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