From ebbe47f38d884b139610d60db09708b32dcb6b71 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 13:36:16 +0200 Subject: [PATCH 1/7] Simplify fiat convert and fix USD coingecko problem --- freqtrade/rpc/fiat_convert.py | 103 +++++++-------------------------- tests/rpc/test_fiat_convert.py | 78 +++---------------------- 2 files changed, 30 insertions(+), 151 deletions(-) diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py index 4e26432d4..380070deb 100644 --- a/freqtrade/rpc/fiat_convert.py +++ b/freqtrade/rpc/fiat_convert.py @@ -4,9 +4,9 @@ e.g BTC to USD """ import logging -import time -from typing import Dict, List +from typing import Dict +from cachetools.ttl import TTLCache from pycoingecko import CoinGeckoAPI from freqtrade.constants import SUPPORTED_FIAT @@ -15,51 +15,6 @@ from freqtrade.constants import SUPPORTED_FIAT logger = logging.getLogger(__name__) -class CryptoFiat: - """ - Object to describe what is the price of Crypto-currency in a FIAT - """ - # Constants - CACHE_DURATION = 6 * 60 * 60 # 6 hours - - def __init__(self, crypto_symbol: str, fiat_symbol: str, price: float) -> None: - """ - Create an object that will contains the price for a crypto-currency in fiat - :param crypto_symbol: Crypto-currency you want to convert (e.g BTC) - :param fiat_symbol: FIAT currency you want to convert to (e.g USD) - :param price: Price in FIAT - """ - - # Public attributes - self.crypto_symbol = None - self.fiat_symbol = None - self.price = 0.0 - - # Private attributes - self._expiration = 0.0 - - self.crypto_symbol = crypto_symbol.lower() - self.fiat_symbol = fiat_symbol.lower() - self.set_price(price=price) - - def set_price(self, price: float) -> None: - """ - Set the price of the Crypto-currency in FIAT and set the expiration time - :param price: Price of the current Crypto currency in the fiat - :return: None - """ - self.price = price - self._expiration = time.time() + self.CACHE_DURATION - - def is_expired(self) -> bool: - """ - Return if the current price is still valid or needs to be refreshed - :return: bool, true the price is expired and needs to be refreshed, false the price is - still valid - """ - return self._expiration - time.time() <= 0 - - class CryptoToFiatConverter: """ Main class to initiate Crypto to FIAT. @@ -84,7 +39,9 @@ class CryptoToFiatConverter: return CryptoToFiatConverter.__instance def __init__(self) -> None: - self._pairs: List[CryptoFiat] = [] + # Timeout: 6h + self._pair_price: TTLCache = TTLCache(maxsize=500, ttl=6 * 60 * 60) + self._load_cryptomap() def _load_cryptomap(self) -> None: @@ -118,49 +75,31 @@ class CryptoToFiatConverter: """ crypto_symbol = crypto_symbol.lower() fiat_symbol = fiat_symbol.lower() + inverse = False + if crypto_symbol == 'usd': + # usd corresponds to "uniswap-state-dollar" for coingecko. + # We'll therefore need to "swap" the currencies + logger.info(f"reversing Rates {crypto_symbol}, {fiat_symbol}") + crypto_symbol = fiat_symbol + fiat_symbol = 'usd' + inverse = True + + symbol = f"{crypto_symbol}/{fiat_symbol}" # Check if the fiat convertion you want is supported if not self._is_supported_fiat(fiat=fiat_symbol): raise ValueError(f'The fiat {fiat_symbol} is not supported.') - # Get the pair that interest us and return the price in fiat - for pair in self._pairs: - if pair.crypto_symbol == crypto_symbol and pair.fiat_symbol == fiat_symbol: - # If the price is expired we refresh it, avoid to call the API all the time - if pair.is_expired(): - pair.set_price( - price=self._find_price( - crypto_symbol=pair.crypto_symbol, - fiat_symbol=pair.fiat_symbol - ) - ) + price = self._pair_price.get(symbol, None) - # return the last price we have for this pair - return pair.price - - # The pair does not exist, so we create it and return the price - return self._add_pair( - crypto_symbol=crypto_symbol, - fiat_symbol=fiat_symbol, - price=self._find_price( + if not price: + price = self._find_price( crypto_symbol=crypto_symbol, fiat_symbol=fiat_symbol ) - ) - - def _add_pair(self, crypto_symbol: str, fiat_symbol: str, price: float) -> float: - """ - :param crypto_symbol: Crypto-currency you want to convert (e.g BTC) - :param fiat_symbol: FIAT currency you want to convert to (e.g USD) - :return: price in FIAT - """ - self._pairs.append( - CryptoFiat( - crypto_symbol=crypto_symbol, - fiat_symbol=fiat_symbol, - price=price - ) - ) + if inverse and price != 0.0: + price = 1 / price + self._pair_price[symbol] = price return price diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py index ed21bc516..2d43addff 100644 --- a/tests/rpc/test_fiat_convert.py +++ b/tests/rpc/test_fiat_convert.py @@ -1,44 +1,15 @@ # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, # pragma pylint: disable=protected-access, C0103 -import time from unittest.mock import MagicMock import pytest from requests.exceptions import RequestException -from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter +from freqtrade.rpc.fiat_convert import CryptoToFiatConverter from tests.conftest import log_has, log_has_re -def test_pair_convertion_object(): - pair_convertion = CryptoFiat( - crypto_symbol='btc', - fiat_symbol='usd', - price=12345.0 - ) - - # Check the cache duration is 6 hours - assert pair_convertion.CACHE_DURATION == 6 * 60 * 60 - - # Check a regular usage - assert pair_convertion.crypto_symbol == 'btc' - assert pair_convertion.fiat_symbol == 'usd' - assert pair_convertion.price == 12345.0 - assert pair_convertion.is_expired() is False - - # Update the expiration time (- 2 hours) and check the behavior - pair_convertion._expiration = time.time() - 2 * 60 * 60 - assert pair_convertion.is_expired() is True - - # Check set price behaviour - time_reference = time.time() + pair_convertion.CACHE_DURATION - pair_convertion.set_price(price=30000.123) - assert pair_convertion.is_expired() is False - assert pair_convertion._expiration >= time_reference - assert pair_convertion.price == 30000.123 - - def test_fiat_convert_is_supported(mocker): fiat_convert = CryptoToFiatConverter() assert fiat_convert._is_supported_fiat(fiat='USD') is True @@ -47,28 +18,6 @@ def test_fiat_convert_is_supported(mocker): assert fiat_convert._is_supported_fiat(fiat='ABC') is False -def test_fiat_convert_add_pair(mocker): - - fiat_convert = CryptoToFiatConverter() - - pair_len = len(fiat_convert._pairs) - assert pair_len == 0 - - fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0) - pair_len = len(fiat_convert._pairs) - assert pair_len == 1 - assert fiat_convert._pairs[0].crypto_symbol == 'btc' - assert fiat_convert._pairs[0].fiat_symbol == 'usd' - assert fiat_convert._pairs[0].price == 12345.0 - - fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2) - pair_len = len(fiat_convert._pairs) - assert pair_len == 2 - assert fiat_convert._pairs[1].crypto_symbol == 'btc' - assert fiat_convert._pairs[1].fiat_symbol == 'eur' - assert fiat_convert._pairs[1].price == 13000.2 - - def test_fiat_convert_find_price(mocker): fiat_convert = CryptoToFiatConverter() @@ -95,8 +44,8 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog): def test_fiat_convert_get_price(mocker): - mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', - return_value=28000.0) + find_price = mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price', + return_value=28000.0) fiat_convert = CryptoToFiatConverter() @@ -104,26 +53,17 @@ def test_fiat_convert_get_price(mocker): fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='US Dollar') # Check the value return by the method - pair_len = len(fiat_convert._pairs) + pair_len = len(fiat_convert._pair_price) assert pair_len == 0 assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0 - assert fiat_convert._pairs[0].crypto_symbol == 'btc' - assert fiat_convert._pairs[0].fiat_symbol == 'usd' - assert fiat_convert._pairs[0].price == 28000.0 - assert fiat_convert._pairs[0]._expiration != 0 - assert len(fiat_convert._pairs) == 1 + assert fiat_convert._pair_price['btc/usd'] == 28000.0 + assert len(fiat_convert._pair_price) == 1 + assert find_price.call_count == 1 # Verify the cached is used - fiat_convert._pairs[0].price = 9867.543 - expiration = fiat_convert._pairs[0]._expiration + fiat_convert._pair_price['btc/usd'] = 9867.543 assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 9867.543 - assert fiat_convert._pairs[0]._expiration == expiration - - # Verify the cache expiration - expiration = time.time() - 2 * 60 * 60 - fiat_convert._pairs[0]._expiration = expiration - assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 28000.0 - assert fiat_convert._pairs[0]._expiration is not expiration + assert find_price.call_count == 1 def test_fiat_convert_same_currencies(mocker): From 37c2e037f11da94b7c55a567d30c6184830a3148 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 13:50:56 +0200 Subject: [PATCH 2/7] Rename dry_run_order to create_dry_run_order --- freqtrade/exchange/binance.py | 2 +- freqtrade/exchange/exchange.py | 8 ++++---- freqtrade/exchange/ftx.py | 2 +- freqtrade/exchange/kraken.py | 2 +- tests/exchange/test_exchange.py | 4 ++-- 5 files changed, 9 insertions(+), 9 deletions(-) diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 26ec30a8a..0bcfa5e17 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -52,7 +52,7 @@ class Binance(Exchange): 'In stoploss limit order, stop price should be more than limit price') if self._config['dry_run']: - dry_order = self.dry_run_order( + dry_order = self.create_dry_run_order( pair, ordertype, "sell", amount, stop_price) return dry_order diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 37d92e253..7edace13c 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -543,8 +543,8 @@ class Exchange: # See also #2575 at github. return max(min_stake_amounts) * amount_reserve_percent - def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, - rate: float, params: Dict = {}) -> Dict[str, Any]: + def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float, + rate: float, params: Dict = {}) -> Dict[str, Any]: order_id = f'dry_run_{side}_{datetime.now().timestamp()}' _amount = self.amount_to_precision(pair, amount) dry_order = { @@ -618,7 +618,7 @@ class Exchange: rate: float, time_in_force: str) -> Dict: if self._config['dry_run']: - dry_order = self.dry_run_order(pair, ordertype, "buy", amount, rate) + dry_order = self.create_dry_run_order(pair, ordertype, "buy", amount, rate) return dry_order params = self._params.copy() @@ -631,7 +631,7 @@ class Exchange: rate: float, time_in_force: str = 'gtc') -> Dict: if self._config['dry_run']: - dry_order = self.dry_run_order(pair, ordertype, "sell", amount, rate) + dry_order = self.create_dry_run_order(pair, ordertype, "sell", amount, rate) return dry_order params = self._params.copy() diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py index f05490cbb..6312759b9 100644 --- a/freqtrade/exchange/ftx.py +++ b/freqtrade/exchange/ftx.py @@ -53,7 +53,7 @@ class Ftx(Exchange): stop_price = self.price_to_precision(pair, stop_price) if self._config['dry_run']: - dry_order = self.dry_run_order( + dry_order = self.create_dry_run_order( pair, ordertype, "sell", amount, stop_price) return dry_order diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 724b11189..786f1b592 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -92,7 +92,7 @@ class Kraken(Exchange): stop_price = self.price_to_precision(pair, stop_price) if self._config['dry_run']: - dry_order = self.dry_run_order( + dry_order = self.create_dry_run_order( pair, ordertype, "sell", amount, stop_price) return dry_order diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 3439c7a09..202f1885f 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -931,11 +931,11 @@ def test_exchange_has(default_conf, mocker): ("sell") ]) @pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_dry_run_order(default_conf, mocker, side, exchange_name): +def test_create_dry_run_order(default_conf, mocker, side, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - order = exchange.dry_run_order( + order = exchange.create_dry_run_order( pair='ETH/BTC', ordertype='limit', side=side, amount=1, rate=200) assert 'id' in order assert f'dry_run_{side}_' in order["id"] From 14e857423528b87e0cbfd46f1e3ad2264cda8ccd Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 14:13:00 +0200 Subject: [PATCH 3/7] fetch_balance is never called in dry-run --- freqtrade/exchange/exchange.py | 4 ---- tests/exchange/test_exchange.py | 15 --------------- 2 files changed, 19 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 7edace13c..3224255d0 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -662,8 +662,6 @@ class Exchange: @retrier def get_balance(self, currency: str) -> float: - if self._config['dry_run']: - return self._config['dry_run_wallet'] # ccxt exception is already handled by get_balances balances = self.get_balances() @@ -675,8 +673,6 @@ class Exchange: @retrier def get_balances(self) -> dict: - if self._config['dry_run']: - return {} try: balances = self._api.fetch_balance() diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 202f1885f..4ceba6eba 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -1245,14 +1245,6 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name): assert "timeInForce" not in api_mock.create_order.call_args[0][5] -def test_get_balance_dry_run(default_conf, mocker): - default_conf['dry_run'] = True - default_conf['dry_run_wallet'] = 999.9 - - exchange = get_patched_exchange(mocker, default_conf) - assert exchange.get_balance(currency='BTC') == 999.9 - - @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_balance_prod(default_conf, mocker, exchange_name): api_mock = MagicMock() @@ -1276,13 +1268,6 @@ def test_get_balance_prod(default_conf, mocker, exchange_name): exchange.get_balance(currency='BTC') -@pytest.mark.parametrize("exchange_name", EXCHANGES) -def test_get_balances_dry_run(default_conf, mocker, exchange_name): - default_conf['dry_run'] = True - exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - assert exchange.get_balances() == {} - - @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_balances_prod(default_conf, mocker, exchange_name): balance_item = { From 96a5b6555dd6a2c4f7fc62112d618f7c1d928843 Mon Sep 17 00:00:00 2001 From: gbojen Date: Sat, 10 Apr 2021 14:31:12 +0200 Subject: [PATCH 4/7] fix documentation inconsistency fixes freqtrade/freqtrade#4650 --- docs/includes/pairlists.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md index d57757bbd..8688494cc 100644 --- a/docs/includes/pairlists.md +++ b/docs/includes/pairlists.md @@ -174,7 +174,7 @@ This filter removes pairs if the average volatility over a `lookback_days` days This filter can be used to narrow down your pairs to a certain volatility or avoid very volatile pairs. In the below example: -If the volatility over the last 10 days is not in the range of 0.20-0.30, remove the pair from the whitelist. The filter is applied every 24h. +If the volatility over the last 10 days is not in the range of 0.05-0.50, remove the pair from the whitelist. The filter is applied every 24h. ```json "pairlists": [ @@ -190,7 +190,7 @@ If the volatility over the last 10 days is not in the range of 0.20-0.30, remove ### Full example of Pairlist Handlers -The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value. +The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value. ```json "exchange": { From 579e68f31e122a3ebbd897371642a7ee299749c8 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 14:37:09 +0200 Subject: [PATCH 5/7] Reduce log verbosity when buying --- freqtrade/freqtradebot.py | 11 ++++------- tests/test_freqtradebot.py | 2 +- 2 files changed, 5 insertions(+), 8 deletions(-) diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a701e8db9..1ebf28ebd 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -410,9 +410,7 @@ class FreqtradeBot(LoggingMixin): bid_strategy = self.config.get('bid_strategy', {}) if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False): - logger.info( - f"Getting price from order book {bid_strategy['price_side'].capitalize()} side." - ) + order_book_top = bid_strategy.get('order_book_top', 1) order_book = self.exchange.fetch_l2_order_book(pair, order_book_top) logger.debug('order_book %s', order_book) @@ -425,7 +423,8 @@ class FreqtradeBot(LoggingMixin): f"Orderbook: {order_book}" ) raise PricingError from e - logger.info(f'...top {order_book_top} order book buy rate {rate_from_l2:.8f}') + logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side " + f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}") used_rate = rate_from_l2 else: logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price") @@ -479,19 +478,17 @@ class FreqtradeBot(LoggingMixin): logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.") return False - logger.info(f"Buy signal found: about create a new trade with stake_amount: " + logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: " f"{stake_amount} ...") bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {}) if ((bid_check_dom.get('enabled', False)) and (bid_check_dom.get('bids_to_ask_delta', 0) > 0)): if self._check_depth_of_market_buy(pair, bid_check_dom): - logger.info(f'Executing Buy for {pair}.') return self.execute_buy(pair, stake_amount) else: return False - logger.info(f'Executing Buy for {pair}') return self.execute_buy(pair, stake_amount) else: return False diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index c93f8b858..a7b9bb103 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -685,7 +685,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy assert trade.amount == 91.07468123 assert log_has( - 'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog + 'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', caplog ) From 4820b4b314096fc2529ad67f5d2dd2a8ccd431b4 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 14:52:34 +0200 Subject: [PATCH 6/7] Fix test failure --- tests/test_freqtradebot.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index a7b9bb103..c91015766 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -685,7 +685,8 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy assert trade.amount == 91.07468123 assert log_has( - 'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', caplog + 'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', + caplog ) From aaf9872ef37b5959ce1489da8470ce1dd534c2ad Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 10 Apr 2021 19:53:00 +0200 Subject: [PATCH 7/7] Simplify webserver test --- tests/rpc/test_rpc_apiserver.py | 61 +++++++++++++-------------------- 1 file changed, 23 insertions(+), 38 deletions(-) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index d113a8802..e72749715 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -416,10 +416,10 @@ def test_api_count(botclient, mocker, ticker, fee, markets): assert rc.json()["max"] == 1 # Create some test data - ftbot.enter_positions() + create_mock_trades(fee) rc = client_get(client, f"{BASE_URI}/count") assert_response(rc) - assert rc.json()["current"] == 1 + assert rc.json()["current"] == 4 assert rc.json()["max"] == 1 ftbot.config['max_open_trades'] = float('inf') @@ -612,7 +612,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): @pytest.mark.usefixtures("init_persistence") -def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order): +def test_api_profit(botclient, mocker, ticker, fee, markets): ftbot, client = botclient patch_get_signal(ftbot, (True, False)) mocker.patch.multiple( @@ -627,48 +627,33 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li assert_response(rc, 200) assert rc.json()['trade_count'] == 0 - ftbot.enter_positions() - trade = Trade.query.first() - + create_mock_trades(fee) # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) - rc = client_get(client, f"{BASE_URI}/profit") - assert_response(rc, 200) - # One open trade - assert rc.json()['trade_count'] == 1 - assert rc.json()['best_pair'] == '' - assert rc.json()['best_rate'] == 0 - - trade = Trade.query.first() - trade.update(limit_sell_order) - - trade.close_date = datetime.utcnow() - trade.is_open = False rc = client_get(client, f"{BASE_URI}/profit") assert_response(rc) assert rc.json() == {'avg_duration': ANY, - 'best_pair': 'ETH/BTC', - 'best_rate': 6.2, - 'first_trade_date': 'just now', + 'best_pair': 'XRP/BTC', + 'best_rate': 1.0, + 'first_trade_date': ANY, 'first_trade_timestamp': ANY, - 'latest_trade_date': 'just now', + 'latest_trade_date': '5 minutes ago', 'latest_trade_timestamp': ANY, - 'profit_all_coin': 6.217e-05, - 'profit_all_fiat': 0.76748865, - 'profit_all_percent_mean': 6.2, - 'profit_all_ratio_mean': 0.06201058, - 'profit_all_percent_sum': 6.2, - 'profit_all_ratio_sum': 0.06201058, - 'profit_closed_coin': 6.217e-05, - 'profit_closed_fiat': 0.76748865, - 'profit_closed_ratio_mean': 0.06201058, - 'profit_closed_percent_mean': 6.2, - 'profit_closed_ratio_sum': 0.06201058, - 'profit_closed_percent_sum': 6.2, - 'trade_count': 1, - 'closed_trade_count': 1, - 'winning_trades': 1, + 'profit_all_coin': -44.0631579, + 'profit_all_fiat': -543959.6842755, + 'profit_all_percent_mean': -66.41, + 'profit_all_ratio_mean': -0.6641100666666667, + 'profit_all_percent_sum': -398.47, + 'profit_all_ratio_sum': -3.9846604, + 'profit_closed_coin': 0.00073913, + 'profit_closed_fiat': 9.124559849999999, + 'profit_closed_ratio_mean': 0.0075, + 'profit_closed_percent_mean': 0.75, + 'profit_closed_ratio_sum': 0.015, + 'profit_closed_percent_sum': 1.5, + 'trade_count': 6, + 'closed_trade_count': 2, + 'winning_trades': 2, 'losing_trades': 0, }