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

Merge branch 'develop' into pr/cyberjunky/6615

Browse Source
This commit is contained in:
Matthias
2022-04-08 18:05:27 +02:00
parent dd61886341 aee0cfd17a
commit 967bbe99bb
86 changed files with 1353 additions and 1157 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
tests/commands/test_commands.py
View File

@@ -826,8 +826,9 @@ def test_download_data_trades(mocker, caplog):
]
with pytest.raises(OperationalException,
match="Trade download not supported for futures."):
start_download_data(get_args(args))
pargs = get_args(args)
pargs['config'] = None
start_download_data(pargs)
def test_start_convert_trades(mocker, caplog):

2
tests/conftest.py
View File

@@ -87,7 +87,7 @@ def get_mock_coro(return_value):
def patched_configuration_load_config_file(mocker, config) -> None:
mocker.patch(
'freqtrade.configuration.configuration.load_config_file',
'freqtrade.configuration.load_config.load_config_file',
lambda *args, **kwargs: config
)

34
tests/conftest_trades.py
View File

@@ -6,7 +6,7 @@ from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 6
def enter_side(is_short: bool):
def entry_side(is_short: bool):
return "sell" if is_short else "buy"
@@ -23,7 +23,7 @@ def mock_order_1(is_short: bool):
'id': f'1234_{direc(is_short)}',
'symbol': 'ETH/BTC',
'status': 'closed',
'side': enter_side(is_short),
'side': entry_side(is_short),
'type': 'limit',
'price': 0.123,
'average': 0.123,
@@ -50,7 +50,7 @@ def mock_trade_1(fee, is_short: bool):
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', enter_side(is_short))
o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', entry_side(is_short))
trade.orders.append(o)
return trade
@@ -60,7 +60,7 @@ def mock_order_2(is_short: bool):
'id': f'1235_{direc(is_short)}',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': enter_side(is_short),
'side': entry_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -104,12 +104,12 @@ def mock_trade_2(fee, is_short: bool):
strategy='StrategyTestV3',
timeframe=5,
enter_tag='TEST1',
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', enter_side(is_short))
o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short))
trade.orders.append(o)
@@ -121,7 +121,7 @@ def mock_order_3(is_short: bool):
'id': f'41231a12a_{direc(is_short)}',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': enter_side(is_short),
'side': entry_side(is_short),
'type': 'limit',
'price': 0.05,
'amount': 123.0,
@@ -164,12 +164,12 @@ def mock_trade_3(fee, is_short: bool):
is_open=False,
strategy='StrategyTestV3',
timeframe=5,
sell_reason='roi',
exit_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', enter_side(is_short))
o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short))
trade.orders.append(o)
@@ -181,7 +181,7 @@ def mock_order_4(is_short: bool):
'id': f'prod_buy_{direc(is_short)}_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': enter_side(is_short),
'side': entry_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -210,7 +210,7 @@ def mock_trade_4(fee, is_short: bool):
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', enter_side(is_short))
o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', entry_side(is_short))
trade.orders.append(o)
return trade
@@ -220,7 +220,7 @@ def mock_order_5(is_short: bool):
'id': f'prod_buy_{direc(is_short)}_3455',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': enter_side(is_short),
'side': entry_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -264,7 +264,7 @@ def mock_trade_5(fee, is_short: bool):
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', enter_side(is_short))
o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss')
trade.orders.append(o)
@@ -276,7 +276,7 @@ def mock_order_6(is_short: bool):
'id': f'prod_buy_{direc(is_short)}_6',
'symbol': 'LTC/BTC',
'status': 'closed',
'side': enter_side(is_short),
'side': entry_side(is_short),
'type': 'limit',
'price': 0.15,
'amount': 2.0,
@@ -320,7 +320,7 @@ def mock_trade_6(fee, is_short: bool):
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short))
o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short))
trade.orders.append(o)
@@ -401,7 +401,7 @@ def short_trade(fee):
open_order_id='dry_run_exit_short_12345',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
# close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
is_short=True
@@ -490,7 +490,7 @@ def leverage_trade(fee):
open_order_id='dry_run_leverage_buy_12368',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
close_date=datetime.now(tz=timezone.utc),
interest_rate=0.0005

4
tests/conftest_trades_usdt.py
View File

@@ -89,7 +89,7 @@ def mock_trade_usdt_2(fee):
open_order_id='dry_run_sell_12345',
strategy='StrategyTestV2',
timeframe=5,
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
)
@@ -148,7 +148,7 @@ def mock_trade_usdt_3(fee):
is_open=False,
strategy='StrategyTestV2',
timeframe=5,
sell_reason='roi',
exit_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)

18
tests/edge/test_edge.py
View File

@@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
],
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=4, close_tick=6)]
)
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
@@ -107,7 +107,7 @@ tc2 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
# 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
@@ -118,7 +118,7 @@ tc3 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
# 5) Stoploss and sell are hit. should sell on stoploss
@@ -129,7 +129,7 @@ tc4 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
TESTS = [
@@ -162,7 +162,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.exit_type == trade.sell_reason
assert res.exit_type == trade.exit_reason
assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None)
@@ -391,7 +391,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
'trade_duration': '',
'open_rate': 17,
'close_rate': 17,
'exit_type': 'sell_signal'},
'exit_type': 'exit_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
@@ -402,7 +402,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
'trade_duration': '',
'open_rate': 20,
'close_rate': 20,
'exit_type': 'sell_signal'},
'exit_type': 'exit_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
@@ -413,7 +413,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
'trade_duration': '',
'open_rate': 26,
'close_rate': 34,
'exit_type': 'sell_signal'}
'exit_type': 'exit_signal'}
]
trades_df = DataFrame(trades)

3
tests/exchange/test_exchange.py
View File

@@ -2130,7 +2130,8 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
"kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?"
"symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735"
"429 Too Many Requests" '{"code":"429000","msg":"Too Many Requests"}'))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin")
exchange = get_patched_exchange(mocker, default_conf, api_mock, id="KuCoin")
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='KuCoin'))
msg = "Kucoin 429 error, avoid triggering DDosProtection backoff delay"
assert not num_log_has_re(msg, caplog)

4
tests/optimize/__init__.py
View File

@@ -15,7 +15,7 @@ class BTrade(NamedTuple):
"""
Minimalistic Trade result used for functional backtesting
"""
sell_reason: ExitType
exit_reason: ExitType
open_tick: int
close_tick: int
enter_tag: Optional[str] = None
@@ -35,7 +35,7 @@ class BTContainer(NamedTuple):
trailing_only_offset_is_reached: bool = False
trailing_stop_positive: Optional[float] = None
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
use_exit_signal: bool = False
use_custom_stoploss: bool = False
custom_entry_price: Optional[float] = None
custom_exit_price: Optional[float] = None

2
tests/optimize/conftest.py
View File

@@ -44,7 +44,7 @@ def hyperopt_results():
'profit_abs': [-0.2, 0.4, -0.2, 0.6],
'trade_duration': [10, 30, 10, 10],
'amount': [0.1, 0.1, 0.1, 0.1],
'sell_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
'exit_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
'open_date':
[
datetime(2019, 1, 1, 9, 15, 0),

124
tests/optimize/test_backtest_detail.py
View File

@@ -22,8 +22,8 @@ tc0 = BTContainer(data=[
[3, 5010, 5010, 4980, 5010, 6172, 0, 1],
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1: Stop-Loss Triggered 1% loss
@@ -37,7 +37,7 @@ tc1 = BTContainer(data=[
[4, 4977, 4995, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@@ -52,7 +52,7 @@ tc2 = BTContainer(data=[
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -72,8 +72,8 @@ tc3 = BTContainer(data=[
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
[6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
)
# Test 4: Minus 3% / recovery +15%
@@ -89,7 +89,7 @@ tc4 = BTContainer(data=[
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
@@ -103,7 +103,7 @@ tc5 = BTContainer(data=[
[4, 4962, 4987, 4962, 4972, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
@@ -117,7 +117,7 @@ tc6 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
@@ -131,7 +131,7 @@ tc7 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
@@ -145,7 +145,7 @@ tc8 = BTContainer(data=[
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -159,7 +159,7 @@ tc9 = BTContainer(data=[
[3, 5000, 5200, 4550, 4850, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 10: trailing_stop should raise so candle 3 causes a stoploss
@@ -175,7 +175,7 @@ tc10 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
)
# Test 11: trailing_stop should raise so candle 3 causes a stoploss
@@ -191,7 +191,7 @@ tc11 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle
@@ -207,7 +207,7 @@ tc12 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 13: Buy and sell ROI on same candle
@@ -220,7 +220,7 @@ tc13 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
)
# Test 14 - Buy and Stoploss on same candle
@@ -233,7 +233,7 @@ tc14 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
@@ -247,8 +247,8 @@ tc15 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1),
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1),
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
)
# Test 16: Buy, hold for 65 min, then forcesell using roi=-1
@@ -263,7 +263,7 @@ tc16 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
@@ -279,7 +279,7 @@ tc17 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
@@ -295,7 +295,7 @@ tc18 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@@ -310,7 +310,7 @@ tc19 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@@ -325,7 +325,7 @@ tc20 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 21: trailing_stop ROI collision.
@@ -342,7 +342,7 @@ tc21 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
# Test 22: trailing_stop Raises in candle 2 - but ROI applies at the same time.
@@ -358,7 +358,7 @@ tc22 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
@@ -375,7 +375,7 @@ tc23 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
)
# Test 24: trailing_stop Raises in candle 2 (does not trigger)
@@ -394,7 +394,7 @@ tc24 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -408,8 +408,8 @@ tc25 = BTContainer(data=[
[3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
[4, 5010, 5010, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 26: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -423,8 +423,8 @@ tc26 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 27: (copy of test26 with leverage)
@@ -439,9 +439,9 @@ tc27 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: (copy of test26 with leverage and as short)
@@ -456,9 +456,9 @@ tc28 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 0, 0, 1],
[4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
@@ -471,8 +471,8 @@ tc29 = BTContainer(data=[
[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
[4, 5010, 5010, 4855, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 30: Sell with signal sell in candle 3 (ROI at signal candle)
@@ -485,8 +485,8 @@ tc30 = BTContainer(data=[
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 31: trailing_stop should raise so candle 3 causes a stoploss
@@ -503,7 +503,7 @@ tc31 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 32: (Short of test 31) trailing_stop should raise so candle 3 causes a stoploss
@@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[
BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
]
)
@@ -537,7 +537,7 @@ tc33 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 34: trailing_stop should be triggered immediately on trade open candle.
@@ -551,7 +551,7 @@ tc34 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_stop_positive=0.01,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 35: trailing_stop should be triggered immediately on trade open candle.
@@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 36: trailing_stop should be triggered immediately on trade open candle.
@@ -581,7 +581,7 @@ tc36 = BTContainer(data=[
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 37: trailing_stop should be triggered immediately on trade open candle.
@@ -597,7 +597,7 @@ tc37 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(
sell_reason=ExitType.TRAILING_STOP_LOSS,
exit_reason=ExitType.TRAILING_STOP_LOSS,
open_tick=1,
close_tick=1,
enter_tag='buy_signal_01'
@@ -617,7 +617,7 @@ tc38 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(
sell_reason=ExitType.TRAILING_STOP_LOSS,
exit_reason=ExitType.TRAILING_STOP_LOSS,
open_tick=1,
close_tick=1,
enter_tag='short_signal_01',
@@ -647,7 +647,7 @@ tc40 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=7200, trades=[
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
])
# Test 41: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
@@ -661,7 +661,7 @@ tc41 = BTContainer(data=[
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=4000,
trades=[
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
]
)
@@ -678,7 +678,7 @@ tc42 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
custom_entry_price=4952,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
# Test 43: Custom-entry-price around candle low
@@ -693,7 +693,7 @@ tc43 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
custom_entry_price=4952,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
)
# Test 44: Custom exit price below all candles
@@ -706,9 +706,9 @@ tc44 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
use_sell_signal=True,
use_exit_signal=True,
custom_exit_price=4552,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=3)]
)
# Test 45: Custom exit price above all candles
@@ -721,9 +721,9 @@ tc45 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
use_exit_signal=True,
custom_exit_price=6052,
trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.FORCE_EXIT, open_tick=1, close_tick=4)]
)
# Test 46: (Short of tc45) Custom short exit price above below candles
@@ -736,9 +736,9 @@ tc46 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
use_exit_signal=True,
custom_exit_price=4700,
trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.FORCE_EXIT, open_tick=1, close_tick=4, is_short=True)]
)
# Test 47: Colliding long and short signal
@@ -750,7 +750,7 @@ tc47 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
use_exit_signal=True,
trades=[]
)
@@ -808,7 +808,7 @@ TESTS = [
@pytest.mark.parametrize("data", TESTS)
def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer) -> None:
"""
run functional tests
"""
@@ -821,7 +821,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["use_sell_signal"] = data.use_sell_signal
default_conf["use_exit_signal"] = data.use_exit_signal
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
@@ -861,7 +861,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res: BTrade = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.exit_reason == trade.exit_reason.value
assert res.enter_tag == trade.enter_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

74
tests/optimize/test_backtesting.py
View File

@@ -504,7 +504,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -563,7 +563,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['use_sell_signal'] = False
default_conf_usdt['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -645,7 +645,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -713,7 +713,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
# No data available.
res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None
assert res.sell_reason == ExitType.ROI.value
assert res.exit_reason == ExitType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
# Enter new trade
@@ -732,7 +732,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None
assert res.sell_reason == ExitType.ROI.value
assert res.exit_reason == ExitType.ROI.value
# Sell at minute 3 (not available above!)
assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
sell_order = res.select_order('sell', True)
@@ -740,7 +740,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -781,7 +781,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'trade_duration': [235, 40],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value],
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
'initial_stop_loss_abs': [0.0940005, 0.09272236],
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],
@@ -807,7 +807,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -833,7 +833,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -878,7 +878,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=100000)
@@ -1151,10 +1151,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
backtestmock = MagicMock(return_value={
@@ -1178,7 +1178,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
text_table_bt_results=text_table_mock,
text_table_strategy=strattable_mock,
generate_pair_metrics=MagicMock(),
generate_sell_reason_stats=sell_reason_mock,
generate_exit_reason_stats=sell_reason_mock,
generate_strategy_comparison=strat_summary,
generate_daily_stats=MagicMock(),
)
@@ -1228,10 +1228,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
@@ -1249,7 +1249,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'close_rate': [0.104969, 0.103541],
"is_short": [False, False],
'sell_reason': [ExitType.ROI, ExitType.ROI]
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1],
@@ -1267,7 +1267,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
"is_short": [False, False, False],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{
@@ -1346,10 +1346,10 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
default_conf_usdt.update({
"trading_mode": "futures",
"margin_mode": "isolated",
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": False,
"strategy": CURRENT_TEST_STRATEGY,
})
patch_exchange(mocker)
@@ -1367,7 +1367,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [ExitType.ROI, ExitType.ROI]
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'],
'profit_ratio': [0.03, 0.01, 0.1],
@@ -1385,7 +1385,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{
@@ -1450,10 +1450,10 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
caplog, testdatadir, capsys):
# Tests detail-data loading
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
@@ -1470,7 +1470,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [ExitType.ROI, ExitType.ROI]
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1],
@@ -1488,7 +1488,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{
@@ -1557,10 +1557,10 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir, run_id,
start_delta, cache):
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
backtestmock = MagicMock(return_value={

4
tests/optimize/test_backtesting_adjust_position.py
View File

@@ -14,7 +14,7 @@ from tests.conftest import patch_exchange
def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -60,7 +60,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
'trade_duration': [200, 40],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value],
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
'initial_stop_loss_abs': [0.0940005, 0.09272236],
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],

8
tests/optimize/test_hyperopt.py
View File

@@ -357,8 +357,8 @@ def test_hyperopt_format_results(hyperopt):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': hyperopt.config,
'locks': [],
@@ -428,8 +428,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': hyperopt_conf,
'locks': [],

31
tests/optimize/test_optimize_reports.py
View File

@@ -15,9 +15,8 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import ExitType
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
generate_daily_stats, generate_edge_table,
generate_pair_metrics,
generate_exit_reason_stats, generate_pair_metrics,
generate_periodic_breakdown_stats,
generate_sell_reason_stats,
generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist,
store_backtest_stats, text_table_bt_results,
@@ -77,8 +76,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': default_conf,
'locks': [],
@@ -129,8 +128,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.ROI,
ExitType.STOP_LOSS, ExitType.FORCE_SELL]
"exit_reason": [ExitType.ROI, ExitType.ROI,
ExitType.STOP_LOSS, ExitType.FORCE_EXIT]
}),
'config': default_conf,
'locks': [],
@@ -265,7 +264,7 @@ def test_generate_trading_stats(testdatadir):
assert res['losses'] == 0
def test_text_table_sell_reason():
def test_text_table_exit_reason():
results = pd.DataFrame(
{
@@ -276,7 +275,7 @@ def test_text_table_sell_reason():
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
}
)
@@ -291,9 +290,9 @@ def test_text_table_sell_reason():
' -0.2 | -5 |'
)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
results=results)
assert text_table_exit_reason(sell_reason_stats=sell_reason_stats,
assert text_table_exit_reason(exit_reason_stats=exit_reason_stats,
stake_currency='BTC') == result_str
@@ -308,23 +307,23 @@ def test_generate_sell_reason_stats():
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
}
)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
results=results)
roi_result = sell_reason_stats[0]
assert roi_result['sell_reason'] == 'roi'
roi_result = exit_reason_stats[0]
assert roi_result['exit_reason'] == 'roi'
assert roi_result['trades'] == 2
assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
stop_result = sell_reason_stats[1]
stop_result = exit_reason_stats[1]
assert stop_result['sell_reason'] == 'stop_loss'
assert stop_result['exit_reason'] == 'stop_loss'
assert stop_result['trades'] == 1
assert pytest.approx(stop_result['profit_mean']) == -0.1
assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)

4
tests/plugins/test_protections.py
View File

@@ -11,7 +11,7 @@ from tests.conftest import get_patched_freqtradebot, log_has_re
def generate_mock_trade(pair: str, fee: float, is_open: bool,
sell_reason: str = ExitType.SELL_SIGNAL,
sell_reason: str = ExitType.EXIT_SIGNAL,
min_ago_open: int = None, min_ago_close: int = None,
profit_rate: float = 0.9
):
@@ -32,7 +32,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.recalc_open_trade_value()
if not is_open:
trade.close(open_rate * profit_rate)
trade.sell_reason = sell_reason
trade.exit_reason = sell_reason
return trade

72
tests/rpc/test_rpc.py
View File

@@ -66,7 +66,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_trade_value': 0.0010025,
'close_rate_requested': ANY,
'sell_reason': ANY,
'sell_order_status': ANY,
'exit_reason': ANY,
'exit_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
'strategy': ANY,
@@ -148,7 +149,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_trade_value': ANY,
'close_rate_requested': ANY,
'sell_reason': ANY,
'sell_order_status': ANY,
'exit_reason': ANY,
'exit_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
'strategy': ANY,
@@ -769,7 +771,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
assert freqtradebot.config['max_open_trades'] == 0
def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
cancel_order_mock = MagicMock()
@@ -796,29 +798,29 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
freqtradebot.state = State.STOPPED
with pytest.raises(RPCException, match=r'.*trader is not running*'):
rpc._rpc_forceexit(None)
rpc._rpc_force_exit(None)
freqtradebot.state = State.RUNNING
with pytest.raises(RPCException, match=r'.*invalid argument*'):
rpc._rpc_forceexit(None)
rpc._rpc_force_exit(None)
msg = rpc._rpc_forceexit('all')
msg = rpc._rpc_force_exit('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
freqtradebot.enter_positions()
msg = rpc._rpc_forceexit('all')
msg = rpc._rpc_force_exit('all')
assert msg == {'result': 'Created sell orders for all open trades.'}
freqtradebot.enter_positions()
msg = rpc._rpc_forceexit('2')
msg = rpc._rpc_force_exit('2')
assert msg == {'result': 'Created sell order for trade 2.'}
freqtradebot.state = State.STOPPED
with pytest.raises(RPCException, match=r'.*trader is not running*'):
rpc._rpc_forceexit(None)
rpc._rpc_force_exit(None)
with pytest.raises(RPCException, match=r'.*trader is not running*'):
rpc._rpc_forceexit('all')
rpc._rpc_force_exit('all')
freqtradebot.state = State.RUNNING
assert cancel_order_mock.call_count == 0
@@ -847,7 +849,7 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
)
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
# and trade amount is updated
rpc._rpc_forceexit('3')
rpc._rpc_force_exit('3')
assert cancel_order_mock.call_count == 1
assert trade.amount == filled_amount
@@ -875,7 +877,7 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
}
)
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
msg = rpc._rpc_forceexit('4')
msg = rpc._rpc_force_exit('4')
assert msg == {'result': 'Created sell order for trade 4.'}
assert cancel_order_mock.call_count == 2
assert trade.amount == amount
@@ -892,7 +894,7 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
'filled': 0.0
}
)
msg = rpc._rpc_forceexit('3')
msg = rpc._rpc_force_exit('3')
assert msg == {'result': 'Created sell order for trade 3.'}
# status quo, no exchange calls
assert cancel_order_mock.call_count == 3
@@ -1008,7 +1010,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -1037,23 +1039,23 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_sell_reason_performance(None)
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 1
assert res[0]['sell_reason'] == 'Other'
assert res[0]['exit_reason'] == 'Other'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.sell_reason = "TEST1"
res = rpc._rpc_sell_reason_performance(None)
trade.exit_reason = "TEST1"
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 1
assert res[0]['sell_reason'] == 'TEST1'
assert res[0]['exit_reason'] == 'TEST1'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1064,21 +1066,21 @@ def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
create_mock_trades(fee)
rpc = RPC(freqtradebot)
res = rpc._rpc_sell_reason_performance(None)
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 2
assert res[0]['sell_reason'] == 'sell_signal'
assert res[0]['exit_reason'] == 'sell_signal'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 0.5)
assert res[1]['sell_reason'] == 'roi'
assert res[1]['exit_reason'] == 'roi'
assert res[1]['count'] == 1
assert prec_satoshi(res[1]['profit_pct'], 1.0)
# Test for a specific pair
res = rpc._rpc_sell_reason_performance('ETC/BTC')
res = rpc._rpc_exit_reason_performance('ETC/BTC')
assert len(res) == 1
assert res[0]['count'] == 1
assert res[0]['sell_reason'] == 'sell_signal'
assert res[0]['exit_reason'] == 'sell_signal'
assert prec_satoshi(res[0]['profit_pct'], 0.5)
@@ -1119,7 +1121,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
trade.exit_reason = "TESTSELL"
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 1
@@ -1180,8 +1182,8 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
assert counts["current"] == 1
def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
default_conf['forcebuy_enable'] = True
def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
default_conf['force_entry_enable'] = True
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
buy_mm = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
@@ -1219,7 +1221,7 @@ def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open)
pair = 'LTC/BTC'
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
assert trade.stake_amount == 0.05
assert trade.buy_tag == 'forceentry'
assert trade.buy_tag == 'force_entry'
# Test not buying
pair = 'XRP/BTC'
@@ -1232,8 +1234,8 @@ def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open)
assert trade is None
def test_rpc_forceentry_stopped(mocker, default_conf) -> None:
default_conf['forcebuy_enable'] = True
def test_rpc_force_entry_stopped(mocker, default_conf) -> None:
default_conf['force_entry_enable'] = True
default_conf['initial_state'] = 'stopped'
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -1245,19 +1247,19 @@ def test_rpc_forceentry_stopped(mocker, default_conf) -> None:
rpc._rpc_force_entry(pair, None)
def test_rpc_forceentry_disabled(mocker, default_conf) -> None:
def test_rpc_force_entry_disabled(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
pair = 'ETH/BTC'
with pytest.raises(RPCException, match=r'Forceentry not enabled.'):
with pytest.raises(RPCException, match=r'Force_entry not enabled.'):
rpc._rpc_force_entry(pair, None)
def test_rpc_forceentry_wrong_mode(mocker, default_conf) -> None:
default_conf['forcebuy_enable'] = True
def test_rpc_force_entry_wrong_mode(mocker, default_conf) -> None:
default_conf['force_entry_enable'] = True
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
freqtradebot = get_patched_freqtradebot(mocker, default_conf)

16
tests/rpc/test_rpc_apiserver.py
View File

@@ -822,14 +822,14 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short):
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)
assert 'durations' in rc.json()
assert 'sell_reasons' in rc.json()
assert 'exit_reasons' in rc.json()
create_mock_trades(fee, is_short=is_short)
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)
assert 'durations' in rc.json()
assert 'sell_reasons' in rc.json()
assert 'exit_reasons' in rc.json()
assert 'wins' in rc.json()['durations']
assert 'losses' in rc.json()['durations']
@@ -962,7 +962,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'open_rate_requested': ANY,
'open_trade_value': open_trade_value,
'sell_reason': None,
'sell_order_status': None,
'exit_reason': None,
'exit_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'enter_tag': None,
@@ -1076,16 +1077,16 @@ def test_api_whitelist(botclient):
'forcebuy',
'forceenter',
])
def test_api_forceentry(botclient, mocker, fee, endpoint):
def test_api_force_entry(botclient, mocker, fee, endpoint):
ftbot, client = botclient
rc = client_post(client, f"{BASE_URI}/{endpoint}",
data='{"pair": "ETH/BTC"}')
assert_response(rc, 502)
assert rc.json() == {"error": f"Error querying /api/v1/{endpoint}: Forceentry not enabled."}
assert rc.json() == {"error": f"Error querying /api/v1/{endpoint}: Force_entry not enabled."}
# enable forcebuy
ftbot.config['forcebuy_enable'] = True
ftbot.config['force_entry_enable'] = True
fbuy_mock = MagicMock(return_value=None)
mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock)
@@ -1162,7 +1163,8 @@ def test_api_forceentry(botclient, mocker, fee, endpoint):
'open_rate_requested': None,
'open_trade_value': 0.24605460,
'sell_reason': None,
'sell_order_status': None,
'exit_reason': None,
'exit_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'enter_tag': None,

144
tests/rpc/test_rpc_telegram.py
View File

@@ -95,9 +95,9 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
"['balance'], ['start'], ['stop'], "
"['forcesell', 'forceexit'], ['forcebuy', 'forcelong'], ['forceshort'], "
"['forcesell', 'forceexit', 'fx'], ['forcebuy', 'forcelong'], ['forceshort'], "
"['trades'], ['delete'], ['performance'], "
"['buys', 'entries'], ['sells'], ['mix_tags'], "
"['buys', 'entries'], ['sells', 'exits'], ['mix_tags'], "
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
@@ -199,7 +199,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
'profit_ratio': -0.0059,
'initial_stop_loss_abs': 1.098e-05,
'stop_loss_abs': 1.099e-05,
'sell_order_status': None,
'exit_order_status': None,
'initial_stop_loss_ratio': -0.0005,
'stoploss_current_dist': 1e-08,
'stoploss_current_dist_ratio': -0.0002,
@@ -837,7 +837,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Sell Reason' in msg_mock.call_args_list[-1][0][0]
assert 'Exit Reason' in msg_mock.call_args_list[-1][0][0]
assert 'ROI' in msg_mock.call_args_list[-1][0][0]
assert 'Avg. Duration' in msg_mock.call_args_list[-1][0][0]
msg_mock.reset_mock()
@@ -1035,12 +1035,12 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
# /forcesell 1
context = MagicMock()
context.args = ["1"]
telegram._forceexit(update=update, context=context)
telegram._force_exit(update=update, context=context)
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@@ -1059,7 +1059,8 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'sell_reason': ExitType.FORCE_EXIT.value,
'exit_reason': ExitType.FORCE_EXIT.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -1102,13 +1103,13 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
# /forcesell 1
context = MagicMock()
context.args = ["1"]
telegram._forceexit(update=update, context=context)
telegram._force_exit(update=update, context=context)
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@@ -1127,7 +1128,8 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'sell_reason': ExitType.FORCE_EXIT.value,
'exit_reason': ExitType.FORCE_EXIT.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -1160,13 +1162,13 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
# /forcesell all
context = MagicMock()
context.args = ["all"]
telegram._forceexit(update=update, context=context)
telegram._force_exit(update=update, context=context)
# Called for each trade 2 times
assert msg_mock.call_count == 8
msg = msg_mock.call_args_list[0][0][0]
assert {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@@ -1185,7 +1187,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'sell_reason': ExitType.FORCE_EXIT.value,
'exit_reason': ExitType.FORCE_EXIT.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -1204,7 +1207,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
# /forcesell 1
context = MagicMock()
context.args = ["1"]
telegram._forceexit(update=update, context=context)
telegram._force_exit(update=update, context=context)
assert msg_mock.call_count == 1
assert 'not running' in msg_mock.call_args_list[0][0][0]
@@ -1214,12 +1217,12 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
# /forcesell 123456
context = MagicMock()
context.args = ["123456"]
telegram._forceexit(update=update, context=context)
telegram._force_exit(update=update, context=context)
assert msg_mock.call_count == 1
assert 'invalid argument' in msg_mock.call_args_list[0][0][0]
def test_forceenter_handle(default_conf, update, mocker) -> None:
def test_force_enter_handle(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
fbuy_mock = MagicMock(return_value=None)
@@ -1231,7 +1234,7 @@ def test_forceenter_handle(default_conf, update, mocker) -> None:
# /forcelong ETH/BTC
context = MagicMock()
context.args = ["ETH/BTC"]
telegram._forceenter(update=update, context=context, order_side=SignalDirection.LONG)
telegram._force_enter(update=update, context=context, order_side=SignalDirection.LONG)
assert fbuy_mock.call_count == 1
assert fbuy_mock.call_args_list[0][0][0] == 'ETH/BTC'
@@ -1244,7 +1247,7 @@ def test_forceenter_handle(default_conf, update, mocker) -> None:
# /forcelong ETH/BTC 0.055
context = MagicMock()
context.args = ["ETH/BTC", "0.055"]
telegram._forceenter(update=update, context=context, order_side=SignalDirection.LONG)
telegram._force_enter(update=update, context=context, order_side=SignalDirection.LONG)
assert fbuy_mock.call_count == 1
assert fbuy_mock.call_args_list[0][0][0] == 'ETH/BTC'
@@ -1252,20 +1255,20 @@ def test_forceenter_handle(default_conf, update, mocker) -> None:
assert fbuy_mock.call_args_list[0][0][1] == 0.055
def test_forceenter_handle_exception(default_conf, update, mocker) -> None:
def test_force_enter_handle_exception(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
update.message.text = '/forcebuy ETH/Nonepair'
telegram._forceenter(update=update, context=MagicMock(), order_side=SignalDirection.LONG)
telegram._force_enter(update=update, context=MagicMock(), order_side=SignalDirection.LONG)
assert msg_mock.call_count == 1
assert msg_mock.call_args_list[0][0][0] == 'Forceentry not enabled.'
assert msg_mock.call_args_list[0][0][0] == 'Force_entry not enabled.'
def test_forceenter_no_pair(default_conf, update, mocker) -> None:
def test_force_enter_no_pair(default_conf, update, mocker) -> None:
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
fbuy_mock = MagicMock(return_value=None)
@@ -1277,7 +1280,7 @@ def test_forceenter_no_pair(default_conf, update, mocker) -> None:
context = MagicMock()
context.args = []
telegram._forceenter(update=update, context=context, order_side=SignalDirection.LONG)
telegram._force_enter(update=update, context=context, order_side=SignalDirection.LONG)
assert fbuy_mock.call_count == 0
assert msg_mock.call_count == 1
@@ -1289,7 +1292,7 @@ def test_forceenter_no_pair(default_conf, update, mocker) -> None:
update = MagicMock()
update.callback_query = MagicMock()
update.callback_query.data = 'XRP/USDT_||_long'
telegram._forceenter_inline(update, None)
telegram._force_enter_inline(update, None)
assert fbuy_mock.call_count == 1
@@ -1325,8 +1328,8 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee,
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
def test_telegram_entry_tag_performance_handle(
default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
@@ -1354,7 +1357,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
context = MagicMock()
telegram._enter_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0]
assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
context.args = [trade.pair]
@@ -1370,7 +1373,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, fee,
def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1384,7 +1387,7 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
trade.sell_reason = 'TESTSELL'
trade.exit_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)
@@ -1396,19 +1399,19 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
trade.close_date = datetime.utcnow()
trade.is_open = False
context = MagicMock()
telegram._sell_reason_performance(update=update, context=context)
telegram._exit_reason_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0]
assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
context.args = [trade.pair]
telegram._sell_reason_performance(update=update, context=context)
telegram._exit_reason_performance(update=update, context=context)
assert msg_mock.call_count == 2
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_sell_reason_performance',
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_exit_reason_performance',
side_effect=RPCException('Error'))
telegram._sell_reason_performance(update=update, context=MagicMock())
telegram._exit_reason_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
@@ -1430,7 +1433,7 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
assert trade
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
trade.exit_reason = "TESTSELL"
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
@@ -1759,10 +1762,10 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
@pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [
(RPCMessageType.BUY, 'Long', 'long_signal_01', None),
(RPCMessageType.BUY, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.BUY, 'Long', 'long_signal_01', 5.0),
(RPCMessageType.SHORT, 'Short', 'short_signal_01', 2.0)])
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', None),
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
(RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
enter, enter_signal, leverage) -> None:
@@ -1775,6 +1778,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
'leverage': leverage,
'limit': 1.099e-05,
'order_type': 'limit',
'direction': enter,
'stake_amount': 0.01465333,
'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
@@ -1815,8 +1819,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
@pytest.mark.parametrize('message_type,enter_signal', [
(RPCMessageType.BUY_CANCEL, 'long_signal_01'),
(RPCMessageType.SHORT_CANCEL, 'short_signal_01')])
(RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
(RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1863,14 +1867,14 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
@pytest.mark.parametrize('message_type,entered,enter_signal,leverage', [
(RPCMessageType.BUY_FILL, 'Longed', 'long_signal_01', 1.0),
(RPCMessageType.BUY_FILL, 'Longed', 'long_signal_02', 2.0),
(RPCMessageType.SHORT_FILL, 'Shorted', 'short_signal_01', 2.0),
(RPCMessageType.ENTRY_FILL, 'Long', 'long_signal_01', 1.0),
(RPCMessageType.ENTRY_FILL, 'Long', 'long_signal_02', 2.0),
(RPCMessageType.ENTRY_FILL, 'Short', 'short_signal_01', 2.0),
])
def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, entered,
enter_signal, leverage) -> None:
def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, entered,
enter_signal, leverage) -> None:
default_conf['telegram']['notification_settings']['buy_fill'] = 'on'
default_conf['telegram']['notification_settings']['entry_fill'] = 'on'
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({
@@ -1881,6 +1885,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, ente
'pair': 'ETH/BTC',
'leverage': leverage,
'stake_amount': 0.01465333,
'direction': entered,
# 'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
@@ -1890,7 +1895,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, ente
})
leverage_text = f'*Leverage:* `{leverage}`\n' if leverage != 1.0 else ''
assert msg_mock.call_args[0][0] == (
f'\N{CHECK MARK} *Binance:* {entered} ETH/BTC (#1)\n'
f'\N{CHECK MARK} *Binance:* {entered}ed ETH/BTC (#1)\n'
f'*Enter Tag:* `{enter_signal}`\n'
'*Amount:* `1333.33333333`\n'
f"{leverage_text}"
@@ -1906,7 +1911,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
old_convamount = telegram._rpc._fiat_converter.convert_amount
telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812
telegram.send_msg({
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
@@ -1923,7 +1928,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(),
})
@@ -1942,7 +1947,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
@@ -1957,7 +1962,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': 'buy_signal1',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
@@ -1984,7 +1989,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
old_convamount = telegram._rpc._fiat_converter.convert_amount
telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812
telegram.send_msg({
'type': RPCMessageType.SELL_CANCEL,
'type': RPCMessageType.EXIT_CANCEL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
@@ -1996,7 +2001,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
msg_mock.reset_mock()
telegram.send_msg({
'type': RPCMessageType.SELL_CANCEL,
'type': RPCMessageType.EXIT_CANCEL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
@@ -2016,11 +2021,11 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
enter_signal, leverage) -> None:
default_conf['telegram']['notification_settings']['sell_fill'] = 'on'
default_conf['telegram']['notification_settings']['exit_fill'] = 'on'
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({
'type': RPCMessageType.SELL_FILL,
'type': RPCMessageType.EXIT_FILL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
@@ -2036,7 +2041,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': enter_signal,
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
@@ -2093,9 +2098,9 @@ def test_send_msg_unknown_type(default_conf, mocker) -> None:
@pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [
(RPCMessageType.BUY, 'Long', 'long_signal_01', None),
(RPCMessageType.BUY, 'Long', 'long_signal_01', 2.0),
(RPCMessageType.SHORT, 'Short', 'short_signal_01', 2.0)])
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', None),
(RPCMessageType.ENTRY, 'Long', 'long_signal_01', 2.0),
(RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
def test_send_msg_buy_notification_no_fiat(
default_conf, mocker, message_type, enter, enter_signal, leverage) -> None:
del default_conf['fiat_display_currency']
@@ -2110,6 +2115,7 @@ def test_send_msg_buy_notification_no_fiat(
'leverage': leverage,
'limit': 1.099e-05,
'order_type': 'limit',
'direction': enter,
'stake_amount': 0.01465333,
'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
@@ -2143,7 +2149,7 @@ def test_send_msg_sell_notification_no_fiat(
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'KEY/ETH',
@@ -2160,7 +2166,7 @@ def test_send_msg_sell_notification_no_fiat(
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': enter_signal,
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
'close_date': arrow.utcnow(),
})
@@ -2182,13 +2188,13 @@ def test_send_msg_sell_notification_no_fiat(
@pytest.mark.parametrize('msg,expected', [
({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"),
({'profit_percent': 20.1, 'exit_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 5.1, 'exit_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 2.56, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 1.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 0.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': -5.0, 'exit_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
({'profit_percent': -2.0, 'exit_reason': 'sell_signal'}, "\N{CROSS MARK}"),
])
def test__sell_emoji(default_conf, mocker, msg, expected):
del default_conf['fiat_display_currency']

114
tests/rpc/test_rpc_webhook.py
View File

@@ -15,38 +15,38 @@ def get_webhook_dict() -> dict:
return {
"enabled": True,
"url": "https://maker.ifttt.com/trigger/freqtrade_test/with/key/c764udvJ5jfSlswVRukZZ2/",
"webhookbuy": {
"webhookentry": {
"value1": "Buying {pair}",
"value2": "limit {limit:8f}",
"value3": "{stake_amount:8f} {stake_currency}",
"value4": "leverage {leverage:.1f}",
"value5": "direction {direction}"
},
"webhookbuycancel": {
"webhookentrycancel": {
"value1": "Cancelling Open Buy Order for {pair}",
"value2": "limit {limit:8f}",
"value3": "{stake_amount:8f} {stake_currency}",
"value4": "leverage {leverage:.1f}",
"value5": "direction {direction}"
},
"webhookbuyfill": {
"webhookentryfill": {
"value1": "Buy Order for {pair} filled",
"value2": "at {open_rate:8f}",
"value3": "{stake_amount:8f} {stake_currency}",
"value4": "leverage {leverage:.1f}",
"value5": "direction {direction}"
},
"webhooksell": {
"webhookexit": {
"value1": "Selling {pair}",
"value2": "limit {limit:8f}",
"value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
},
"webhooksellcancel": {
"webhookexitcancel": {
"value1": "Cancelling Open Sell Order for {pair}",
"value2": "limit {limit:8f}",
"value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
},
"webhooksellfill": {
"webhookexitfill": {
"value1": "Sell Order for {pair} filled",
"value2": "at {close_rate:8f}",
"value3": ""
@@ -74,7 +74,7 @@ def test_send_msg_webhook(default_conf, mocker):
msg_mock = MagicMock()
mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
msg = {
'type': RPCMessageType.BUY,
'type': RPCMessageType.ENTRY,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': 1.0,
@@ -88,20 +88,20 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookbuy"]["value1"].format(**msg))
default_conf["webhook"]["webhookentry"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookbuy"]["value2"].format(**msg))
default_conf["webhook"]["webhookentry"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookbuy"]["value3"].format(**msg))
default_conf["webhook"]["webhookentry"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookbuy"]["value4"].format(**msg))
default_conf["webhook"]["webhookentry"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookbuy"]["value5"].format(**msg))
default_conf["webhook"]["webhookentry"]["value5"].format(**msg))
# Test short
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.SHORT,
'type': RPCMessageType.ENTRY,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': 2.0,
@@ -115,20 +115,20 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookbuy"]["value1"].format(**msg))
default_conf["webhook"]["webhookentry"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookbuy"]["value2"].format(**msg))
default_conf["webhook"]["webhookentry"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookbuy"]["value3"].format(**msg))
default_conf["webhook"]["webhookentry"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookbuy"]["value4"].format(**msg))
default_conf["webhook"]["webhookentry"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookbuy"]["value5"].format(**msg))
default_conf["webhook"]["webhookentry"]["value5"].format(**msg))
# Test buy cancel
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.BUY_CANCEL,
'type': RPCMessageType.ENTRY_CANCEL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': 1.0,
@@ -142,16 +142,16 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookbuycancel"]["value1"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookbuycancel"]["value2"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value3"].format(**msg))
# Test short cancel
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.SHORT_CANCEL,
'type': RPCMessageType.ENTRY_CANCEL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': 2.0,
@@ -165,20 +165,20 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookbuycancel"]["value1"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookbuycancel"]["value2"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookbuycancel"]["value4"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookbuycancel"]["value5"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value5"].format(**msg))
# Test buy fill
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.BUY_FILL,
'type': RPCMessageType.ENTRY_FILL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': 1.0,
@@ -192,20 +192,20 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookbuyfill"]["value1"].format(**msg))
default_conf["webhook"]["webhookentryfill"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookbuyfill"]["value2"].format(**msg))
default_conf["webhook"]["webhookentryfill"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookbuyfill"]["value3"].format(**msg))
default_conf["webhook"]["webhookentryfill"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookbuycancel"]["value4"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookbuycancel"]["value5"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value5"].format(**msg))
# Test short fill
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.SHORT_FILL,
'type': RPCMessageType.ENTRY_FILL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'leverage': 2.0,
@@ -219,20 +219,20 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookbuyfill"]["value1"].format(**msg))
default_conf["webhook"]["webhookentryfill"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookbuyfill"]["value2"].format(**msg))
default_conf["webhook"]["webhookentryfill"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookbuyfill"]["value3"].format(**msg))
default_conf["webhook"]["webhookentryfill"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookbuycancel"]["value4"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookbuycancel"]["value5"].format(**msg))
default_conf["webhook"]["webhookentrycancel"]["value5"].format(**msg))
# Test sell
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': "profit",
@@ -249,15 +249,15 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhooksell"]["value1"].format(**msg))
default_conf["webhook"]["webhookexit"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhooksell"]["value2"].format(**msg))
default_conf["webhook"]["webhookexit"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhooksell"]["value3"].format(**msg))
default_conf["webhook"]["webhookexit"]["value3"].format(**msg))
# Test sell cancel
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.SELL_CANCEL,
'type': RPCMessageType.EXIT_CANCEL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': "profit",
@@ -274,15 +274,15 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhooksellcancel"]["value1"].format(**msg))
default_conf["webhook"]["webhookexitcancel"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhooksellcancel"]["value2"].format(**msg))
default_conf["webhook"]["webhookexitcancel"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhooksellcancel"]["value3"].format(**msg))
default_conf["webhook"]["webhookexitcancel"]["value3"].format(**msg))
# Test Sell fill
msg_mock.reset_mock()
msg = {
'type': RPCMessageType.SELL_FILL,
'type': RPCMessageType.EXIT_FILL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': "profit",
@@ -299,11 +299,11 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhooksellfill"]["value1"].format(**msg))
default_conf["webhook"]["webhookexitfill"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhooksellfill"]["value2"].format(**msg))
default_conf["webhook"]["webhookexitfill"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhooksellfill"]["value3"].format(**msg))
default_conf["webhook"]["webhookexitfill"]["value3"].format(**msg))
for msgtype in [RPCMessageType.STATUS,
RPCMessageType.WARNING,
@@ -327,20 +327,20 @@ def test_send_msg_webhook(default_conf, mocker):
def test_exception_send_msg(default_conf, mocker, caplog):
default_conf["webhook"] = get_webhook_dict()
del default_conf["webhook"]["webhookbuy"]
del default_conf["webhook"]["webhookentry"]
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
webhook.send_msg({'type': RPCMessageType.BUY})
assert log_has(f"Message type '{RPCMessageType.BUY}' not configured for webhooks",
webhook.send_msg({'type': RPCMessageType.ENTRY})
assert log_has(f"Message type '{RPCMessageType.ENTRY}' not configured for webhooks",
caplog)
default_conf["webhook"] = get_webhook_dict()
default_conf["webhook"]["webhookbuy"]["value1"] = "{DEADBEEF:8f}"
default_conf["webhook"]["webhookentry"]["value1"] = "{DEADBEEF:8f}"
msg_mock = MagicMock()
mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
msg = {
'type': RPCMessageType.BUY,
'type': RPCMessageType.ENTRY,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'limit': 0.005,

2
tests/strategy/strats/strategy_test_v2.py
View File

@@ -50,6 +50,8 @@ class StrategyTestV2(IStrategy):
'entry': 'gtc',
'exit': 'gtc',
}
# Test legacy use_sell_signal definition
use_sell_signal = False
# By default this strategy does not use Position Adjustments
position_adjustment_enable = False

2
tests/strategy/strats/strategy_test_v3.py
View File

@@ -183,7 +183,7 @@ class StrategyTestV3(IStrategy):
current_profit: float, min_stake: float, max_stake: float, **kwargs):
if current_profit < -0.0075:
orders = trade.select_filled_orders(trade.enter_side)
orders = trade.select_filled_orders(trade.entry_side)
return round(orders[0].cost, 0)
return None

8
tests/strategy/test_interface.py
View File

@@ -503,15 +503,15 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
enter=False, exit_=False,
low=None, high=None)
assert res.exit_flag is True
assert res.exit_type == ExitType.CUSTOM_SELL
assert res.exit_reason == 'custom_sell'
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_reason == 'custom_exit'
strategy.custom_exit = MagicMock(return_value='hello world')
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == ExitType.CUSTOM_SELL
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_flag is True
assert res.exit_reason == 'hello world'
@@ -520,7 +520,7 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == ExitType.CUSTOM_SELL
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_flag is True
assert res.exit_reason == 'h' * 64
assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog)

63
tests/strategy/test_strategy_loading.py
View File

@@ -143,16 +143,6 @@ def test_strategy_can_short(caplog, default_conf):
assert isinstance(strat, IStrategy)
def test_strategy_implements_populate_entry(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': "StrategyTestV2",
})
default_conf['trading_mode'] = 'futures'
with pytest.raises(OperationalException, match="`populate_entry_trend` must be implemented."):
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_minimal_roi(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
@@ -310,50 +300,50 @@ def test_strategy_override_order_tif(caplog, default_conf):
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_use_sell_signal(caplog, default_conf):
def test_strategy_override_use_exit_signal(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
assert strategy.use_exit_signal
assert isinstance(strategy.use_exit_signal, bool)
# must be inserted to configuration
assert 'use_sell_signal' in default_conf
assert default_conf['use_sell_signal']
assert 'use_exit_signal' in default_conf
assert default_conf['use_exit_signal']
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'use_sell_signal': False,
'use_exit_signal': False,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
assert not strategy.use_exit_signal
assert isinstance(strategy.use_exit_signal, bool)
assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog)
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
def test_strategy_override_use_exit_profit_only(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
assert not strategy.exit_profit_only
assert isinstance(strategy.exit_profit_only, bool)
# must be inserted to configuration
assert 'sell_profit_only' in default_conf
assert not default_conf['sell_profit_only']
assert 'exit_profit_only' in default_conf
assert not default_conf['exit_profit_only']
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'sell_profit_only': True,
'exit_profit_only': True,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
assert strategy.exit_profit_only
assert isinstance(strategy.exit_profit_only, bool)
assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
@pytest.mark.filterwarnings("ignore:deprecated")
@@ -391,7 +381,22 @@ def test_deprecate_populate_indicators(result, default_conf):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_missing_implements(default_conf):
def test_missing_implements(default_conf, caplog):
default_location = Path(__file__).parent / "strats"
default_conf.update({'strategy': 'StrategyTestV2',
'strategy_path': default_location})
StrategyResolver.load_strategy(default_conf)
log_has_re(r"DEPRECATED: .*use_sell_signal.*use_exit_signal.", caplog)
default_conf['trading_mode'] = 'futures'
with pytest.raises(OperationalException,
match=r"DEPRECATED: .*use_sell_signal.*use_exit_signal."):
StrategyResolver.load_strategy(default_conf)
default_conf['trading_mode'] = 'spot'
default_location = Path(__file__).parent / "strats/broken_strats"
default_conf.update({'strategy': 'TestStrategyNoImplements',
'strategy_path': default_location})

30
tests/test_configuration.py
View File

@@ -160,7 +160,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
configsmock = MagicMock(side_effect=config_files)
mocker.patch(
'freqtrade.configuration.configuration.load_config_file',
'freqtrade.configuration.load_config.load_config_file',
configsmock
)
@@ -191,7 +191,7 @@ def test_from_config(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.configuration.configuration.create_datadir', lambda c, x: x)
configsmock = MagicMock(side_effect=config_files)
mocker.patch('freqtrade.configuration.configuration.load_config_file', configsmock)
mocker.patch('freqtrade.configuration.load_config.load_config_file', configsmock)
validated_conf = Configuration.from_files(['test_conf.json', 'test2_conf.json'])
@@ -214,7 +214,7 @@ def test_print_config(default_conf, mocker, caplog) -> None:
configsmock = MagicMock(side_effect=config_files)
mocker.patch('freqtrade.configuration.configuration.create_datadir', lambda c, x: x)
mocker.patch('freqtrade.configuration.configuration.load_config_file', configsmock)
mocker.patch('freqtrade.configuration.configuration.load_from_files', configsmock)
validated_conf = Configuration.from_files(['test_conf.json'])
@@ -772,15 +772,15 @@ def test_set_logfile(default_conf, mocker, tmpdir):
def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
default_conf['forcebuy_enable'] = True
default_conf['force_entry_enable'] = True
patched_configuration_load_config_file(mocker, default_conf)
args = Arguments(['trade']).get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert validated_conf.get('forcebuy_enable')
assert log_has('`forcebuy` RPC message enabled.', caplog)
assert validated_conf.get('force_entry_enable')
assert log_has('`force_entry_enable` RPC message enabled.', caplog)
def test_validate_default_conf(default_conf) -> None:
@@ -868,15 +868,15 @@ def test_validate_tsl(default_conf):
def test_validate_edge2(edge_conf):
edge_conf.update({
"use_sell_signal": True,
"use_exit_signal": True,
})
# Passes test
validate_config_consistency(edge_conf)
edge_conf.update({
"use_sell_signal": False,
"use_exit_signal": False,
})
with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
with pytest.raises(OperationalException, match="Edge requires `use_exit_signal` to be True, "
"otherwise no sells will happen."):
validate_config_consistency(edge_conf)
@@ -977,7 +977,7 @@ def test__validate_order_types(default_conf, caplog) -> None:
assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for order_types is.*", caplog)
assert conf['order_types']['entry'] == 'limit'
assert conf['order_types']['exit'] == 'market'
assert conf['order_types']['forceentry'] == 'limit'
assert conf['order_types']['force_entry'] == 'limit'
assert 'buy' not in conf['order_types']
assert 'sell' not in conf['order_types']
assert 'forcebuy' not in conf['order_types']
@@ -1238,14 +1238,8 @@ def test_pairlist_resolving_fallback(mocker):
@pytest.mark.parametrize("setting", [
("ask_strategy", "use_sell_signal", True,
None, "use_sell_signal", False),
("ask_strategy", "sell_profit_only", True,
None, "sell_profit_only", False),
("ask_strategy", "sell_profit_offset", 0.1,
None, "sell_profit_offset", 0.01),
("ask_strategy", "ignore_roi_if_buy_signal", True,
None, "ignore_roi_if_buy_signal", False),
("webhook", "webhookbuy", 'testWEbhook',
"webhook", "webhookentry", 'testWEbhook'),
("ask_strategy", "ignore_buying_expired_candle_after", 5,
None, "ignore_buying_expired_candle_after", 6),
])

211
tests/test_freqtradebot.py
View File

@@ -25,7 +25,7 @@ from freqtrade.worker import Worker
from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
patch_wallet, patch_whitelist)
from tests.conftest_trades import (MOCK_TRADE_COUNT, enter_side, exit_side, mock_order_1,
from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1,
mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell,
mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
@@ -236,6 +236,8 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
assert freqtrade.handle_trade(trade) is not ignore_strat_sl
if not ignore_strat_sl:
assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
assert trade.exit_reason == ExitType.STOP_LOSS.value
# Test compatibility ...
assert trade.sell_reason == ExitType.STOP_LOSS.value
@@ -301,7 +303,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(
limit_order[enter_side(is_short)], 'ADA/USDT', enter_side(is_short))
limit_order[entry_side(is_short)], 'ADA/USDT', entry_side(is_short))
trade.update_trade(oobj)
assert trade.open_rate == open_rate
@@ -339,7 +341,7 @@ def test_create_trade_minimal_amount(
) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
enter_mock = MagicMock(return_value=limit_order_open[enter_side(is_short)])
enter_mock = MagicMock(return_value=limit_order_open[entry_side(is_short)])
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
@@ -535,8 +537,8 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]),
fetch_order=MagicMock(return_value=limit_order[enter_side(is_short)]),
create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]),
fetch_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -749,8 +751,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
"""
# TODO: Split this test into multiple tests to improve readability
open_order = limit_order_open[enter_side(is_short)]
order = limit_order[enter_side(is_short)]
open_order = limit_order_open[entry_side(is_short)]
order = limit_order[entry_side(is_short)]
default_conf_usdt['trading_mode'] = trading_mode
default_conf_usdt['liquidation_buffer'] = liq_buffer
leverage = 1.0 if trading_mode == 'spot' else 5.0
@@ -973,7 +975,7 @@ def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(return_value=limit_order[enter_side(is_short)]),
create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
get_rate=MagicMock(return_value=0.11),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
@@ -984,11 +986,11 @@ def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
assert freqtrade.execute_entry(pair, stake_amount)
limit_order[enter_side(is_short)]['id'] = '222'
limit_order[entry_side(is_short)]['id'] = '222'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
assert freqtrade.execute_entry(pair, stake_amount)
limit_order[enter_side(is_short)]['id'] = '2223'
limit_order[entry_side(is_short)]['id'] = '2223'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_entry(pair, stake_amount)
@@ -1008,7 +1010,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(return_value=limit_order[enter_side(is_short)]),
create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
get_rate=MagicMock(return_value=0.11),
# Minimum stake-amount is ~5$
get_maintenance_ratio_and_amt=MagicMock(return_value=(0.0, 0.0)),
@@ -1030,7 +1032,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order,
def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
order = limit_order[enter_side(is_short)]
order = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
@@ -1060,7 +1062,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short,
limit_order) -> None:
stoploss = MagicMock(return_value={'id': 13434334})
enter_order = limit_order[enter_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -1208,14 +1210,14 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == str(ExitType.EMERGENCY_SELL)
assert trade.exit_reason == str(ExitType.EMERGENCY_EXIT)
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short,
limit_order) -> None:
# Sixth case: stoploss order was cancelled but couldn't create new one
enter_order = limit_order[enter_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -1258,7 +1260,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
def test_create_stoploss_order_invalid_order(
mocker, default_conf_usdt, caplog, fee, is_short, limit_order, limit_order_open
):
open_order = limit_order_open[enter_side(is_short)]
open_order = limit_order_open[entry_side(is_short)]
order = limit_order[exit_side(is_short)]
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -1291,7 +1293,7 @@ def test_create_stoploss_order_invalid_order(
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
assert trade.sell_reason == ExitType.EMERGENCY_SELL.value
assert trade.exit_reason == ExitType.EMERGENCY_EXIT.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
assert log_has("Exiting the trade forcefully", caplog)
@@ -1303,7 +1305,7 @@ def test_create_stoploss_order_invalid_order(
# Rpc is sending first buy, then sell
assert rpc_mock.call_count == 2
assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == ExitType.EMERGENCY_SELL.value
assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == ExitType.EMERGENCY_EXIT.value
assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
@@ -1323,7 +1325,7 @@ def test_create_stoploss_order_insufficient_funds(
'last': 1.9
}),
create_order=MagicMock(side_effect=[
limit_order[enter_side(is_short)],
limit_order[entry_side(is_short)],
exit_order,
]),
get_fee=fee,
@@ -1362,7 +1364,7 @@ def test_handle_stoploss_on_exchange_trailing(
mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, amt, hang_price
) -> None:
# When trailing stoploss is set
enter_order = limit_order[enter_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
@@ -1483,7 +1485,7 @@ def test_handle_stoploss_on_exchange_trailing(
def test_handle_stoploss_on_exchange_trailing_error(
mocker, default_conf_usdt, fee, caplog, limit_order, is_short
) -> None:
enter_order = limit_order[enter_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
@@ -1591,7 +1593,7 @@ def test_stoploss_on_exchange_price_rounding(
def test_handle_stoploss_on_exchange_custom_stop(
mocker, default_conf_usdt, fee, is_short, limit_order
) -> None:
enter_order = limit_order[enter_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
@@ -1858,10 +1860,10 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
return_value=limit_order[enter_side(is_short)])
return_value=limit_order[entry_side(is_short)])
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_order[enter_side(is_short)]['amount'])
return_value=limit_order[entry_side(is_short)]['amount'])
trade = MagicMock()
trade.is_short = is_short
@@ -1884,7 +1886,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
@pytest.mark.parametrize("is_short", [False, True])
def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog, is_short) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order = limit_order[enter_side(is_short)]
order = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
trade = MagicMock()
@@ -1907,7 +1909,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order = limit_order[enter_side(is_short)]
order = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
@@ -1928,7 +1930,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
leverage=1,
)
trade.orders.append(Order(
ft_order_side=enter_side(is_short),
ft_order_side=entry_side(is_short),
price=0.01,
order_id=order_id,
@@ -1978,7 +1980,7 @@ def test_update_trade_state_withorderdict(
default_conf_usdt, trades_for_order, limit_order, fee, mocker, initial_amount,
has_rounding_fee, is_short, caplog
):
order = limit_order[enter_side(is_short)]
order = limit_order[entry_side(is_short)]
trades_for_order[0]['amount'] = initial_amount
order_id = "oid_123456"
order['id'] = order_id
@@ -2004,7 +2006,7 @@ def test_update_trade_state_withorderdict(
)
trade.orders.append(
Order(
ft_order_side=enter_side(is_short),
ft_order_side=entry_side(is_short),
ft_pair=trade.pair,
ft_is_open=True,
order_id=order_id,
@@ -2024,7 +2026,7 @@ def test_update_trade_state_withorderdict(
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_order,
caplog) -> None:
order = limit_order[enter_side(is_short)]
order = limit_order[entry_side(is_short)]
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
@@ -2105,7 +2107,7 @@ def test_handle_trade(
default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short, close_profit
) -> None:
open_order = limit_order_open[exit_side(is_short)]
enter_order = limit_order[enter_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -2132,7 +2134,7 @@ def test_handle_trade(
assert trade
time.sleep(0.01) # Race condition fix
oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], enter_side(is_short))
oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], entry_side(is_short))
trade.update_trade(oobj)
assert trade.is_open is True
freqtrade.wallets.update()
@@ -2150,7 +2152,7 @@ def test_handle_trade(
assert trade.close_profit == close_profit
assert trade.calc_profit() == 5.685
assert trade.close_date is not None
assert trade.sell_reason == 'sell_signal1'
assert trade.exit_reason == 'sell_signal1'
@pytest.mark.parametrize("is_short", [False, True])
@@ -2233,7 +2235,7 @@ def test_handle_overlapping_signals(
def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog,
is_short) -> None:
open_order = limit_order_open[enter_side(is_short)]
open_order = limit_order_open[entry_side(is_short)]
caplog.set_level(logging.DEBUG)
@@ -2266,19 +2268,19 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
caplog.clear()
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Required profit reached. sell_type=ExitType.ROI",
assert log_has("ETH/USDT - Required profit reached. exit_type=ExitType.ROI",
caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_trade_use_sell_signal(
def test_handle_trade_use_exit_signal(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
) -> None:
enter_open_order = limit_order_open[exit_side(is_short)]
exit_open_order = limit_order_open[enter_side(is_short)]
exit_open_order = limit_order_open[entry_side(is_short)]
# use_sell_signal is True buy default
# use_exit_signal is True buy default
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
@@ -2308,7 +2310,7 @@ def test_handle_trade_use_sell_signal(
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Sell signal received. sell_type=ExitType.SELL_SIGNAL",
assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.EXIT_SIGNAL",
caplog)
@@ -2318,7 +2320,7 @@ def test_close_trade(
) -> None:
open_order = limit_order_open[exit_side(is_short)]
enter_order = limit_order[exit_side(is_short)]
exit_order = limit_order[enter_side(is_short)]
exit_order = limit_order[entry_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@@ -2764,7 +2766,7 @@ def test_check_handle_timedout_partial_fee(
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.023
assert trades[0].open_order_id is None
assert trades[0].fee_updated(open_trade.enter_side)
assert trades[0].fee_updated(open_trade.entry_side)
assert pytest.approx(trades[0].fee_open) == 0.001
@@ -2851,8 +2853,8 @@ def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_tr
def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
l_order = limit_order[enter_side(is_short)]
cancel_buy_order = deepcopy(limit_order[enter_side(is_short)])
l_order = limit_order[entry_side(is_short)]
cancel_buy_order = deepcopy(limit_order[entry_side(is_short)])
cancel_buy_order['status'] = 'canceled'
del cancel_buy_order['filled']
@@ -2866,7 +2868,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
trade.pair = 'LTC/USDT'
trade.open_rate = 200
trade.is_short = False
trade.enter_side = "buy"
trade.entry_side = "buy"
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
@@ -2894,7 +2896,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
assert log_has_re(r"Order .* for .* not cancelled.", caplog)
# min_pair_stake empty should not crash
mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=None)
assert not freqtrade.handle_cancel_enter(trade, limit_order[enter_side(is_short)], reason)
assert not freqtrade.handle_cancel_enter(trade, limit_order[entry_side(is_short)], reason)
@pytest.mark.parametrize("is_short", [False, True])
@@ -2913,11 +2915,11 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
reason = CANCEL_REASON['TIMEOUT']
trade = MagicMock()
trade.pair = 'LTC/ETH'
trade.enter_side = "sell" if is_short else "buy"
trade.entry_side = "sell" if is_short else "buy"
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0
assert log_has_re(
f'{trade.enter_side.capitalize()} order fully cancelled. '
f'{trade.entry_side.capitalize()} order fully cancelled. '
r'Removing .* from database\.',
caplog
)
@@ -2935,7 +2937,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
cancelorder) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
l_order = limit_order[enter_side(is_short)]
l_order = limit_order[entry_side(is_short)]
cancel_order_mock = MagicMock(return_value=cancelorder)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -2947,9 +2949,9 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
trade = MagicMock()
trade.pair = 'LTC/USDT'
trade.enter_side = "buy"
trade.entry_side = "buy"
trade.open_rate = 200
trade.enter_side = "buy"
trade.entry_side = "buy"
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
@@ -2985,7 +2987,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
fee_close=fee.return_value,
close_rate=0.555,
close_date=arrow.utcnow().datetime,
sell_reason="sell_reason_whatever",
exit_reason="sell_reason_whatever",
)
order = {'remaining': 1,
'amount': 1,
@@ -2995,7 +2997,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert trade.close_rate is None
assert trade.sell_reason is None
assert trade.exit_reason is None
send_msg_mock.reset_mock()
@@ -3012,7 +3014,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
# Message should not be iterated again
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert trade.exit_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1
@@ -3089,7 +3091,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'gain': 'profit',
@@ -3107,6 +3109,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3147,7 +3150,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/USDT',
@@ -3166,6 +3169,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3217,7 +3221,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)
exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)
)
# Sell price must be different to default bid price
@@ -3228,7 +3232,7 @@ def test_execute_trade_exit_custom_exit_price(
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'direction': 'Short' if trade.is_short else 'Long',
@@ -3245,7 +3249,8 @@ def test_execute_trade_exit_custom_exit_price(
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.SELL_SIGNAL.value,
'sell_reason': ExitType.EXIT_SIGNAL.value,
'exit_reason': ExitType.EXIT_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3294,7 +3299,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/USDT',
@@ -3313,6 +3318,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3479,17 +3485,11 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 3
if is_short:
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.SHORT_FILL
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
else:
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.ENTRY
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY_FILL
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT
@pytest.mark.parametrize(
@@ -3557,7 +3557,7 @@ def test_execute_trade_exit_market_order(
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/USDT',
@@ -3576,6 +3576,7 @@ def test_execute_trade_exit_market_order(
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3621,27 +3622,27 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
assert mock_insuf.call_count == 1
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,exit_type,is_short', [
# Enable profit
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True),
# # Disable profit
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, True),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True),
# # Enable loss
# # * Shouldn't this be ExitType.STOP_LOSS.value
(True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True),
# Disable loss
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
])
def test_sell_profit_only(
def test_exit_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
eside = entry_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -3656,13 +3657,13 @@ def test_sell_profit_only(
get_fee=fee,
)
default_conf_usdt.update({
'use_sell_signal': True,
'sell_profit_only': profit_only,
'sell_profit_offset': 0.1,
'use_exit_signal': True,
'exit_profit_only': profit_only,
'exit_profit_offset': 0.1,
})
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
if sell_type == ExitType.SELL_SIGNAL.value:
if exit_type == ExitType.EXIT_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=ExitCheckTuple(
@@ -3678,7 +3679,7 @@ def test_sell_profit_only(
assert freqtrade.handle_trade(trade) is handle_first
if handle_second:
freqtrade.strategy.sell_profit_offset = 0.0
freqtrade.strategy.exit_profit_offset = 0.0
assert freqtrade.handle_trade(trade) is True
@@ -3798,11 +3799,11 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
@pytest.mark.parametrize("is_short", [False, True])
def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
fee, mocker) -> None:
def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
eside = entry_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -3816,7 +3817,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
]),
get_fee=fee,
)
default_conf_usdt['ignore_roi_if_buy_signal'] = True
default_conf_usdt['ignore_roi_if_entry_signal'] = True
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
@@ -3843,7 +3844,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == ExitType.ROI.value
assert trade.exit_reason == ExitType.ROI.value
@pytest.mark.parametrize("is_short,val1,val2", [
@@ -3862,7 +3863,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
'last': 2.0
}),
create_order=MagicMock(side_effect=[
limit_order_open[enter_side(is_short)],
limit_order_open[entry_side(is_short)],
{'id': 1234553382},
]),
get_fee=fee,
@@ -3905,7 +3906,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
caplog)
assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
@@ -3920,10 +3921,10 @@ def test_trailing_stop_loss_positive(
default_conf_usdt, limit_order, limit_order_open,
offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short
) -> None:
enter_price = limit_order[enter_side(is_short)]['price']
enter_price = limit_order[entry_side(is_short)]['price']
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
eside = entry_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -4011,15 +4012,15 @@ def test_trailing_stop_loss_positive(
f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
f"trade opened at {2.2 if is_short else 2.0}00000",
caplog)
assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize("is_short", [False, True])
def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open,
is_short, fee, mocker) -> None:
def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open,
is_short, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
eside = entry_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -4036,7 +4037,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
default_conf_usdt['exit_pricing'] = {
'ignore_roi_if_buy_signal': False
'ignore_roi_if_entry_signal': False
}
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
@@ -4057,7 +4058,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
# Test if entry-signal is absent
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == ExitType.ROI.value
assert trade.exit_reason == ExitType.ROI.value
def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
@@ -4423,7 +4424,7 @@ def test_order_book_depth_of_market(
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]),
create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]),
get_fee=fee,
)
@@ -4448,7 +4449,7 @@ def test_order_book_depth_of_market(
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(
limit_order_open[enter_side(is_short)], 'ADA/USDT', enter_side(is_short))
limit_order_open[entry_side(is_short)], 'ADA/USDT', entry_side(is_short))
trade.update_trade(oobj)
assert trade.open_rate == ticker_usdt.return_value[ticker_side]
@@ -4637,7 +4638,7 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim
side_effect=[
ExchangeError(),
limit_order[exit_side(is_short)],
limit_order_open[enter_side(is_short)],
limit_order_open[entry_side(is_short)],
limit_order_open[exit_side(is_short)],
]
)
@@ -4750,7 +4751,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f
for trade in trades:
if trade.is_open:
# Exclude Trade 4 - as the order is still open.
if trade.select_order(enter_side(is_short), False):
if trade.select_order(entry_side(is_short), False):
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
else:
@@ -5007,7 +5008,7 @@ def test_update_funding_fees(
# SETUP
time_machine.move_to("2021-09-01 00:00:00 +00:00")
open_order = limit_order_open[enter_side(is_short)]
open_order = limit_order_open[entry_side(is_short)]
open_exit_order = limit_order_open[exit_side(is_short)]
bid = 0.11
enter_rate_mock = MagicMock(return_value=bid)

12
tests/test_integration.py
View File

@@ -53,7 +53,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)]
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -115,15 +115,15 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert wallets_mock.call_count == 4
trade = trades[0]
assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert not trade.is_open
trade = trades[1]
assert not trade.sell_reason
assert not trade.exit_reason
assert trade.is_open
trade = trades[2]
assert trade.sell_reason == ExitType.SELL_SIGNAL.value
assert trade.exit_reason == ExitType.EXIT_SIGNAL.value
assert not trade.is_open
@@ -139,7 +139,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
one trade was sold at a loss.
"""
default_conf['max_open_trades'] = 5
default_conf['forcebuy_enable'] = True
default_conf['force_entry_enable'] = True
default_conf['stake_amount'] = 'unlimited'
default_conf['tradable_balance_ratio'] = balance_ratio
default_conf['dry_run_wallet'] = 1000
@@ -161,7 +161,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL),
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE)]

62
tests/test_persistence.py
View File

@@ -76,7 +76,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
@pytest.mark.parametrize('is_short', [False, True])
@pytest.mark.usefixtures("init_persistence")
def test_enter_exit_side(fee, is_short):
enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
trade = Trade(
id=2,
pair='ADA/USDT',
@@ -92,7 +92,7 @@ def test_enter_exit_side(fee, is_short):
leverage=2.0,
trading_mode=margin
)
assert trade.enter_side == enter_side
assert trade.entry_side == entry_side
assert trade.exit_side == exit_side
assert trade.trade_direction == 'short' if is_short else 'long'
@@ -456,7 +456,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt
exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt
enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
trade = Trade(
id=2,
@@ -479,13 +479,13 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
assert trade.close_date is None
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', enter_side)
oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == open_rate
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(f"LIMIT_{enter_side.upper()} has been fulfilled for "
assert log_has_re(f"LIMIT_{entry_side.upper()} has been fulfilled for "
r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
r"open_since=.*\).",
@@ -1255,7 +1255,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.exit_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
@@ -1590,7 +1590,8 @@ def test_to_json(fee):
'profit_pct': None,
'profit_abs': None,
'sell_reason': None,
'sell_order_status': None,
'exit_reason': None,
'exit_order_status': None,
'stop_loss_abs': None,
'stop_loss_ratio': None,
'stop_loss_pct': None,
@@ -1676,7 +1677,8 @@ def test_to_json(fee):
'open_rate_requested': None,
'open_trade_value': 12.33075,
'sell_reason': None,
'sell_order_status': None,
'exit_reason': None,
'exit_order_status': None,
'strategy': None,
'buy_tag': 'buys_signal_001',
'enter_tag': 'buys_signal_001',
@@ -2133,19 +2135,19 @@ def test_select_order(fee, is_short):
trades = Trade.get_trades().all()
# Open buy order, no sell order
order = trades[0].select_order(trades[0].enter_side, True)
order = trades[0].select_order(trades[0].entry_side, True)
assert order is None
order = trades[0].select_order(trades[0].enter_side, False)
order = trades[0].select_order(trades[0].entry_side, False)
assert order is not None
order = trades[0].select_order(trades[0].exit_side, None)
assert order is None
# closed buy order, and open sell order
order = trades[1].select_order(trades[1].enter_side, True)
order = trades[1].select_order(trades[1].entry_side, True)
assert order is None
order = trades[1].select_order(trades[1].enter_side, False)
order = trades[1].select_order(trades[1].entry_side, False)
assert order is not None
order = trades[1].select_order(trades[1].enter_side, None)
order = trades[1].select_order(trades[1].entry_side, None)
assert order is not None
order = trades[1].select_order(trades[1].exit_side, True)
assert order is None
@@ -2153,15 +2155,15 @@ def test_select_order(fee, is_short):
assert order is not None
# Has open buy order
order = trades[3].select_order(trades[3].enter_side, True)
order = trades[3].select_order(trades[3].entry_side, True)
assert order is not None
order = trades[3].select_order(trades[3].enter_side, False)
order = trades[3].select_order(trades[3].entry_side, False)
assert order is None
# Open sell order
order = trades[4].select_order(trades[4].enter_side, True)
order = trades[4].select_order(trades[4].entry_side, True)
assert order is None
order = trades[4].select_order(trades[4].enter_side, False)
order = trades[4].select_order(trades[4].entry_side, False)
assert order is not None
trades[4].orders[1].ft_order_side = trades[4].exit_side
@@ -2195,7 +2197,7 @@ def test_Trade_object_idem():
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',
'get_sell_reason_performance',
'get_exit_reason_performance',
'get_enter_tag_performance',
'get_mix_tag_performance',
@@ -2384,7 +2386,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
o1_cost = o1_amount * o1_rate
o1_fee_cost = o1_cost * fee.return_value
o1_trade_val = o1_cost - o1_fee_cost if is_short else o1_cost + o1_fee_cost
enter_side = "sell" if is_short else "buy"
entry_side = "sell" if is_short else "buy"
exit_side = "buy" if is_short else "sell"
trade = Trade(
@@ -2400,16 +2402,16 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
is_short=is_short,
leverage=1.0,
)
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side)
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, entry_side)
# Check with 1 order
order1 = Order(
ft_order_side=enter_side,
ft_order_side=entry_side,
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side=enter_side,
side=entry_side,
price=o1_rate,
average=o1_rate,
filled=o1_amount,
@@ -2430,13 +2432,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
assert trade.nr_of_successful_entries == 1
order2 = Order(
ft_order_side=enter_side,
ft_order_side=entry_side,
ft_pair=trade.pair,
ft_is_open=True,
status="open",
symbol=trade.pair,
order_type="market",
side=enter_side,
side=entry_side,
price=o1_rate,
average=o1_rate,
filled=o1_amount,
@@ -2458,13 +2460,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
# Let's try with some other orders
order3 = Order(
ft_order_side=enter_side,
ft_order_side=entry_side,
ft_pair=trade.pair,
ft_is_open=False,
status="cancelled",
symbol=trade.pair,
order_type="market",
side=enter_side,
side=entry_side,
price=1,
average=2,
filled=0,
@@ -2485,13 +2487,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
assert trade.nr_of_successful_entries == 1
order4 = Order(
ft_order_side=enter_side,
ft_order_side=entry_side,
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side=enter_side,
side=entry_side,
price=o1_rate,
average=o1_rate,
filled=o1_amount,
@@ -2540,13 +2542,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
# Check with 1 order
order_noavg = Order(
ft_order_side=enter_side,
ft_order_side=entry_side,
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side=enter_side,
side=entry_side,
price=o1_rate,
average=None,
filled=o1_amount,

2
tests/testdata/backtest-result_multistrat.json vendored
View File

File diff suppressed because one or more lines are too long

2
tests/testdata/backtest-result_new.json vendored
View File

File diff suppressed because one or more lines are too long

10
tests/testdata/strategy_SampleStrategy.fthypt vendored
View File

File diff suppressed because one or more lines are too long