Merge pull request #5889 from samgermain/test-todos

TODO-lev trim

freqtrade/exchange/binance.py

@@ -33,9 +33,10 @@ class Binance(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]
 
     @property

freqtrade/exchange/bybit.py

@@ -27,6 +27,7 @@ class Bybit(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]

freqtrade/exchange/ftx.py

@@ -25,8 +25,9 @@ class Ftx(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS)
     ]
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:

freqtrade/exchange/gateio.py

@@ -30,9 +30,10 @@ class Gateio(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]
 
     @property

freqtrade/exchange/kraken.py

@@ -27,8 +27,9 @@ class Kraken(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS)  # TODO-lev: No CCXT support
+        # (TradingMode.MARGIN, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.CROSS)
     ]
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:

freqtrade/exchange/okex.py

@@ -21,9 +21,10 @@ class Okex(Exchange):
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
-        # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # TODO-lev: Uncomment once supported
-        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.MARGIN, Collateral.CROSS),
-        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.CROSS),
+        # (TradingMode.FUTURES, Collateral.ISOLATED)
     ]
 
     @property

freqtrade/freqtradebot.py

@@ -922,8 +922,7 @@ class FreqtradeBot(LoggingMixin):
         Check if trade is fulfilled in which case the stoploss
         on exchange should be added immediately if stoploss on exchange
         is enabled.
-        # TODO-lev: liquidation price will always be on exchange, even though
+        # TODO-lev: liquidation price always on exchange, even without stoploss_on_exchange
-        # TODO-lev: stoploss_on_exchange might not be enabled
         """
 
         logger.debug('Handling stoploss on exchange %s ...', trade)
@@ -1517,7 +1516,7 @@ class FreqtradeBot(LoggingMixin):
         self.wallets.update()
         if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount:
             # Eat into dust if we own more than base currency
-            # TODO-lev: won't be in base currency for shorts
+            # TODO-lev: settle currency for futures
             logger.info(f"Fee amount for {trade} was in base currency - "
                         f"Eating Fee {fee_abs} into dust.")
         elif fee_abs != 0:

freqtrade/persistence/models.py

@@ -916,8 +916,8 @@ class Trade(_DECL_BASE, LocalTrade):
     max_rate = Column(Float, nullable=True, default=0.0)
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
-    sell_reason = Column(String(100), nullable=True)  # TODO-lev: Change to close_reason
+    sell_reason = Column(String(100), nullable=True)
-    sell_order_status = Column(String(100), nullable=True)  # TODO-lev: Change to close_order_status
+    sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
     buy_tag = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)

freqtrade/plugins/protections/stoploss_guard.py

@@ -32,7 +32,7 @@ class StoplossGuard(IProtection):
     def _reason(self) -> str:
         """
         LockReason to use
-        #TODO-lev: check if min is the right word for shorts
+        # TODO-lev: check if min is the right word for shorts
         """
         return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
                 f'locking for {self._stop_duration} min.')

tests/conftest_trades.py

@@ -488,7 +488,7 @@ def leverage_trade(fee):
         open_order_id='dry_run_leverage_buy_12368',
         strategy='DefaultStrategy',
         timeframe=5,
-        sell_reason='sell_signal',  # TODO-lev: Update to exit/close reason
+        sell_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
         close_date=datetime.now(tz=timezone.utc),
         interest_rate=0.0005

tests/rpc/test_rpc_apiserver.py

@@ -586,10 +586,10 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
     assert rc.json()['total_trades'] == 2
 
 
-# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('is_short', [True, False])
-def test_api_trade_single(botclient, mocker, fee, ticker, markets):
+def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):
     ftbot, client = botclient
-    patch_get_signal(ftbot)
+    patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -599,7 +599,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     assert_response(rc, 404)
     assert rc.json()['detail'] == 'Trade not found.'
 
-    create_mock_trades(fee, False)
+    create_mock_trades(fee, is_short=is_short)
     Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/trade/3")
@@ -607,10 +607,10 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     assert rc.json()['trade_id'] == 3
 
 
-# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('is_short', [True, False])
-def test_api_delete_trade(botclient, mocker, fee, markets):
+def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
     ftbot, client = botclient
-    patch_get_signal(ftbot)
+    patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -749,10 +749,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
                          }
 
 
-# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('is_short', [True, False])
-def test_api_stats(botclient, mocker, ticker, fee, markets,):
+def test_api_stats(botclient, mocker, ticker, fee, markets, is_short):
     ftbot, client = botclient
-    patch_get_signal(ftbot)
+    patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -766,7 +766,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
     assert 'durations' in rc.json()
     assert 'sell_reasons' in rc.json()
 
-    create_mock_trades(fee, False)
+    create_mock_trades(fee, is_short=is_short)
 
     rc = client_get(client, f"{BASE_URI}/stats")
     assert_response(rc, 200)

tests/rpc/test_rpc_telegram.py

@@ -1294,8 +1294,8 @@ def test_telegram_trades(mocker, update, default_conf, fee):
                 msg_mock.call_args_list[0][0][0]))
 
 
-# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('is_short', [True, False])
-def test_telegram_delete_trade(mocker, update, default_conf, fee):
+def test_telegram_delete_trade(mocker, update, default_conf, fee, is_short):
 
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
     context = MagicMock()
@@ -1305,7 +1305,7 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee):
     assert "Trade-id not set." in msg_mock.call_args_list[0][0][0]
 
     msg_mock.reset_mock()
-    create_mock_trades(fee, False)
+    create_mock_trades(fee, is_short)
 
     context = MagicMock()
     context.args = [1]

tests/strategy/test_default_strategy.py

@@ -1,5 +1,6 @@
 from datetime import datetime
 
+import pytest
 from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
@@ -7,7 +8,7 @@ from freqtrade.persistence.models import Trade
 from .strats.strategy_test_v3 import StrategyTestV3
 
 
-def test_strategy_test_v2_structure():
+def test_strategy_test_v3_structure():
     assert hasattr(StrategyTestV3, 'minimal_roi')
     assert hasattr(StrategyTestV3, 'stoploss')
     assert hasattr(StrategyTestV3, 'timeframe')
@@ -16,7 +17,11 @@ def test_strategy_test_v2_structure():
     assert hasattr(StrategyTestV3, 'populate_sell_trend')
 
 
-def test_strategy_test_v2(result, fee):
+@pytest.mark.parametrize('is_short,side', [
+    (True, 'short'),
+    (False, 'long'),
+])
+def test_strategy_test_v3(result, fee, is_short, side):
     strategy = StrategyTestV3({})
 
     metadata = {'pair': 'ETH/BTC'}
@@ -32,16 +37,18 @@ def test_strategy_test_v2(result, fee):
         open_rate=19_000,
         amount=0.1,
         pair='ETH/BTC',
-        fee_open=fee.return_value
+        fee_open=fee.return_value,
+        is_short=is_short
     )
 
     assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
                                         rate=20000, time_in_force='gtc',
-                                        current_time=datetime.utcnow(), side='long') is True
+                                        current_time=datetime.utcnow(),
+                                        side=side) is True
     assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
                                        rate=20000, time_in_force='gtc', sell_reason='roi',
-                                       current_time=datetime.utcnow()) is True
+                                       current_time=datetime.utcnow(),
+                                       side=side) is True
 
-    # TODO-lev: Test for shorts?
     assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
                                     current_rate=20_000, current_profit=0.05) == strategy.stoploss

tests/test_persistence.py

@@ -1907,12 +1907,12 @@ def test_get_total_closed_profit(fee, use_db):
 
 
 @pytest.mark.usefixtures("init_persistence")
-# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('is_short', [True, False])
 @pytest.mark.parametrize('use_db', [True, False])
-def test_get_trades_proxy(fee, use_db):
+def test_get_trades_proxy(fee, use_db, is_short):
     Trade.use_db = use_db
     Trade.reset_trades()
-    create_mock_trades(fee, False, use_db)
+    create_mock_trades(fee, is_short, use_db)
     trades = Trade.get_trades_proxy()
     assert len(trades) == 6
 
@@ -2042,48 +2042,48 @@ def test_update_order_from_ccxt(caplog):
 
 
 @pytest.mark.usefixtures("init_persistence")
-# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
+@pytest.mark.parametrize('is_short', [True, False])
-def test_select_order(fee):
+def test_select_order(fee, is_short):
-    create_mock_trades(fee, False)
+    create_mock_trades(fee, is_short)
 
     trades = Trade.get_trades().all()
 
     # Open buy order, no sell order
-    order = trades[0].select_order('buy', True)
+    order = trades[0].select_order(trades[0].enter_side, True)
     assert order is None
-    order = trades[0].select_order('buy', False)
+    order = trades[0].select_order(trades[0].enter_side, False)
     assert order is not None
-    order = trades[0].select_order('sell', 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('buy', True)
+    order = trades[1].select_order(trades[1].enter_side, True)
     assert order is None
-    order = trades[1].select_order('buy', False)
+    order = trades[1].select_order(trades[1].enter_side, False)
     assert order is not None
-    order = trades[1].select_order('buy', None)
+    order = trades[1].select_order(trades[1].enter_side, None)
     assert order is not None
-    order = trades[1].select_order('sell', True)
+    order = trades[1].select_order(trades[1].exit_side, True)
     assert order is None
-    order = trades[1].select_order('sell', False)
+    order = trades[1].select_order(trades[1].exit_side, False)
     assert order is not None
 
     # Has open buy order
-    order = trades[3].select_order('buy', True)
+    order = trades[3].select_order(trades[3].enter_side, True)
     assert order is not None
-    order = trades[3].select_order('buy', False)
+    order = trades[3].select_order(trades[3].enter_side, False)
     assert order is None
 
     # Open sell order
-    order = trades[4].select_order('buy', True)
+    order = trades[4].select_order(trades[4].enter_side, True)
     assert order is None
-    order = trades[4].select_order('buy', False)
+    order = trades[4].select_order(trades[4].enter_side, False)
     assert order is not None
 
-    order = trades[4].select_order('sell', True)
+    order = trades[4].select_order(trades[4].exit_side, True)
     assert order is not None
     assert order.ft_order_side == 'stoploss'
-    order = trades[4].select_order('sell', False)
+    order = trades[4].select_order(trades[4].exit_side, False)
     assert order is None