Merge pull request #1623 from iuvbio/markets_refactor

Markets refactor
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Matthias 2019-03-14 06:22:18 +01:00 committed by GitHub
commit 6b8f5963a8
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12 changed files with 261 additions and 254 deletions

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@ -77,7 +77,8 @@
"pair_blacklist": [
"DOGE/BTC"
],
"outdated_offset": 5
"outdated_offset": 5,
"markets_refresh_interval": 60
},
"edge": {
"enabled": false,

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@ -47,6 +47,7 @@ Mandatory Parameters are marked as **Required**.
| `exchange.ccxt_rate_limit` | True | DEPRECATED!! Have CCXT handle Exchange rate limits. Depending on the exchange, having this to false can lead to temporary bans from the exchange.
| `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.use_sell_signal` | false | Use your sell strategy in addition of the `minimal_roi`. [Strategy Override](#parameters-in-strategy).
| `experimental.sell_profit_only` | false | Waits until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-strategy).

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@ -202,6 +202,7 @@ CONF_SCHEMA = {
'uniqueItems': True
},
'outdated_offset': {'type': 'integer', 'minimum': 1},
'markets_refresh_interval': {'type': 'integer'},
'ccxt_config': {'type': 'object'},
'ccxt_async_config': {'type': 'object'}
},

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@ -88,6 +88,8 @@ class Exchange(object):
# Holds last candle refreshed time of each pair
self._pairs_last_refresh_time: Dict[Tuple[str, str], int] = {}
# Timestamp of last markets refresh
self._last_markets_refresh: int = 0
# Holds candles
self._klines: Dict[Tuple[str, str], DataFrame] = {}
@ -106,7 +108,12 @@ class Exchange(object):
logger.info('Using Exchange "%s"', self.name)
self.markets = self._load_markets()
# Converts the interval provided in minutes in config to seconds
self.markets_refresh_interval: int = exchange_config.get(
"markets_refresh_interval", 60) * 60
# Initial markets load
self._load_markets()
# Check if all pairs are available
self.validate_pairs(config['exchange']['pair_whitelist'])
self.validate_ordertypes(config.get('order_types', {}))
@ -165,6 +172,14 @@ class Exchange(object):
"""exchange ccxt id"""
return self._api.id
@property
def markets(self) -> Dict:
"""exchange ccxt markets"""
if not self._api.markets:
logger.warning("Markets were not loaded. Loading them now..")
self._load_markets()
return self._api.markets
def klines(self, pair_interval: Tuple[str, str], copy=True) -> DataFrame:
if pair_interval in self._klines:
return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@ -181,24 +196,35 @@ class Exchange(object):
"Please check your config.json")
raise OperationalException(f'Exchange {name} does not provide a sandbox api')
def _load_async_markets(self) -> None:
def _load_async_markets(self, reload=False) -> None:
try:
if self._api_async:
asyncio.get_event_loop().run_until_complete(self._api_async.load_markets())
asyncio.get_event_loop().run_until_complete(
self._api_async.load_markets(reload=reload))
except ccxt.BaseError as e:
logger.warning('Could not load async markets. Reason: %s', e)
return
def _load_markets(self) -> Dict[str, Any]:
def _load_markets(self) -> None:
""" Initialize markets both sync and async """
try:
markets = self._api.load_markets()
self._api.load_markets()
self._load_async_markets()
return markets
self._last_markets_refresh = arrow.utcnow().timestamp
except ccxt.BaseError as e:
logger.warning('Unable to initialize markets. Reason: %s', e)
return {}
def _reload_markets(self) -> None:
"""Reload markets both sync and async, if refresh interval has passed"""
# Check whether markets have to be reloaded
if (self._last_markets_refresh > 0) and (
self._last_markets_refresh + self.markets_refresh_interval
> arrow.utcnow().timestamp):
return None
logger.debug("Performing scheduled market reload..")
self._api.load_markets(reload=True)
self._last_markets_refresh = arrow.utcnow().timestamp
def validate_pairs(self, pairs: List[str]) -> None:
"""
@ -221,7 +247,7 @@ class Exchange(object):
f'Pair {pair} not compatible with stake_currency: {stake_cur}')
if self.markets and pair not in self.markets:
raise OperationalException(
f'Pair {pair} is not available at {self.name}'
f'Pair {pair} is not available on {self.name}. '
f'Please remove {pair} from your whitelist.')
def validate_timeframes(self, timeframe: List[str]) -> None:
@ -271,8 +297,8 @@ class Exchange(object):
Returns the amount to buy or sell to a precision the Exchange accepts
Rounded down
'''
if self._api.markets[pair]['precision']['amount']:
symbol_prec = self._api.markets[pair]['precision']['amount']
if self.markets[pair]['precision']['amount']:
symbol_prec = self.markets[pair]['precision']['amount']
big_amount = amount * pow(10, symbol_prec)
amount = floor(big_amount) / pow(10, symbol_prec)
return amount
@ -282,8 +308,8 @@ class Exchange(object):
Returns the price buying or selling with to the precision the Exchange accepts
Rounds up
'''
if self._api.markets[pair]['precision']['price']:
symbol_prec = self._api.markets[pair]['precision']['price']
if self.markets[pair]['precision']['price']:
symbol_prec = self.markets[pair]['precision']['price']
big_price = price * pow(10, symbol_prec)
price = ceil(big_price) / pow(10, symbol_prec)
return price
@ -654,16 +680,6 @@ class Exchange(object):
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_markets(self) -> List[dict]:
try:
return self._api.fetch_markets()
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not load markets due to {e.__class__.__name__}. Message: {e}')
except ccxt.BaseError as e:
raise OperationalException(e)
@retrier
def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
price=1, taker_or_maker='maker') -> float:

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@ -155,6 +155,9 @@ class FreqtradeBot(object):
"""
state_changed = False
try:
# Check whether markets have to be reloaded
self.exchange._reload_markets()
# Refresh whitelist
self.pairlists.refresh_pairlist()
self.active_pair_whitelist = self.pairlists.whitelist
@ -280,12 +283,10 @@ class FreqtradeBot(object):
return stake_amount
def _get_min_pair_stake_amount(self, pair: str, price: float) -> Optional[float]:
markets = self.exchange.get_markets()
markets = [m for m in markets if m['symbol'] == pair]
if not markets:
raise ValueError(f'Can\'t get market information for symbol {pair}')
market = markets[0]
try:
market = self.exchange.markets[pair]
except KeyError:
raise ValueError(f"Can't get market information for symbol {pair}")
if 'limits' not in market:
return None

View File

@ -66,12 +66,14 @@ class IPairList(ABC):
black_listed
"""
sanitized_whitelist = whitelist
markets = self._freqtrade.exchange.get_markets()
markets = self._freqtrade.exchange.markets
# Filter to markets in stake currency
markets = [m for m in markets if m['quote'] == self._config['stake_currency']]
markets = [markets[pair] for pair in markets if
markets[pair]['quote'] == self._config['stake_currency']]
known_pairs = set()
# TODO: we should loop over whitelist instead of all markets
for market in markets:
pair = market['symbol']
# pair is not in the generated dynamic market, or in the blacklist ... ignore it

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@ -37,6 +37,7 @@ def log_has_re(line, logs):
def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
@ -225,8 +226,8 @@ def ticker_sell_down():
@pytest.fixture
def markets():
return MagicMock(return_value=[
{
return {
'ETH/BTC': {
'id': 'ethbtc',
'symbol': 'ETH/BTC',
'base': 'ETH',
@ -251,7 +252,7 @@ def markets():
},
'info': '',
},
{
'TKN/BTC': {
'id': 'tknbtc',
'symbol': 'TKN/BTC',
'base': 'TKN',
@ -276,7 +277,7 @@ def markets():
},
'info': '',
},
{
'BLK/BTC': {
'id': 'blkbtc',
'symbol': 'BLK/BTC',
'base': 'BLK',
@ -301,7 +302,7 @@ def markets():
},
'info': '',
},
{
'LTC/BTC': {
'id': 'ltcbtc',
'symbol': 'LTC/BTC',
'base': 'LTC',
@ -326,7 +327,7 @@ def markets():
},
'info': '',
},
{
'XRP/BTC': {
'id': 'xrpbtc',
'symbol': 'XRP/BTC',
'base': 'XRP',
@ -351,7 +352,7 @@ def markets():
},
'info': '',
},
{
'NEO/BTC': {
'id': 'neobtc',
'symbol': 'NEO/BTC',
'base': 'NEO',
@ -376,7 +377,7 @@ def markets():
},
'info': '',
},
{
'BTT/BTC': {
'id': 'BTTBTC',
'symbol': 'BTT/BTC',
'base': 'BTT',
@ -404,7 +405,7 @@ def markets():
},
'info': "",
},
{
'ETH/USDT': {
'id': 'USDT-ETH',
'symbol': 'ETH/USDT',
'base': 'ETH',
@ -426,7 +427,7 @@ def markets():
'active': True,
'info': ""
},
{
'LTC/USDT': {
'id': 'USDT-LTC',
'symbol': 'LTC/USDT',
'base': 'LTC',
@ -448,7 +449,7 @@ def markets():
},
'info': ""
}
])
}
@pytest.fixture

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@ -152,10 +152,7 @@ def test_symbol_amount_prec(default_conf, mocker):
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'amount': 4}}})
type(api_mock).markets = markets
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
exchange = Exchange(default_conf)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
amount = 2.34559
pair = 'ETH/BTC'
@ -176,10 +173,7 @@ def test_symbol_price_prec(default_conf, mocker):
markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': 4}}})
type(api_mock).markets = markets
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
exchange = Exchange(default_conf)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
price = 2.34559
pair = 'ETH/BTC'
@ -198,11 +192,7 @@ def test_set_sandbox(default_conf, mocker):
url_mock = PropertyMock(return_value={'test': "api-public.sandbox.gdax.com",
'api': 'https://api.gdax.com'})
type(api_mock).urls = url_mock
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
exchange = Exchange(default_conf)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liveurl = exchange._api.urls['api']
default_conf['exchange']['sandbox'] = True
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
@ -220,12 +210,8 @@ def test_set_sandbox_exception(default_conf, mocker):
url_mock = PropertyMock(return_value={'api': 'https://api.gdax.com'})
type(api_mock).urls = url_mock
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
with pytest.raises(OperationalException, match=r'does not provide a sandbox api'):
exchange = Exchange(default_conf)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
default_conf['exchange']['sandbox'] = True
exchange.set_sandbox(exchange._api, default_conf['exchange'], 'Logname')
@ -247,29 +233,54 @@ def test__load_async_markets(default_conf, mocker, caplog):
def test__load_markets(default_conf, mocker, caplog):
caplog.set_level(logging.INFO)
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
api_mock.load_markets = MagicMock(return_value={})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
expected_return = {'ETH/BTC': 'available'}
api_mock.load_markets = MagicMock(return_value=expected_return)
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
ex = Exchange(default_conf)
assert ex.markets == expected_return
api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
Exchange(default_conf)
assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
def test_validate_pairs(default_conf, mocker):
expected_return = {'ETH/BTC': 'available'}
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
api_mock.load_markets = MagicMock(return_value=expected_return)
type(api_mock).markets = expected_return
default_conf['exchange']['pair_whitelist'] = ['ETH/BTC']
ex = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
assert ex.markets == expected_return
def test__reload_markets(default_conf, mocker, caplog):
caplog.set_level(logging.DEBUG)
initial_markets = {'ETH/BTC': {}}
def load_markets(*args, **kwargs):
exchange._api.markets = updated_markets
api_mock = MagicMock()
api_mock.load_markets = load_markets
type(api_mock).markets = initial_markets
default_conf['exchange']['markets_refresh_interval'] = 10
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
exchange._last_markets_refresh = arrow.utcnow().timestamp
updated_markets = {'ETH/BTC': {}, "LTC/BTC": {}}
assert exchange.markets == initial_markets
# less than 10 minutes have passed, no reload
exchange._reload_markets()
assert exchange.markets == initial_markets
# more than 10 minutes have passed, reload is executed
exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
exchange._reload_markets()
assert exchange.markets == updated_markets
assert log_has('Performing scheduled market reload..', caplog.record_tuples)
def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
})
id_mock = PropertyMock(return_value='test_exchange')
@ -283,7 +294,9 @@ def test_validate_pairs(default_conf, mocker):
def test_validate_pairs_not_available(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={'XRP/BTC': 'inactive'})
type(api_mock).markets = PropertyMock(return_value={
'XRP/BTC': 'inactive'
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
@ -294,7 +307,7 @@ def test_validate_pairs_not_available(default_conf, mocker):
def test_validate_pairs_not_compatible(default_conf, mocker):
api_mock = MagicMock()
api_mock.load_markets = MagicMock(return_value={
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': '', 'TKN/BTC': '', 'TRST/BTC': '', 'SWT/BTC': '', 'BCC/BTC': ''
})
default_conf['stake_currency'] = 'ETH'
@ -310,15 +323,15 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
api_mock.load_markets = MagicMock(return_value={})
type(api_mock).markets = PropertyMock(return_value={})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available at Binance'):
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'):
Exchange(default_conf)
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}))
Exchange(default_conf)
assert log_has('Unable to validate pairs (assuming they are correct).',
caplog.record_tuples)
@ -353,6 +366,7 @@ def test_validate_timeframes(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
Exchange(default_conf)
@ -369,6 +383,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
with pytest.raises(OperationalException, match=r'Invalid ticker 3m, this Exchange supports.*'):
Exchange(default_conf)
@ -386,6 +401,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
Exchange(default_conf)
@ -395,6 +411,7 @@ def test_validate_order_types(default_conf, mocker):
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
default_conf['order_types'] = {
@ -436,6 +453,7 @@ def test_validate_order_types_not_in_config(default_conf, mocker):
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
conf = copy.deepcopy(default_conf)
@ -1312,22 +1330,6 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name):
assert exchange.get_trades_for_order(order_id, 'LTC/BTC', since) == []
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_markets(default_conf, mocker, markets, exchange_name):
api_mock = MagicMock()
api_mock.fetch_markets = markets
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
ret = exchange.get_markets()
assert isinstance(ret, list)
assert len(ret) == 9
assert ret[0]["id"] == "ethbtc"
assert ret[0]["symbol"] == "ETH/BTC"
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'get_markets', 'fetch_markets')
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_fee(default_conf, mocker, exchange_name):
api_mock = MagicMock()

View File

@ -1,6 +1,6 @@
# pragma pylint: disable=missing-docstring,C0103,protected-access
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
from freqtrade import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS
@ -33,7 +33,7 @@ def whitelist_conf(default_conf):
def test_load_pairlist_noexist(mocker, markets, default_conf):
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
with pytest.raises(ImportError,
match=r"Impossible to load Pairlist 'NonexistingPairList'."
r" This class does not exist or contains Python code errors"):
@ -44,7 +44,7 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
freqtradebot.pairlists.refresh_pairlist()
# List ordered by BaseVolume
whitelist = ['ETH/BTC', 'TKN/BTC']
@ -58,7 +58,7 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
def test_refresh_pairlists(mocker, markets, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
freqtradebot.pairlists.refresh_pairlist()
# List ordered by BaseVolume
whitelist = ['ETH/BTC', 'TKN/BTC']
@ -73,7 +73,7 @@ def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
}
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
markets=PropertyMock(return_value=markets),
get_tickers=tickers,
exchange_has=MagicMock(return_value=True)
)
@ -96,7 +96,7 @@ def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets_empty)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
# argument: use the whitelist dynamically by exchange-volume
whitelist = []
@ -111,7 +111,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers)
whitelist_conf['pairlist']['method'] = 'VolumePairList'
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
@ -157,7 +157,7 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
whitelist_conf['pairlist']['method'] = pairlist
mocker.patch('freqtrade.exchange.Exchange.get_markets', markets)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)

View File

@ -2,7 +2,7 @@
# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
from datetime import datetime
from unittest.mock import MagicMock, ANY
from unittest.mock import MagicMock, ANY, PropertyMock
import pytest
from numpy import isnan
@ -34,7 +34,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -90,7 +90,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -126,7 +126,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -180,7 +180,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -268,7 +268,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -424,7 +424,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
}
),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -516,7 +516,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -552,7 +552,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtradebot = FreqtradeBot(default_conf)
@ -581,7 +581,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order
get_balances=MagicMock(return_value=ticker),
get_ticker=ticker,
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=buy_mm
)

View File

@ -5,7 +5,7 @@
import re
from datetime import datetime
from random import randint
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
import arrow
import pytest
@ -184,7 +184,7 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(markets)
)
msg_mock = MagicMock()
status_table = MagicMock()
@ -232,7 +232,7 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(markets)
)
msg_mock = MagicMock()
status_table = MagicMock()
@ -279,7 +279,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(markets)
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -334,7 +334,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(markets)
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -438,7 +438,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(markets)
)
msg_mock = MagicMock()
mocker.patch.multiple(
@ -693,7 +693,8 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets),
validate_pairs=MagicMock(return_value={})
)
freqtradebot = FreqtradeBot(default_conf)
@ -743,7 +744,8 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets),
validate_pairs=MagicMock(return_value={})
)
freqtradebot = FreqtradeBot(default_conf)
@ -796,7 +798,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets),
validate_pairs=MagicMock(return_value={})
)
freqtradebot = FreqtradeBot(default_conf)
@ -878,7 +881,8 @@ def test_forcebuy_handle(default_conf, update, markets, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_markets=markets
markets=PropertyMock(markets),
validate_pairs=MagicMock(return_value={})
)
fbuy_mock = MagicMock(return_value=None)
mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
@ -914,7 +918,8 @@ def test_forcebuy_handle_exception(default_conf, update, markets, mocker) -> Non
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_markets=markets
markets=PropertyMock(markets),
validate_pairs=MagicMock(return_value={})
)
freqtradebot = FreqtradeBot(default_conf)
patch_get_signal(freqtradebot, (True, False))
@ -941,7 +946,8 @@ def test_performance_handle(default_conf, update, ticker, fee,
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(markets),
validate_pairs=MagicMock(return_value={})
)
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf)
@ -980,7 +986,7 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non
'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': 'mocked_order_id'}),
get_markets=markets
markets=PropertyMock(markets)
)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
freqtradebot = FreqtradeBot(default_conf)

View File

@ -5,7 +5,7 @@ import logging
import re
import time
from copy import deepcopy
from unittest.mock import MagicMock
from unittest.mock import MagicMock, PropertyMock
import arrow
import pytest
@ -59,7 +59,8 @@ def patch_RPCManager(mocker) -> MagicMock:
# Unit tests
def test_freqtradebot(mocker, default_conf) -> None:
def test_freqtradebot(mocker, default_conf, markets) -> None:
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state is State.RUNNING
@ -71,7 +72,6 @@ def test_freqtradebot(mocker, default_conf) -> None:
def test_cleanup(mocker, default_conf, caplog) -> None:
mock_cleanup = MagicMock()
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog.record_tuples)
@ -171,11 +171,10 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
patch_wallet(mocker, free=default_conf['stake_amount'])
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
markets=PropertyMock(return_value=markets),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
get_fee=fee
)
conf = deepcopy(default_conf)
@ -253,7 +252,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, markets, caplog, mocker,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets)
)
#############################################
@ -293,7 +292,7 @@ def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, markets,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
)
#############################################
@ -321,7 +320,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -349,131 +348,108 @@ def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.stoploss = -0.05
markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}}
# no pair found
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC'
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
with pytest.raises(ValueError, match=r'.*get market information.*'):
freqtrade._get_min_pair_stake_amount('BNB/BTC', 1)
# no 'limits' section
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC'
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'limits' section
markets["ETH/BTC"]["limits"] = {}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# no cost Min
markets["ETH/BTC"]["limits"] = {
'cost': {"min": None},
'amount': {}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {"min": None},
'amount': {}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# no amount Min
markets["ETH/BTC"]["limits"] = {
'cost': {},
'amount': {"min": None}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {"min": None}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'cost'/'amount' section
markets["ETH/BTC"]["limits"] = {
'cost': {},
'amount': {}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# min cost is set
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2},
'amount': {}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 2},
'amount': {}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result == 2 / 0.9
# min amount is set
markets["ETH/BTC"]["limits"] = {
'cost': {},
'amount': {'min': 2}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {'min': 2}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == 2 * 2 / 0.9
# min amount and cost are set (cost is minimal)
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 2},
'amount': {'min': 2}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 2},
'amount': {'min': 2}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == min(2, 2 * 2) / 0.9
# min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = {
'cost': {'min': 8},
'amount': {'min': 2}
}
mocker.patch(
'freqtrade.exchange.Exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 8},
'amount': {'min': 2}
}
}])
'freqtrade.exchange.Exchange.markets',
PropertyMock(return_value=markets)
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == min(8, 2 * 2) / 0.9
@ -487,7 +463,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocke
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
# Save state of current whitelist
@ -522,7 +498,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -541,7 +517,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(default_conf)
@ -562,7 +538,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['stake_amount'] = 0.000000005
@ -583,7 +559,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['max_open_trades'] = 0
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
@ -603,7 +579,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, marke
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
@ -626,7 +602,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
@ -665,7 +641,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
@ -702,7 +678,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=MagicMock(side_effect=TemporaryError)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
@ -721,7 +697,7 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=MagicMock(side_effect=OperationalException)
)
freqtrade = FreqtradeBot(default_conf)
@ -742,7 +718,7 @@ def test_process_trade_handling(
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
@ -769,7 +745,7 @@ def test_process_trade_no_whitelist_pair(
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
@ -818,7 +794,7 @@ def test_process_informative_pairs_added(default_conf, ticker, markets, mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
get_markets=markets,
markets=PropertyMock(return_value=markets),
buy=MagicMock(side_effect=TemporaryError),
refresh_latest_ohlcv=refresh_mock,
)
@ -886,7 +862,7 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non
}),
buy=buy_mm,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
pair = 'ETH/BTC'
print(buy_mm.call_args_list)
@ -997,7 +973,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
stoploss_limit=stoploss_limit
)
freqtrade = FreqtradeBot(default_conf)
@ -1066,7 +1042,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
stoploss_limit=stoploss_limit
)
@ -1164,7 +1140,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
stoploss_limit=stoploss_limit
)
@ -1348,7 +1324,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -1386,7 +1362,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
@ -1442,7 +1418,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
@ -1475,7 +1451,7 @@ def test_handle_trade_experimental(
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
@ -1503,7 +1479,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -1846,7 +1822,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -1891,7 +1867,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -1939,7 +1915,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -1996,7 +1972,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
stoploss_limit = MagicMock(return_value={
@ -2051,7 +2027,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
stoploss_limit = MagicMock(return_value={
@ -2116,7 +2092,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -2162,7 +2138,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
@ -2213,7 +2189,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
'use_sell_signal': True,
@ -2245,7 +2221,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
'use_sell_signal': True,
@ -2275,7 +2251,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
'use_sell_signal': True,
@ -2306,7 +2282,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
'use_sell_signal': True,
@ -2338,7 +2314,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
'ignore_roi_if_buy_signal': True
@ -2372,7 +2348,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
)
default_conf['trailing_stop'] = True
freqtrade = FreqtradeBot(default_conf)
@ -2407,7 +2383,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
)
default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.01
@ -2465,7 +2441,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets,
markets=PropertyMock(return_value=markets),
)
default_conf['trailing_stop'] = True
@ -2525,7 +2501,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
'ignore_roi_if_buy_signal': False
@ -2760,7 +2736,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
# Save state of current whitelist
@ -2796,7 +2772,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
# Save state of current whitelist
freqtrade = FreqtradeBot(default_conf)
@ -2816,7 +2792,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, markets)
ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
markets=PropertyMock(return_value=markets),
get_order_book=order_book_l2,
get_ticker=ticker_mock,
@ -2841,7 +2817,7 @@ def test_order_book_bid_strategy2(mocker, default_conf, order_book_l2, markets)
ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
markets=PropertyMock(return_value=markets),
get_order_book=order_book_l2,
get_ticker=ticker_mock,
@ -2865,7 +2841,7 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2, markets)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_markets=markets,
markets=PropertyMock(return_value=markets),
get_order_book=order_book_l2
)
default_conf['telegram']['enabled'] = False
@ -2902,7 +2878,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order, limit_sell_order
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
get_markets=markets
markets=PropertyMock(return_value=markets)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)