created default_conf_usdt and init_persistence_usdt so that these tests pass: test_handle_stoploss_on_exchange_trailing, test_handle_stoploss_on_exchange_custom_stop, test_update_trade_state_withorderdict

This commit is contained in:
Sam Germain 2021-09-26 10:09:10 -06:00
parent d1e3d48075
commit 6fdcf8cd73
2 changed files with 56 additions and 33 deletions

View File

@ -289,11 +289,21 @@ def init_persistence(default_conf):
init_db(default_conf['db_url'], default_conf['dry_run']) init_db(default_conf['db_url'], default_conf['dry_run'])
@pytest.fixture(scope='function')
def init_persistence_usdt(default_conf_usdt):
init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run'])
@pytest.fixture(scope="function") @pytest.fixture(scope="function")
def default_conf(testdatadir): def default_conf(testdatadir):
return get_default_conf(testdatadir) return get_default_conf(testdatadir)
@pytest.fixture(scope="function")
def default_conf_usdt(testdatadir):
return get_default_conf_usdt(testdatadir)
def get_default_conf(testdatadir): def get_default_conf(testdatadir):
""" Returns validated configuration suitable for most tests """ """ Returns validated configuration suitable for most tests """
configuration = { configuration = {
@ -368,6 +378,15 @@ def get_default_conf(testdatadir):
return configuration return configuration
def get_default_conf_usdt(testdatadir):
configuration = get_default_conf(testdatadir)
configuration.update({
"stake_amount": 60.0,
"stake_currency": "USDT",
})
return configuration
@pytest.fixture @pytest.fixture
def update(): def update():
_update = Update(0) _update = Update(0)
@ -1602,7 +1621,7 @@ def trades_for_order():
'info': { 'info': {
'id': 34567, 'id': 34567,
'orderId': 123456, 'orderId': 123456,
'price': '0.24544100', 'price': '2.0',
'qty': '8.00000000', 'qty': '8.00000000',
'commission': '0.00800000', 'commission': '0.00800000',
'commissionAsset': 'LTC', 'commissionAsset': 'LTC',
@ -1811,6 +1830,14 @@ def edge_conf(default_conf):
return conf return conf
@pytest.fixture(scope="function")
def edge_conf_usdt(edge_conf):
edge_conf.update({
"stake_currency": "USDT",
})
return edge_conf
@pytest.fixture @pytest.fixture
def rpc_balance(): def rpc_balance():
return { return {
@ -2049,7 +2076,7 @@ def saved_hyperopt_results():
@pytest.fixture(scope='function') @pytest.fixture(scope='function')
def limit_buy_order_usdt_open(): def limit_buy_order_usdt_open():
return { return {
'id': 'mocked_limit_buy', 'id': 'mocked_limit_buy_usdt',
'type': 'limit', 'type': 'limit',
'side': 'buy', 'side': 'buy',
'symbol': 'mocked', 'symbol': 'mocked',
@ -2076,7 +2103,7 @@ def limit_buy_order_usdt(limit_buy_order_usdt_open):
@pytest.fixture @pytest.fixture
def limit_sell_order_usdt_open(): def limit_sell_order_usdt_open():
return { return {
'id': 'mocked_limit_sell', 'id': 'mocked_limit_sell_usdt',
'type': 'limit', 'type': 'limit',
'side': 'sell', 'side': 'sell',
'pair': 'mocked', 'pair': 'mocked',

View File

@ -1162,8 +1162,8 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
assert mock_insuf.call_count == 1 assert mock_insuf.call_count == 1
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence_usdt")
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
limit_buy_order_usdt, limit_sell_order_usdt) -> None: limit_buy_order_usdt, limit_sell_order_usdt) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
@ -1188,12 +1188,12 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
) )
# enabling TSL # enabling TSL
default_conf['trailing_stop'] = True default_conf_usdt['trailing_stop'] = True
# disabling ROI # disabling ROI
default_conf['minimal_roi']['0'] = 999999999 default_conf_usdt['minimal_roi']['0'] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
# enabling stoploss on exchange # enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@ -1207,7 +1207,6 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
freqtrade.enter_positions() freqtrade.enter_positions()
# TODO-lev: Get this trade switched to the usdt trades
trade = Trade.query.first() trade = Trade.query.first()
trade.is_open = True trade.is_open = True
trade.open_order_id = None trade.open_order_id = None
@ -1261,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with( stoploss_order_mock.assert_called_once_with(
amount=30.0, amount=27.39726027,
pair='ETH/BTC', pair='ETH/BTC',
order_types=freqtrade.strategy.order_types, order_types=freqtrade.strategy.order_types,
stop_price=4.4 * 0.95 stop_price=4.4 * 0.95
@ -1271,9 +1270,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.fetch_ticker', 'freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={ MagicMock(return_value={
'bid': 4.1712, 'bid': 4.16,
'ask': 4.1921, 'ask': 4.17,
'last': 4.1712 'last': 4.16
}) })
) )
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
@ -1354,9 +1353,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence_usdt")
def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, def test_handle_stoploss_on_exchange_custom_stop(
limit_buy_order_usdt, limit_sell_order_usdt) -> None: mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None:
# When trailing stoploss is set # When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334}) stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker) patch_RPCManager(mocker)
@ -1380,12 +1379,12 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
) )
# enabling TSL # enabling TSL
default_conf['use_custom_stoploss'] = True default_conf_usdt['use_custom_stoploss'] = True
# disabling ROI # disabling ROI
default_conf['minimal_roi']['0'] = 999999999 default_conf_usdt['minimal_roi']['0'] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
# enabling stoploss on exchange # enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@ -1452,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with( stoploss_order_mock.assert_called_once_with(
amount=100.0, amount=31.57894736,
pair='ETH/BTC', pair='ETH/BTC',
order_types=freqtrade.strategy.order_types, order_types=freqtrade.strategy.order_types,
stop_price=4.4 * 0.96 stop_price=4.4 * 0.96
@ -1462,9 +1461,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
mocker.patch( mocker.patch(
'freqtrade.exchange.Exchange.fetch_ticker', 'freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={ MagicMock(return_value={
'bid': 4.1712, 'bid': 4.17,
'ask': 4.1921, 'ask': 4.19,
'last': 4.1712 'last': 4.17
}) })
) )
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
@ -1554,7 +1553,6 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
'ask': 2.2 * 0.95, 'ask': 2.2 * 0.95,
'last': 1.9 * 0.95 'last': 1.9 * 0.95
})) }))
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
@ -1566,21 +1564,21 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
# price jumped 2x # price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344, 'bid': 4.38,
'ask': 0.00002346, 'ask': 4.4,
'last': 0.00002344 'last': 4.38
})) }))
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should be set to 1% as trailing is on # stoploss should be set to 1% as trailing is on
assert trade.stop_loss == 0.00002346 * 0.99 assert trade.stop_loss == 4.4 * 0.99
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
stoploss_order_mock.assert_called_once_with(amount=2132892.49146757, stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
pair='NEO/BTC', pair='NEO/BTC',
order_types=freqtrade.strategy.order_types, order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.99) stop_price=4.4 * 0.99)
@pytest.mark.parametrize('return_value,side_effect,log_message', [ @pytest.mark.parametrize('return_value,side_effect,log_message', [
@ -1701,7 +1699,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog)
(30.0 + 1e-14, True), (30.0 + 1e-14, True),
(8.0, False) (8.0, False)
]) ])
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order_usdt, fee, def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, fee,
mocker, initial_amount, has_rounding_fee, caplog): mocker, initial_amount, has_rounding_fee, caplog):
trades_for_order[0]['amount'] = initial_amount trades_for_order[0]['amount'] = initial_amount
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@ -1709,7 +1707,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
patch_exchange(mocker) patch_exchange(mocker)
amount = sum(x['amount'] for x in trades_for_order) amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
caplog.clear() caplog.clear()
trade = Trade( trade = Trade(
pair='LTC/USDT', pair='LTC/USDT',
@ -1722,8 +1720,6 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
open_order_id="123456", open_order_id="123456",
is_open=True, is_open=True,
) )
# TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001
# TODO-lev: but they are the exact same
freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt) freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
assert trade.amount != amount assert trade.amount != amount
assert trade.amount == limit_buy_order_usdt['amount'] assert trade.amount == limit_buy_order_usdt['amount']