Add explicit test for stop_loss_reached

This commit is contained in:
Matthias 2020-12-19 20:08:03 +01:00
parent 22d64553c9
commit 5f8610b28f

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@ -1,4 +1,5 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
from freqtrade.strategy.interface import SellCheckTuple, SellType
import logging import logging
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from unittest.mock import MagicMock 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) 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: def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x) ind_mock = MagicMock(side_effect=lambda x, meta: x)