Fixed failing test_process_trade_creation, test_order_book_depth_of_market, test_handle_stoploss_on_exchange_trailing
This commit is contained in:
Sam Germain
parent
94f0be1fa9
commit
81cf4653a9
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@ -1303,7 +1303,7 @@ class FreqtradeBot(LoggingMixin):
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order = self.exchange.create_order(
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pair=trade.pair,
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ordertype=order_type,
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side="sell",
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side=trade.exit_side,
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amount=amount,
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rate=limit,
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time_in_force=time_in_force
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@ -4,7 +4,7 @@
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import logging
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import time
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from copy import deepcopy
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from math import isclose
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from math import floor, isclose
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from unittest.mock import ANY, MagicMock, PropertyMock
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import arrow
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@ -536,9 +536,12 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
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assert len(trades) == 4
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@pytest.mark.parametrize('is_short', [False, True])
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@pytest.mark.parametrize('is_short, open_rate', [
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(False, 2.0),
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(True, 2.02)
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])
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def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
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is_short, fee, mocker, caplog
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is_short, open_rate, fee, mocker, caplog
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) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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@ -565,11 +568,12 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == 'binance'
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assert trade.open_rate == 2.0
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assert trade.amount == 30.0
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assert trade.open_rate == open_rate # TODO-lev: I think? That's what the ticker ask price is
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assert isclose(trade.amount, 60 / open_rate)
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assert log_has(
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'Long signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...',
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f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
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'with stake_amount: 60.0 ...',
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caplog
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)
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@ -1230,8 +1234,7 @@ def test_create_stoploss_order_insufficient_funds(
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@pytest.mark.parametrize("is_short,bid,ask,stop_price,amt,hang_price", [
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(False, [4.38, 4.16], [4.4, 4.17], ['2.0805', 4.4 * 0.95], 27.39726027, 3),
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# TODO-lev: Should the stoploss be based off the bid for shorts? (1.09)
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(True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 27.39726027, 1.5),
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(True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 27.27272727, 1.5),
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])
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@pytest.mark.usefixtures("init_persistence")
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def test_handle_stoploss_on_exchange_trailing(
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@ -1336,7 +1339,7 @@ def test_handle_stoploss_on_exchange_trailing(
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cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
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stoploss_order_mock.assert_called_once_with(
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amount=27.39726027,
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amount=amt,
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pair='ETH/USDT',
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order_types=freqtrade.strategy.order_types,
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stop_price=stop_price[1],
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@ -1943,9 +1946,9 @@ def test_handle_trade(
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': 1.9,
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'bid': 2.19,
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'ask': 2.2,
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'last': 1.9
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'last': 2.19
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}),
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create_order=MagicMock(side_effect=[
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enter_order,
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@ -1967,17 +1970,14 @@ def test_handle_trade(
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assert trade.is_open is True
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freqtrade.wallets.update()
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if is_short:
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patch_get_signal(freqtrade, enter_long=False, exit_short=True)
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else:
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patch_get_signal(freqtrade, enter_long=False, exit_long=True)
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patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
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assert freqtrade.handle_trade(trade) is True
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assert trade.open_order_id == exit_order['id']
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# Simulate fulfilled LIMIT order for trade
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trade.update(exit_order)
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assert trade.close_rate == 2.2
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assert trade.close_rate == 2.0 if is_short else 2.2
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assert trade.close_profit == 0.09451372
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assert trade.calc_profit() == 5.685
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assert trade.close_date is not None
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@ -2803,9 +2803,12 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
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assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
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@ pytest.mark.parametrize("is_short", [False, True])
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@ pytest.mark.parametrize("is_short, open_rate, amt", [
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(False, 2.0, 30.0),
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(True, 2.02, 29.7029703),
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])
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def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker,
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is_short) -> None:
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is_short, open_rate, amt) -> None:
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rpc_mock = patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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@ -2856,9 +2859,9 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
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'pair': 'ETH/USDT',
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'gain': 'profit',
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'limit': 2.2,
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'amount': 30.0,
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'amount': amt,
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'order_type': 'limit',
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'open_rate': 2.0,
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'open_rate': open_rate,
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'current_rate': 2.3,
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'profit_amount': 5.685,
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'profit_ratio': 0.09451372,
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@ -3252,8 +3255,11 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, is
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freqtrade.config['order_types']['sell'] = 'market'
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# TODO-lev: side="buy"
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freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
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sell_reason=SellCheckTuple(sell_type=SellType.ROI))
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freqtrade.execute_trade_exit(
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trade=trade,
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limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
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sell_reason=SellCheckTuple(sell_type=SellType.ROI)
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)
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assert not trade.is_open
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assert trade.close_profit == 0.09451372
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@ -4045,10 +4051,13 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
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(0.1, False),
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(100, True),
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])
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@ pytest.mark.parametrize('is_short', [False, True])
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@ pytest.mark.parametrize('is_short, open_rate', [
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(False, 2.0),
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(True, 2.02),
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])
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def test_order_book_depth_of_market(
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default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
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fee, mocker, order_book_l2, delta, is_high_delta, is_short
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fee, mocker, order_book_l2, delta, is_high_delta, is_short, open_rate
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):
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default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
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default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
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@ -4084,7 +4093,7 @@ def test_order_book_depth_of_market(
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_order_open[enter_side(is_short)])
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assert trade.open_rate == 2.0
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assert trade.open_rate == open_rate # TODO-lev: double check
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assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
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