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Merge branch 'develop' into safe_sell_amount

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This commit is contained in:
Matthias
2019-12-18 19:45:31 +01:00
parent 04257d8ecc ce190a7485
commit 834a0ed620
45 changed files with 812 additions and 363 deletions
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110
tests/test_freqtradebot.py
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@@ -211,6 +211,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['dry_run_wallet'] = 999.9
freqtrade = FreqtradeBot(edge_conf)
assert freqtrade._get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20
@@ -786,7 +787,10 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
pair = 'NOCLUE/BTC'
pair = 'BLK/BTC'
# Ensure the pair is not in the whitelist!
assert pair not in default_conf['exchange']['pair_whitelist']
# create open trade not in whitelist
Trade.session.add(Trade(
pair=pair,
@@ -1335,6 +1339,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
edge_conf['dry_run_wallet'] = 999.9
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
@@ -1507,13 +1512,15 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
trade = Trade()
# Mock session away
Trade.session = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
trade = Trade(
open_order_id=123,
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=arrow.utcnow().datetime,
amount=11,
)
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
trade.open_date = arrow.utcnow().datetime
freqtrade.update_trade_state(trade)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog)
@@ -1536,7 +1543,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
assert log_has_re('Found open order for.*', caplog)
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, mocker):
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# get_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
@@ -1549,6 +1557,8 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
is_open=True,
)
@@ -1557,7 +1567,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
assert trade.amount == limit_buy_order['amount']
def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order,
def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee,
limit_buy_order, mocker, caplog):
trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -1572,6 +1582,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
is_open=True,
open_date=arrow.utcnow().datetime,
@@ -3039,7 +3051,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
assert trade.sell_reason == SellType.STOP_LOSS.value
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -3049,6 +3061,8 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
@@ -3061,7 +3075,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
caplog)
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
patch_RPCManager(mocker)
@@ -3072,6 +3086,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
@@ -3084,7 +3100,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
caplog)
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker):
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
trades_for_order[0]['fee']['currency'] = 'ETH'
patch_RPCManager(mocker)
@@ -3095,6 +3111,8 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3105,7 +3123,8 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee, mocker):
def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee,
fee, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
@@ -3119,6 +3138,8 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3129,7 +3150,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker):
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
@@ -3141,6 +3162,8 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3151,7 +3174,7 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
@@ -3160,6 +3183,8 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3173,7 +3198,8 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
caplog)
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
caplog, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
@@ -3186,6 +3212,8 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3199,7 +3227,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
caplog)
def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker):
def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004}
@@ -3211,6 +3239,8 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3221,7 +3251,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, mocker):
def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
@@ -3234,6 +3264,8 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
@@ -3244,7 +3276,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
freqtrade.get_real_amount(trade, limit_buy_order)
def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee,
def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
mocker):
# Floats should not be compared directly.
limit_buy_order = deepcopy(buy_order_fee)
@@ -3258,6 +3290,8 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
@@ -3269,7 +3303,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
abs_tol=MATH_CLOSE_PREC,)
def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker):
def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker):
# Remove "Currency" from fee dict
trades_for_order[0]['fee'] = {'cost': 0.008}
@@ -3282,6 +3316,9 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
@@ -3290,7 +3327,7 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, mocker):
def test_get_real_amount_open_trade(default_conf, fee, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 12345
@@ -3299,6 +3336,8 @@ def test_get_real_amount_open_trade(default_conf, mocker):
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
order = {
@@ -3552,3 +3591,32 @@ def test_process_i_am_alive(default_conf, mocker, caplog):
ftbot.process()
assert log_has_re(message, caplog)
@pytest.mark.usefixtures("init_persistence")
def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order):
default_conf['dry_run'] = True
# Initialize to 2 times stake amount
default_conf['dry_run_wallet'] = 0.002
default_conf['max_open_trades'] = 2
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
bot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(bot)
assert bot.wallets.get_free('BTC') == 0.002
bot.create_trades()
trades = Trade.query.all()
assert len(trades) == 2
bot.config['max_open_trades'] = 3
with pytest.raises(
DependencyException,
match=r"Available balance \(0 BTC\) is lower than stake amount \(0.001 BTC\)"):
bot.create_trades()