Split migration and persistence tests
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								tests/persistence/test_migrations.py
									
									
									
									
									
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							| @@ -0,0 +1,411 @@ | ||||
| # pragma pylint: disable=missing-docstring, C0103 | ||||
| import logging | ||||
| from pathlib import Path | ||||
| from unittest.mock import MagicMock | ||||
|  | ||||
| import pytest | ||||
| from sqlalchemy import create_engine, text | ||||
|  | ||||
| from freqtrade.constants import DEFAULT_DB_PROD_URL | ||||
| from freqtrade.enums import TradingMode | ||||
| from freqtrade.exceptions import OperationalException | ||||
| from freqtrade.persistence import Trade, init_db | ||||
| from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids | ||||
| from freqtrade.persistence.models import PairLock | ||||
| from tests.conftest import log_has | ||||
|  | ||||
|  | ||||
| spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES | ||||
|  | ||||
|  | ||||
| def test_init_create_session(default_conf): | ||||
|     # Check if init create a session | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert hasattr(Trade, '_session') | ||||
|     assert 'scoped_session' in type(Trade._session).__name__ | ||||
|  | ||||
|  | ||||
| def test_init_custom_db_url(default_conf, tmpdir): | ||||
|     # Update path to a value other than default, but still in-memory | ||||
|     filename = f"{tmpdir}/freqtrade2_test.sqlite" | ||||
|     assert not Path(filename).is_file() | ||||
|  | ||||
|     default_conf.update({'db_url': f'sqlite:///{filename}'}) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert Path(filename).is_file() | ||||
|     r = Trade._session.execute(text("PRAGMA journal_mode")) | ||||
|     assert r.first() == ('wal',) | ||||
|  | ||||
|  | ||||
| def test_init_invalid_db_url(): | ||||
|     # Update path to a value other than default, but still in-memory | ||||
|     with pytest.raises(OperationalException, match=r'.*no valid database URL*'): | ||||
|         init_db('unknown:///some.url') | ||||
|  | ||||
|     with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'): | ||||
|         init_db('sqlite:///') | ||||
|  | ||||
|  | ||||
| def test_init_prod_db(default_conf, mocker): | ||||
|     default_conf.update({'dry_run': False}) | ||||
|     default_conf.update({'db_url': DEFAULT_DB_PROD_URL}) | ||||
|  | ||||
|     create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock()) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert create_engine_mock.call_count == 1 | ||||
|     assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' | ||||
|  | ||||
|  | ||||
| def test_init_dryrun_db(default_conf, tmpdir): | ||||
|     filename = f"{tmpdir}/freqtrade2_prod.sqlite" | ||||
|     assert not Path(filename).is_file() | ||||
|     default_conf.update({ | ||||
|         'dry_run': True, | ||||
|         'db_url': f'sqlite:///{filename}' | ||||
|     }) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert Path(filename).is_file() | ||||
|  | ||||
|  | ||||
| def test_migrate_new(mocker, default_conf, fee, caplog): | ||||
|     """ | ||||
|     Test Database migration (starting with new pairformat) | ||||
|     """ | ||||
|     caplog.set_level(logging.DEBUG) | ||||
|     amount = 103.223 | ||||
|     # Always create all columns apart from the last! | ||||
|     create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( | ||||
|                                 id INTEGER NOT NULL, | ||||
|                                 exchange VARCHAR NOT NULL, | ||||
|                                 pair VARCHAR NOT NULL, | ||||
|                                 is_open BOOLEAN NOT NULL, | ||||
|                                 fee FLOAT NOT NULL, | ||||
|                                 open_rate FLOAT, | ||||
|                                 close_rate FLOAT, | ||||
|                                 close_profit FLOAT, | ||||
|                                 stake_amount FLOAT NOT NULL, | ||||
|                                 amount FLOAT, | ||||
|                                 open_date DATETIME NOT NULL, | ||||
|                                 close_date DATETIME, | ||||
|                                 open_order_id VARCHAR, | ||||
|                                 stop_loss FLOAT, | ||||
|                                 initial_stop_loss FLOAT, | ||||
|                                 max_rate FLOAT, | ||||
|                                 sell_reason VARCHAR, | ||||
|                                 strategy VARCHAR, | ||||
|                                 ticker_interval INTEGER, | ||||
|                                 stoploss_order_id VARCHAR, | ||||
|                                 PRIMARY KEY (id), | ||||
|                                 CHECK (is_open IN (0, 1)) | ||||
|                                 );""" | ||||
|     create_table_order = """CREATE TABLE orders ( | ||||
|                                 id INTEGER NOT NULL, | ||||
|                                 ft_trade_id INTEGER, | ||||
|                                 ft_order_side VARCHAR(25) NOT NULL, | ||||
|                                 ft_pair VARCHAR(25) NOT NULL, | ||||
|                                 ft_is_open BOOLEAN NOT NULL, | ||||
|                                 order_id VARCHAR(255) NOT NULL, | ||||
|                                 status VARCHAR(255), | ||||
|                                 symbol VARCHAR(25), | ||||
|                                 order_type VARCHAR(50), | ||||
|                                 side VARCHAR(25), | ||||
|                                 price FLOAT, | ||||
|                                 amount FLOAT, | ||||
|                                 filled FLOAT, | ||||
|                                 remaining FLOAT, | ||||
|                                 cost FLOAT, | ||||
|                                 order_date DATETIME, | ||||
|                                 order_filled_date DATETIME, | ||||
|                                 order_update_date DATETIME, | ||||
|                                 PRIMARY KEY (id) | ||||
|                             );""" | ||||
|     insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, | ||||
|                           open_rate, stake_amount, amount, open_date, | ||||
|                           stop_loss, initial_stop_loss, max_rate, ticker_interval, | ||||
|                           open_order_id, stoploss_order_id) | ||||
|                           VALUES ('binance', 'ETC/BTC', 1, {fee}, | ||||
|                           0.00258580, {stake}, {amount}, | ||||
|                           '2019-11-28 12:44:24.000000', | ||||
|                           0.0, 0.0, 0.0, '5m', | ||||
|                           'buy_order', 'dry_stop_order_id222') | ||||
|                           """.format(fee=fee.return_value, | ||||
|                                      stake=default_conf.get("stake_amount"), | ||||
|                                      amount=amount | ||||
|                                      ) | ||||
|     insert_orders = f""" | ||||
|         insert into orders ( | ||||
|             ft_trade_id, | ||||
|             ft_order_side, | ||||
|             ft_pair, | ||||
|             ft_is_open, | ||||
|             order_id, | ||||
|             status, | ||||
|             symbol, | ||||
|             order_type, | ||||
|             side, | ||||
|             price, | ||||
|             amount, | ||||
|             filled, | ||||
|             remaining, | ||||
|             cost) | ||||
|         values ( | ||||
|             1, | ||||
|             'buy', | ||||
|             'ETC/BTC', | ||||
|             0, | ||||
|             'dry_buy_order', | ||||
|             'closed', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'buy', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ), | ||||
|         ( | ||||
|             1, | ||||
|             'buy', | ||||
|             'ETC/BTC', | ||||
|             1, | ||||
|             'dry_buy_order22', | ||||
|             'canceled', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'buy', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ), | ||||
|          ( | ||||
|             1, | ||||
|             'stoploss', | ||||
|             'ETC/BTC', | ||||
|             1, | ||||
|             'dry_stop_order_id11X', | ||||
|             'canceled', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'sell', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ), | ||||
|         ( | ||||
|             1, | ||||
|             'stoploss', | ||||
|             'ETC/BTC', | ||||
|             1, | ||||
|             'dry_stop_order_id222', | ||||
|             'open', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'sell', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ) | ||||
|     """ | ||||
|     engine = create_engine('sqlite://') | ||||
|     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) | ||||
|  | ||||
|     # Create table using the old format | ||||
|     with engine.begin() as connection: | ||||
|         connection.execute(text(create_table_old)) | ||||
|         connection.execute(text(create_table_order)) | ||||
|         connection.execute(text("create index ix_trades_is_open on trades(is_open)")) | ||||
|         connection.execute(text("create index ix_trades_pair on trades(pair)")) | ||||
|         connection.execute(text(insert_table_old)) | ||||
|         connection.execute(text(insert_orders)) | ||||
|  | ||||
|         # fake previous backup | ||||
|         connection.execute(text("create table trades_bak as select * from trades")) | ||||
|  | ||||
|         connection.execute(text("create table trades_bak1 as select * from trades")) | ||||
|     # Run init to test migration | ||||
|     init_db(default_conf['db_url']) | ||||
|  | ||||
|     assert len(Trade.query.filter(Trade.id == 1).all()) == 1 | ||||
|     trade = Trade.query.filter(Trade.id == 1).first() | ||||
|     assert trade.fee_open == fee.return_value | ||||
|     assert trade.fee_close == fee.return_value | ||||
|     assert trade.open_rate_requested is None | ||||
|     assert trade.close_rate_requested is None | ||||
|     assert trade.is_open == 1 | ||||
|     assert trade.amount == amount | ||||
|     assert trade.amount_requested == amount | ||||
|     assert trade.stake_amount == default_conf.get("stake_amount") | ||||
|     assert trade.pair == "ETC/BTC" | ||||
|     assert trade.exchange == "binance" | ||||
|     assert trade.max_rate == 0.0 | ||||
|     assert trade.min_rate is None | ||||
|     assert trade.stop_loss == 0.0 | ||||
|     assert trade.initial_stop_loss == 0.0 | ||||
|     assert trade.exit_reason is None | ||||
|     assert trade.strategy is None | ||||
|     assert trade.timeframe == '5m' | ||||
|     assert trade.stoploss_order_id == 'dry_stop_order_id222' | ||||
|     assert trade.stoploss_last_update is None | ||||
|     assert log_has("trying trades_bak1", caplog) | ||||
|     assert log_has("trying trades_bak2", caplog) | ||||
|     assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0", | ||||
|                    caplog) | ||||
|     assert log_has("Database migration finished.", caplog) | ||||
|     assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value( | ||||
|         trade.amount, trade.open_rate) | ||||
|     assert trade.close_profit_abs is None | ||||
|  | ||||
|     orders = trade.orders | ||||
|     assert len(orders) == 4 | ||||
|     assert orders[0].order_id == 'dry_buy_order' | ||||
|     assert orders[0].ft_order_side == 'buy' | ||||
|  | ||||
|     assert orders[-1].order_id == 'dry_stop_order_id222' | ||||
|     assert orders[-1].ft_order_side == 'stoploss' | ||||
|     assert orders[-1].ft_is_open is True | ||||
|  | ||||
|     assert orders[1].order_id == 'dry_buy_order22' | ||||
|     assert orders[1].ft_order_side == 'buy' | ||||
|     assert orders[1].ft_is_open is False | ||||
|  | ||||
|     assert orders[2].order_id == 'dry_stop_order_id11X' | ||||
|     assert orders[2].ft_order_side == 'stoploss' | ||||
|     assert orders[2].ft_is_open is False | ||||
|  | ||||
|  | ||||
| def test_migrate_too_old(mocker, default_conf, fee, caplog): | ||||
|     """ | ||||
|     Test Database migration (starting with new pairformat) | ||||
|     """ | ||||
|     caplog.set_level(logging.DEBUG) | ||||
|     amount = 103.223 | ||||
|     create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( | ||||
|                                 id INTEGER NOT NULL, | ||||
|                                 exchange VARCHAR NOT NULL, | ||||
|                                 pair VARCHAR NOT NULL, | ||||
|                                 is_open BOOLEAN NOT NULL, | ||||
|                                 fee_open FLOAT NOT NULL, | ||||
|                                 fee_close FLOAT NOT NULL, | ||||
|                                 open_rate FLOAT, | ||||
|                                 close_rate FLOAT, | ||||
|                                 close_profit FLOAT, | ||||
|                                 stake_amount FLOAT NOT NULL, | ||||
|                                 amount FLOAT, | ||||
|                                 open_date DATETIME NOT NULL, | ||||
|                                 close_date DATETIME, | ||||
|                                 open_order_id VARCHAR, | ||||
|                                 PRIMARY KEY (id), | ||||
|                                 CHECK (is_open IN (0, 1)) | ||||
|                                 );""" | ||||
|  | ||||
|     insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, | ||||
|                           open_rate, stake_amount, amount, open_date) | ||||
|                           VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee}, | ||||
|                           0.00258580, {stake}, {amount}, | ||||
|                           '2019-11-28 12:44:24.000000') | ||||
|                           """.format(fee=fee.return_value, | ||||
|                                      stake=default_conf.get("stake_amount"), | ||||
|                                      amount=amount | ||||
|                                      ) | ||||
|     engine = create_engine('sqlite://') | ||||
|     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) | ||||
|  | ||||
|     # Create table using the old format | ||||
|     with engine.begin() as connection: | ||||
|         connection.execute(text(create_table_old)) | ||||
|         connection.execute(text(insert_table_old)) | ||||
|  | ||||
|     # Run init to test migration | ||||
|     with pytest.raises(OperationalException, match=r'Your database seems to be very old'): | ||||
|         init_db(default_conf['db_url']) | ||||
|  | ||||
|  | ||||
| def test_migrate_get_last_sequence_ids(): | ||||
|     engine = MagicMock() | ||||
|     engine.begin = MagicMock() | ||||
|     engine.name = 'postgresql' | ||||
|     get_last_sequence_ids(engine, 'trades_bak', 'orders_bak') | ||||
|  | ||||
|     assert engine.begin.call_count == 2 | ||||
|     engine.reset_mock() | ||||
|     engine.begin.reset_mock() | ||||
|  | ||||
|     engine.name = 'somethingelse' | ||||
|     get_last_sequence_ids(engine, 'trades_bak', 'orders_bak') | ||||
|  | ||||
|     assert engine.begin.call_count == 0 | ||||
|  | ||||
|  | ||||
| def test_migrate_set_sequence_ids(): | ||||
|     engine = MagicMock() | ||||
|     engine.begin = MagicMock() | ||||
|     engine.name = 'postgresql' | ||||
|     set_sequence_ids(engine, 22, 55, 5) | ||||
|  | ||||
|     assert engine.begin.call_count == 1 | ||||
|     engine.reset_mock() | ||||
|     engine.begin.reset_mock() | ||||
|  | ||||
|     engine.name = 'somethingelse' | ||||
|     set_sequence_ids(engine, 22, 55, 6) | ||||
|  | ||||
|     assert engine.begin.call_count == 0 | ||||
|  | ||||
|  | ||||
| def test_migrate_pairlocks(mocker, default_conf, fee, caplog): | ||||
|     """ | ||||
|     Test Database migration (starting with new pairformat) | ||||
|     """ | ||||
|     caplog.set_level(logging.DEBUG) | ||||
|     # Always create all columns apart from the last! | ||||
|     create_table_old = """CREATE TABLE pairlocks ( | ||||
|                             id INTEGER NOT NULL, | ||||
|                             pair VARCHAR(25) NOT NULL, | ||||
|                             reason VARCHAR(255), | ||||
|                             lock_time DATETIME NOT NULL, | ||||
|                             lock_end_time DATETIME NOT NULL, | ||||
|                             active BOOLEAN NOT NULL, | ||||
|                             PRIMARY KEY (id) | ||||
|                         ) | ||||
|                                 """ | ||||
|     create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)" | ||||
|     create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)" | ||||
|     create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)" | ||||
|     insert_table_old = """INSERT INTO pairlocks ( | ||||
|         id, pair, reason, lock_time, lock_end_time, active) | ||||
|         VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1) | ||||
|                           """ | ||||
|     insert_table_old2 = """INSERT INTO pairlocks ( | ||||
|         id, pair, reason, lock_time, lock_end_time, active) | ||||
|         VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1) | ||||
|                           """ | ||||
|     engine = create_engine('sqlite://') | ||||
|     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) | ||||
|     # Create table using the old format | ||||
|     with engine.begin() as connection: | ||||
|         connection.execute(text(create_table_old)) | ||||
|  | ||||
|         connection.execute(text(insert_table_old)) | ||||
|         connection.execute(text(insert_table_old2)) | ||||
|         connection.execute(text(create_index1)) | ||||
|         connection.execute(text(create_index2)) | ||||
|         connection.execute(text(create_index3)) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|  | ||||
|     assert len(PairLock.query.all()) == 2 | ||||
|     assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1 | ||||
|     pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all() | ||||
|     assert len(pairlocks) == 1 | ||||
|     pairlocks[0].pair == 'ETH/BTC' | ||||
|     pairlocks[0].side == '*' | ||||
| @@ -1,78 +1,20 @@ | ||||
| # pragma pylint: disable=missing-docstring, C0103 | ||||
| import logging | ||||
| from datetime import datetime, timedelta, timezone | ||||
| from pathlib import Path | ||||
| from types import FunctionType | ||||
| from unittest.mock import MagicMock | ||||
|  | ||||
| import arrow | ||||
| import pytest | ||||
| from sqlalchemy import create_engine, text | ||||
|  | ||||
| from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_DB_PROD_URL | ||||
| from freqtrade.constants import DATETIME_PRINT_FORMAT | ||||
| from freqtrade.enums import TradingMode | ||||
| from freqtrade.exceptions import DependencyException, OperationalException | ||||
| from freqtrade.exceptions import DependencyException | ||||
| from freqtrade.persistence import LocalTrade, Order, Trade, init_db | ||||
| from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids | ||||
| from freqtrade.persistence.models import PairLock | ||||
| from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re | ||||
|  | ||||
|  | ||||
| spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES | ||||
|  | ||||
|  | ||||
| def test_init_create_session(default_conf): | ||||
|     # Check if init create a session | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert hasattr(Trade, '_session') | ||||
|     assert 'scoped_session' in type(Trade._session).__name__ | ||||
|  | ||||
|  | ||||
| def test_init_custom_db_url(default_conf, tmpdir): | ||||
|     # Update path to a value other than default, but still in-memory | ||||
|     filename = f"{tmpdir}/freqtrade2_test.sqlite" | ||||
|     assert not Path(filename).is_file() | ||||
|  | ||||
|     default_conf.update({'db_url': f'sqlite:///{filename}'}) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert Path(filename).is_file() | ||||
|     r = Trade._session.execute(text("PRAGMA journal_mode")) | ||||
|     assert r.first() == ('wal',) | ||||
|  | ||||
|  | ||||
| def test_init_invalid_db_url(): | ||||
|     # Update path to a value other than default, but still in-memory | ||||
|     with pytest.raises(OperationalException, match=r'.*no valid database URL*'): | ||||
|         init_db('unknown:///some.url') | ||||
|  | ||||
|     with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'): | ||||
|         init_db('sqlite:///') | ||||
|  | ||||
|  | ||||
| def test_init_prod_db(default_conf, mocker): | ||||
|     default_conf.update({'dry_run': False}) | ||||
|     default_conf.update({'db_url': DEFAULT_DB_PROD_URL}) | ||||
|  | ||||
|     create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock()) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert create_engine_mock.call_count == 1 | ||||
|     assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' | ||||
|  | ||||
|  | ||||
| def test_init_dryrun_db(default_conf, tmpdir): | ||||
|     filename = f"{tmpdir}/freqtrade2_prod.sqlite" | ||||
|     assert not Path(filename).is_file() | ||||
|     default_conf.update({ | ||||
|         'dry_run': True, | ||||
|         'db_url': f'sqlite:///{filename}' | ||||
|     }) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|     assert Path(filename).is_file() | ||||
|  | ||||
|  | ||||
| @pytest.mark.parametrize('is_short', [False, True]) | ||||
| @pytest.mark.usefixtures("init_persistence") | ||||
| def test_enter_exit_side(fee, is_short): | ||||
| @@ -1204,347 +1146,6 @@ def test_calc_profit( | ||||
|                          trade.open_rate)) == round(profit_ratio, 8) | ||||
|  | ||||
|  | ||||
| def test_migrate_new(mocker, default_conf, fee, caplog): | ||||
|     """ | ||||
|     Test Database migration (starting with new pairformat) | ||||
|     """ | ||||
|     caplog.set_level(logging.DEBUG) | ||||
|     amount = 103.223 | ||||
|     # Always create all columns apart from the last! | ||||
|     create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( | ||||
|                                 id INTEGER NOT NULL, | ||||
|                                 exchange VARCHAR NOT NULL, | ||||
|                                 pair VARCHAR NOT NULL, | ||||
|                                 is_open BOOLEAN NOT NULL, | ||||
|                                 fee FLOAT NOT NULL, | ||||
|                                 open_rate FLOAT, | ||||
|                                 close_rate FLOAT, | ||||
|                                 close_profit FLOAT, | ||||
|                                 stake_amount FLOAT NOT NULL, | ||||
|                                 amount FLOAT, | ||||
|                                 open_date DATETIME NOT NULL, | ||||
|                                 close_date DATETIME, | ||||
|                                 open_order_id VARCHAR, | ||||
|                                 stop_loss FLOAT, | ||||
|                                 initial_stop_loss FLOAT, | ||||
|                                 max_rate FLOAT, | ||||
|                                 sell_reason VARCHAR, | ||||
|                                 strategy VARCHAR, | ||||
|                                 ticker_interval INTEGER, | ||||
|                                 stoploss_order_id VARCHAR, | ||||
|                                 PRIMARY KEY (id), | ||||
|                                 CHECK (is_open IN (0, 1)) | ||||
|                                 );""" | ||||
|     create_table_order = """CREATE TABLE orders ( | ||||
|                                 id INTEGER NOT NULL, | ||||
|                                 ft_trade_id INTEGER, | ||||
|                                 ft_order_side VARCHAR(25) NOT NULL, | ||||
|                                 ft_pair VARCHAR(25) NOT NULL, | ||||
|                                 ft_is_open BOOLEAN NOT NULL, | ||||
|                                 order_id VARCHAR(255) NOT NULL, | ||||
|                                 status VARCHAR(255), | ||||
|                                 symbol VARCHAR(25), | ||||
|                                 order_type VARCHAR(50), | ||||
|                                 side VARCHAR(25), | ||||
|                                 price FLOAT, | ||||
|                                 amount FLOAT, | ||||
|                                 filled FLOAT, | ||||
|                                 remaining FLOAT, | ||||
|                                 cost FLOAT, | ||||
|                                 order_date DATETIME, | ||||
|                                 order_filled_date DATETIME, | ||||
|                                 order_update_date DATETIME, | ||||
|                                 PRIMARY KEY (id) | ||||
|                             );""" | ||||
|     insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, | ||||
|                           open_rate, stake_amount, amount, open_date, | ||||
|                           stop_loss, initial_stop_loss, max_rate, ticker_interval, | ||||
|                           open_order_id, stoploss_order_id) | ||||
|                           VALUES ('binance', 'ETC/BTC', 1, {fee}, | ||||
|                           0.00258580, {stake}, {amount}, | ||||
|                           '2019-11-28 12:44:24.000000', | ||||
|                           0.0, 0.0, 0.0, '5m', | ||||
|                           'buy_order', 'dry_stop_order_id222') | ||||
|                           """.format(fee=fee.return_value, | ||||
|                                      stake=default_conf.get("stake_amount"), | ||||
|                                      amount=amount | ||||
|                                      ) | ||||
|     insert_orders = f""" | ||||
|         insert into orders ( | ||||
|             ft_trade_id, | ||||
|             ft_order_side, | ||||
|             ft_pair, | ||||
|             ft_is_open, | ||||
|             order_id, | ||||
|             status, | ||||
|             symbol, | ||||
|             order_type, | ||||
|             side, | ||||
|             price, | ||||
|             amount, | ||||
|             filled, | ||||
|             remaining, | ||||
|             cost) | ||||
|         values ( | ||||
|             1, | ||||
|             'buy', | ||||
|             'ETC/BTC', | ||||
|             0, | ||||
|             'dry_buy_order', | ||||
|             'closed', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'buy', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ), | ||||
|         ( | ||||
|             1, | ||||
|             'buy', | ||||
|             'ETC/BTC', | ||||
|             1, | ||||
|             'dry_buy_order22', | ||||
|             'canceled', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'buy', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ), | ||||
|          ( | ||||
|             1, | ||||
|             'stoploss', | ||||
|             'ETC/BTC', | ||||
|             1, | ||||
|             'dry_stop_order_id11X', | ||||
|             'canceled', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'sell', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ), | ||||
|         ( | ||||
|             1, | ||||
|             'stoploss', | ||||
|             'ETC/BTC', | ||||
|             1, | ||||
|             'dry_stop_order_id222', | ||||
|             'open', | ||||
|             'ETC/BTC', | ||||
|             'limit', | ||||
|             'sell', | ||||
|             0.00258580, | ||||
|             {amount}, | ||||
|             {amount}, | ||||
|             0, | ||||
|             {amount * 0.00258580} | ||||
|         ) | ||||
|     """ | ||||
|     engine = create_engine('sqlite://') | ||||
|     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) | ||||
|  | ||||
|     # Create table using the old format | ||||
|     with engine.begin() as connection: | ||||
|         connection.execute(text(create_table_old)) | ||||
|         connection.execute(text(create_table_order)) | ||||
|         connection.execute(text("create index ix_trades_is_open on trades(is_open)")) | ||||
|         connection.execute(text("create index ix_trades_pair on trades(pair)")) | ||||
|         connection.execute(text(insert_table_old)) | ||||
|         connection.execute(text(insert_orders)) | ||||
|  | ||||
|         # fake previous backup | ||||
|         connection.execute(text("create table trades_bak as select * from trades")) | ||||
|  | ||||
|         connection.execute(text("create table trades_bak1 as select * from trades")) | ||||
|     # Run init to test migration | ||||
|     init_db(default_conf['db_url']) | ||||
|  | ||||
|     assert len(Trade.query.filter(Trade.id == 1).all()) == 1 | ||||
|     trade = Trade.query.filter(Trade.id == 1).first() | ||||
|     assert trade.fee_open == fee.return_value | ||||
|     assert trade.fee_close == fee.return_value | ||||
|     assert trade.open_rate_requested is None | ||||
|     assert trade.close_rate_requested is None | ||||
|     assert trade.is_open == 1 | ||||
|     assert trade.amount == amount | ||||
|     assert trade.amount_requested == amount | ||||
|     assert trade.stake_amount == default_conf.get("stake_amount") | ||||
|     assert trade.pair == "ETC/BTC" | ||||
|     assert trade.exchange == "binance" | ||||
|     assert trade.max_rate == 0.0 | ||||
|     assert trade.min_rate is None | ||||
|     assert trade.stop_loss == 0.0 | ||||
|     assert trade.initial_stop_loss == 0.0 | ||||
|     assert trade.exit_reason is None | ||||
|     assert trade.strategy is None | ||||
|     assert trade.timeframe == '5m' | ||||
|     assert trade.stoploss_order_id == 'dry_stop_order_id222' | ||||
|     assert trade.stoploss_last_update is None | ||||
|     assert log_has("trying trades_bak1", caplog) | ||||
|     assert log_has("trying trades_bak2", caplog) | ||||
|     assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0", | ||||
|                    caplog) | ||||
|     assert log_has("Database migration finished.", caplog) | ||||
|     assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value( | ||||
|         trade.amount, trade.open_rate) | ||||
|     assert trade.close_profit_abs is None | ||||
|  | ||||
|     orders = trade.orders | ||||
|     assert len(orders) == 4 | ||||
|     assert orders[0].order_id == 'dry_buy_order' | ||||
|     assert orders[0].ft_order_side == 'buy' | ||||
|  | ||||
|     assert orders[-1].order_id == 'dry_stop_order_id222' | ||||
|     assert orders[-1].ft_order_side == 'stoploss' | ||||
|     assert orders[-1].ft_is_open is True | ||||
|  | ||||
|     assert orders[1].order_id == 'dry_buy_order22' | ||||
|     assert orders[1].ft_order_side == 'buy' | ||||
|     assert orders[1].ft_is_open is False | ||||
|  | ||||
|     assert orders[2].order_id == 'dry_stop_order_id11X' | ||||
|     assert orders[2].ft_order_side == 'stoploss' | ||||
|     assert orders[2].ft_is_open is False | ||||
|  | ||||
|  | ||||
| def test_migrate_too_old(mocker, default_conf, fee, caplog): | ||||
|     """ | ||||
|     Test Database migration (starting with new pairformat) | ||||
|     """ | ||||
|     caplog.set_level(logging.DEBUG) | ||||
|     amount = 103.223 | ||||
|     create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( | ||||
|                                 id INTEGER NOT NULL, | ||||
|                                 exchange VARCHAR NOT NULL, | ||||
|                                 pair VARCHAR NOT NULL, | ||||
|                                 is_open BOOLEAN NOT NULL, | ||||
|                                 fee_open FLOAT NOT NULL, | ||||
|                                 fee_close FLOAT NOT NULL, | ||||
|                                 open_rate FLOAT, | ||||
|                                 close_rate FLOAT, | ||||
|                                 close_profit FLOAT, | ||||
|                                 stake_amount FLOAT NOT NULL, | ||||
|                                 amount FLOAT, | ||||
|                                 open_date DATETIME NOT NULL, | ||||
|                                 close_date DATETIME, | ||||
|                                 open_order_id VARCHAR, | ||||
|                                 PRIMARY KEY (id), | ||||
|                                 CHECK (is_open IN (0, 1)) | ||||
|                                 );""" | ||||
|  | ||||
|     insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, | ||||
|                           open_rate, stake_amount, amount, open_date) | ||||
|                           VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee}, | ||||
|                           0.00258580, {stake}, {amount}, | ||||
|                           '2019-11-28 12:44:24.000000') | ||||
|                           """.format(fee=fee.return_value, | ||||
|                                      stake=default_conf.get("stake_amount"), | ||||
|                                      amount=amount | ||||
|                                      ) | ||||
|     engine = create_engine('sqlite://') | ||||
|     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) | ||||
|  | ||||
|     # Create table using the old format | ||||
|     with engine.begin() as connection: | ||||
|         connection.execute(text(create_table_old)) | ||||
|         connection.execute(text(insert_table_old)) | ||||
|  | ||||
|     # Run init to test migration | ||||
|     with pytest.raises(OperationalException, match=r'Your database seems to be very old'): | ||||
|         init_db(default_conf['db_url']) | ||||
|  | ||||
|  | ||||
| def test_migrate_get_last_sequence_ids(): | ||||
|     engine = MagicMock() | ||||
|     engine.begin = MagicMock() | ||||
|     engine.name = 'postgresql' | ||||
|     get_last_sequence_ids(engine, 'trades_bak', 'orders_bak') | ||||
|  | ||||
|     assert engine.begin.call_count == 2 | ||||
|     engine.reset_mock() | ||||
|     engine.begin.reset_mock() | ||||
|  | ||||
|     engine.name = 'somethingelse' | ||||
|     get_last_sequence_ids(engine, 'trades_bak', 'orders_bak') | ||||
|  | ||||
|     assert engine.begin.call_count == 0 | ||||
|  | ||||
|  | ||||
| def test_migrate_set_sequence_ids(): | ||||
|     engine = MagicMock() | ||||
|     engine.begin = MagicMock() | ||||
|     engine.name = 'postgresql' | ||||
|     set_sequence_ids(engine, 22, 55, 5) | ||||
|  | ||||
|     assert engine.begin.call_count == 1 | ||||
|     engine.reset_mock() | ||||
|     engine.begin.reset_mock() | ||||
|  | ||||
|     engine.name = 'somethingelse' | ||||
|     set_sequence_ids(engine, 22, 55, 6) | ||||
|  | ||||
|     assert engine.begin.call_count == 0 | ||||
|  | ||||
|  | ||||
| def test_migrate_pairlocks(mocker, default_conf, fee, caplog): | ||||
|     """ | ||||
|     Test Database migration (starting with new pairformat) | ||||
|     """ | ||||
|     caplog.set_level(logging.DEBUG) | ||||
|     # Always create all columns apart from the last! | ||||
|     create_table_old = """CREATE TABLE pairlocks ( | ||||
|                             id INTEGER NOT NULL, | ||||
|                             pair VARCHAR(25) NOT NULL, | ||||
|                             reason VARCHAR(255), | ||||
|                             lock_time DATETIME NOT NULL, | ||||
|                             lock_end_time DATETIME NOT NULL, | ||||
|                             active BOOLEAN NOT NULL, | ||||
|                             PRIMARY KEY (id) | ||||
|                         ) | ||||
|                                 """ | ||||
|     create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)" | ||||
|     create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)" | ||||
|     create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)" | ||||
|     insert_table_old = """INSERT INTO pairlocks ( | ||||
|         id, pair, reason, lock_time, lock_end_time, active) | ||||
|         VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1) | ||||
|                           """ | ||||
|     insert_table_old2 = """INSERT INTO pairlocks ( | ||||
|         id, pair, reason, lock_time, lock_end_time, active) | ||||
|         VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1) | ||||
|                           """ | ||||
|     engine = create_engine('sqlite://') | ||||
|     mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) | ||||
|     # Create table using the old format | ||||
|     with engine.begin() as connection: | ||||
|         connection.execute(text(create_table_old)) | ||||
|  | ||||
|         connection.execute(text(insert_table_old)) | ||||
|         connection.execute(text(insert_table_old2)) | ||||
|         connection.execute(text(create_index1)) | ||||
|         connection.execute(text(create_index2)) | ||||
|         connection.execute(text(create_index3)) | ||||
|  | ||||
|     init_db(default_conf['db_url']) | ||||
|  | ||||
|     assert len(PairLock.query.all()) == 2 | ||||
|     assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1 | ||||
|     pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all() | ||||
|     assert len(pairlocks) == 1 | ||||
|     pairlocks[0].pair == 'ETH/BTC' | ||||
|     pairlocks[0].side == '*' | ||||
|  | ||||
|  | ||||
| def test_adjust_stop_loss(fee): | ||||
|     trade = Trade( | ||||
|         pair='ADA/USDT', | ||||
|   | ||||
		Reference in New Issue
	
	Block a user