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Merge branch 'develop' into interface_ordertimeoutcallback

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This commit is contained in:
Matthias
2020-03-15 14:56:14 +01:00
parent 0f2d771634 3b89e7d393
commit a1bbeaa668
101 changed files with 2205 additions and 1228 deletions
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215
tests/exchange/test_exchange.py
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@@ -400,13 +400,40 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
def test_get_quote_currencies(default_conf, mocker):
ex = get_patched_exchange(mocker, default_conf)
assert set(ex.get_quote_currencies()) == set(['USD', 'BTC', 'USDT'])
assert set(ex.get_quote_currencies()) == set(['USD', 'ETH', 'BTC', 'USDT'])
@pytest.mark.parametrize('pair,expected', [
('XRP/BTC', 'BTC'),
('LTC/USD', 'USD'),
('ETH/USDT', 'USDT'),
('XLTCUSDT', 'USDT'),
('XRP/NOCURRENCY', ''),
])
def test_get_pair_quote_currency(default_conf, mocker, pair, expected):
ex = get_patched_exchange(mocker, default_conf)
assert ex.get_pair_quote_currency(pair) == expected
@pytest.mark.parametrize('pair,expected', [
('XRP/BTC', 'XRP'),
('LTC/USD', 'LTC'),
('ETH/USDT', 'ETH'),
('XLTCUSDT', 'LTC'),
('XRP/NOCURRENCY', ''),
])
def test_get_pair_base_currency(default_conf, mocker, pair, expected):
ex = get_patched_exchange(mocker, default_conf)
assert ex.get_pair_base_currency(pair) == expected
def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs directly
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {}, 'LTC/BTC': {}, 'XRP/BTC': {}, 'NEO/BTC': {}
'ETH/BTC': {'quote': 'BTC'},
'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'},
'NEO/BTC': {'quote': 'BTC'},
})
id_mock = PropertyMock(return_value='test_exchange')
type(api_mock).id = id_mock
@@ -454,9 +481,9 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
def test_validate_pairs_restricted(default_conf, mocker, caplog):
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {}, 'LTC/BTC': {},
'XRP/BTC': {'info': {'IsRestricted': True}},
'NEO/BTC': {'info': 'TestString'}, # info can also be a string ...
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'}, # info can also be a string ...
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
@@ -469,6 +496,54 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
'HELLO-WORLD': {'quote': 'BTC'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
api_mock = MagicMock()
default_conf['stake_currency'] = ''
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
'HELLO-WORLD': {'quote': 'BTC'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
Exchange(default_conf)
def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'].append('HELLO-WORLD')
api_mock = MagicMock()
type(api_mock).markets = PropertyMock(return_value={
'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'},
'HELLO-WORLD': {'quote': 'USDT'},
})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
Exchange(default_conf)
@pytest.mark.parametrize("timeframe", [
('5m'), ("1m"), ("15m"), ("1h")
])
@@ -506,7 +581,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
with pytest.raises(OperationalException,
match=r"Invalid ticker interval '3m'. This exchange supports.*"):
match=r"Invalid timeframe '3m'. This exchange supports.*"):
Exchange(default_conf)
default_conf["ticker_interval"] = "15s"
@@ -1121,31 +1196,22 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
assert 'ETH/BTC' in exchange._cached_ticker
assert exchange._cached_ticker['ETH/BTC']['bid'] == 0.5
assert exchange._cached_ticker['ETH/BTC']['ask'] == 1
# Test caching
api_mock.fetch_ticker = MagicMock()
exchange.fetch_ticker(pair='ETH/BTC', refresh=False)
assert api_mock.fetch_ticker.call_count == 0
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
"fetch_ticker", "fetch_ticker",
pair='ETH/BTC', refresh=True)
pair='ETH/BTC')
api_mock.fetch_ticker = MagicMock(return_value={})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.fetch_ticker(pair='ETH/BTC', refresh=True)
exchange.fetch_ticker(pair='ETH/BTC')
with pytest.raises(DependencyException, match=r'Pair XRP/ETH not available'):
exchange.fetch_ticker(pair='XRP/ETH', refresh=True)
exchange.fetch_ticker(pair='XRP/ETH')
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
tick = [
ohlcv = [
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
1, # open
@@ -1158,7 +1224,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
pair = 'ETH/BTC'
async def mock_candle_hist(pair, timeframe, since_ms):
return pair, timeframe, tick
return pair, timeframe, ohlcv
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
@@ -1166,12 +1232,12 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
assert exchange._async_get_candle_history.call_count == 2
# Returns twice the above tick
# Returns twice the above OHLCV data
assert len(ret) == 2
def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
tick = [
ohlcv = [
[
(arrow.utcnow().timestamp - 1) * 1000, # unix timestamp ms
1, # open
@@ -1192,14 +1258,14 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
# empty dicts
assert not exchange._klines
exchange.refresh_latest_ohlcv(pairs)
assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog)
assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
assert exchange._klines
assert exchange._api_async.fetch_ohlcv.call_count == 2
for pair in pairs:
@@ -1217,14 +1283,15 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
assert exchange._api_async.fetch_ohlcv.call_count == 2
assert log_has(f"Using cached ohlcv data for pair {pairs[0][0]}, timeframe {pairs[0][1]} ...",
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]} ...",
caplog)
@pytest.mark.asyncio
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
tick = [
ohlcv = [
[
arrow.utcnow().timestamp * 1000, # unix timestamp ms
1, # open
@@ -1238,7 +1305,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pair = 'ETH/BTC'
res = await exchange._async_get_candle_history(pair, "5m")
@@ -1246,9 +1313,9 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
assert len(res) == 3
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == tick
assert res[2] == ohlcv
assert exchange._api_async.fetch_ohlcv.call_count == 1
assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog)
assert not log_has(f"Using cached candle (OHLCV) data for {pair} ...", caplog)
# exchange = Exchange(default_conf)
await async_ccxt_exception(mocker, default_conf, MagicMock(),
@@ -1256,14 +1323,15 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
pair='ABCD/BTC', timeframe=default_conf['ticker_interval'])
api_mock = MagicMock()
with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
with pytest.raises(OperationalException,
match=r'Could not fetch historical candle \(OHLCV\) data.*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
(arrow.utcnow().timestamp - 2000) * 1000)
with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
r'historical candlestick data\..*'):
r'historical candle \(OHLCV\) data\..*'):
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
await exchange._async_get_candle_history(pair, "5m",
@@ -1273,7 +1341,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
@pytest.mark.asyncio
async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
""" Test empty exchange result """
tick = []
ohlcv = []
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf)
@@ -1287,7 +1355,7 @@ async def test__async_get_candle_history_empty(default_conf, mocker, caplog):
assert len(res) == 3
assert res[0] == pair
assert res[1] == "5m"
assert res[2] == tick
assert res[2] == ohlcv
assert exchange._api_async.fetch_ohlcv.call_count == 1
@@ -1365,8 +1433,8 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
return sorted(data, key=key)
# GDAX use-case (real data from GDAX)
# This ticker history is ordered DESC (newest first, oldest last)
tick = [
# This OHLCV data is ordered DESC (newest first, oldest last)
ohlcv = [
[1527833100000, 0.07666, 0.07671, 0.07666, 0.07668, 16.65244264],
[1527832800000, 0.07662, 0.07666, 0.07662, 0.07666, 1.30051526],
[1527832500000, 0.07656, 0.07661, 0.07656, 0.07661, 12.034778840000001],
@@ -1379,31 +1447,31 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
[1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867]
]
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
sort_mock = mocker.patch('freqtrade.exchange.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
# Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert res[0] == 'ETH/BTC'
ticks = res[2]
res_ohlcv = res[2]
assert sort_mock.call_count == 1
assert ticks[0][0] == 1527830400000
assert ticks[0][1] == 0.07649
assert ticks[0][2] == 0.07651
assert ticks[0][3] == 0.07649
assert ticks[0][4] == 0.07651
assert ticks[0][5] == 2.5734867
assert res_ohlcv[0][0] == 1527830400000
assert res_ohlcv[0][1] == 0.07649
assert res_ohlcv[0][2] == 0.07651
assert res_ohlcv[0][3] == 0.07649
assert res_ohlcv[0][4] == 0.07651
assert res_ohlcv[0][5] == 2.5734867
assert ticks[9][0] == 1527833100000
assert ticks[9][1] == 0.07666
assert ticks[9][2] == 0.07671
assert ticks[9][3] == 0.07666
assert ticks[9][4] == 0.07668
assert ticks[9][5] == 16.65244264
assert res_ohlcv[9][0] == 1527833100000
assert res_ohlcv[9][1] == 0.07666
assert res_ohlcv[9][2] == 0.07671
assert res_ohlcv[9][3] == 0.07666
assert res_ohlcv[9][4] == 0.07668
assert res_ohlcv[9][5] == 16.65244264
# Bittrex use-case (real data from Bittrex)
# This ticker history is ordered ASC (oldest first, newest last)
tick = [
# This OHLCV data is ordered ASC (oldest first, newest last)
ohlcv = [
[1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
[1527828000000, 0.07657995, 0.07657995, 0.0763, 0.0763, 26.04051037],
[1527828300000, 0.0763, 0.07659998, 0.0763, 0.0764, 10.36434124],
@@ -1415,29 +1483,29 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
[1527830100000, 0.076695, 0.07671, 0.07624171, 0.07671, 1.80689244],
[1527830400000, 0.07671, 0.07674399, 0.07629216, 0.07655213, 2.31452783]
]
exchange._api_async.fetch_ohlcv = get_mock_coro(tick)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
# Reset sort mock
sort_mock = mocker.patch('freqtrade.exchange.sorted', MagicMock(side_effect=sort_data))
# Test the ticker history sort
# Test the OHLCV data sort
res = await exchange._async_get_candle_history('ETH/BTC', default_conf['ticker_interval'])
assert res[0] == 'ETH/BTC'
assert res[1] == default_conf['ticker_interval']
ticks = res[2]
res_ohlcv = res[2]
# Sorted not called again - data is already in order
assert sort_mock.call_count == 0
assert ticks[0][0] == 1527827700000
assert ticks[0][1] == 0.07659999
assert ticks[0][2] == 0.0766
assert ticks[0][3] == 0.07627
assert ticks[0][4] == 0.07657998
assert ticks[0][5] == 1.85216924
assert res_ohlcv[0][0] == 1527827700000
assert res_ohlcv[0][1] == 0.07659999
assert res_ohlcv[0][2] == 0.0766
assert res_ohlcv[0][3] == 0.07627
assert res_ohlcv[0][4] == 0.07657998
assert res_ohlcv[0][5] == 1.85216924
assert ticks[9][0] == 1527830400000
assert ticks[9][1] == 0.07671
assert ticks[9][2] == 0.07674399
assert ticks[9][3] == 0.07629216
assert ticks[9][4] == 0.07655213
assert ticks[9][5] == 2.31452783
assert res_ohlcv[9][0] == 1527830400000
assert res_ohlcv[9][1] == 0.07671
assert res_ohlcv[9][2] == 0.07674399
assert res_ohlcv[9][3] == 0.07629216
assert res_ohlcv[9][4] == 0.07655213
assert res_ohlcv[9][5] == 2.31452783
@pytest.mark.asyncio
@@ -1828,6 +1896,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'ETH/BTC': 'active': True
# 'ETH/USDT': 'active': True
# 'LTC/BTC': 'active': False
# 'LTC/ETH': 'active': True
# 'LTC/USD': 'active': True
# 'LTC/USDT': 'active': True
# 'NEO/BTC': 'active': False
@@ -1836,26 +1905,26 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
# 'XRP/BTC': 'active': False
# all markets
([], [], False, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# active markets
([], [], False, True,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']),
# all pairs
([], [], True, False,
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD',
['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# active pairs
([], [], True, True,
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'NEO/BTC',
['BLK/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'NEO/BTC',
'TKN/BTC', 'XRP/BTC']),
# all markets, base=ETH, LTC
(['ETH', 'LTC'], [], False, False,
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
['ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, base=LTC
(['LTC'], [], False, False,
['LTC/BTC', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
['LTC/BTC', 'LTC/ETH', 'LTC/USD', 'LTC/USDT', 'XLTCUSDT']),
# all markets, quote=USDT
([], ['USDT'], False, False,
['ETH/USDT', 'LTC/USDT', 'XLTCUSDT']),