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add tests for trailing stoploss

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This commit is contained in:
xmatthias 2018-06-27 06:51:48 +02:00
parent c997aa9864
commit 78e6c9fdf6
1 changed files with 27 additions and 14 deletions
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41
freqtrade/tests/test_freqtradebot.py
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@ -1694,6 +1694,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
""" """
Test sell_profit_only feature when enabled and we have a loss Test sell_profit_only feature when enabled and we have a loss
""" """
buy_price = limit_buy_order['price']
patch_get_signal(mocker) patch_get_signal(mocker)
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
@ -1702,9 +1703,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={ get_ticker=MagicMock(return_value={
'bid': 0.0000182, 'bid': buy_price - 0.000001,
'ask': 0.0000183, 'ask': buy_price - 0.000001,
'last': 0.0000182 'last': buy_price - 0.000001
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
@ -1713,7 +1714,6 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
conf = deepcopy(default_conf) conf = deepcopy(default_conf)
conf['trailing_stop'] = True conf['trailing_stop'] = True
conf['trailing_stop_positive'] = 0.01 conf['trailing_stop_positive'] = 0.01
print(limit_buy_order)
freqtrade = FreqtradeBot(conf) freqtrade = FreqtradeBot(conf)
freqtrade.create_trade() freqtrade.create_trade()
@ -1722,22 +1722,35 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
# stop-loss not reached # stop-loss not reached
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
# Adjusted stoploss
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.64779142', # Raise ticker above buy price
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.000018018
mocker.patch('freqtrade.exchange.Exchange.get_ticker', mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={ MagicMock(return_value={
'bid': 0.0000172, 'bid': buy_price + 0.000003,
'ask': 0.0000173, 'ask': buy_price + 0.000003,
'last': 0.0000172 'last': buy_price + 0.000003
})) }))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.26662643',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000002,
'ask': buy_price + 0.000002,
'last': buy_price + 0.000002
}))
# Lower price again (but still positive)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert log_has( assert log_has(
f'HIT STOP: current price at 0.000017, stop loss is {trade.stop_loss:.6f}, ' f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
f'stop loss is {trade.stop_loss:.6f}, '
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
fee, markets, mocker) -> None: fee, markets, mocker) -> None:
""" """