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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( order = self.exchange.create_order(
pair=trade.pair, pair=trade.pair,
ordertype=order_type, ordertype=order_type,
side="sell", side=trade.exit_side,
amount=amount, amount=amount,
rate=limit, rate=limit,
time_in_force=time_in_force time_in_force=time_in_force

59
tests/test_freqtradebot.py
View File

@ -4,7 +4,7 @@
import logging import logging
import time import time
from copy import deepcopy from copy import deepcopy
from math import isclose from math import floor, isclose
from unittest.mock import ANY, MagicMock, PropertyMock from unittest.mock import ANY, MagicMock, PropertyMock
import arrow import arrow
@ -536,9 +536,12 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
assert len(trades) == 4 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, 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: ) -> None:
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(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.is_open
assert trade.open_date is not None assert trade.open_date is not None
assert trade.exchange == 'binance' assert trade.exchange == 'binance'
assert trade.open_rate == 2.0 assert trade.open_rate == open_rate # TODO-lev: I think? That's what the ticker ask price is
assert trade.amount == 30.0 assert isclose(trade.amount, 60 / open_rate)
assert log_has( 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 caplog
) )
@ -1230,8 +1234,7 @@ def test_create_stoploss_order_insufficient_funds(
@pytest.mark.parametrize("is_short,bid,ask,stop_price,amt,hang_price", [ @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), (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], 27.27272727, 1.5),
(True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.09 * 1.05], 27.39726027, 1.5),
]) ])
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_handle_stoploss_on_exchange_trailing( 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') cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
stoploss_order_mock.assert_called_once_with( stoploss_order_mock.assert_called_once_with(
amount=27.39726027, amount=amt,
pair='ETH/USDT', pair='ETH/USDT',
order_types=freqtrade.strategy.order_types, order_types=freqtrade.strategy.order_types,
stop_price=stop_price[1], stop_price=stop_price[1],
@ -1943,9 +1946,9 @@ def test_handle_trade(
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={ fetch_ticker=MagicMock(return_value={
'bid': 1.9, 'bid': 2.19,
'ask': 2.2, 'ask': 2.2,
'last': 1.9 'last': 2.19
}), }),
create_order=MagicMock(side_effect=[ create_order=MagicMock(side_effect=[
enter_order, enter_order,
@ -1967,17 +1970,14 @@ def test_handle_trade(
assert trade.is_open is True assert trade.is_open is True
freqtrade.wallets.update() freqtrade.wallets.update()
if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.open_order_id == exit_order['id'] assert trade.open_order_id == exit_order['id']
# Simulate fulfilled LIMIT order for trade # Simulate fulfilled LIMIT order for trade
trade.update(exit_order) 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.close_profit == 0.09451372
assert trade.calc_profit() == 5.685 assert trade.calc_profit() == 5.685
assert trade.close_date is not None 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' 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, 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) rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@ -2856,9 +2859,9 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'pair': 'ETH/USDT', 'pair': 'ETH/USDT',
'gain': 'profit', 'gain': 'profit',
'limit': 2.2, 'limit': 2.2,
'amount': 30.0, 'amount': amt,
'order_type': 'limit', 'order_type': 'limit',
'open_rate': 2.0, 'open_rate': open_rate,
'current_rate': 2.3, 'current_rate': 2.3,
'profit_amount': 5.685, 'profit_amount': 5.685,
'profit_ratio': 0.09451372, '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' freqtrade.config['order_types']['sell'] = 'market'
# TODO-lev: side="buy" # TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], freqtrade.execute_trade_exit(
sell_reason=SellCheckTuple(sell_type=SellType.ROI)) 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 not trade.is_open
assert trade.close_profit == 0.09451372 assert trade.close_profit == 0.09451372
@ -4045,10 +4051,13 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
(0.1, False), (0.1, False),
(100, True), (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( def test_order_book_depth_of_market(
default_conf_usdt, ticker_usdt, limit_order, limit_order_open, 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']['enabled'] = True
default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta 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 # Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_order_open[enter_side(is_short)]) 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'] assert whitelist == default_conf_usdt['exchange']['pair_whitelist']