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Refactor main.py

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- Update, clean, and improve code coverage on main.py
- Move bot trading logic into Freqtradebot() class
- Move unit tests to test_freqtradebot, add more coverage tests
This commit is contained in:
Gerald Lonlas 2018-02-04 01:21:16 -08:00
parent a8b8ab20b7
commit 4da033c7a2
7 changed files with 1997 additions and 1350 deletions
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2
freqtrade/configuration.py
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@ -21,12 +21,14 @@ class Configuration(object):
self.args = args self.args = args
self.logger = Logger(name=__name__).get_logger() self.logger = Logger(name=__name__).get_logger()
self.config = self._load_config() self.config = self._load_config()
self.show_info()
def _load_config(self) -> Dict[str, Any]: def _load_config(self) -> Dict[str, Any]:
""" """
Extract information for sys.argv and load the bot configuration Extract information for sys.argv and load the bot configuration
:return: Configuration dictionary :return: Configuration dictionary
""" """
self.logger.info('Using config: %s ...', self.args.config)
config = self._load_config_file(self.args.config) config = self._load_config_file(self.args.config)
# Add the strategy file to use # Add the strategy file to use

548
freqtrade/freqtradebot.py Normal file
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@ -0,0 +1,548 @@
"""
Freqtrade is the main module of this bot. It contains the class Freqtrade()
"""
import arrow
import copy
import json
import requests
import time
import traceback
from cachetools import cached, TTLCache
from datetime import datetime
from typing import Dict, List, Optional, Any, Callable
from freqtrade.analyze import Analyze
from freqtrade.constants import Constants
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.logger import Logger
from freqtrade.persistence import Trade
from freqtrade.rpc.rpc_manager import RPCManager
from freqtrade.state import State
from freqtrade import (DependencyException, OperationalException, exchange, persistence)
class FreqtradeBot(object):
"""
Freqtrade is the main class of the bot.
This is from here the bot start its logic.
"""
def __init__(self, config: Dict[str, Any], db_url: Optional[str] = None) -> bool:
"""
Init all variables and object the bot need to work
:param config: configuration dict, you can use the Configuration.get_config()
method to get the config dict.
:param db_url: database connector string for sqlalchemy (Optional)
"""
# Init the logger
self.logger = Logger(name='freqtrade').get_logger()
# Init bot states
self._state = State.STOPPED
# Init objects
self.config = config
self.analyze = None
self.fiat_converter = None
self.rpc = None
self.persistence = None
self.exchange = None
self._init_modules(db_url=db_url)
def _init_modules(self, db_url: Optional[str] = None) -> None:
"""
Initializes all modules and updates the config
:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
# Initialize all modules
self.analyze = Analyze(self.config)
self.fiat_converter = CryptoToFiatConverter()
self.rpc = RPCManager(self)
persistence.init(self.config, db_url)
exchange.init(self.config)
# Set initial application state
initial_state = self.config.get('initial_state')
if initial_state:
self.update_state(State[initial_state.upper()])
else:
self.update_state(State.STOPPED)
def clean(self) -> bool:
"""
Cleanup the application state und finish all pending tasks
:return: None
"""
self.rpc.send_msg('*Status:* `Stopping trader...`')
self.logger.info('Stopping trader and cleaning up modules...')
self.update_state(State.STOPPED)
self.rpc.cleanup()
persistence.cleanup()
return True
def update_state(self, state: State) -> None:
"""
Updates the application state
:param state: new state
:return: None
"""
self._state = state
def get_state(self) -> State:
"""
Gets the current application state
:return:
"""
return self._state
def worker(self, old_state: None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call
:return: current service state
"""
new_state = self.get_state()
# Log state transition
if new_state != old_state:
self.rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower()))
self.logger.info('Changing state to: %s', new_state.name)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
min_secs = self.config['internals'].get(
'process_throttle_secs',
Constants.PROCESS_THROTTLE_SECS
)
nb_assets = self.config.get(
'dynamic_whitelist',
Constants.DYNAMIC_WHITELIST
)
interval = int(
self.config.get(
'ticker_interval',
Constants.TICKER_INTERVAL
)
)
self._throttle(func=self._process,
min_secs=min_secs,
nb_assets=nb_assets,
interval=interval)
return new_state
def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
"""
Throttles the given callable that it
takes at least `min_secs` to finish execution.
:param func: Any callable
:param min_secs: minimum execution time in seconds
:return: Any
"""
start = time.time()
result = func(*args, **kwargs)
end = time.time()
duration = max(min_secs - (end - start), 0.0)
self.logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
time.sleep(duration)
return result
def _process(self, interval: int, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
sanitized_list = self._refresh_whitelist(
self._gen_pair_whitelist(
self.config['stake_currency']
) if nb_assets else self.config['exchange']['pair_whitelist']
)
# Keep only the subsets of pairs wanted (up to nb_assets)
final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
self.config['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
# First process current opened trades
for trade in trades:
state_changed |= self.process_maybe_execute_sell(trade, interval)
# Then looking for buy opportunities
if len(trades) < self.config['max_open_trades']:
state_changed = self.process_maybe_execute_buy(interval)
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout(self.config['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
self.logger.warning(
'Got %s in _process(), retrying in 30 seconds...',
error
)
time.sleep(Constants.RETRY_TIMEOUT)
except OperationalException:
self.rpc.send_msg(
'*Status:* Got OperationalException:\n```\n{traceback}```{hint}'
.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'
)
)
self.logger.exception('Got OperationalException. Stopping trader ...')
self.update_state(State.STOPPED)
return state_changed
@cached(TTLCache(maxsize=1, ttl=1800))
def _gen_pair_whitelist(self, base_currency: str, key: str = 'BaseVolume') -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'BaseVolume')
:return: List of pairs
"""
summaries = sorted(
(s for s in exchange.get_market_summaries() if
s['MarketName'].startswith(base_currency)),
key=lambda s: s.get(key) or 0.0,
reverse=True
)
return [s['MarketName'].replace('-', '_') for s in summaries]
def _refresh_whitelist(self, whitelist: List[str]) -> List[str]:
"""
Check wallet health and remove pair from whitelist if necessary
:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
trade
:return: the list of pairs the user wants to trade without the one unavailable or
black_listed
"""
sanitized_whitelist = whitelist
health = exchange.get_wallet_health()
known_pairs = set()
for status in health:
pair = '{}_{}'.format(self.config['stake_currency'], status['Currency'])
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
if pair not in whitelist or pair in self.config['exchange'].get('pair_blacklist', []):
continue
# else the pair is valid
known_pairs.add(pair)
# Market is not active
if not status['IsActive']:
sanitized_whitelist.remove(pair)
self.logger.info(
'Ignoring %s from whitelist (reason: %s).',
pair, status.get('Notice') or 'wallet is not active'
)
# We need to remove pairs that are unknown
final_list = [x for x in sanitized_whitelist if x in known_pairs]
return final_list
def get_target_bid(self, ticker: Dict[str, float]) -> float:
"""
Calculates bid target between current ask price and last price
:param ticker: Ticker to use for getting Ask and Last Price
:return: float: Price
"""
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
# TODO: Remove the two parameters and use the value already in conf['stake_amount'] and
# int(conf['ticker_interval'])
def create_trade(self, stake_amount: float, interval: int) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise
"""
self.logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount
)
whitelist = copy.deepcopy(self.config['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(self.config['stake_currency']) < stake_amount:
raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(self.config['stake_currency'])
)
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
self.logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise DependencyException('No pair in whitelist')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
(buy, sell) = self.analyze.get_signal(_pair, interval)
if buy and not sell:
pair = _pair
break
else:
return False
# Calculate amount
buy_limit = self.get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
stake_amount_fiat = self.fiat_converter.convert_amount(
stake_amount,
self.config['stake_currency'],
self.config['fiat_display_currency']
)
# Create trade entity and return
self.rpc.send_msg(
'*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` '
.format(
exchange.get_name().upper(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit,
stake_amount,
self.config['stake_currency'],
stake_amount_fiat,
self.config['fiat_display_currency']
)
)
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
trade = Trade(
pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=exchange.get_fee(),
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id
)
Trade.session.add(trade)
Trade.session.flush()
return True
def process_maybe_execute_buy(self, interval: int) -> bool:
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if self.create_trade(float(self.config['stake_amount']), interval):
return True
self.logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
return False
except DependencyException as exception:
self.logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(self, trade: Trade, interval: int) -> bool:
"""
Tries to execute a sell trade
:return: True if executed
"""
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
self.logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return self.handle_trade(trade, interval)
return False
def handle_trade(self, trade: Trade, interval: int) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise
"""
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
self.logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(trade.pair, interval)
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, current_rate)
return True
return False
def check_handle_timedout(self, timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
order = exchange.get_order(trade.open_order_id)
except requests.exceptions.RequestException:
self.logger.info(
'Cannot query order for %s due to %s',
trade,
traceback.format_exc())
continue
ordertime = arrow.get(order['opened'])
# Check if trade is still actually open
if int(order['remaining']) == 0:
continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
self.handle_timedout_limit_sell(trade, order)
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_timedout_limit_buy(self, trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
self.logger.info('Buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return True
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
self.logger.info('Partial buy order timeout for %s.', trade)
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(self, trade: Trade, order: Dict) -> bool:
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
self.logger.info('Sell order timeout for %s.', trade)
return True
# TODO: figure out how to handle partially complete sell orders
return False
def execute_sell(self, trade: Trade, limit: float) -> None:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:return: None
"""
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
trade.open_order_id = order_id
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit = trade.calc_profit_percent(current_rate)
message = "*{exchange}:* Selling\n" \
"*Current Pair:* [{pair}]({pair_url})\n" \
"*Limit:* `{limit}`\n" \
"*Amount:* `{amount}`\n" \
"*Open Rate:* `{open_rate:.8f}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Profit:* `{profit:.2f}%`" \
"".format(
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
)
# For regular case, when the configuration exists
if 'stake_currency' in self.config and 'fiat_display_currency' in self.config:
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade,
self.config['stake_currency'],
self.config['fiat_display_currency']
)
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`' \
''.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=self.config['stake_currency'],
profit_fiat=profit_fiat,
fiat=self.config['fiat_display_currency'],
)
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well
else:
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade
)
# Send the message
self.rpc.send_msg(message)
Trade.session.flush()

577
freqtrade/main.py
View File

@ -1,570 +1,73 @@
#!/usr/bin/env python3 #!/usr/bin/env python3
import copy """
import json Main Freqtrade bot script.
Read the documentation to know what cli arguments you need.
"""
import logging import logging
import sys import sys
import time from typing import Dict
import traceback from freqtrade.configuration import Configuration
from datetime import datetime from freqtrade.arguments import Arguments
from typing import Dict, List, Optional, Any from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.logger import Logger
from freqtrade import (__version__)
import arrow logger = Logger(name='freqtrade').get_logger()
import requests
from cachetools import cached, TTLCache
from freqtrade import (DependencyException, OperationalException, __version__,
exchange, persistence, rpc)
from freqtrade.analyze import get_signal
from freqtrade.fiat_convert import CryptoToFiatConverter
from freqtrade.misc import (State, get_state, load_config, parse_args,
throttle, update_state)
from freqtrade.persistence import Trade
from freqtrade.strategy.strategy import Strategy
logger = logging.getLogger('freqtrade')
_CONF: Dict[str, Any] = {}
def refresh_whitelist(whitelist: List[str]) -> List[str]: def main(sysargv: Dict) -> None:
""" """
Check wallet health and remove pair from whitelist if necessary This function will initiate the bot and start the trading loop.
:param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to trade
:return: the list of pairs the user wants to trade without the one unavailable or black_listed
"""
sanitized_whitelist = whitelist
health = exchange.get_wallet_health()
known_pairs = set()
for status in health:
pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
# pair is not int the generated dynamic market, or in the blacklist ... ignore it
if pair not in whitelist or pair in _CONF['exchange'].get('pair_blacklist', []):
continue
# else the pair is valid
known_pairs.add(pair)
# Market is not active
if not status['IsActive']:
sanitized_whitelist.remove(pair)
logger.info(
'Ignoring %s from whitelist (reason: %s).',
pair, status.get('Notice') or 'wallet is not active'
)
# We need to remove pairs that are unknown
final_list = [x for x in sanitized_whitelist if x in known_pairs]
return final_list
def process_maybe_execute_buy(interval: int) -> bool:
"""
Tries to execute a buy trade in a safe way
:return: True if executed
"""
try:
# Create entity and execute trade
if create_trade(float(_CONF['stake_amount']), interval):
return True
logger.info(
'Checked all whitelisted currencies. '
'Found no suitable entry positions for buying. Will keep looking ...'
)
return False
except DependencyException as exception:
logger.warning('Unable to create trade: %s', exception)
return False
def process_maybe_execute_sell(trade: Trade, interval: int) -> bool:
"""
Tries to execute a sell trade
:return: True if executed
"""
# Get order details for actual price per unit
if trade.open_order_id:
# Update trade with order values
logger.info('Got open order for %s', trade)
trade.update(exchange.get_order(trade.open_order_id))
if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair
return handle_trade(trade, interval)
return False
def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if one or more trades has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
sanitized_list = refresh_whitelist(
gen_pair_whitelist(
_CONF['stake_currency']
) if nb_assets else _CONF['exchange']['pair_whitelist']
)
# Keep only the subsets of pairs wanted (up to nb_assets)
final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
_CONF['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
# First process current opened trades
for trade in trades:
state_changed |= process_maybe_execute_sell(trade, interval)
# Then looking for buy opportunities
if len(trades) < _CONF['max_open_trades']:
state_changed = process_maybe_execute_buy(interval)
if 'unfilledtimeout' in _CONF:
# Check and handle any timed out open orders
check_handle_timedout(_CONF['unfilledtimeout'])
Trade.session.flush()
except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
logger.warning(
'Got %s in _process(), retrying in 30 seconds...',
error
)
time.sleep(30)
except OperationalException:
rpc.send_msg('*Status:* Got OperationalException:\n```\n{traceback}```{hint}'.format(
traceback=traceback.format_exc(),
hint='Issue `/start` if you think it is safe to restart.'
))
logger.exception('Got OperationalException. Stopping trader ...')
update_state(State.STOPPED)
return state_changed
# FIX: 20180110, why is cancel.order unconditionally here, whereas
# it is conditionally called in the
# handle_timedout_limit_sell()?
def handle_timedout_limit_buy(trade: Trade, order: Dict) -> bool:
"""Buy timeout - cancel order
:return: True if order was fully cancelled
"""
exchange.cancel_order(trade.open_order_id)
if order['remaining'] == order['amount']:
# if trade is not partially completed, just delete the trade
Trade.session.delete(trade)
# FIX? do we really need to flush, caller of
# check_handle_timedout will flush afterwards
Trade.session.flush()
logger.info('Buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return True
# if trade is partially complete, edit the stake details for the trade
# and close the order
trade.amount = order['amount'] - order['remaining']
trade.stake_amount = trade.amount * trade.open_rate
trade.open_order_id = None
logger.info('Partial buy order timeout for %s.', trade)
rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
trade.pair.replace('_', '/')))
return False
# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
def handle_timedout_limit_sell(trade: Trade, order: Dict) -> bool:
"""
Sell timeout - cancel order and update trade
:return: True if order was fully cancelled
"""
if order['remaining'] == order['amount']:
# if trade is not partially completed, just cancel the trade
exchange.cancel_order(trade.open_order_id)
trade.close_rate = None
trade.close_profit = None
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
trade.pair.replace('_', '/')))
logger.info('Sell order timeout for %s.', trade)
return True
# TODO: figure out how to handle partially complete sell orders
return False
def check_handle_timedout(timeoutvalue: int) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None :return: None
""" """
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime arguments = Arguments(
sysargv,
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all(): 'Simple High Frequency Trading Bot for crypto currencies'
try:
order = exchange.get_order(trade.open_order_id)
except requests.exceptions.RequestException:
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
ordertime = arrow.get(order['opened'])
# Check if trade is still actually open
if int(order['remaining']) == 0:
continue
if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
handle_timedout_limit_buy(trade, order)
elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
handle_timedout_limit_sell(trade, order)
def execute_sell(trade: Trade, limit: float) -> None:
"""
Executes a limit sell for the given trade and limit
:param trade: Trade instance
:param limit: limit rate for the sell order
:return: None
"""
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)
trade.open_order_id = order_id
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)
current_rate = exchange.get_ticker(trade.pair, False)['bid']
profit = trade.calc_profit_percent(current_rate)
message = """*{exchange}:* Selling
*Current Pair:* [{pair}]({pair_url})
*Limit:* `{limit}`
*Amount:* `{amount}`
*Open Rate:* `{open_rate:.8f}`
*Current Rate:* `{current_rate:.8f}`
*Profit:* `{profit:.2f}%`
""".format(
exchange=trade.exchange,
pair=trade.pair,
pair_url=exchange.get_pair_detail_url(trade.pair),
limit=limit,
open_rate=trade.open_rate,
current_rate=current_rate,
amount=round(trade.amount, 8),
profit=round(profit * 100, 2),
) )
args = arguments.get_parsed_arg()
# For regular case, when the configuration exists # A subcommand has been issued.
if 'stake_currency' in _CONF and 'fiat_display_currency' in _CONF: # Means if Backtesting or Hyperopt have been called we exit the bot
fiat_converter = CryptoToFiatConverter()
profit_fiat = fiat_converter.convert_amount(
profit_trade,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f} {coin}`' \
'` / {profit_fiat:.3f} {fiat})`'.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade,
coin=_CONF['stake_currency'],
profit_fiat=profit_fiat,
fiat=_CONF['fiat_display_currency'],
)
# Because telegram._forcesell does not have the configuration
# Ignore the FIAT value and does not show the stake_currency as well
else:
message += '` ({gain}: {profit_percent:.2f}%, {profit_coin:.8f})`'.format(
gain="profit" if fmt_exp_profit > 0 else "loss",
profit_percent=fmt_exp_profit,
profit_coin=profit_trade
)
# Send the message
rpc.send_msg(message)
Trade.session.flush()
def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -> bool:
"""
Based an earlier trade and current price and ROI configuration, decides whether bot should sell
:return True if bot should sell at current rate
"""
strategy = Strategy()
current_profit = trade.calc_profit_percent(current_rate)
if strategy.stoploss is not None and current_profit < float(strategy.stoploss):
logger.debug('Stop loss hit.')
return True
# Check if time matches and current rate is above threshold
time_diff = (current_time - trade.open_date).total_seconds() / 60
for duration, threshold in sorted(strategy.minimal_roi.items()):
if time_diff > float(duration) and current_profit > threshold:
return True
logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', float(current_profit) * 100.0)
return False
def should_sell(trade: Trade, rate: float, date: datetime, buy: bool, sell: bool) -> bool:
"""
This function evaluate if on the condition required to trigger a sell has been reached
if the threshold is reached and updates the trade record.
:return: True if trade should be sold, False otherwise
"""
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
if min_roi_reached(trade, rate, date):
logger.debug('Executing sell due to ROI ...')
return True
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only', False):
logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=rate) <= 0:
return False
if sell and not buy and _CONF.get('experimental', {}).get('use_sell_signal', False):
logger.debug('Executing sell due to sell signal ...')
return True
return False
def handle_trade(trade: Trade, interval: int) -> bool:
"""
Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise
"""
if not trade.is_open:
raise ValueError('attempt to handle closed trade: {}'.format(trade))
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
(buy, sell) = (False, False)
if _CONF.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = get_signal(trade.pair, interval)
if should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
execute_sell(trade, current_rate)
return True
return False
def get_target_bid(ticker: Dict[str, float]) -> float:
""" Calculates bid target between current ask price and last price """
if ticker['ask'] < ticker['last']:
return ticker['ask']
balance = _CONF['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
def create_trade(stake_amount: float, interval: int) -> bool:
"""
Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created
:param stake_amount: amount of btc to spend
:return: True if a trade object has been created and persisted, False otherwise
"""
logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount
)
whitelist = copy.deepcopy(_CONF['exchange']['pair_whitelist'])
# Check if stake_amount is fulfilled
if exchange.get_balance(_CONF['stake_currency']) < stake_amount:
raise DependencyException(
'stake amount is not fulfilled (currency={})'.format(_CONF['stake_currency'])
)
# Remove currently opened and latest pairs from whitelist
for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
raise DependencyException('No pair in whitelist')
# Pick pair based on StochRSI buy signals
for _pair in whitelist:
(buy, sell) = get_signal(_pair, interval)
if buy and not sell:
pair = _pair
break
else:
return False
# Calculate amount
buy_limit = get_target_bid(exchange.get_ticker(pair))
amount = stake_amount / buy_limit
order_id = exchange.buy(pair, buy_limit, amount)
fiat_converter = CryptoToFiatConverter()
stake_amount_fiat = fiat_converter.convert_amount(
stake_amount,
_CONF['stake_currency'],
_CONF['fiat_display_currency']
)
# Create trade entity and return
rpc.send_msg('*{}:* Buying [{}]({}) with limit `{:.8f} ({:.6f} {}, {:.3f} {})` '.format(
exchange.get_name().upper(),
pair.replace('_', '/'),
exchange.get_pair_detail_url(pair),
buy_limit, stake_amount, _CONF['stake_currency'],
stake_amount_fiat, _CONF['fiat_display_currency']
))
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
trade = Trade(
pair=pair,
stake_amount=stake_amount,
amount=amount,
fee=exchange.get_fee(),
open_rate=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_name().upper(),
open_order_id=order_id
)
Trade.session.add(trade)
Trade.session.flush()
return True
def init(config: dict, db_url: Optional[str] = None) -> None:
"""
Initializes all modules and updates the config
:param config: config as dict
:param db_url: database connector string for sqlalchemy (Optional)
:return: None
"""
# Initialize all modules
rpc.init(config)
persistence.init(config, db_url)
exchange.init(config)
strategy = Strategy()
strategy.init(config)
# Set initial application state
initial_state = config.get('initial_state')
if initial_state:
update_state(State[initial_state.upper()])
else:
update_state(State.STOPPED)
@cached(TTLCache(maxsize=1, ttl=1800))
def gen_pair_whitelist(base_currency: str, key: str = 'BaseVolume') -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'BaseVolume')
:return: List of pairs
"""
summaries = sorted(
(s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency)),
key=lambda s: s.get(key) or 0.0,
reverse=True
)
return [s['MarketName'].replace('-', '_') for s in summaries]
def cleanup() -> None:
"""
Cleanup the application state und finish all pending tasks
:return: None
"""
rpc.send_msg('*Status:* `Stopping trader...`')
logger.info('Stopping trader and cleaning up modules...')
update_state(State.STOPPED)
persistence.cleanup()
rpc.cleanup()
exit(0)
def main(sysargv=sys.argv[1:]) -> int:
"""
Loads and validates the config and handles the main loop
:return: None
"""
global _CONF
args = parse_args(sysargv,
'Simple High Frequency Trading Bot for crypto currencies')
# A subcommand has been issued
if hasattr(args, 'func'): if hasattr(args, 'func'):
args.func(args) args.func(args)
return 0 return 0
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
logger.info( logger.info(
'Starting freqtrade %s (loglevel=%s)', 'Starting freqtrade %s (loglevel=%s)',
__version__, __version__,
logging.getLevelName(args.loglevel) logging.getLevelName(args.loglevel)
) )
# Load and validate configuration
_CONF = load_config(args.config)
# Add the strategy file to use
_CONF.update({'strategy': args.strategy})
# Initialize all modules and start main loop
if args.dynamic_whitelist:
logger.info('Using dynamically generated whitelist. (--dynamic-whitelist detected)')
# If the user ask for Dry run with a local DB instead of memory
if args.dry_run_db:
if _CONF.get('dry_run', False):
_CONF.update({'dry_run_db': True})
logger.info(
'Dry_run will use the DB file: "tradesv3.dry_run.sqlite". (--dry_run_db detected)'
)
else:
logger.info('Dry run is disabled. (--dry_run_db ignored)')
try: try:
init(_CONF) # Load and validate configuration
old_state = None configuration = Configuration(args)
while True: # Init the bot
new_state = get_state() freqtrade = FreqtradeBot(configuration.get_config())
# Log state transition
if new_state != old_state: state = None
rpc.send_msg('*Status:* `{}`'.format(new_state.name.lower())) while 1:
logger.info('Changing state to: %s', new_state.name) state = freqtrade.worker(old_state=state)
if new_state == State.STOPPED:
time.sleep(1)
elif new_state == State.RUNNING:
throttle(
_process,
min_secs=_CONF['internals'].get('process_throttle_secs', 10),
nb_assets=args.dynamic_whitelist,
interval=int(_CONF.get('ticker_interval', 5))
)
old_state = new_state
except KeyboardInterrupt: except KeyboardInterrupt:
logger.info('Got SIGINT, aborting ...') logger.info('Got SIGINT, aborting ...')
except BaseException: except BaseException:
logger.exception('Got fatal exception!') logger.exception('Got fatal exception!')
finally: finally:
cleanup() freqtrade.clean()
return 0 sys.exit(0)
def set_loggers() -> None:
"""
Set the logger level for Third party libs
:return: None
"""
logging.getLogger('requests.packages.urllib3').setLevel(logging.INFO)
logging.getLogger('telegram').setLevel(logging.INFO)
if __name__ == '__main__': if __name__ == '__main__':
set_loggers()
main(sys.argv[1:]) main(sys.argv[1:])

131
freqtrade/tests/conftest.py
View File

@ -281,3 +281,134 @@ def default_strategy():
# that inserts a trade of some type and open-status # that inserts a trade of some type and open-status
# return the open-order-id # return the open-order-id
# See tests in rpc/main that could use this # See tests in rpc/main that could use this
@pytest.fixture
def get_market_summaries_data():
"""
This fixture is a real result from exchange.get_market_summaries() but reduced to only
8 entries. 4 BTC, 4 USTD
:return: JSON market summaries
"""
return [
{
'Ask': 1.316e-05,
'BaseVolume': 5.72599471,
'Bid': 1.3e-05,
'Created': '2014-04-14T00:00:00',
'High': 1.414e-05,
'Last': 1.298e-05,
'Low': 1.282e-05,
'MarketName': 'BTC-XWC',
'OpenBuyOrders': 2000,
'OpenSellOrders': 1484,
'PrevDay': 1.376e-05,
'TimeStamp': '2018-02-05T01:32:40.493',
'Volume': 424041.21418375
},
{
'Ask': 0.00627051,
'BaseVolume': 93.23302388,
'Bid': 0.00618192,
'Created': '2016-10-20T04:48:30.387',
'High': 0.00669897,
'Last': 0.00618192,
'Low': 0.006,
'MarketName': 'BTC-XZC',
'OpenBuyOrders': 343,
'OpenSellOrders': 2037,
'PrevDay': 0.00668229,
'TimeStamp': '2018-02-05T01:32:43.383',
'Volume': 14863.60730702
},
{
'Ask': 0.01137247,
'BaseVolume': 383.55922657,
'Bid': 0.01136006,
'Created': '2016-11-15T20:29:59.73',
'High': 0.012,
'Last': 0.01137247,
'Low': 0.01119883,
'MarketName': 'BTC-ZCL',
'OpenBuyOrders': 1332,
'OpenSellOrders': 5317,
'PrevDay': 0.01179603,
'TimeStamp': '2018-02-05T01:32:42.773',
'Volume': 33308.07358285
},
{
'Ask': 0.04155821,
'BaseVolume': 274.75369074,
'Bid': 0.04130002,
'Created': '2016-10-28T17:13:10.833',
'High': 0.04354429,
'Last': 0.041585,
'Low': 0.0413,
'MarketName': 'BTC-ZEC',
'OpenBuyOrders': 863,
'OpenSellOrders': 5579,
'PrevDay': 0.0429,
'TimeStamp': '2018-02-05T01:32:43.21',
'Volume': 6479.84033259
},
{
'Ask': 210.99999999,
'BaseVolume': 615132.70989532,
'Bid': 210.05503736,
'Created': '2017-07-21T01:08:49.397',
'High': 257.396,
'Last': 211.0,
'Low': 209.05333589,
'MarketName': 'USDT-XMR',
'OpenBuyOrders': 180,
'OpenSellOrders': 1203,
'PrevDay': 247.93528899,
'TimeStamp': '2018-02-05T01:32:43.117',
'Volume': 2688.17410793
},
{
'Ask': 0.79589979,
'BaseVolume': 9349557.01853031,
'Bid': 0.789226,
'Created': '2017-07-14T17:10:10.737',
'High': 0.977,
'Last': 0.79589979,
'Low': 0.781,
'MarketName': 'USDT-XRP',
'OpenBuyOrders': 1075,
'OpenSellOrders': 6508,
'PrevDay': 0.93300218,
'TimeStamp': '2018-02-05T01:32:42.383',
'Volume': 10801663.00788851
},
{
'Ask': 0.05154982,
'BaseVolume': 2311087.71232136,
'Bid': 0.05040107,
'Created': '2017-12-29T19:29:18.357',
'High': 0.06668561,
'Last': 0.0508,
'Low': 0.05006731,
'MarketName': 'USDT-XVG',
'OpenBuyOrders': 655,
'OpenSellOrders': 5544,
'PrevDay': 0.0627,
'TimeStamp': '2018-02-05T01:32:41.507',
'Volume': 40031424.2152716
},
{
'Ask': 332.65500022,
'BaseVolume': 562911.87455665,
'Bid': 330.00000001,
'Created': '2017-07-14T17:10:10.673',
'High': 401.59999999,
'Last': 332.65500019,
'Low': 330.0,
'MarketName': 'USDT-ZEC',
'OpenBuyOrders': 161,
'OpenSellOrders': 1731,
'PrevDay': 391.42,
'TimeStamp': '2018-02-05T01:32:42.947',
'Volume': 1571.09647946
}
]

1213
freqtrade/tests/test_freqtradebot.py Normal file
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File diff suppressed because it is too large Load Diff

874
freqtrade/tests/test_main.py
View File

@ -1,30 +1,22 @@
# pragma pylint: disable=missing-docstring, C0103 """
import copy Unit test file for main.py
"""
import logging import logging
from unittest.mock import MagicMock from unittest.mock import MagicMock
import arrow
import pytest import pytest
import requests
from sqlalchemy import create_engine
import freqtrade.main as main from freqtrade.main import main, set_loggers
import freqtrade.tests.conftest as tt # test tools import freqtrade.tests.conftest as tt # test tools
from freqtrade import DependencyException, OperationalException
from freqtrade.exchange import Exchanges
from freqtrade.main import (_process, check_handle_timedout, create_trade,
execute_sell, get_target_bid, handle_trade, init)
from freqtrade.misc import State, get_state
from freqtrade.persistence import Trade
def test_parse_args_backtesting(mocker): def test_parse_args_backtesting(mocker) -> None:
""" Test that main() can start backtesting or hyperopt. """
and also ensure we can pass some specific arguments Test that main() can start backtesting and also ensure we can pass some specific arguments
further argument parsing is done in test_misc.py """ further argument parsing is done in test_arguments.py
backtesting_mock = mocker.patch( """
'freqtrade.optimize.backtesting.start', MagicMock()) backtesting_mock = mocker.patch('freqtrade.optimize.backtesting.start', MagicMock())
main.main(['backtesting']) main(['backtesting'])
assert backtesting_mock.call_count == 1 assert backtesting_mock.call_count == 1
call_args = backtesting_mock.call_args[0][0] call_args = backtesting_mock.call_args[0][0]
assert call_args.config == 'config.json' assert call_args.config == 'config.json'
@ -35,10 +27,12 @@ def test_parse_args_backtesting(mocker):
assert call_args.ticker_interval is None assert call_args.ticker_interval is None
def test_main_start_hyperopt(mocker): def test_main_start_hyperopt(mocker) -> None:
hyperopt_mock = mocker.patch( """
'freqtrade.optimize.hyperopt.start', MagicMock()) Test that main() can start hyperopt.
main.main(['hyperopt']) """
hyperopt_mock = mocker.patch('freqtrade.optimize.hyperopt.start', MagicMock())
main(['hyperopt'])
assert hyperopt_mock.call_count == 1 assert hyperopt_mock.call_count == 1
call_args = hyperopt_mock.call_args[0][0] call_args = hyperopt_mock.call_args[0][0]
assert call_args.config == 'config.json' assert call_args.config == 'config.json'
@ -47,795 +41,51 @@ def test_main_start_hyperopt(mocker):
assert call_args.func is not None assert call_args.func is not None
def test_process_maybe_execute_buy(default_conf, mocker): def test_set_loggers() -> None:
mocker.patch.dict('freqtrade.main._CONF', default_conf) """
mocker.patch('freqtrade.main.create_trade', return_value=True) Test set_loggers() update the logger level for third-party libraries
assert main.process_maybe_execute_buy(int(default_conf['ticker_interval'])) """
mocker.patch('freqtrade.main.create_trade', return_value=False) previous_value1 = logging.getLogger('requests.packages.urllib3').level
assert not main.process_maybe_execute_buy(int(default_conf['ticker_interval'])) previous_value2 = logging.getLogger('telegram').level
set_loggers()
def test_process_maybe_execute_sell(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) value1 = logging.getLogger('requests.packages.urllib3').level
mocker.patch('freqtrade.main.handle_trade', return_value=True) assert previous_value1 is not value1
mocker.patch('freqtrade.exchange.get_order', return_value=1) assert value1 is logging.INFO
trade = MagicMock()
trade.open_order_id = '123' value2 = logging.getLogger('telegram').level
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval'])) assert previous_value2 is not value2
trade.is_open = True assert value2 is logging.INFO
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval'])) def test_main(mocker, caplog) -> None:
"""
Test main() function.
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog): In this test we are skipping the while True loop by throwing an exception.
caplog.set_level(logging.INFO) """
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple(
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException)) 'freqtrade.freqtradebot.FreqtradeBot',
main.process_maybe_execute_buy(int(default_conf['ticker_interval'])) _init_modules=MagicMock(),
tt.log_has('Unable to create trade:', caplog.record_tuples) worker=MagicMock(
side_effect=KeyboardInterrupt
),
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): clean=MagicMock(),
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(return_value='mocked_limit_buy'),
get_order=MagicMock(return_value=limit_buy_order))
init(default_conf, create_engine('sqlite://'))
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
trade = trades[0]
assert trade is not None
assert trade.stake_amount == default_conf['stake_amount']
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == Exchanges.BITTREX.name
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073703367
def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(side_effect=OperationalException))
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(return_value='mocked_limit_buy'),
get_order=MagicMock(return_value=limit_buy_order))
init(default_conf, create_engine('sqlite://'))
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process(interval=int(default_conf['ticker_interval']))
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process(interval=int(default_conf['ticker_interval']))
assert result is False
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
# Save state of current whitelist
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade is not None
assert trade.stake_amount == 0.001
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == Exchanges.BITTREX.name
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount, int(default_conf['ticker_interval']))
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
def test_create_trade_no_signal(default_conf, mocker):
default_conf['dry_run'] = True
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=(False, False)))
mocker.patch.multiple('freqtrade.exchange',
get_ticker_history=MagicMock(return_value=20))
mocker.patch.multiple('freqtrade.main.exchange',
get_balance=MagicMock(return_value=20))
stake_amount = 10
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
buy=MagicMock(return_value='mocked_limit_buy'),
sell=MagicMock(return_value='mocked_limit_sell'))
mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
trade.update(limit_buy_order)
assert trade.is_open is True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201057
assert trade.calc_profit() == 0.00006217
assert trade.close_date is not None
def test_handle_overlpapping_signals(default_conf, ticker, mocker):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
# Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 0
# Buy is triggering, so buying ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
create_trade(0.001, int(default_conf['ticker_interval']))
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
trades = Trade.query.all()
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Sell is triggering, guess what : we are Selling!
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
trades = Trade.query.all()
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_sell
# instead that responsibility should be moved out of handle_trade(),
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval']))
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
trade.update(limit_buy_order)
trade.update(limit_sell_order)
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade, int(default_conf['ticker_interval']))
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://'))
trade_buy = Trade(
pair='BTC_ETH',
open_rate=0.00001099,
exchange='BITTREX',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
) )
Trade.session.add(trade_buy) # Test Main + the KeyboardInterrupt exception
with pytest.raises(SystemExit) as pytest_wrapped_e:
main([])
tt.log_has('Starting freqtrade', caplog.record_tuples)
tt.log_has('Got SIGINT, aborting ...', caplog.record_tuples)
assert pytest_wrapped_e.type == SystemExit
assert pytest_wrapped_e.value.code == 42
# check it does cancel buy orders over the time limit # Test the BaseException case
check_handle_timedout(600) mocker.patch(
assert cancel_order_mock.call_count == 1 'freqtrade.freqtradebot.FreqtradeBot.worker',
assert rpc_mock.call_count == 1 MagicMock(side_effect=BaseException)
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
def test_handle_timedout_limit_buy(mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
Trade.session = MagicMock()
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_buy(trade, order)
assert cancel_order.call_count == 2
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://'))
trade_sell = Trade(
pair='BTC_ETH',
open_rate=0.00001099,
exchange='BITTREX',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=False
) )
with pytest.raises(SystemExit):
Trade.session.add(trade_sell) main([])
tt.log_has('Got fatal exception!', caplog.record_tuples)
# check it does cancel sell orders over the time limit
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
def test_handle_timedout_limit_sell(mocker):
cancel_order = MagicMock()
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert main.handle_timedout_limit_sell(trade, order)
assert cancel_order.call_count == 1
order['amount'] = 2
assert not main.handle_timedout_limit_sell(trade, order)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order.call_count == 1
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock)
init(default_conf, create_engine('sqlite://'))
trade_buy = Trade(
pair='BTC_ETH',
open_rate=0.00001099,
exchange='BITTREX',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
def test_balance_fully_ask_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 20
def test_balance_fully_last_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 10
def test_balance_bigger_last_ask(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 5, 'last': 10}) == 5
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up)
execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
init=MagicMock(),
send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up)
mocker.patch('freqtrade.main._CONF', {})
execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
assert 'USD' not in rpc_mock.call_args_list[-1][0][0]
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001, int(default_conf['ticker_interval']))
trade = Trade.query.first()
trade.update(limit_buy_order)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True

2
freqtrade/tests/test_misc.py
View File

@ -39,7 +39,7 @@ def test_datesarray_to_datetimearray(ticker_history):
assert date_len == 3 assert date_len == 3
def test_file_dump_json(mocker): def test_file_dump_json(mocker) -> None:
""" """
Test file_dump_json() Test file_dump_json()
:return: None :return: None