adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

add test for moving stoploss

Browse Source
This commit is contained in:
xmatthias 2018-06-27 00:16:19 +02:00
parent 8bec505bbe
commit 88b898cce4
1 changed files with 55 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

63
freqtrade/tests/test_freqtradebot.py
View File

@ -1661,14 +1661,14 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
patch_get_signal(mocker) patch_get_signal(mocker)
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_coinmarketcap(mocker) patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(), validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={ get_ticker=MagicMock(return_value={
'bid': 0.0000172, 'bid': 0.00000102,
'ask': 0.0000173, 'ask': 0.00000103,
'last': 0.0000172 'last': 0.00000102
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, get_fee=fee,
@ -1682,14 +1682,61 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
trade.stop_loss = 3.2
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True
assert log_has(
f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, '
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.0000182,
'ask': 0.0000183,
'last': 0.0000182
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['trailing_stop'] = True
conf['trailing_stop_positive'] = 0.01
print(limit_buy_order)
freqtrade = FreqtradeBot(conf)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
# Adjusted stoploss
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.64779142',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.000018018
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
}))
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert log_has( assert log_has(
f'HIT STOP: current price at 0.000017, stop loss is {trade.stop_loss:.6f}, ' f'HIT STOP: current price at 0.000017, stop loss is {trade.stop_loss:.6f}, '
f'initial stop loss was at 0.000000, trade opened at 0.000011', caplog.record_tuples) f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
fee, markets, mocker) -> None: fee, markets, mocker) -> None: