Merge branch 'develop' into pr/eatrisno/4308

tests/conftest.py

@@ -326,6 +326,7 @@ def get_default_conf(testdatadir):
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
         "internals": {},
+        "export": "none",
     }
     return configuration
 

tests/optimize/test_backtest_detail.py

@@ -457,6 +457,50 @@ tc28 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
+# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
+# high of stoploss candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc29 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 30: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc30 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# Test 31: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc31 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -487,6 +531,9 @@ TESTS = [
     tc26,
     tc27,
     tc28,
+    tc29,
+    tc30,
+    tc31,
 ]
 
 

tests/optimize/test_backtesting.py

@@ -155,6 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
         'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
+        '--export', 'none'
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
@@ -172,7 +173,8 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
+    assert 'export' in config
+    assert config['export'] == 'none'
     assert 'runmode' in config
     assert config['runmode'] == RunMode.BACKTEST
 
@@ -193,7 +195,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
         '--export-filename', 'foo_bar.json',
         '--fee', '0',
     ]
@@ -223,7 +224,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'export' in config
-    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
     assert isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
@@ -395,7 +395,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     backtesting = Backtesting(default_conf)
@@ -416,7 +416,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     with pytest.raises(OperationalException, match='No pair in whitelist.'):
@@ -440,7 +440,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     # Use stoploss from strategy
     del default_conf['stoploss']
     default_conf['timerange'] = '20180101-20180102'

tests/rpc/test_rpc_telegram.py

@@ -2,6 +2,7 @@
 # pragma pylint: disable=protected-access, unused-argument, invalid-name
 # pragma pylint: disable=too-many-lines, too-many-arguments
 
+import logging
 import re
 from datetime import datetime
 from functools import reduce
@@ -112,7 +113,7 @@ def test_cleanup(default_conf, mocker, ) -> None:
 
 def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
-
+    caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
@@ -128,6 +129,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
 
 def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     patch_exchange(mocker)
+    caplog.set_level(logging.DEBUG)
     chat = Chat(0xdeadbeef, 0)
     update = Update(randint(1, 100))
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)

tests/test_configuration.py

@@ -425,7 +425,6 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
 
 
 def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
@@ -448,7 +447,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--stake-amount', 'unlimited'
     ]
 
@@ -496,7 +495,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         'backtesting',
         '--config', 'config.json',
         '--ticker-interval', '1m',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--strategy-list',
         'DefaultStrategy',
         'TestStrategy'