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Merge pull request #652 from gcarq/feat/objectify-ccxt

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CCXT into use
This commit is contained in:
Michael Egger
2018-05-12 14:04:06 +02:00
committed by GitHub
parent 89180adb35 edd840ac35
commit 5b25ed99ac
103 changed files with 2940 additions and 1940 deletions
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78
freqtrade/tests/rpc/test_rpc.py
View File

@@ -25,7 +25,7 @@ def prec_satoshi(a, b) -> float:
# Unit tests
def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
"""
Test rpc_trade_status() method
"""
@@ -35,7 +35,8 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -59,7 +60,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
result_message = [
'*Trade ID:* `1`\n'
'*Current Pair:* '
'[BTC_ETH](https://www.bittrex.com/Market/Index?MarketName=BTC-ETH)\n'
'[ETH/BTC](https://bittrex.com/Market/Index?MarketName=BTC-ETH)\n'
'*Open Since:* `just now`\n'
'*Amount:* `90.99181074`\n'
'*Open Rate:* `0.00001099`\n'
@@ -67,13 +68,13 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
'*Current Rate:* `0.00001098`\n'
'*Close Profit:* `None`\n'
'*Current Profit:* `-0.59%`\n'
'*Open Order:* `(LIMIT_BUY rem=0.00000000)`'
'*Open Order:* `(limit buy rem=0.00000000)`'
]
assert result == result_message
assert trade.find('[BTC_ETH]') >= 0
assert trade.find('[ETH/BTC]') >= 0
def test_rpc_status_table(default_conf, ticker, mocker) -> None:
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
"""
Test rpc_status_table() method
"""
@@ -83,7 +84,8 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -102,12 +104,12 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
freqtradebot.create_trade()
(error, result) = rpc.rpc_status_table()
assert 'just now' in result['Since'].all()
assert 'BTC_ETH' in result['Pair'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert '-0.59%' in result['Profit'].all()
def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker)\
-> None:
def test_rpc_daily_profit(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
"""
Test rpc_daily_profit() method
"""
@@ -117,7 +119,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -158,8 +161,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s
assert days.find('must be an integer greater than 0') >= 0
def test_rpc_trade_statistics(
default_conf, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker) -> None:
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
"""
Test rpc_trade_statistics() method
"""
@@ -173,7 +176,8 @@ def test_rpc_trade_statistics(
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -214,14 +218,14 @@ def test_rpc_trade_statistics(
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] == '0:00:00'
assert stats['best_pair'] == 'BTC_ETH'
assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2)
# Test that rpc_trade_statistics can handle trades that lacks
# trade.open_rate (it is set to None)
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_up, limit_buy_order,
limit_sell_order):
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
ticker_sell_up, limit_buy_order, limit_sell_order):
"""
Test rpc_trade_statistics() method
"""
@@ -235,7 +239,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -253,7 +258,8 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
get_ticker=ticker_sell_up,
get_fee=fee
)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
@@ -274,7 +280,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
assert stats['first_trade_date'] == 'just now'
assert stats['latest_trade_date'] == 'just now'
assert stats['avg_duration'] == '0:00:00'
assert stats['best_pair'] == 'BTC_ETH'
assert stats['best_pair'] == 'ETH/BTC'
assert prec_satoshi(stats['best_rate'], 6.2)
@@ -385,7 +391,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
assert freqtradebot.state == State.STOPPED
def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
"""
Test rpc_forcesell() method
"""
@@ -401,10 +407,12 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
cancel_order=cancel_order_mock,
get_order=MagicMock(
return_value={
'closed': True,
'type': 'LIMIT_BUY',
'status': 'closed',
'type': 'limit',
'side': 'buy'
}
)
),
get_fee=fee,
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -448,8 +456,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
return_value={
'closed': None,
'type': 'LIMIT_BUY'
'status': 'open',
'type': 'limit',
'side': 'buy'
}
)
# check that the trade is called, which is done
@@ -464,8 +473,9 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
mocker.patch(
'freqtrade.freqtradebot.exchange.get_order',
return_value={
'closed': None,
'type': 'LIMIT_SELL'
'status': 'open',
'type': 'limit',
'side': 'sell'
}
)
(error, res) = rpc.rpc_forcesell('2')
@@ -475,7 +485,7 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
assert cancel_order_mock.call_count == 1
def test_performance_handle(default_conf, ticker, limit_buy_order,
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
"""
Test rpc_performance() method
@@ -487,7 +497,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -509,12 +520,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
(error, res) = rpc.rpc_performance()
assert not error
assert len(res) == 1
assert res[0]['pair'] == 'BTC_ETH'
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
def test_rpc_count(mocker, default_conf, ticker) -> None:
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
"""
Test rpc_count() method
"""
@@ -525,7 +536,8 @@ def test_rpc_count(mocker, default_conf, ticker) -> None:
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee,
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))

68
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -234,7 +234,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
)
def test_status(default_conf, update, mocker, ticker) -> None:
def test_status(default_conf, update, mocker, fee, ticker) -> None:
"""
Test _status() method
"""
@@ -248,7 +248,9 @@ def test_status(default_conf, update, mocker, ticker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_pair_detail_url=MagicMock(),
get_fee=fee,
)
msg_mock = MagicMock()
status_table = MagicMock()
@@ -277,7 +279,7 @@ def test_status(default_conf, update, mocker, ticker) -> None:
assert status_table.call_count == 1
def test_status_handle(default_conf, update, ticker, mocker) -> None:
def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
"""
Test _status() method
"""
@@ -286,7 +288,8 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee,
)
msg_mock = MagicMock()
status_table = MagicMock()
@@ -319,10 +322,10 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
telegram._status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert '[BTC_ETH]' in msg_mock.call_args_list[0][0][0]
assert '[ETH/BTC]' in msg_mock.call_args_list[0][0][0]
def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
"""
Test _status_table() method
"""
@@ -332,7 +335,8 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_order_id')
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee,
)
msg_mock = MagicMock()
mocker.patch.multiple(
@@ -369,11 +373,11 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
fields = re.sub('[ ]+', ' ', line[2].strip()).split(' ')
assert int(fields[0]) == 1
assert fields[1] == 'BTC_ETH'
assert fields[1] == 'ETH/BTC'
assert msg_mock.call_count == 1
def test_daily_handle(default_conf, update, ticker, limit_buy_order,
def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
"""
Test _daily() method
@@ -387,7 +391,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
msg_mock = MagicMock()
mocker.patch.multiple(
@@ -484,7 +489,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0]
def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
"""
Test _profit() method
@@ -495,7 +500,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
msg_mock = MagicMock()
mocker.patch.multiple(
@@ -541,7 +547,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
assert '∙ `0.00006217 BTC (6.20%)`' in msg_mock.call_args_list[-1][0][0]
assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
assert '*Best Performing:* `BTC_ETH: 6.20%`' in msg_mock.call_args_list[-1][0][0]
assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
def test_telegram_balance_handle(default_conf, update, mocker) -> None:
@@ -583,7 +589,7 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
"""
Mock Bittrex.get_ticker() response
"""
if symbol == 'USDT_BTC':
if symbol == 'BTC/USDT':
return {
'bid': 10000.00,
'ask': 10000.00,
@@ -747,7 +753,7 @@ def test_stop_handle_already_stopped(default_conf, update, mocker) -> None:
assert 'already stopped' in msg_mock.call_args_list[0][0][0]
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker) -> None:
def test_forcesell_handle(default_conf, update, ticker, fee, ticker_sell_up, mocker) -> None:
"""
Test _forcesell() method
"""
@@ -759,7 +765,8 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -779,14 +786,14 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker)
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 '[ETH/BTC]' 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 '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker) -> None:
def test_forcesell_down_handle(default_conf, update, ticker, fee, ticker_sell_down, mocker) -> None:
"""
Test _forcesell() method
"""
@@ -798,7 +805,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -822,14 +830,14 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
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 '[ETH/BTC]' 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_forcesell_all_handle(default_conf, update, ticker, mocker) -> None:
def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None:
"""
Test _forcesell() method
"""
@@ -838,10 +846,12 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None:
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
rpc_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
mocker.patch('freqtrade.exchange.get_pair_detail_url', MagicMock())
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -904,8 +914,8 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
assert 'Invalid argument.' in msg_mock.call_args_list[0][0][0]
def test_performance_handle(default_conf, update, ticker, limit_buy_order,
limit_sell_order, mocker) -> None:
def test_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
"""
Test _performance() method
"""
@@ -920,7 +930,8 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order,
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker
get_ticker=ticker,
get_fee=fee
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
@@ -942,7 +953,7 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order,
telegram._performance(bot=MagicMock(), update=update)
assert msg_mock.call_count == 1
assert 'Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>BTC_ETH\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
assert '<code>ETH/BTC\t6.20% (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_performance_handle_invalid(default_conf, update, mocker) -> None:
@@ -968,7 +979,7 @@ def test_performance_handle_invalid(default_conf, update, mocker) -> None:
assert 'not running' in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, mocker) -> None:
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
"""
Test _count() method
"""
@@ -984,8 +995,9 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None:
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_order_id')
buy=MagicMock(return_value={'id': 'mocked_order_id'})
)
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://'))
telegram = Telegram(freqtradebot)