Merge branch 'develop' into feat/short

This commit is contained in:
Sam Germain
2021-09-13 14:02:23 -06:00
23 changed files with 180 additions and 69 deletions

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@@ -32,8 +32,6 @@ def test_setup_utils_configuration():
config = setup_utils_configuration(get_args(args), RunMode.OTHER)
assert "exchange" in config
assert config['dry_run'] is True
assert config['exchange']['key'] == ''
assert config['exchange']['secret'] == ''
def test_start_trading_fail(mocker, caplog):

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@@ -1,3 +1,4 @@
from datetime import datetime, timezone
from random import randint
from unittest.mock import MagicMock
@@ -5,7 +6,7 @@ import ccxt
import pytest
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from tests.conftest import get_patched_exchange
from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -105,3 +106,35 @@ def test_stoploss_adjust_binance(mocker, default_conf):
# Test with invalid order case
order['type'] = 'stop_loss'
assert not exchange.stoploss_adjust(1501, order)
@pytest.mark.asyncio
async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
ohlcv = [
[
int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
exchange = get_patched_exchange(mocker, default_conf, id='binance')
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/BTC'
res = await exchange._async_get_historic_ohlcv(pair, "5m",
1500000000000, is_new_pair=False)
# Call with very old timestamp - causes tons of requests
assert exchange._api_async.fetch_ohlcv.call_count > 400
# assert res == ohlcv
exchange._api_async.fetch_ohlcv.reset_mock()
res = await exchange._async_get_historic_ohlcv(pair, "5m", 1500000000000, is_new_pair=True)
# Called twice - one "init" call - and one to get the actual data.
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert res == ohlcv
assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)

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@@ -54,7 +54,7 @@ EXCHANGES = {
def exchange_conf():
config = get_default_conf((Path(__file__).parent / "testdata").resolve())
config['exchange']['pair_whitelist'] = []
config['dry_run'] = False
# config['dry_run'] = False
return config

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@@ -1,5 +1,6 @@
import copy
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from math import isclose
from random import randint
@@ -14,7 +15,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOr
OperationalException, PricingError, TemporaryError)
from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
calculate_backoff)
calculate_backoff, remove_credentials)
from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_seconds)
@@ -78,6 +79,22 @@ def test_init(default_conf, mocker, caplog):
assert log_has('Instance is running with dry_run enabled', caplog)
def test_remove_credentials(default_conf, caplog) -> None:
conf = deepcopy(default_conf)
conf['dry_run'] = False
remove_credentials(conf)
assert conf['exchange']['key'] != ''
assert conf['exchange']['secret'] != ''
conf['dry_run'] = True
remove_credentials(conf)
assert conf['exchange']['key'] == ''
assert conf['exchange']['secret'] == ''
assert conf['exchange']['password'] == ''
assert conf['exchange']['uid'] == ''
def test_init_ccxt_kwargs(default_conf, mocker, caplog):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
@@ -1551,6 +1568,32 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
assert 'high' in ret.columns
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
ohlcv = [
[
int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
1, # open
2, # high
3, # low
4, # close
5, # volume (in quote currency)
]
]
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/USDT'
res = await exchange._async_get_historic_ohlcv(pair, "5m",
1500000000000, is_new_pair=False)
# Call with very old timestamp - causes tons of requests
assert exchange._api_async.fetch_ohlcv.call_count > 200
assert res[0] == ohlcv[0]
assert log_has_re(r'Downloaded data for .* with length .*\.', caplog)
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
ohlcv = [
[

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@@ -11,8 +11,7 @@ import pytest
from jsonschema import ValidationError
from freqtrade.commands import Arguments
from freqtrade.configuration import (Configuration, check_exchange, remove_credentials,
validate_config_consistency)
from freqtrade.configuration import Configuration, check_exchange, validate_config_consistency
from freqtrade.configuration.config_validation import validate_config_schema
from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
process_deprecated_setting,
@@ -617,18 +616,6 @@ def test_check_exchange(default_conf, caplog) -> None:
check_exchange(default_conf)
def test_remove_credentials(default_conf, caplog) -> None:
conf = deepcopy(default_conf)
conf['dry_run'] = False
remove_credentials(conf)
assert conf['dry_run'] is True
assert conf['exchange']['key'] == ''
assert conf['exchange']['secret'] == ''
assert conf['exchange']['password'] == ''
assert conf['exchange']['uid'] == ''
def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)