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Merge pull request #3239 from freqtrade/feat/fee_handling

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Improve fee handling
This commit is contained in:
hroff-1902
2020-05-14 18:48:48 +03:00
committed by GitHub
parent cc3c141f89 255ff6cd06
commit 8e4ffea52b
11 changed files with 505 additions and 161 deletions
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16
tests/conftest.py
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@@ -780,7 +780,7 @@ def limit_buy_order():
'id': 'mocked_limit_buy',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
@@ -796,7 +796,7 @@ def market_buy_order():
'id': 'mocked_market_buy',
'type': 'market',
'side': 'buy',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004099,
'amount': 91.99181073,
@@ -812,7 +812,7 @@ def market_sell_order():
'id': 'mocked_limit_sell',
'type': 'market',
'side': 'sell',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004173,
'amount': 91.99181073,
@@ -828,7 +828,7 @@ def limit_buy_order_old():
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.00001099,
'amount': 90.99181073,
@@ -844,7 +844,7 @@ def limit_sell_order_old():
'id': 'mocked_limit_sell_old',
'type': 'limit',
'side': 'sell',
'pair': 'ETH/BTC',
'symbol': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
@@ -860,7 +860,7 @@ def limit_buy_order_old_partial():
'id': 'mocked_limit_buy_old_partial',
'type': 'limit',
'side': 'buy',
'pair': 'ETH/BTC',
'symbol': 'ETH/BTC',
'datetime': arrow.utcnow().shift(minutes=-601).isoformat(),
'price': 0.00001099,
'amount': 90.99181073,
@@ -874,7 +874,7 @@ def limit_buy_order_old_partial():
def limit_buy_order_old_partial_canceled(limit_buy_order_old_partial):
res = deepcopy(limit_buy_order_old_partial)
res['status'] = 'canceled'
res['fee'] = {'cost': 0.0001, 'currency': 'ETH'}
res['fee'] = {'cost': 0.023, 'currency': 'ETH'}
return res
@@ -1585,7 +1585,7 @@ def buy_order_fee():
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.245441,
'amount': 8.0,

55
tests/exchange/test_exchange.py
View File

@@ -2145,3 +2145,58 @@ def test_symbol_is_pair(market_symbol, base_currency, quote_currency, expected_r
])
def test_market_is_active(market, expected_result) -> None:
assert market_is_active(market) == expected_result
@pytest.mark.parametrize("order,expected", [
([{'fee'}], False),
({'fee': None}, False),
({'fee': {'currency': 'ETH/BTC'}}, False),
({'fee': {'currency': 'ETH/BTC', 'cost': None}}, False),
({'fee': {'currency': 'ETH/BTC', 'cost': 0.01}}, True),
])
def test_order_has_fee(order, expected) -> None:
assert Exchange.order_has_fee(order) == expected
@pytest.mark.parametrize("order,expected", [
({'symbol': 'ETH/BTC', 'fee': {'currency': 'ETH', 'cost': 0.43}},
(0.43, 'ETH', 0.01)),
({'symbol': 'ETH/USDT', 'fee': {'currency': 'USDT', 'cost': 0.01}},
(0.01, 'USDT', 0.01)),
({'symbol': 'BTC/USDT', 'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}},
(0.34, 'USDT', 0.01)),
])
def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
ex = get_patched_exchange(mocker, default_conf)
assert ex.extract_cost_curr_rate(order) == expected
@pytest.mark.parametrize("order,expected", [
# Using base-currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.05, 'cost': 0.05,
'fee': {'currency': 'ETH', 'cost': 0.004, 'rate': None}}, 0.08),
# Using quote currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.005}}, 0.1),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'BTC', 'cost': 0.002, 'rate': None}}, 0.04),
# Using foreign currency
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'NEO', 'cost': 0.0012}}, 0.001944),
({'symbol': 'ETH/BTC', 'amount': 2.21, 'cost': 0.02992561,
'fee': {'currency': 'NEO', 'cost': 0.00027452}}, 0.00074305),
# TODO: More tests here!
# Rate included in return - return as is
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.01}}, 0.01),
({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
'fee': {'currency': 'USDT', 'cost': 0.34, 'rate': 0.005}}, 0.005),
])
def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
ex = get_patched_exchange(mocker, default_conf)
assert ex.calculate_fee_rate(order) == expected

8
tests/rpc/test_rpc.py
View File

@@ -51,7 +51,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_date_hum': ANY,
'is_open': ANY,
'fee_open': ANY,
'fee_open_cost': ANY,
'fee_open_currency': ANY,
'fee_close': ANY,
'fee_close_cost': ANY,
'fee_close_currency': ANY,
'open_rate_requested': ANY,
'open_trade_price': ANY,
'close_rate_requested': ANY,
@@ -90,7 +94,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_date_hum': ANY,
'is_open': ANY,
'fee_open': ANY,
'fee_open_cost': ANY,
'fee_open_currency': ANY,
'fee_close': ANY,
'fee_close_cost': ANY,
'fee_close_currency': ANY,
'open_rate_requested': ANY,
'open_trade_price': ANY,
'close_rate_requested': ANY,

8
tests/rpc/test_rpc_apiserver.py
View File

@@ -506,7 +506,11 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'close_rate_requested': None,
'current_rate': 1.099e-05,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,
'fee_open': 0.0025,
'fee_open_cost': None,
'fee_open_currency': None,
'open_date': ANY,
'is_open': True,
'max_rate': 0.0,
@@ -609,7 +613,11 @@ def test_api_forcebuy(botclient, mocker, fee):
'close_profit': None,
'close_rate_requested': None,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,
'fee_open': 0.0025,
'fee_open_cost': None,
'fee_open_currency': None,
'is_open': False,
'max_rate': None,
'min_rate': None,

132
tests/test_freqtradebot.py
View File

@@ -1140,7 +1140,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
'average': 2
'average': 2,
'amount': limit_buy_order['amount'],
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is True
@@ -2202,6 +2203,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -2221,7 +2223,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Applying fee on amount for Trade.* Order", caplog)
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
@@ -2229,9 +2231,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.0001
limit_buy_order_old_partial['remaining']) - 0.023
assert trades[0].open_order_id is None
assert trades[0].fee_open == 0
assert trades[0].fee_updated('buy')
assert pytest.approx(trades[0].fee_open) == 0.001
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -3324,8 +3327,6 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
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)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
@@ -3336,21 +3337,43 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
def test_get_real_amount_quote_dust(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)
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
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)
patch_exchange(mocker)
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
@@ -3361,8 +3384,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3374,8 +3396,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
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)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3387,8 +3407,7 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3401,8 +3420,6 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
trades_for_order[0]['fee']['currency'] = None
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3414,8 +3431,7 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -3425,8 +3441,6 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee,
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3438,16 +3452,13 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
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, fee, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
amount = float(sum(x['amount'] for x in trades_for_order2))
trade = Trade(
@@ -3459,13 +3470,12 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog)
@@ -3474,8 +3484,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
return_value=[trades_for_order])
amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3488,13 +3496,12 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
caplog)
@@ -3502,8 +3509,6 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004}
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
@@ -3515,8 +3520,7 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -3526,8 +3530,6 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
@@ -3539,8 +3541,7 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
@@ -3553,8 +3554,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
limit_buy_order = deepcopy(buy_order_fee)
trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
@@ -3566,8 +3565,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount changes by fee amount.
assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
@@ -3578,8 +3576,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
# Remove "Currency" from fee dict
trades_for_order[0]['fee'] = {'cost': 0.008}
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
@@ -3592,15 +3588,12 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, fee, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 12345
trade = Trade(
pair='LTC/ETH',
@@ -3615,12 +3608,41 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
'id': 'mocked_order',
'amount': amount,
'status': 'open',
'side': 'buy',
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.get_real_amount(trade, order) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 10, 8),
(8.0, 0.0, 0, 8),
(8.0, 0.1, 0, 7.9),
(8.0, 0.1, 10, 8),
(8.0, 0.1, 8.0, 8.0),
(8.0, 0.1, 7.9, 7.9),
])
def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp
assert walletmock.call_count == 1
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order, fee, mocker,
order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True

9
tests/test_integration.py
View File

@@ -44,6 +44,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
}
stoploss_order_closed = stoploss_order_open.copy()
stoploss_order_closed['status'] = 'closed'
stoploss_order_closed['filled'] = stoploss_order_closed['amount']
# Sell first trade based on stoploss, keep 2nd and 3rd trade open
stoploss_order_mock = MagicMock(
side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
@@ -67,7 +69,6 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
create_stoploss_order=MagicMock(return_value=True),
update_trade_state=MagicMock(),
_notify_sell=MagicMock(),
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
@@ -97,8 +98,9 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
# Only order for 3rd trade needs to be cancelled
assert cancel_order_mock.call_count == 1
# Wallets must be updated between stoploss cancellation and selling.
assert wallets_mock.call_count == 2
# Wallets must be updated between stoploss cancellation and selling, and will be updated again
# during update_trade_state
assert wallets_mock.call_count == 4
trade = trades[0]
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
@@ -144,7 +146,6 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
create_stoploss_order=MagicMock(return_value=True),
update_trade_state=MagicMock(),
_notify_sell=MagicMock(),
)
should_sell_mock = MagicMock(side_effect=[

81
tests/test_persistence.py
View File

@@ -465,6 +465,10 @@ def test_migrate_old(mocker, default_conf, fee):
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_price == trade._calc_open_trade_price()
assert trade.close_profit_abs is None
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
trade = Trade.query.filter(Trade.id == 2).first()
assert trade.close_rate is not None
@@ -741,7 +745,11 @@ def test_to_json(default_conf, fee):
'open_rate_requested': None,
'open_trade_price': 15.1668225,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,
'fee_open': 0.0025,
'fee_open_cost': None,
'fee_open_currency': None,
'close_rate': None,
'close_rate_requested': None,
'amount': 123.0,
@@ -790,7 +798,11 @@ def test_to_json(default_conf, fee):
'close_profit': None,
'close_rate_requested': None,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,
'fee_open': 0.0025,
'fee_open_cost': None,
'fee_open_currency': None,
'is_open': None,
'max_rate': None,
'min_rate': None,
@@ -862,6 +874,75 @@ def test_stoploss_reinitialization(default_conf, fee):
assert trade_adj.initial_stop_loss_pct == -0.04
def test_update_fee(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
max_rate=1,
)
fee_cost = 0.15
fee_currency = 'BTC'
fee_rate = 0.0075
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert trade.fee_open_currency == fee_currency
assert trade.fee_open_cost == fee_cost
assert trade.fee_open == fee_rate
# Setting buy rate should "guess" close rate
assert trade.fee_close == fee_rate
assert trade.fee_close_currency is None
assert trade.fee_close_cost is None
fee_rate = 0.0076
trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
assert trade.fee_close == 0.0076
assert trade.fee_close_cost == fee_cost
assert trade.fee_close == fee_rate
def test_fee_updated(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
fee_close=fee.return_value,
exchange='bittrex',
open_rate=1,
max_rate=1,
)
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert not trade.fee_updated('asdf')
trade.update_fee(0.15, 'BTC', 0.0075, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert trade.fee_open_currency is not None
assert trade.fee_close_currency is None
trade.update_fee(0.15, 'ABC', 0.0075, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
assert not trade.fee_updated('asfd')
@pytest.mark.usefixtures("init_persistence")
def test_total_open_trades_stakes(fee):