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Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing

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This commit is contained in:
Sam Germain 2021-10-09 16:53:42 -06:00
parent 94f0be1fa9
commit 81cf4653a9
2 changed files with 35 additions and 26 deletions
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2
freqtrade/freqtradebot.py
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@ -1303,7 +1303,7 @@ class FreqtradeBot(LoggingMixin):
order = self.exchange.create_order(
pair=trade.pair,
ordertype=order_type,
side="sell",
side=trade.exit_side,
amount=amount,
rate=limit,
time_in_force=time_in_force

59
tests/test_freqtradebot.py
View File

@ -4,7 +4,7 @@
import logging
import time
from copy import deepcopy
from math import isclose
from math import floor, isclose
from unittest.mock import ANY, MagicMock, PropertyMock
import arrow
@ -536,9 +536,12 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
assert len(trades) == 4
@pytest.mark.parametrize('is_short', [False, True])
@pytest.mark.parametrize('is_short, open_rate', [
(False, 2.0),
(True, 2.02)
])
def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
is_short, fee, mocker, caplog
is_short, open_rate, fee, mocker, caplog
) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
@ -565,11 +568,12 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
assert trade.open_rate == 2.0
assert trade.amount == 30.0
assert trade.open_rate == open_rate # TODO-lev: I think? That's what the ticker ask price is
assert isclose(trade.amount, 60 / open_rate)
assert log_has(
'Long signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...',
f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
'with stake_amount: 60.0 ...',
caplog
)
@ -1230,8 +1234,7 @@ def test_create_stoploss_order_insufficient_funds(
@pytest.mark.parametrize("is_short,bid,ask,stop_price,amt,hang_price", [
(False, [4.38, 4.16], [4.4, 4.17], ['2.0805', 4.4 * 0.95], 27.39726027, 3),
# TODO-lev: Should the stoploss be based off the bid for shorts? (1.09)
(True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 27.39726027, 1.5),
(True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 27.27272727, 1.5),
])
@pytest.mark.usefixtures("init_persistence")
def test_handle_stoploss_on_exchange_trailing(
@ -1336,7 +1339,7 @@ def test_handle_stoploss_on_exchange_trailing(
cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
stoploss_order_mock.assert_called_once_with(
amount=27.39726027,
amount=amt,
pair='ETH/USDT',
order_types=freqtrade.strategy.order_types,
stop_price=stop_price[1],
@ -1943,9 +1946,9 @@ def test_handle_trade(
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'bid': 2.19,
'ask': 2.2,
'last': 1.9
'last': 2.19
}),
create_order=MagicMock(side_effect=[
enter_order,
@ -1967,17 +1970,14 @@ def test_handle_trade(
assert trade.is_open is True
freqtrade.wallets.update()
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
assert freqtrade.handle_trade(trade) is True
assert trade.open_order_id == exit_order['id']
# Simulate fulfilled LIMIT order for trade
trade.update(exit_order)
assert trade.close_rate == 2.2
assert trade.close_rate == 2.0 if is_short else 2.2
assert trade.close_profit == 0.09451372
assert trade.calc_profit() == 5.685
assert trade.close_date is not None
@ -2803,9 +2803,12 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
@ pytest.mark.parametrize("is_short", [False, True])
@ pytest.mark.parametrize("is_short, open_rate, amt", [
(False, 2.0, 30.0),
(True, 2.02, 29.7029703),
])
def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker,
is_short) -> None:
is_short, open_rate, amt) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -2856,9 +2859,9 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'pair': 'ETH/USDT',
'gain': 'profit',
'limit': 2.2,
'amount': 30.0,
'amount': amt,
'order_type': 'limit',
'open_rate': 2.0,
'open_rate': open_rate,
'current_rate': 2.3,
'profit_amount': 5.685,
'profit_ratio': 0.09451372,
@ -3252,8 +3255,11 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, is
freqtrade.config['order_types']['sell'] = 'market'
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI)
)
assert not trade.is_open
assert trade.close_profit == 0.09451372
@ -4045,10 +4051,13 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
(0.1, False),
(100, True),
])
@ pytest.mark.parametrize('is_short', [False, True])
@ pytest.mark.parametrize('is_short, open_rate', [
(False, 2.0),
(True, 2.02),
])
def test_order_book_depth_of_market(
default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
fee, mocker, order_book_l2, delta, is_high_delta, is_short
fee, mocker, order_book_l2, delta, is_high_delta, is_short, open_rate
):
default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
@ -4084,7 +4093,7 @@ def test_order_book_depth_of_market(
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_order_open[enter_side(is_short)])
assert trade.open_rate == 2.0
assert trade.open_rate == open_rate # TODO-lev: double check
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']