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Update test_freqtradebot.py

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Kavinkumar 2022-03-08 11:23:01 +05:30
parent 7ded76d6b4
commit 5ad1c59a6b
1 changed files with 95 additions and 74 deletions
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169
tests/test_freqtradebot.py
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@ -4804,27 +4804,45 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert trade.is_open is False
@pytest.mark.parametrize('orders, profit, res', [
(
(
@pytest.mark.parametrize('orders, res', [
(
(
# side ampunt, price
('buy', 100, 10),
('buy', 100, 15),
('sell', 50, 12),
('sell', 100, 20),
('sell', 50, 5),
), 336.625, ()),
(
(
),
(
# amount, open_rate, stake_amount, realized_profit, unrealized_profit
(100.0, 10.0, 1000.0, 0.0, -5.0),
(200.0, 12.5, 2500.0, 0.0, 486.25),
(150.0, 12.686616791354945, 1902.9925187032418, -153.375, -112.25),
(50.0, -1.7406483790523748, -87.03241895261874, 588.5, 1084.75),
(50.0, -1.7406483790523748, -87.03241895261874, 588.5, 336.625),
)
),
(
(
('buy', 100, 3),
('buy', 100, 7),
('sell', 100, 11),
('buy', 150, 15),
('sell', 100, 19),
('sell', 150, 23),
), 3175.75, ()),
),
(
(100.0, 3.0, 300.0, 0.0, -1.5),
(200.0, 5.0, 1000.0, 0.0, 394.0),
(100.0, -0.9451371571072332, -94.51371571072332, 395.5, 1192.0),
(250.0, 8.621945137157107, 2155.4862842892767, 395.5, 1579.75),
(150.0, 1.766417290108061, 264.96259351620915, 787.0, 2577.25),
(150.0, 1.766417290108061, 264.96259351620915, 787.0, 3175.75),
)
),
])
def test_position_adjust3(mocker, default_conf_usdt, fee, orders, profit, res) -> None:
def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
@ -4832,77 +4850,80 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, profit, res) -
"stake_amount": 200.0,
"dry_run_wallet": 1000.0,
})
if 1:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
freqtrade = FreqtradeBot(default_conf_usdt)
trade = None
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
for idx2, order in enumerate(orders):
amount = order[1]
price = order[2]
price_mock = MagicMock(return_value=price)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=price_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
# Initial buy
closed_successful_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': price,
'average': price,
'cost': price * amount,
'amount': amount,
'filled': amount,
'ft_is_open': False,
'id': f'60{idx2}',
'order_id': f'60{idx2}'
}
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=closed_successful_order))
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_order))
if order[0] == 'buy':
assert freqtrade.execute_entry(pair, amount, trade=trade)
else:
assert freqtrade.execute_trade_exit(
trade=trade, limit=price,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
sub_trade_amt=amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
orders1 = Order.query.all()
assert orders1
assert len(orders1) == idx2 + 1
trade = Trade.query.first()
assert trade
if idx2 < len(orders) - 1:
assert trade.is_open is True
assert trade.open_order_id is None
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
freqtrade = FreqtradeBot(default_conf_usdt)
trade = None
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
for idx, order in enumerate(orders):
amount = order[1]
price = order[2]
price_mock = MagicMock(return_value=price)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=price_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
# Initial buy
closed_successful_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': price,
'average': price,
'cost': price * amount,
'amount': amount,
'filled': amount,
'ft_is_open': False,
'id': f'60{idx}',
'order_id': f'60{idx}'
}
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=closed_successful_order))
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_order))
if order[0] == 'buy':
assert freqtrade.execute_entry(pair, amount, trade=trade)
else:
assert freqtrade.execute_trade_exit(
trade=trade, limit=price,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
sub_trade_amt=amount)
# Make sure the closed order is found as the second order.
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx2}'
orders1 = Order.query.all()
assert orders1
assert len(orders1) == idx + 1
trade = Trade.query.first()
assert trade
if idx < len(orders) - 1:
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.close_profit_abs == profit
assert trade.is_open is False
assert trade.amount == res[idx][0]
assert trade.open_rate == res[idx][1]
assert trade.stake_amount == res[idx][2]
assert pytest.approx(trade.realized_profit) == res[idx][3]
assert trade.calc_profit(order[2]) == res[idx][4]
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}'
trade = Trade.query.first()
assert trade
assert trade.open_order_id is None
assert trade.close_profit_abs == res[idx][4]
assert trade.is_open is False
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None: