Merge remote-tracking branch 'origin/develop' into feat/convolutional-neural-net

This commit is contained in:
robcaulk
2022-12-16 12:24:35 +01:00
60 changed files with 969 additions and 403 deletions

View File

@@ -408,6 +408,11 @@ def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool
Trade.commit()
@pytest.fixture(autouse=True)
def patch_gc(mocker) -> None:
mocker.patch("freqtrade.main.gc_set_threshold")
@pytest.fixture(autouse=True)
def patch_coingekko(mocker) -> None:
"""

View File

@@ -2,13 +2,13 @@ from datetime import datetime, timezone
from unittest.mock import MagicMock
import pytest
from pandas import DataFrame
from pandas import DataFrame, Timestamp
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange
from tests.conftest import generate_test_data, get_patched_exchange
@pytest.mark.parametrize('candle_type', [
@@ -144,7 +144,7 @@ def test_available_pairs(mocker, default_conf, ohlcv_history):
assert dp.available_pairs == [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe), ]
def test_producer_pairs(mocker, default_conf, ohlcv_history):
def test_producer_pairs(default_conf):
dataprovider = DataProvider(default_conf, None)
producer = "default"
@@ -161,9 +161,9 @@ def test_producer_pairs(mocker, default_conf, ohlcv_history):
assert dataprovider.get_producer_pairs("bad") == []
def test_get_producer_df(mocker, default_conf, ohlcv_history):
def test_get_producer_df(default_conf):
dataprovider = DataProvider(default_conf, None)
ohlcv_history = generate_test_data('5m', 150)
pair = 'BTC/USDT'
timeframe = default_conf['timeframe']
candle_type = CandleType.SPOT
@@ -207,15 +207,21 @@ def test_emit_df(mocker, default_conf, ohlcv_history):
assert send_mock.call_count == 0
# Rpc is added, we call emit, should call send_msg
dataprovider._emit_df(pair, ohlcv_history)
dataprovider._emit_df(pair, ohlcv_history, False)
assert send_mock.call_count == 1
send_mock.reset_mock()
dataprovider._emit_df(pair, ohlcv_history, True)
assert send_mock.call_count == 2
send_mock.reset_mock()
# No rpc added, emit called, should not call send_msg
dataprovider_no_rpc._emit_df(pair, ohlcv_history)
assert send_mock.call_count == 1
dataprovider_no_rpc._emit_df(pair, ohlcv_history, False)
assert send_mock.call_count == 0
def test_refresh(mocker, default_conf, ohlcv_history):
def test_refresh(mocker, default_conf):
refresh_mock = MagicMock()
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
@@ -406,3 +412,80 @@ def test_dp_send_msg(default_conf):
dp = DataProvider(default_conf, None)
dp.send_msg(msg, always_send=True)
assert msg not in dp._msg_queue
def test_dp__add_external_df(default_conf_usdt):
timeframe = '1h'
default_conf_usdt["timeframe"] = timeframe
dp = DataProvider(default_conf_usdt, None)
df = generate_test_data(timeframe, 24, '2022-01-01 00:00:00+00:00')
last_analyzed = datetime.now(timezone.utc)
res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# Why 1000 ??
assert res[1] == 1000
# Hard add dataframe
dp._replace_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
# BTC is not stored yet
res = dp._add_external_df('BTC/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
df_res, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df_res) == 24
# Add the same dataframe again - dataframe size shall not change.
res = dp._add_external_df('ETH/USDT', df, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 24
# Add a new day.
df2 = generate_test_data(timeframe, 24, '2022-01-02 00:00:00+00:00')
res = dp._add_external_df('ETH/USDT', df2, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
assert len(df) == 48
# Add a dataframe with a 12 hour offset - so 12 candles are overlapping, and 12 valid.
df3 = generate_test_data(timeframe, 24, '2022-01-02 12:00:00+00:00')
res = dp._add_external_df('ETH/USDT', df3, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is True
assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 48 + 12 (since we have a 12 hour offset).
assert len(df) == 60
assert df.iloc[-1]['date'] == df3.iloc[-1]['date']
assert df.iloc[-1]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
# Generate 1 new candle
df4 = generate_test_data(timeframe, 1, '2022-01-03 12:00:00+00:00')
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
# assert res[0] is True
# assert res[1] == 0
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 61 + 1
assert len(df) == 61
assert df.iloc[-2]['date'] == Timestamp('2022-01-03 11:00:00+00:00')
assert df.iloc[-1]['date'] == Timestamp('2022-01-03 12:00:00+00:00')
# Gap in the data ...
df4 = generate_test_data(timeframe, 1, '2022-01-05 00:00:00+00:00')
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
assert res[1] == 36
df, _ = dp.get_producer_df('ETH/USDT', timeframe, CandleType.SPOT)
# New length = 61 + 1
assert len(df) == 61
# Empty dataframe
df4 = generate_test_data(timeframe, 0, '2022-01-05 00:00:00+00:00')
res = dp._add_external_df('ETH/USDT', df4, last_analyzed, timeframe, CandleType.SPOT)
assert res[0] is False
# 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
assert res[1] == 0

View File

@@ -224,8 +224,13 @@ class TestCCXTExchange():
for val in [1, 2, 5, 25, 100]:
l2 = exchange.fetch_l2_order_book(pair, val)
if not l2_limit_range or val in l2_limit_range:
assert len(l2['asks']) == val
assert len(l2['bids']) == val
if val > 50:
# Orderbooks are not always this deep.
assert val - 5 < len(l2['asks']) <= val
assert val - 5 < len(l2['bids']) <= val
else:
assert len(l2['asks']) == val
assert len(l2['bids']) == val
else:
next_limit = exchange.get_next_limit_in_list(
val, l2_limit_range, l2_limit_range_required)

View File

@@ -4014,9 +4014,6 @@ def test_validate_trading_mode_and_margin_mode(
("binance", "spot", {}),
("binance", "margin", {"options": {"defaultType": "margin"}}),
("binance", "futures", {"options": {"defaultType": "future"}}),
("bibox", "spot", {"has": {"fetchCurrencies": False}}),
("bibox", "margin", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "margin"}}),
("bibox", "futures", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "swap"}}),
("bybit", "spot", {"options": {"defaultType": "spot"}}),
("bybit", "futures", {"options": {"defaultType": "linear"}}),
("gateio", "futures", {"options": {"defaultType": "swap"}}),

View File

@@ -242,7 +242,6 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
df = freqai.cache_corr_pairlist_dfs(df, freqai.dk)
for i in range(5):
df[f'%-constant_{i}'] = i
# df.loc[:, f'%-constant_{i}'] = i
metadata = {"pair": "LTC/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)

View File

@@ -588,7 +588,7 @@ def test_api_show_config(botclient):
assert 'unfilledtimeout' in response
assert 'version' in response
assert 'api_version' in response
assert 2.1 <= response['api_version'] <= 2.2
assert 2.1 <= response['api_version'] < 3.0
def test_api_daily(botclient, mocker, ticker, fee, markets):

View File

@@ -83,6 +83,7 @@ def test_emc_init(patched_emc):
def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
test_producer = {"name": "test", "url": "ws://test", "ws_token": "test"}
producer_name = test_producer['name']
invalid_msg = r"Invalid message .+"
caplog.set_level(logging.DEBUG)
@@ -94,7 +95,7 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
assert log_has(
f"Consumed message from `{producer_name}` of type `RPCMessageType.WHITELIST`", caplog)
# Test handle analyzed_df message
# Test handle analyzed_df single candle message
df_message = {
"type": "analyzed_df",
"data": {
@@ -106,8 +107,7 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
patched_emc.handle_producer_message(test_producer, df_message)
assert log_has(f"Received message of type `analyzed_df` from `{producer_name}`", caplog)
assert log_has(
f"Consumed message from `{producer_name}` of type `RPCMessageType.ANALYZED_DF`", caplog)
assert log_has_re(r"Holes in data or no existing df,.+", caplog)
# Test unhandled message
unhandled_message = {"type": "status", "data": "RUNNING"}
@@ -120,7 +120,8 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
malformed_message = {"type": "whitelist", "data": {"pair": "BTC/USDT"}}
patched_emc.handle_producer_message(test_producer, malformed_message)
assert log_has_re(r"Invalid message .+", caplog)
assert log_has_re(invalid_msg, caplog)
caplog.clear()
malformed_message = {
"type": "analyzed_df",
@@ -133,13 +134,30 @@ def test_emc_handle_producer_message(patched_emc, caplog, ohlcv_history):
patched_emc.handle_producer_message(test_producer, malformed_message)
assert log_has(f"Received message of type `analyzed_df` from `{producer_name}`", caplog)
assert log_has_re(r"Invalid message .+", caplog)
assert log_has_re(invalid_msg, caplog)
caplog.clear()
# Empty dataframe
malformed_message = {
"type": "analyzed_df",
"data": {
"key": ("BTC/USDT", "5m", "spot"),
"df": ohlcv_history.loc[ohlcv_history['open'] < 0],
"la": datetime.now(timezone.utc)
}
}
patched_emc.handle_producer_message(test_producer, malformed_message)
assert log_has(f"Received message of type `analyzed_df` from `{producer_name}`", caplog)
assert not log_has_re(invalid_msg, caplog)
assert log_has_re(r"Received Empty Dataframe for.+", caplog)
caplog.clear()
malformed_message = {"some": "stuff"}
patched_emc.handle_producer_message(test_producer, malformed_message)
assert log_has_re(r"Invalid message .+", caplog)
assert log_has_re(invalid_msg, caplog)
caplog.clear()
caplog.clear()
malformed_message = {"type": "whitelist", "data": None}
@@ -183,7 +201,7 @@ async def test_emc_create_connection_success(default_conf, caplog, mocker):
async with websockets.serve(eat, _TEST_WS_HOST, _TEST_WS_PORT):
await emc._create_connection(test_producer, lock)
assert log_has_re(r"Producer connection success.+", caplog)
assert log_has_re(r"Connected to channel.+", caplog)
finally:
emc.shutdown()
@@ -212,7 +230,8 @@ async def test_emc_create_connection_invalid_url(default_conf, caplog, mocker, h
dp = DataProvider(default_conf, None, None, None)
# Handle start explicitly to avoid messing with threading in tests
mocker.patch("freqtrade.rpc.external_message_consumer.ExternalMessageConsumer.start",)
mocker.patch("freqtrade.rpc.external_message_consumer.ExternalMessageConsumer.start")
mocker.patch("freqtrade.rpc.api_server.ws.channel.create_channel")
emc = ExternalMessageConsumer(default_conf, dp)
try:
@@ -390,7 +409,9 @@ async def test_emc_receive_messages_timeout(default_conf, caplog, mocker):
try:
change_running(emc)
loop.call_soon(functools.partial(change_running, emc=emc))
await emc._receive_messages(TestChannel(), test_producer, lock)
with pytest.raises(asyncio.TimeoutError):
await emc._receive_messages(TestChannel(), test_producer, lock)
assert log_has_re(r"Ping error.+", caplog)
finally:

View File

@@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock
import arrow
import pytest
import time_machine
from pandas import DataFrame
from telegram import Chat, Message, ReplyKeyboardMarkup, Update
from telegram.error import BadRequest, NetworkError, TelegramError
@@ -1906,119 +1907,120 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
def test_send_msg_sell_notification(default_conf, mocker) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
with time_machine.travel("2022-09-01 05:00:00 +00:00", tick=False):
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
old_convamount = telegram._rpc._fiat_converter.convert_amount
telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'leverage': 1.0,
'direction': 'Long',
'gain': 'loss',
'order_rate': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1:00:00 (60.0 min)`'
)
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'direction': 'Long',
'gain': 'loss',
'order_rate': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'cumulative_profit': -0.15746268,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
'stake_amount': 0.01,
'sub_trade': True,
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Remaining:* `(0.01 ETH, -24.812 USD)`'
old_convamount = telegram._rpc._fiat_converter.convert_amount
telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'leverage': 1.0,
'direction': 'Long',
'gain': 'loss',
'order_rate': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1:00:00 (60.0 min)`'
)
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'direction': 'Long',
'gain': 'loss',
'order_rate': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
# Reset singleton function to avoid random breaks
telegram._rpc._fiat_converter.convert_amount = old_convamount
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'direction': 'Long',
'gain': 'loss',
'order_rate': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'cumulative_profit': -0.15746268,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
'stake_amount': 0.01,
'sub_trade': True,
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Remaining:* `(0.01 ETH, -24.812 USD)`'
)
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'direction': 'Long',
'gain': 'loss',
'order_rate': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'current_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': 'buy_signal1',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Exit Reason:* `stop_loss`\n'
'*Direction:* `Long`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Current Rate:* `0.00003201`\n'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
# Reset singleton function to avoid random breaks
telegram._rpc._fiat_converter.convert_amount = old_convamount
def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
@@ -2065,41 +2067,42 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
default_conf['telegram']['notification_settings']['exit_fill'] = 'on'
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({
'type': RPCMessageType.EXIT_FILL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'leverage': leverage,
'direction': direction,
'gain': 'loss',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'close_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': enter_signal,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
with time_machine.travel("2022-09-01 05:00:00 +00:00", tick=False):
telegram.send_msg({
'type': RPCMessageType.EXIT_FILL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
'leverage': leverage,
'direction': direction,
'gain': 'loss',
'limit': 3.201e-05,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 7.5e-05,
'close_rate': 3.201e-05,
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': enter_signal,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
'*Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Exit Reason:* `stop_loss`\n'
f"*Direction:* `{direction}`\n"
f"{leverage_text}"
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
'\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
'*Profit:* `-57.41% (loss: -0.05746268 ETH)`\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Exit Reason:* `stop_loss`\n'
f"*Direction:* `{direction}`\n"
f"{leverage_text}"
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00007500`\n'
'*Exit Rate:* `0.00003201`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`'
)
def test_send_msg_status_notification(default_conf, mocker) -> None:

View File

@@ -1046,8 +1046,13 @@ def test__validate_freqai_include_timeframes(default_conf, caplog) -> None:
# Validation pass
conf.update({'timeframe': '1m'})
validate_config_consistency(conf)
conf.update({'analyze_per_epoch': True})
# Ensure base timeframe is in include_timeframes
conf['freqai']['feature_parameters']['include_timeframes'] = ["5m", "15m"]
validate_config_consistency(conf)
assert conf['freqai']['feature_parameters']['include_timeframes'] == ["1m", "5m", "15m"]
conf.update({'analyze_per_epoch': True})
with pytest.raises(OperationalException,
match=r"Using analyze-per-epoch .* not supported with a FreqAI strategy."):
validate_config_consistency(conf)

View File

@@ -88,6 +88,18 @@ def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
assert coo_mock.call_count == 1
def test_bot_cleanup_db_errors(mocker, default_conf_usdt, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Trade.commit',
side_effect=OperationalException())
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_for_open_trades',
side_effect=OperationalException())
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.emc = MagicMock()
freqtrade.emc.shutdown = MagicMock()
freqtrade.cleanup()
assert freqtrade.emc.shutdown.call_count == 1
@pytest.mark.parametrize('runmode', [
RunMode.DRY_RUN,
RunMode.LIVE