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Update more tests to use order_obj to update trade

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This commit is contained in:
Matthias 2022-02-11 07:33:46 +01:00
parent 508e677d70
commit 874c161f78
5 changed files with 117 additions and 61 deletions
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2
freqtrade/freqtradebot.py
View File

@ -1361,7 +1361,7 @@ class FreqtradeBot(LoggingMixin):
order_obj = trade.select_order_by_order_id(order['id'])
if not order_obj:
# TODO: this can't happen!
raise OperationalException("order-obj not found!")
raise OperationalException(f"order-obj for {order['id']} not found!")
trade.update_trade(order_obj)
# TODO: is the below necessary? it's already done in update_trade for filled buys
trade.recalc_trade_from_orders()

2
tests/conftest.py
View File

@ -1221,7 +1221,7 @@ def limit_sell_order_open():
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173,

53
tests/rpc/test_rpc.py
View File

@ -11,6 +11,7 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import State
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@ -277,8 +278,10 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
assert trade
# Simulate buy & sell
trade.update(limit_buy_order)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -415,28 +418,32 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -495,14 +502,16 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up,
get_fee=fee
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -754,13 +763,13 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
side_effect=[{
'id': '1234',
'id': trade.orders[0].order_id,
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': filled_amount
}, {
'id': '1234',
'id': trade.orders[0].order_id,
'status': 'closed',
'type': 'limit',
'side': 'buy',
@ -840,10 +849,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -874,10 +885,12 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -946,10 +959,12 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -1018,10 +1033,12 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False

74
tests/rpc/test_rpc_telegram.py
View File

@ -418,10 +418,12 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -461,8 +463,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -527,10 +529,12 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -574,8 +578,8 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -643,10 +647,12 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -690,8 +696,8 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -761,7 +767,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
context = MagicMock()
# Test with invalid 2nd argument (should silently pass)
context.args = ["aaa"]
@ -776,7 +784,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
trade.update(limit_sell_order)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.now(timezone.utc)
trade.is_open = False
@ -1286,10 +1296,12 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -1313,13 +1325,15 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
trade.buy_tag = "TESTBUY"
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.buy_tag = "TESTBUY"
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -1356,13 +1370,14 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.sell_reason = 'TESTSELL'
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@ -1399,15 +1414,16 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.buy_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False

47
tests/test_freqtradebot.py
View File

@ -984,11 +984,17 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog,
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_order_id = "100"
trade.orders.append(Order(
ft_order_side='stoploss',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
))
assert trade
stoploss_order_hit = MagicMock(return_value={
'id': 100,
'id': "100",
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
@ -1634,9 +1640,9 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order_usdt['amount'])
order_id = limit_buy_order_usdt['id']
trade = Trade(
open_order_id=123,
open_order_id=order_id,
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
@ -1644,29 +1650,35 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
amount=11,
exchange="binance",
)
trade.orders.append(Order(
ft_order_side='buy',
price=0.01,
order_id=order_id,
))
assert not freqtrade.update_trade_state(trade, None)
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
caplog.clear()
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear()
assert trade.open_order_id is None
assert trade.amount == limit_buy_order_usdt['amount']
trade.open_order_id = '123'
trade.open_order_id = order_id
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
assert trade.amount == 90.81
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
assert log_has_re('Found open order for.*', caplog)
limit_buy_order_usdt_new = deepcopy(limit_buy_order_usdt)
@ -1675,7 +1687,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt_new)
res = freqtrade.update_trade_state(trade, '123')
res = freqtrade.update_trade_state(trade, order_id)
# Cancelled empty
assert res is True
@ -1687,6 +1699,8 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt,
fee, mocker, initial_amount, has_rounding_fee, caplog):
trades_for_order[0]['amount'] = initial_amount
order_id = "oid_123456"
limit_buy_order_usdt['id'] = order_id
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@ -1702,10 +1716,18 @@ def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, l
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
open_order_id=order_id,
is_open=True,
)
freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
trade.orders.append(
Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=True,
order_id=order_id,
)
)
freqtrade.update_trade_state(trade, order_id, limit_buy_order_usdt)
assert trade.amount != amount
assert trade.amount == limit_buy_order_usdt['amount']
if has_rounding_fee:
@ -3362,7 +3384,8 @@ def test_trailing_stop_loss_positive(
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False