diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py index 08634073d..f2e8c577f 100644 --- a/freqtrade/tests/strategy/test_interface.py +++ b/freqtrade/tests/strategy/test_interface.py @@ -118,6 +118,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None: def test_min_roi_reached(default_conf, fee) -> None: + # Use list to confirm sequence does not matter min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1}, {0: 0.1, 20: 0.05, 55: 0.01}] for roi in min_roi_list: @@ -143,6 +144,47 @@ def test_min_roi_reached(default_conf, fee) -> None: assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime) +def test_min_roi_reached2(default_conf, fee) -> None: + + # test with ROI raising after last interval + min_roi_list = [{20: 0.07, + 30: 0.05, + 55: 0.30, + 0: 0.1 + }, + {0: 0.1, + 20: 0.07, + 30: 0.05, + 55: 0.30 + }, + ] + for roi in min_roi_list: + strategy = DefaultStrategy(default_conf) + strategy.minimal_roi = roi + trade = Trade( + pair='ETH/BTC', + stake_amount=0.001, + open_date=arrow.utcnow().shift(hours=-1).datetime, + fee_open=fee.return_value, + fee_close=fee.return_value, + exchange='bittrex', + open_rate=1, + ) + + assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime) + assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime) + + assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime) + assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime) + + assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime) + assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime) + + # Should not trigger with 20% profit since after 55 minutes only 30% is active. + assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime) + assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime) + + def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) ind_mock = MagicMock(side_effect=lambda x, meta: x)