From 5f8610b28f9b3367ac371a1a405490d27a16265d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 19 Dec 2020 20:08:03 +0100 Subject: [PATCH] Add explicit test for stop_loss_reached --- tests/strategy/test_interface.py | 57 ++++++++++++++++++++++++++++++++ 1 file changed, 57 insertions(+) diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 3625c964f..4aedc0c3a 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -1,4 +1,5 @@ # pragma pylint: disable=missing-docstring, C0103 +from freqtrade.strategy.interface import SellCheckTuple, SellType import logging from datetime import datetime, timedelta, timezone from unittest.mock import MagicMock @@ -286,6 +287,62 @@ def test_min_roi_reached3(default_conf, fee) -> None: assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime) +@pytest.mark.parametrize('profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2', [ + # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing, + # enable custom stoploss, expected after 1st call, expected after 2nd call + (0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE), + (0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS), + (0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS), + (0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE), + (0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS), + # Default custom case - trails with 10% + (0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE), + (0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS), +]) +def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom, + profit2, adjusted2, expected2) -> None: + + default_conf.update({'strategy': 'DefaultStrategy'}) + + strategy = StrategyResolver.load_strategy(default_conf) + trade = Trade( + pair='ETH/BTC', + stake_amount=0.01, + amount=1, + open_date=arrow.utcnow().shift(hours=-1).datetime, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + ) + trade.adjust_min_max_rates(trade.open_rate) + strategy.trailing_stop = trailing + strategy.trailing_stop_positive = -0.05 + strategy.custom_stoploss = custom + + now = arrow.utcnow().datetime + sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade, + current_time=now, current_profit=profit, + force_stoploss=0, high=None) + assert isinstance(sl_flag, SellCheckTuple) + assert sl_flag.sell_type == expected + if expected == SellType.NONE: + assert sl_flag.sell_flag is False + else: + assert sl_flag.sell_flag is True + assert round(trade.stop_loss, 2) == adjusted + + sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit2), trade=trade, + current_time=now, current_profit=profit2, + force_stoploss=0, high=None) + assert sl_flag.sell_type == expected2 + if expected2 == SellType.NONE: + assert sl_flag.sell_flag is False + else: + assert sl_flag.sell_flag is True + assert round(trade.stop_loss, 2) == adjusted2 + + def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x)