adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #6437 from freqtrade/update_trade

Browse Source 
Migrate trade updating to use order model
This commit is contained in:
Matthias
2022-02-23 19:56:02 +01:00
committed by GitHub
parent 731eb99713 fddacfedaa
commit 53452c8d64
9 changed files with 252 additions and 131 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
tests/conftest.py
View File

@@ -1224,7 +1224,7 @@ def limit_sell_order_open():
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173,
@@ -2211,7 +2211,7 @@ def limit_sell_order_usdt_open():
'id': 'mocked_limit_sell_usdt',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 2.20,

53
tests/rpc/test_rpc.py
View File

@@ -11,6 +11,7 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import State
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -277,8 +278,10 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
assert trade
# Simulate buy & sell
trade.update(limit_buy_order)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -415,28 +418,32 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -495,14 +502,16 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up,
get_fee=fee
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -754,13 +763,13 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
side_effect=[{
'id': '1234',
'id': trade.orders[0].order_id,
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': filled_amount
}, {
'id': '1234',
'id': trade.orders[0].order_id,
'status': 'closed',
'type': 'limit',
'side': 'buy',
@@ -840,10 +849,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -874,10 +885,12 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -946,10 +959,12 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1018,10 +1033,12 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False

74
tests/rpc/test_rpc_telegram.py
View File

@@ -418,10 +418,12 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -461,8 +463,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -527,10 +529,12 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -574,8 +578,8 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -643,10 +647,12 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -690,8 +696,8 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -761,7 +767,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
context = MagicMock()
# Test with invalid 2nd argument (should silently pass)
context.args = ["aaa"]
@@ -776,7 +784,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
trade.update(limit_sell_order)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.now(timezone.utc)
trade.is_open = False
@@ -1286,10 +1296,12 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1313,13 +1325,15 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
trade.buy_tag = "TESTBUY"
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.buy_tag = "TESTBUY"
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1356,13 +1370,14 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.sell_reason = 'TESTSELL'
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1399,15 +1414,16 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.buy_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False

99
tests/test_freqtradebot.py
View File

@@ -227,7 +227,8 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
#############################################
# stoploss shoud be hit
@@ -292,7 +293,8 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
assert trade.exchange == 'binance'
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_rate == 2.0
assert trade.amount == 30.0
@@ -982,11 +984,17 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog,
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_order_id = "100"
trade.orders.append(Order(
ft_order_side='stoploss',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
))
assert trade
stoploss_order_hit = MagicMock(return_value={
'id': 100,
'id': "100",
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
@@ -1632,9 +1640,9 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order_usdt['amount'])
order_id = limit_buy_order_usdt['id']
trade = Trade(
open_order_id=123,
open_order_id=order_id,
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
@@ -1642,29 +1650,35 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
amount=11,
exchange="binance",
)
trade.orders.append(Order(
ft_order_side='buy',
price=0.01,
order_id=order_id,
))
assert not freqtrade.update_trade_state(trade, None)
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
caplog.clear()
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear()
assert trade.open_order_id is None
assert trade.amount == limit_buy_order_usdt['amount']
trade.open_order_id = '123'
trade.open_order_id = order_id
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
assert trade.amount == 90.81
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
assert log_has_re('Found open order for.*', caplog)
limit_buy_order_usdt_new = deepcopy(limit_buy_order_usdt)
@@ -1673,7 +1687,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt_new)
res = freqtrade.update_trade_state(trade, '123')
res = freqtrade.update_trade_state(trade, order_id)
# Cancelled empty
assert res is True
@@ -1685,6 +1699,8 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt,
fee, mocker, initial_amount, has_rounding_fee, caplog):
trades_for_order[0]['amount'] = initial_amount
order_id = "oid_123456"
limit_buy_order_usdt['id'] = order_id
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1700,14 +1716,26 @@ def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, l
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
open_order_id=order_id,
is_open=True,
)
freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
trade.orders.append(
Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=True,
order_id=order_id,
)
)
freqtrade.update_trade_state(trade, order_id, limit_buy_order_usdt)
assert trade.amount != amount
assert trade.amount == limit_buy_order_usdt['amount']
log_text = r'Applying fee on amount for .*'
if has_rounding_fee:
assert log_has_re(r'Applying fee on amount for .*', caplog)
assert pytest.approx(trade.amount) == 29.992
assert log_has_re(log_text, caplog)
else:
assert pytest.approx(trade.amount) == limit_buy_order_usdt['amount']
assert not log_has_re(log_text, caplog)
def test_update_trade_state_exception(mocker, default_conf_usdt,
@@ -1762,7 +1790,7 @@ def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell
fee_open=0.0025,
fee_close=0.0025,
open_date=arrow.utcnow().datetime,
open_order_id="123456",
open_order_id=limit_sell_order_usdt_open['id'],
is_open=True,
)
order = Order.parse_from_ccxt_object(limit_sell_order_usdt_open, 'LTC/ETH', 'sell')
@@ -1803,7 +1831,8 @@ def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_
assert trade
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
assert trade.is_open is True
freqtrade.wallets.update()
@@ -1812,7 +1841,9 @@ def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_
assert trade.open_order_id == limit_sell_order_usdt['id']
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(
limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
trade.update_trade(oobj)
assert trade.close_rate == 2.2
assert trade.close_profit == 0.09451372
@@ -1962,8 +1993,11 @@ def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
trade = Trade.query.first()
assert trade
trade.update(limit_buy_order_usdt)
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(
limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
trade.update_trade(oobj)
assert trade.is_open is False
with pytest.raises(DependencyException, match=r'.*closed trade.*'):
@@ -1986,7 +2020,7 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old,
open_trade, fee, mocker) -> None:
default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
limit_buy_order_old['id'] = open_trade.open_order_id
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
cancel_buy_order = deepcopy(limit_buy_order_old)
@@ -2289,6 +2323,7 @@ def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
@@ -3103,7 +3138,8 @@ def test_sell_profit_only(
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(False, True, None, None))
assert freqtrade.handle_trade(trade) is handle_first
@@ -3139,7 +3175,9 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_
trade = Trade.query.first()
amnt = trade.amount
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
patch_get_signal(freqtrade, value=(False, True, None, None))
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
@@ -3247,7 +3285,8 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
freqtrade.wallets.update()
patch_get_signal(freqtrade, value=(True, True, None, None))
assert freqtrade.handle_trade(trade) is False
@@ -3350,7 +3389,8 @@ def test_trailing_stop_loss_positive(
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
@@ -3437,7 +3477,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
# Sell due to min_roi_reached
patch_get_signal(freqtrade, value=(True, False, None, None))
assert freqtrade.handle_trade(trade) is True
@@ -3812,7 +3853,8 @@ def test_order_book_depth_of_market(
assert len(Trade.query.all()) == 1
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_rate == 2.0
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
@@ -3906,7 +3948,8 @@ def test_order_book_ask_strategy(
assert trade
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
freqtrade.wallets.update()
assert trade.is_open is True

7
tests/test_integration.py
View File

@@ -4,6 +4,7 @@ import pytest
from freqtrade.enums import SellType
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.rpc.rpc import RPC
from freqtrade.strategy.interface import SellCheckTuple
from tests.conftest import get_patched_freqtradebot, patch_get_signal
@@ -94,7 +95,11 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
trades = Trade.query.all()
# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
for trade in trades:
trade.stoploss_order_id = 3
stoploss_order_closed['id'] = '3'
oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss')
trade.orders.append(oobj)
trade.stoploss_order_id = '3'
trade.open_order_id = None
n = freqtrade.exit_positions(trades)

50
tests/test_persistence.py
View File

@@ -112,7 +112,8 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.00
assert trade.close_profit is None
@@ -123,7 +124,8 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
caplog.clear()
trade.open_order_id = 'something'
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.20
assert trade.close_profit == round(0.0945137157107232, 8)
@@ -150,7 +152,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
)
trade.open_order_id = 'something'
trade.update(market_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
assert trade.close_profit is None
@@ -162,7 +165,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
trade.update(market_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
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)
@@ -185,9 +189,11 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade._calc_open_trade_value() == 60.15
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert isclose(trade.calc_close_trade_value(), 65.835)
# Profit in USDT
@@ -240,7 +246,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.calc_close_trade_value() == 0.0
@@ -261,7 +268,8 @@ def test_update_open_order(limit_buy_order_usdt):
assert trade.close_date is None
limit_buy_order_usdt['status'] = 'open'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_profit is None
@@ -280,8 +288,9 @@ def test_update_invalid_order(limit_buy_order_usdt):
exchange='binance',
)
limit_buy_order_usdt['type'] = 'invalid'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'meep')
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order_usdt)
trade.update_trade(oobj)
@pytest.mark.usefixtures("init_persistence")
@@ -308,7 +317,8 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
exchange='binance',
)
trade.open_order_id = 'open_trade'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 60.15
@@ -329,14 +339,16 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
exchange='binance',
)
trade.open_order_id = 'close_trade'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_value(rate=2.5) == 74.8125
# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
# Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_close_trade_value(fee=0.005) == 65.67
@@ -413,7 +425,9 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
exchange='binance',
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Custom closing rate and regular fee rate
# Higher than open rate - 2.1 quote
@@ -428,7 +442,8 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_profit() == round(5.684999999999995, 8)
# Test with a custom fee rate on the close trade
@@ -447,7 +462,9 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
exchange='binance'
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
@@ -461,7 +478,8 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
# Test with a custom fee rate on the close trade