first test completed

freqtrade/tests/edge/test_edge.py

@@ -1,20 +1,24 @@
-from freqtrade.tests.conftest import log_has, get_patched_exchange
+from freqtrade.tests.conftest import get_patched_exchange
 from freqtrade.edge import Edge
+from pandas import DataFrame
 
 
 # Cases to be tested:
-############################### SELL POINTS #####################################
+# SELL POINTS:
 # 1) Three complete trades within dataframe (with sell hit for all)
 # 2) Two complete trades but one without sell hit (remains open)
 # 3) Two complete trades and one buy signal while one trade is open
 # 4) Two complete trades with buy=1 on the last frame
-################################# STOPLOSS ######################################
+###################################################################
+# STOPLOSS:
 # 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
 # 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
 # 7) Candle drops 4% recovers to 1% entry criteria are met, candle drops
 #    20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2%
-############################ PRIORITY TO STOPLOSS ################################
+####################################################################
+# PRIORITY TO STOPLOSS:
 # 8) Stoploss and sell are hit. should sell on stoploss
+####################################################################
 
 def test_filter(mocker, default_conf):
     exchange = get_patched_exchange(mocker, default_conf)
@@ -31,15 +35,62 @@ def test_filter(mocker, default_conf):
     assert(edge.filter(pairs) == ['E/F', 'C/D'])
 
 
-def test_three_complete_trades():
+def _validate_ohlc(buy_ohlc_sell_matrice):
-    stoploss = -0.01
+    for index, ohlc in enumerate(buy_ohlc_sell_matrice):
+        # if not high < open < low or not high < close < low
+        if not ohlc[3] > ohlc[2] > ohlc[4] or not ohlc[3] > ohlc[5] > ohlc[4]:
+            raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!')
+    return True
+
+
+def _build_dataframe(buy_ohlc_sell_matrice):
+    _validate_ohlc(buy_ohlc_sell_matrice)
+
+    tickers = []
+    for ohlc in buy_ohlc_sell_matrice:
+        ticker = {
+            'date': ohlc[0],
+            'buy': ohlc[1],
+            'open': ohlc[2],
+            'high': ohlc[3],
+            'low': ohlc[4],
+            'close': ohlc[5],
+            'sell': ohlc[6]
+        }
+        tickers.append(ticker)
+    return DataFrame(tickers)
+
+
+def test_three_complete_trades(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf)
+    edge = Edge(default_conf, exchange)
+
+    stoploss = -0.90  # we don't want stoploss to be hit in this test
     three_sell_points_hit = [
-        # Buy, O, H, L, C, Sell
+        # Date, Buy, O, H, L, C, Sell
-        [1, 15, 20, 12, 17, 0],  # -> should enter the trade
+        [1, 1, 15, 20, 12, 17, 0],  # -> should enter the trade
-        [1, 17, 18, 13, 14, 1],  # -> should sell (trade 1 completed)
+        [2, 0, 17, 18, 13, 14, 1],  # -> should sell (trade 1 completed)
-        [0, 14, 15, 11, 12, 0],  # -> no action
+        [3, 0, 14, 15, 11, 12, 0],  # -> no action
-        [1, 12, 25, 11, 20, 0],  # -> should enter the trade
+        [4, 1, 12, 25, 11, 20, 0],  # -> should enter the trade
-        [0, 20, 30, 21, 25, 1],  # -> should sell (trade 2 completed)
+        [5, 0, 20, 30, 19, 25, 1],  # -> should sell (trade 2 completed)
-        [1, 25, 27, 22, 26, 1],  # -> buy and sell, should enter the trade
+        [6, 1, 25, 27, 22, 26, 1],  # -> buy and sell, should enter the trade
-        [0, 26, 36, 25, 35, 1],  # -> should sell (trade 3 completed)
+        [7, 0, 26, 36, 25, 35, 1],  # -> should sell (trade 3 completed)
     ]
+
+    ticker_df = _build_dataframe(three_sell_points_hit)
+    trades = edge._find_trades_for_stoploss_range(ticker_df, 'TEST/BTC', [stoploss])
+
+    # Three trades must have happened
+    assert len(trades) == 3
+
+    # First trade check
+    assert trades[0]['open_time'] == 1
+    assert trades[0]['close_time'] == 2
+
+    # Second trade check
+    assert trades[1]['open_time'] == 4
+    assert trades[1]['close_time'] == 5
+
+    # Third trade check
+    assert trades[2]['open_time'] == 6
+    assert trades[2]['close_time'] == 7