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Merge branch 'develop' into pr/mkavinkumar1/6545

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Matthias
2022-07-23 15:31:24 +02:00
parent 4e8680a67f 7682c9ace7
commit 4c50912951
10 changed files with 126 additions and 34 deletions
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31
tests/plugins/test_protections.py
View File

@@ -6,6 +6,7 @@ import pytest
from freqtrade import constants
from freqtrade.enums import ExitType
from freqtrade.persistence import PairLocks, Trade
from freqtrade.persistence.trade_model import Order
from freqtrade.plugins.protectionmanager import ProtectionManager
from tests.conftest import get_patched_freqtradebot, log_has_re
@@ -30,7 +31,37 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
amount=0.01 / open_rate,
exchange='binance',
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=trade.entry_side,
order_id=f'{pair}-{trade.entry_side}-{trade.open_date}',
ft_pair=pair,
amount=trade.amount,
filled=trade.amount,
remaining=0,
price=open_rate,
average=open_rate,
status="closed",
order_type="market",
side=trade.entry_side,
))
if not is_open:
trade.orders.append(Order(
ft_order_side=trade.exit_side,
order_id=f'{pair}-{trade.exit_side}-{trade.close_date}',
ft_pair=pair,
amount=trade.amount,
filled=trade.amount,
remaining=0,
price=open_rate * (2 - profit_rate if is_short else profit_rate),
average=open_rate * (2 - profit_rate if is_short else profit_rate),
status="closed",
order_type="market",
side=trade.exit_side,
))
trade.recalc_open_trade_value()
if not is_open:
trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))

3
tests/rpc/test_rpc_telegram.py
View File

@@ -686,6 +686,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(
limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
trade.orders.append(oobj)
trade.update_trade(oobj)
trade.close_date = datetime.now(timezone.utc)
@@ -707,7 +708,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
assert '*Trading volume:* `60 USDT`' in msg_mock.call_args_list[-1][0][0]
assert '*Trading volume:* `126 USDT`' in msg_mock.call_args_list[-1][0][0]
@pytest.mark.parametrize('is_short', [True, False])

14
tests/test_freqtradebot.py
View File

@@ -2139,8 +2139,6 @@ def test_handle_trade(
assert trade
time.sleep(0.01) # Race condition fix
oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], entry_side(is_short))
trade.update_trade(oobj)
assert trade.is_open is True
freqtrade.wallets.update()
@@ -2150,11 +2148,15 @@ def test_handle_trade(
assert trade.open_order_id == exit_order['id']
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], exit_side(is_short))
trade.update_trade(oobj)
trade.orders[-1].ft_is_open = False
trade.orders[-1].status = 'closed'
trade.orders[-1].filled = trade.orders[-1].remaining
trade.orders[-1].remaining = 0.0
assert trade.close_rate == 2.0 if is_short else 2.2
assert trade.close_profit == close_profit
trade.update_trade(trade.orders[-1])
assert trade.close_rate == (2.0 if is_short else 2.2)
assert pytest.approx(trade.close_profit) == close_profit
assert trade.calc_profit(trade.close_rate) == 5.685
assert trade.close_date is not None
assert trade.exit_reason == 'sell_signal1'

39
tests/test_persistence.py
View File

@@ -481,6 +481,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
trade.open_order_id = enter_order['id']
oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == open_rate
@@ -496,11 +497,12 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
trade.open_order_id = enter_order['id']
time_machine.move_to("2022-03-31 21:45:05 +00:00")
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == close_rate
assert trade.close_profit == profit
assert pytest.approx(trade.close_profit) == profit
assert trade.close_date is not None
assert log_has_re(f"LIMIT_{exit_side.upper()} has been fulfilled for "
r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
@@ -529,6 +531,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
trade.open_order_id = 'mocked_market_buy'
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
@@ -543,10 +546,11 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
trade.is_open = True
trade.open_order_id = 'mocked_market_sell'
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
trade.orders.append(oobj)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.2
assert trade.close_profit == round(0.0945137157107232, 8)
assert pytest.approx(trade.close_profit) == 0.094513715710723
assert trade.close_date is not None
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
@@ -624,14 +628,41 @@ def test_trade_close(fee):
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
interest_rate=0.0005,
exchange='binance',
trading_mode=margin
trading_mode=margin,
leverage=1.0,
)
trade.orders.append(Order(
ft_order_side=trade.entry_side,
order_id=f'{trade.pair}-{trade.entry_side}-{trade.open_date}',
ft_pair=trade.pair,
amount=trade.amount,
filled=trade.amount,
remaining=0,
price=trade.open_rate,
average=trade.open_rate,
status="closed",
order_type="limit",
side=trade.entry_side,
))
trade.orders.append(Order(
ft_order_side=trade.exit_side,
order_id=f'{trade.pair}-{trade.exit_side}-{trade.open_date}',
ft_pair=trade.pair,
amount=trade.amount,
filled=trade.amount,
remaining=0,
price=2.2,
average=2.2,
status="closed",
order_type="limit",
side=trade.exit_side,
))
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(2.2)
assert trade.is_open is False
assert trade.close_profit == round(0.0945137157107232, 8)
assert pytest.approx(trade.close_profit) == 0.094513715
assert trade.close_date is not None
new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,