -9,10 +9,11 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.history import load_data
from freqtrade.exceptions import DependencyException
from freqtrade.exceptions import StrategyError
from freqtrade.persistence import Trade
from freqtrade.resolvers import StrategyResolver
from tests.conftest import get_patched_exchange, log_has
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from tests.conftest import get_patched_exchange, log_has, log_has_re
from .strats.default_strategy import DefaultStrategy
@@ -71,7 +72,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_his
)
assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
ohlcv_history)
assert log_has('Unable to analyze candle (OHLCV) data for pair foo: xyz', caplog)
assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ohlcv_history):
@@ -121,7 +122,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
mocker.patch.object(
_STRATEGY, 'assert_df',
side_effect=DependencyException('Dataframe returned...')
side_effect=StrategyError('Dataframe returned...')
)
assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
ohlcv_history)
@@ -134,15 +135,15 @@ def test_assert_df(default_conf, mocker, ohlcv_history):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
with pytest.raises(DependencyException, match=r"Dataframe returned from strategy.*length\."):
with pytest.raises(StrategyError, match=r"Dataframe returned from strategy.*length\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history) + 1,
ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
with pytest.raises(DependencyException,
with pytest.raises(StrategyError,
match=r"Dataframe returned from strategy.*last close price\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[1, 'close'] + 0.01, ohlcv_history.loc[1, 'date'])
with pytest.raises(DependencyException,
with pytest.raises(StrategyError,
match=r"Dataframe returned from strategy.*last date\."):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
@@ -389,3 +390,38 @@ def test_is_pair_locked(default_conf):
pair = 'ETH/BTC'
strategy.unlock_pair(pair)
assert not strategy.is_pair_locked(pair)
@pytest.mark.parametrize('error', [
ValueError, KeyError, Exception,
])
def test_strategy_safe_wrapper_error(caplog, error):
def failing_method():
raise error('This is an error.')
def working_method(argumentpassedin):
return argumentpassedin
with pytest.raises(StrategyError, match=r'This is an error.'):
strategy_safe_wrapper(failing_method, message='DeadBeef')()
assert log_has_re(r'DeadBeef.*', caplog)
ret = strategy_safe_wrapper(failing_method, message='DeadBeef', default_retval=True)()
assert isinstance(ret, bool)
assert ret
@pytest.mark.parametrize('value', [
1, 22, 55, True, False, {'a': 1, 'b': '112'},
[1, 2, 3, 4], (4, 2, 3, 6)
])
def test_strategy_safe_wrapper(value):
def working_method(argumentpassedin):
return argumentpassedin
ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value)
assert type(ret) == type(value)
assert ret == value

98
tests/test_freqtradebot.py
View File

@@ -1939,6 +1939,53 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
freqtrade.handle_trade(trade)
def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
Trade.session.add(open_trade)
# Return false - trade remains open
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_buy_timeout.call_count == 1
# Raise Keyerror ... (no impact on trade)
freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_buy_timeout.call_count == 1
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
# Trade should be closed since the function returns true
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
assert freqtrade.strategy.check_buy_timeout.call_count == 1
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
@@ -1955,6 +2002,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
Trade.session.add(open_trade)
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
@@ -1962,6 +2010,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
# Custom user buy-timeout is never called
assert freqtrade.strategy.check_buy_timeout.call_count == 0
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2018,6 +2068,51 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
assert nb_trades == 1
def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker,
open_trade) -> None:
default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade.is_open = False
Trade.session.add(open_trade)
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
# Return false - No impact
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 0
assert open_trade.is_open is False
assert freqtrade.strategy.check_sell_timeout.call_count == 1
freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError)
# Return Error - No impact
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 0
assert open_trade.is_open is False
assert freqtrade.strategy.check_sell_timeout.call_count == 1
# Return True - sells!
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert open_trade.is_open is True
assert freqtrade.strategy.check_sell_timeout.call_count == 1
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
open_trade) -> None:
rpc_mock = patch_RPCManager(mocker)
@@ -2037,11 +2132,14 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
Trade.session.add(open_trade)
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert open_trade.is_open is True
# Custom user sell-timeout is never called
assert freqtrade.strategy.check_sell_timeout.call_count == 0
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,

18
tests/test_misc.py
View File

@@ -9,7 +9,9 @@ import pytest
from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
file_load_json, format_ms_time, pair_to_filename,
plural, safe_value_fallback, shorten_date)
plural, render_template,
render_template_with_fallback, safe_value_fallback,
shorten_date)
def test_shorten_date() -> None:
@@ -144,3 +146,17 @@ def test_plural() -> None:
assert plural(1.5, "ox", "oxen") == "oxen"
assert plural(-0.5, "ox", "oxen") == "oxen"
assert plural(-1.5, "ox", "oxen") == "oxen"
def test_render_template_fallback(mocker):
from jinja2.exceptions import TemplateNotFound
with pytest.raises(TemplateNotFound):
val = render_template(
templatefile='subtemplates/indicators_does-not-exist.j2',)
val = render_template_with_fallback(
templatefile='subtemplates/indicators_does-not-exist.j2',
templatefallbackfile='subtemplates/indicators_minimal.j2',
)
assert isinstance(val, str)
assert 'if self.dp' in val