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Merge remote-tracking branch 'origin/develop' into dev-merge-rl

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This commit is contained in:
robcaulk
2022-10-05 15:21:45 +02:00
parent 292d72d593 b0eff4160f
commit 9c73411ac2
32 changed files with 400 additions and 304 deletions
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2
tests/data/test_history.py
View File

@@ -480,7 +480,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
timerange = TimeRange()
data = strategy.advise_all_indicators(
load_data(
datadir=testdatadir,

85
tests/exchange/test_exchange_utils.py Normal file
View File

@@ -0,0 +1,85 @@
# pragma pylint: disable=missing-docstring, protected-access, invalid-name
import pytest
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange.check_exchange import check_exchange
from tests.conftest import log_has_re
def test_check_exchange(default_conf, caplog) -> None:
# Test an officially supported by Freqtrade team exchange
default_conf['runmode'] = RunMode.DRY_RUN
default_conf.get('exchange').update({'name': 'BITTREX'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog)
caplog.clear()
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'binance'})
assert check_exchange(default_conf)
assert log_has_re(
r"Exchange \"binance\" is officially supported by the Freqtrade development team\.",
caplog)
caplog.clear()
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'binanceus'})
assert check_exchange(default_conf)
assert log_has_re(
r"Exchange \"binanceus\" is officially supported by the Freqtrade development team\.",
caplog)
caplog.clear()
# Test an officially supported by Freqtrade team exchange - with remapping
default_conf.get('exchange').update({'name': 'okex'})
assert check_exchange(default_conf)
assert log_has_re(
r"Exchange \"okex\" is officially supported by the Freqtrade development team\.",
caplog)
caplog.clear()
# Test an available exchange, supported by ccxt
default_conf.get('exchange').update({'name': 'huobipro'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
r"but not officially supported "
r"by the Freqtrade development team\. .*", caplog)
caplog.clear()
# Test a 'bad' exchange, which known to have serious problems
default_conf.get('exchange').update({'name': 'bitmex'})
with pytest.raises(OperationalException,
match=r"Exchange .* will not work with Freqtrade\..*"):
check_exchange(default_conf)
caplog.clear()
# Test a 'bad' exchange with check_for_bad=False
default_conf.get('exchange').update({'name': 'bitmex'})
assert check_exchange(default_conf, False)
assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
r"but not officially supported "
r"by the Freqtrade development team\. .*", caplog)
caplog.clear()
# Test an invalid exchange
default_conf.get('exchange').update({'name': 'unknown_exchange'})
with pytest.raises(
OperationalException,
match=r'Exchange "unknown_exchange" is not known to the ccxt library '
r'and therefore not available for the bot.*'
):
check_exchange(default_conf)
# Test no exchange...
default_conf.get('exchange').update({'name': ''})
default_conf['runmode'] = RunMode.PLOT
assert check_exchange(default_conf)
# Test no exchange...
default_conf.get('exchange').update({'name': ''})
default_conf['runmode'] = RunMode.UTIL_EXCHANGE
with pytest.raises(OperationalException,
match=r'This command requires a configured exchange.*'):
check_exchange(default_conf)

2
tests/freqai/test_freqai_datakitchen.py
View File

@@ -71,7 +71,7 @@ def test_use_DBSCAN_to_remove_outliers(mocker, freqai_conf, caplog):
freqai = make_data_dictionary(mocker, freqai_conf)
# freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 1})
freqai.dk.use_DBSCAN_to_remove_outliers(predict=False)
assert log_has_re(r"DBSCAN found eps of 1.75", caplog)
assert log_has_re(r"DBSCAN found eps of 1\.7\d\.", caplog)
def test_compute_distances(mocker, freqai_conf):

4
tests/freqai/test_freqai_interface.py
View File

@@ -8,8 +8,10 @@ import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import RunMode
from freqtrade.enums import RunMode
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.utils import download_all_data_for_training, get_required_data_timerange
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlistmanager import PairListManager
from tests.conftest import get_patched_exchange, log_has_re
@@ -245,7 +247,7 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat):
model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
assert len(model_folders) == num_files
Trade.use_db = True
Backtesting.cleanup()
shutil.rmtree(Path(freqai.dk.full_path))

7
tests/optimize/test_hyperopt.py
View File

@@ -297,6 +297,7 @@ def test_params_no_optimize_details(hyperopt) -> None:
def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -530,6 +531,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
@@ -581,6 +583,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
@@ -622,6 +625,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
@@ -663,6 +667,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
@@ -736,6 +741,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
@@ -778,6 +784,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
mocker.patch('freqtrade.optimize.hyperopt.calculate_market_change', return_value=1.5)
mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))

43
tests/rpc/test_rpc_emc.py
View File

@@ -188,15 +188,19 @@ async def test_emc_create_connection_success(default_conf, caplog, mocker):
emc.shutdown()
async def test_emc_create_connection_invalid_port(default_conf, caplog, mocker):
@pytest.mark.parametrize('host,port', [
(_TEST_WS_HOST, -1),
("10000.1241..2121/", _TEST_WS_PORT),
])
async def test_emc_create_connection_invalid_url(default_conf, caplog, mocker, host, port):
default_conf.update({
"external_message_consumer": {
"enabled": True,
"producers": [
{
"name": "default",
"host": _TEST_WS_HOST,
"port": -1,
"host": host,
"port": port,
"ws_token": _TEST_WS_TOKEN
}
],
@@ -207,38 +211,13 @@ async def test_emc_create_connection_invalid_port(default_conf, caplog, mocker):
})
dp = DataProvider(default_conf, None, None, None)
# Handle start explicitly to avoid messing with threading in tests
mocker.patch("freqtrade.rpc.external_message_consumer.ExternalMessageConsumer.start",)
emc = ExternalMessageConsumer(default_conf, dp)
try:
await asyncio.sleep(0.01)
assert log_has_re(r".+ is an invalid WebSocket URL .+", caplog)
finally:
emc.shutdown()
async def test_emc_create_connection_invalid_host(default_conf, caplog, mocker):
default_conf.update({
"external_message_consumer": {
"enabled": True,
"producers": [
{
"name": "default",
"host": "10000.1241..2121/",
"port": _TEST_WS_PORT,
"ws_token": _TEST_WS_TOKEN
}
],
"wait_timeout": 60,
"ping_timeout": 60,
"sleep_timeout": 60
}
})
dp = DataProvider(default_conf, None, None, None)
emc = ExternalMessageConsumer(default_conf, dp)
try:
await asyncio.sleep(0.01)
emc._running = True
await emc._create_connection(emc.producers[0], asyncio.Lock())
assert log_has_re(r".+ is an invalid WebSocket URL .+", caplog)
finally:
emc.shutdown()

63
tests/test_configuration.py
View File

@@ -11,7 +11,7 @@ import pytest
from jsonschema import ValidationError
from freqtrade.commands import Arguments
from freqtrade.configuration import Configuration, check_exchange, validate_config_consistency
from freqtrade.configuration import Configuration, validate_config_consistency
from freqtrade.configuration.config_validation import validate_config_schema
from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
process_deprecated_setting,
@@ -584,67 +584,6 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
assert config['runmode'] == RunMode.HYPEROPT
def test_check_exchange(default_conf, caplog) -> None:
# Test an officially supported by Freqtrade team exchange
default_conf['runmode'] = RunMode.DRY_RUN
default_conf.get('exchange').update({'name': 'BITTREX'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog)
caplog.clear()
# Test an officially supported by Freqtrade team exchange
default_conf.get('exchange').update({'name': 'binance'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
caplog)
caplog.clear()
# Test an available exchange, supported by ccxt
default_conf.get('exchange').update({'name': 'huobipro'})
assert check_exchange(default_conf)
assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
r"but not officially supported "
r"by the Freqtrade development team\. .*", caplog)
caplog.clear()
# Test a 'bad' exchange, which known to have serious problems
default_conf.get('exchange').update({'name': 'bitmex'})
with pytest.raises(OperationalException,
match=r"Exchange .* will not work with Freqtrade\..*"):
check_exchange(default_conf)
caplog.clear()
# Test a 'bad' exchange with check_for_bad=False
default_conf.get('exchange').update({'name': 'bitmex'})
assert check_exchange(default_conf, False)
assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
r"but not officially supported "
r"by the Freqtrade development team\. .*", caplog)
caplog.clear()
# Test an invalid exchange
default_conf.get('exchange').update({'name': 'unknown_exchange'})
with pytest.raises(
OperationalException,
match=r'Exchange "unknown_exchange" is not known to the ccxt library '
r'and therefore not available for the bot.*'
):
check_exchange(default_conf)
# Test no exchange...
default_conf.get('exchange').update({'name': ''})
default_conf['runmode'] = RunMode.PLOT
assert check_exchange(default_conf)
# Test no exchange...
default_conf.get('exchange').update({'name': ''})
default_conf['runmode'] = RunMode.UTIL_EXCHANGE
with pytest.raises(OperationalException,
match=r'This command requires a configured exchange.*'):
check_exchange(default_conf)
def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)

70
tests/test_freqtradebot.py
View File

@@ -28,6 +28,7 @@ from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_pat
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)
from tests.conftest_trades_usdt import mock_trade_usdt_4
def patch_RPCManager(mocker) -> MagicMock:
@@ -1060,6 +1061,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# TODO: should not be magicmock
trade = MagicMock()
trade.is_short = is_short
trade.open_order_id = None
@@ -1101,6 +1103,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
# First case: when stoploss is not yet set but the order is open
# should get the stoploss order id immediately
# and should return false as no trade actually happened
# TODO: should not be magicmock
trade = MagicMock()
trade.is_short = is_short
trade.is_open = True
@@ -1879,6 +1882,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
return_value=limit_order[entry_side(is_short)])
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
# TODO: should not be magicmock
trade = MagicMock()
trade.is_short = is_short
trade.open_order_id = '123'
@@ -1902,6 +1906,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
order = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
# TODO: should not be magicmock
trade = MagicMock()
trade.is_short = is_short
trade.open_order_id = None
@@ -2042,6 +2047,7 @@ def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
# TODO: should not be magicmock
trade = MagicMock()
trade.open_order_id = '123'
trade.amount = 123
@@ -2060,6 +2066,7 @@ def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) ->
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
MagicMock(side_effect=InvalidOrderException))
# TODO: should not be magicmock
trade = MagicMock()
trade.open_order_id = '123'
@@ -2980,7 +2987,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short) -> None:
def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short, fee) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
l_order = limit_order[entry_side(is_short)]
@@ -2994,16 +3001,12 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
# TODO: Convert to real trade
trade = MagicMock()
trade.pair = 'LTC/USDT'
trade.open_rate = 200
trade.is_short = False
trade.entry_side = "buy"
trade.amount = 100
trade = mock_trade_usdt_4(fee, is_short)
Trade.query.session.add(trade)
Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
trade.nr_of_successful_entries = 0
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, reason)
assert cancel_order_mock.call_count == 1
@@ -3035,7 +3038,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
indirect=['limit_buy_order_canceled_empty'])
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short,
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
limit_buy_order_canceled_empty) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -3046,11 +3049,10 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
freqtrade = FreqtradeBot(default_conf_usdt)
reason = CANCEL_REASON['TIMEOUT']
# TODO: Convert to real trade
trade = MagicMock()
trade.nr_of_successful_entries = 0
trade.pair = 'LTC/ETH'
trade.entry_side = "sell" if is_short else "buy"
trade = mock_trade_usdt_4(fee, is_short)
Trade.query.session.add(trade)
Trade.commit()
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0
assert log_has_re(
@@ -3068,7 +3070,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
'String Return value',
123
])
def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short,
def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short, fee,
cancelorder) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -3076,20 +3078,15 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
cancel_order_mock = MagicMock(return_value=cancelorder)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
cancel_order=cancel_order_mock,
fetch_order=MagicMock(side_effect=InvalidOrderException)
)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
# TODO: Convert to real trade
trade = MagicMock()
trade.pair = 'LTC/USDT'
trade.entry_side = "buy"
trade.open_rate = 200
trade.entry_side = "buy"
trade.open_order_id = "open_order_noop"
trade.nr_of_successful_entries = 0
trade.amount = 100
trade = mock_trade_usdt_4(fee, is_short)
Trade.query.session.add(trade)
Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
@@ -3098,6 +3095,9 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
cancel_order_mock.reset_mock()
l_order['filled'] = 1.0
order = deepcopy(l_order)
order['status'] = 'canceled'
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
assert not freqtrade.handle_cancel_enter(trade, l_order, reason)
assert cancel_order_mock.call_count == 1
@@ -3111,6 +3111,9 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
cancel_order=cancel_order_mock,
)
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.2)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee')
freqtrade = FreqtradeBot(default_conf_usdt)
@@ -3175,10 +3178,13 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
assert send_msg_mock.call_count == 1
assert trade.close_rate is None
assert trade.exit_reason is None
assert trade.open_order_id is None
send_msg_mock.reset_mock()
# Partial exit - below exit threshold
order['amount'] = 2
order['filled'] = 1.9
assert not freqtrade.handle_cancel_exit(trade, order, reason)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
@@ -3188,12 +3194,21 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
assert not freqtrade.handle_cancel_exit(trade, order, reason)
send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])
# Message should not be iterated again
assert trade.exit_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1
send_msg_mock.reset_mock()
order['filled'] = 1
assert freqtrade.handle_cancel_exit(trade, order, reason)
assert send_msg_mock.call_count == 1
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED'])
def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
patch_RPCManager(mocker)
@@ -3204,6 +3219,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
freqtrade = FreqtradeBot(default_conf_usdt)
# TODO: should not be magicmock
trade = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
order = {'remaining': 1,

33
tests/test_integration.py
View File

@@ -351,8 +351,13 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.nr_of_successful_exits == 1
def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
@pytest.mark.parametrize('leverage', [
1, 2
])
def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
default_conf_usdt['position_adjustment_enable'] = True
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
@@ -363,9 +368,14 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
price_to_precision=lambda s, x, y: y,
)
mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
mocker.patch("freqtrade.exchange.Exchange.get_funding_fees", return_value=0)
mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", return_value=(0, 0))
patch_get_signal(freqtrade)
freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96
freqtrade.strategy.leverage = MagicMock(return_value=leverage)
freqtrade.strategy.minimal_roi = {0: 0.2}
freqtrade.enter_positions()
@@ -377,6 +387,8 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.open_rate == 1.96
assert trade.stop_loss_pct is None
assert trade.stop_loss == 0.0
assert trade.leverage == leverage
assert trade.stake_amount == 60
assert trade.initial_stop_loss == 0.0
assert trade.initial_stop_loss_pct is None
# No adjustment
@@ -396,6 +408,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.open_rate == 1.96
assert trade.stop_loss_pct is None
assert trade.stop_loss == 0.0
assert trade.stake_amount == 60
assert trade.initial_stop_loss == 0.0
assert trade.initial_stop_loss_pct is None
@@ -407,9 +420,10 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.open_order_id is None
# Open rate is not adjusted yet
assert trade.open_rate == 1.99
assert trade.stake_amount == 60
assert trade.stop_loss_pct == -0.1
assert trade.stop_loss == 1.99 * 0.9
assert trade.initial_stop_loss == 1.99 * 0.9
assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
assert pytest.approx(trade.initial_stop_loss) == 1.99 * (1 - 0.1 / leverage)
assert trade.initial_stop_loss_pct == -0.1
# 2nd order - not filling
@@ -422,7 +436,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.open_order_id is not None
assert trade.open_rate == 1.99
assert trade.orders[-1].price == 1.96
assert trade.orders[-1].cost == 120
assert trade.orders[-1].cost == 120 * leverage
# Replace new order with diff. order at a lower price
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)
@@ -432,8 +446,9 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert len(trade.orders) == 4
assert trade.open_order_id is not None
assert trade.open_rate == 1.99
assert trade.stake_amount == 60
assert trade.orders[-1].price == 1.95
assert pytest.approx(trade.orders[-1].cost) == 120
assert pytest.approx(trade.orders[-1].cost) == 120 * leverage
# Fill DCA order
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None)
@@ -446,13 +461,13 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 1.963153456
assert trade.orders[-1].price == 1.95
assert pytest.approx(trade.orders[-1].cost) == 120
assert pytest.approx(trade.orders[-1].cost) == 120 * leverage
assert trade.orders[-1].status == 'closed'
assert pytest.approx(trade.amount) == 91.689215
assert pytest.approx(trade.amount) == 91.689215 * leverage
# Check the 2 filled orders equal the above amount
assert pytest.approx(trade.orders[1].amount) == 30.150753768
assert pytest.approx(trade.orders[-1].amount) == 61.538461232
assert pytest.approx(trade.orders[1].amount) == 30.150753768 * leverage
assert pytest.approx(trade.orders[-1].amount) == 61.538461232 * leverage
@pytest.mark.parametrize('leverage', [1, 2])

2
tests/test_plotting.py
View File

@@ -63,7 +63,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
def test_add_indicators(default_conf, testdatadir, caplog):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
timerange = TimeRange()
data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange)