diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 77432cc9e..608565fdc 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -147,15 +147,20 @@ jobs:
- name: Installation - macOS
if: runner.os == 'macOS'
run: |
- # homebrew fails to update python 3.9.1 to 3.9.1.1 due to unlinking failure
+ brew update
+ # homebrew fails to update python due to unlinking failures
+ # https://github.com/actions/runner-images/issues/6817
rm /usr/local/bin/2to3 || true
- # homebrew fails to update python from 3.9 to 3.10 due to another unlinking failure
+ rm /usr/local/bin/2to3-3.11 || true
rm /usr/local/bin/idle3 || true
+ rm /usr/local/bin/idle3.11 || true
rm /usr/local/bin/pydoc3 || true
+ rm /usr/local/bin/pydoc3.11 || true
rm /usr/local/bin/python3 || true
+ rm /usr/local/bin/python3.11 || true
rm /usr/local/bin/python3-config || true
- # Ignore brew update failures - https://github.com/actions/runner-images/issues/6817
- brew update || true
+ rm /usr/local/bin/python3.11-config || true
+
brew install hdf5 c-blosc
python -m pip install --upgrade pip wheel
export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml
index a7e60ce90..306e4bbda 100644
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -15,7 +15,7 @@ repos:
additional_dependencies:
- types-cachetools==5.2.1
- types-filelock==3.2.7
- - types-requests==2.28.11.5
+ - types-requests==2.28.11.7
- types-tabulate==0.9.0.0
- types-python-dateutil==2.8.19.5
# stages: [push]
diff --git a/docs/freqai-parameter-table.md b/docs/freqai-parameter-table.md
index d05ce80f3..72ee1e6b3 100644
--- a/docs/freqai-parameter-table.md
+++ b/docs/freqai-parameter-table.md
@@ -15,7 +15,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| `identifier` | **Required.**
A unique ID for the current model. If models are saved to disk, the `identifier` allows for reloading specific pre-trained models/data.
**Datatype:** String.
| `live_retrain_hours` | Frequency of retraining during dry/live runs.
**Datatype:** Float > 0.
Default: `0` (models retrain as often as possible).
| `expiration_hours` | Avoid making predictions if a model is more than `expiration_hours` old.
**Datatype:** Positive integer.
Default: `0` (models never expire).
-| `purge_old_models` | Delete obsolete models.
**Datatype:** Boolean.
Default: `False` (all historic models remain on disk).
+| `purge_old_models` | Delete all unused models during live runs (not relevant to backtesting). If set to false (not default), dry/live runs will accumulate all unused models to disk. If
**Datatype:** Boolean.
Default: `True`.
| `save_backtest_models` | Save models to disk when running backtesting. Backtesting operates most efficiently by saving the prediction data and reusing them directly for subsequent runs (when you wish to tune entry/exit parameters). Saving backtesting models to disk also allows to use the same model files for starting a dry/live instance with the same model `identifier`.
**Datatype:** Boolean.
Default: `False` (no models are saved).
| `fit_live_predictions_candles` | Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset (more information can be found [here](freqai-configuration.md#creating-a-dynamic-target-threshold)).
**Datatype:** Positive integer.
| `follow_mode` | Use a `follower` that will look for models associated with a specific `identifier` and load those for inferencing. A `follower` will **not** train new models.
**Datatype:** Boolean.
Default: `False`.
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index 9bc543a9d..3102683b2 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -20,8 +20,8 @@ from freqtrade.persistence import LocalTrade, Trade, init_db
logger = logging.getLogger(__name__)
# Newest format
-BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
- 'open_rate', 'close_rate',
+BT_DATA_COLUMNS = ['pair', 'stake_amount', 'max_stake_amount', 'amount',
+ 'open_date', 'close_date', 'open_rate', 'close_rate',
'fee_open', 'fee_close', 'trade_duration',
'profit_ratio', 'profit_abs', 'exit_reason',
'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
@@ -241,6 +241,33 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
return results
+def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
+ """
+ Compatibility support for older backtest data.
+ """
+ df['open_date'] = pd.to_datetime(df['open_date'],
+ utc=True,
+ infer_datetime_format=True
+ )
+ df['close_date'] = pd.to_datetime(df['close_date'],
+ utc=True,
+ infer_datetime_format=True
+ )
+ # Compatibility support for pre short Columns
+ if 'is_short' not in df.columns:
+ df['is_short'] = False
+ if 'leverage' not in df.columns:
+ df['leverage'] = 1.0
+ if 'enter_tag' not in df.columns:
+ df['enter_tag'] = df['buy_tag']
+ df = df.drop(['buy_tag'], axis=1)
+ if 'max_stake_amount' not in df.columns:
+ df['max_stake_amount'] = df['stake_amount']
+ if 'orders' not in df.columns:
+ df['orders'] = None
+ return df
+
+
def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame:
"""
Load backtest data file.
@@ -269,24 +296,7 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
data = data['strategy'][strategy]['trades']
df = pd.DataFrame(data)
if not df.empty:
- df['open_date'] = pd.to_datetime(df['open_date'],
- utc=True,
- infer_datetime_format=True
- )
- df['close_date'] = pd.to_datetime(df['close_date'],
- utc=True,
- infer_datetime_format=True
- )
- # Compatibility support for pre short Columns
- if 'is_short' not in df.columns:
- df['is_short'] = 0
- if 'leverage' not in df.columns:
- df['leverage'] = 1.0
- if 'enter_tag' not in df.columns:
- df['enter_tag'] = df['buy_tag']
- df = df.drop(['buy_tag'], axis=1)
- if 'orders' not in df.columns:
- df['orders'] = None
+ df = _load_backtest_data_df_compatibility(df)
else:
# old format - only with lists.
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index b21e64eb2..7462e4f81 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -31,7 +31,7 @@ class Binance(Exchange):
"ccxt_futures_name": "future"
}
_ft_has_futures: Dict = {
- "stoploss_order_types": {"limit": "limit", "market": "market"},
+ "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
"tickers_have_price": False,
}
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index edbcd6be3..44a6756d1 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -109,11 +109,10 @@ def migrate_trades_and_orders_table(
else:
is_short = get_column_def(cols, 'is_short', '0')
- # Margin Properties
+ # Futures Properties
interest_rate = get_column_def(cols, 'interest_rate', '0.0')
-
- # Futures properties
funding_fees = get_column_def(cols, 'funding_fees', '0.0')
+ max_stake_amount = get_column_def(cols, 'max_stake_amount', 'stake_amount')
# If ticker-interval existed use that, else null.
if has_column(cols, 'ticker_interval'):
@@ -162,7 +161,8 @@ def migrate_trades_and_orders_table(
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, liquidation_price, is_short,
interest_rate, funding_fees, realized_profit,
- amount_precision, price_precision, precision_mode, contract_size
+ amount_precision, price_precision, precision_mode, contract_size,
+ max_stake_amount
)
select id, lower(exchange), pair, {base_currency} base_currency,
{stake_currency} stake_currency,
@@ -190,7 +190,8 @@ def migrate_trades_and_orders_table(
{is_short} is_short, {interest_rate} interest_rate,
{funding_fees} funding_fees, {realized_profit} realized_profit,
{amount_precision} amount_precision, {price_precision} price_precision,
- {precision_mode} precision_mode, {contract_size} contract_size
+ {precision_mode} precision_mode, {contract_size} contract_size,
+ {max_stake_amount} max_stake_amount
from {trade_back_name}
"""))
@@ -310,8 +311,8 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
# if ('orders' not in previous_tables
# or not has_column(cols_orders, 'funding_fee')):
migrating = False
- # if not has_column(cols_trades, 'contract_size'):
- if not has_column(cols_orders, 'funding_fee'):
+ # if not has_column(cols_orders, 'funding_fee'):
+ if not has_column(cols_trades, 'max_stake_amount'):
migrating = True
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")
diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py
index 186a1e584..0c36d2378 100644
--- a/freqtrade/persistence/trade_model.py
+++ b/freqtrade/persistence/trade_model.py
@@ -293,6 +293,7 @@ class LocalTrade():
close_profit: Optional[float] = None
close_profit_abs: Optional[float] = None
stake_amount: float = 0.0
+ max_stake_amount: float = 0.0
amount: float = 0.0
amount_requested: Optional[float] = None
open_date: datetime
@@ -469,8 +470,8 @@ class LocalTrade():
'amount': round(self.amount, 8),
'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
'stake_amount': round(self.stake_amount, 8),
+ 'max_stake_amount': round(self.max_stake_amount, 8) if self.max_stake_amount else None,
'strategy': self.strategy,
- 'buy_tag': self.enter_tag,
'enter_tag': self.enter_tag,
'timeframe': self.timeframe,
@@ -507,7 +508,6 @@ class LocalTrade():
'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'profit_abs': self.close_profit_abs,
- 'sell_reason': self.exit_reason, # Deprecated
'exit_reason': self.exit_reason,
'exit_order_status': self.exit_order_status,
'stop_loss_abs': self.stop_loss,
@@ -876,6 +876,7 @@ class LocalTrade():
ZERO = FtPrecise(0.0)
current_amount = FtPrecise(0.0)
current_stake = FtPrecise(0.0)
+ max_stake_amount = FtPrecise(0.0)
total_stake = 0.0 # Total stake after all buy orders (does not subtract!)
avg_price = FtPrecise(0.0)
close_profit = 0.0
@@ -917,7 +918,9 @@ class LocalTrade():
exit_rate, amount=exit_amount, open_rate=avg_price)
else:
total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
+ max_stake_amount += (tmp_amount * price)
self.funding_fees = funding_fees
+ self.max_stake_amount = float(max_stake_amount)
if close_profit:
self.close_profit = close_profit
@@ -1169,6 +1172,7 @@ class Trade(_DECL_BASE, LocalTrade):
close_profit = Column(Float)
close_profit_abs = Column(Float)
stake_amount = Column(Float, nullable=False)
+ max_stake_amount = Column(Float)
amount = Column(Float)
amount_requested = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 17dff222d..404d64d16 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -217,8 +217,8 @@ class TradeSchema(BaseModel):
amount: float
amount_requested: float
stake_amount: float
+ max_stake_amount: Optional[float]
strategy: str
- buy_tag: Optional[str] # Deprecated
enter_tag: Optional[str]
timeframe: int
fee_open: Optional[float]
@@ -243,7 +243,6 @@ class TradeSchema(BaseModel):
profit_pct: Optional[float]
profit_abs: Optional[float]
profit_fiat: Optional[float]
- sell_reason: Optional[str] # Deprecated
exit_reason: Optional[str]
exit_order_status: Optional[str]
stop_loss_abs: Optional[float]
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 336351019..c1fd160ee 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,24 +10,24 @@ coveralls==3.3.1
flake8==6.0.0
flake8-tidy-imports==4.8.0
mypy==0.991
-pre-commit==2.20.0
+pre-commit==2.21.0
pytest==7.2.0
pytest-asyncio==0.20.3
pytest-cov==4.0.0
pytest-mock==3.10.0
pytest-random-order==1.1.0
-isort==5.11.3
+isort==5.11.4
# For datetime mocking
time-machine==2.8.2
# fastapi testing
httpx==0.23.1
# Convert jupyter notebooks to markdown documents
-nbconvert==7.2.6
+nbconvert==7.2.7
# mypy types
types-cachetools==5.2.1
types-filelock==3.2.7
-types-requests==2.28.11.5
+types-requests==2.28.11.7
types-tabulate==0.9.0.0
types-python-dateutil==2.8.19.5
diff --git a/requirements.txt b/requirements.txt
index fa689de14..90bc4f702 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,8 +1,8 @@
-numpy==1.23.5
+numpy==1.24.1
pandas==1.5.2
pandas-ta==0.3.14b
-ccxt==2.4.27
+ccxt==2.4.60
# Pin cryptography for now due to rust build errors with piwheels
cryptography==38.0.1; platform_machine == 'armv7l'
cryptography==38.0.4; platform_machine != 'armv7l'
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index a1d73f7ef..d568f48f6 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1529,7 +1529,7 @@ def test_backtesting_show(mocker, testdatadir, capsys):
args = [
"backtesting-show",
"--export-filename",
- f"{testdatadir / 'backtest_results/backtest-result_new.json'}",
+ f"{testdatadir / 'backtest_results/backtest-result.json'}",
"--show-pair-list"
]
pargs = get_args(args)
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index ec7b457ea..1cc1aa0c9 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -30,10 +30,10 @@ def test_get_latest_backtest_filename(testdatadir, mocker):
testdir_bt = testdatadir / "backtest_results"
res = get_latest_backtest_filename(testdir_bt)
- assert res == 'backtest-result_new.json'
+ assert res == 'backtest-result.json'
res = get_latest_backtest_filename(str(testdir_bt))
- assert res == 'backtest-result_new.json'
+ assert res == 'backtest-result.json'
mocker.patch("freqtrade.data.btanalysis.json_load", return_value={})
@@ -81,7 +81,7 @@ def test_load_backtest_data_old_format(testdatadir, mocker):
def test_load_backtest_data_new_format(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS)
@@ -182,7 +182,7 @@ def test_extract_trades_of_period(testdatadir):
def test_analyze_trade_parallelism(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
res = analyze_trade_parallelism(bt_data, "5m")
@@ -256,7 +256,7 @@ def test_combine_dataframes_with_mean_no_data(testdatadir):
def test_create_cum_profit(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
@@ -268,11 +268,11 @@ def test_create_cum_profit(testdatadir):
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
- assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
+ assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 9.0225563e-05
def test_create_cum_profit1(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
# Move close-time to "off" the candle, to make sure the logic still works
bt_data['close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
@@ -286,7 +286,7 @@ def test_create_cum_profit1(testdatadir):
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
- assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
+ assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 9.0225563e-05
with pytest.raises(ValueError, match='Trade dataframe empty.'):
create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],
@@ -294,18 +294,18 @@ def test_create_cum_profit1(testdatadir):
def test_calculate_max_drawdown(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
bt_data, value_col="profit_abs")
assert isinstance(drawdown, float)
- assert pytest.approx(drawdown) == 0.12071099
+ assert pytest.approx(drawdown) == 0.29753914
assert isinstance(hdate, Timestamp)
assert isinstance(lowdate, Timestamp)
assert isinstance(hval, float)
assert isinstance(lval, float)
- assert hdate == Timestamp('2018-01-25 01:30:00', tz='UTC')
- assert lowdate == Timestamp('2018-01-25 03:50:00', tz='UTC')
+ assert hdate == Timestamp('2018-01-16 19:30:00', tz='UTC')
+ assert lowdate == Timestamp('2018-01-16 22:25:00', tz='UTC')
underwater = calculate_underwater(bt_data)
assert isinstance(underwater, DataFrame)
@@ -318,14 +318,15 @@ def test_calculate_max_drawdown(testdatadir):
def test_calculate_csum(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
csum_min, csum_max = calculate_csum(bt_data)
assert isinstance(csum_min, float)
assert isinstance(csum_max, float)
- assert csum_min < 0.01
- assert csum_max > 0.02
+ assert csum_min < csum_max
+ assert csum_min < 0.0001
+ assert csum_max > 0.0002
csum_min1, csum_max1 = calculate_csum(bt_data, 5)
assert csum_min1 == csum_min + 5
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 1fc8b4153..306a30985 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -23,7 +23,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
- order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'limit'
+ order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ad6242b0e..fc14a0f88 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -710,6 +710,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
expected = pd.DataFrame(
{'pair': [pair, pair],
'stake_amount': [0.001, 0.001],
+ 'max_stake_amount': [0.001, 0.001],
'amount': [0.00957442, 0.0097064],
'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py
index b97b45e26..5c740458f 100644
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -50,6 +50,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
expected = pd.DataFrame(
{'pair': [pair, pair],
'stake_amount': [500.0, 100.0],
+ 'max_stake_amount': [500.0, 100],
'amount': [4806.87657523, 970.63960782],
'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 403075795..549202284 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -308,7 +308,7 @@ def test_generate_pair_metrics():
def test_generate_daily_stats(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
res = generate_daily_stats(bt_data)
assert isinstance(res, dict)
@@ -328,7 +328,7 @@ def test_generate_daily_stats(testdatadir):
def test_generate_trading_stats(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
res = generate_trading_stats(bt_data)
assert isinstance(res, dict)
@@ -444,7 +444,7 @@ def test_generate_edge_table():
def test_generate_periodic_breakdown_stats(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename).to_dict(orient='records')
res = generate_periodic_breakdown_stats(bt_data, 'day')
@@ -472,7 +472,7 @@ def test__get_resample_from_period():
def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_stats(filename)
default_conf['backtest_show_pair_list'] = True
diff --git a/tests/persistence/test_migrations.py b/tests/persistence/test_migrations.py
new file mode 100644
index 000000000..2a6959d58
--- /dev/null
+++ b/tests/persistence/test_migrations.py
@@ -0,0 +1,412 @@
+# pragma pylint: disable=missing-docstring, C0103
+import logging
+from pathlib import Path
+from unittest.mock import MagicMock
+
+import pytest
+from sqlalchemy import create_engine, text
+
+from freqtrade.constants import DEFAULT_DB_PROD_URL
+from freqtrade.enums import TradingMode
+from freqtrade.exceptions import OperationalException
+from freqtrade.persistence import Trade, init_db
+from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
+from freqtrade.persistence.models import PairLock
+from tests.conftest import log_has
+
+
+spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
+
+
+def test_init_create_session(default_conf):
+ # Check if init create a session
+ init_db(default_conf['db_url'])
+ assert hasattr(Trade, '_session')
+ assert 'scoped_session' in type(Trade._session).__name__
+
+
+def test_init_custom_db_url(default_conf, tmpdir):
+ # Update path to a value other than default, but still in-memory
+ filename = f"{tmpdir}/freqtrade2_test.sqlite"
+ assert not Path(filename).is_file()
+
+ default_conf.update({'db_url': f'sqlite:///{filename}'})
+
+ init_db(default_conf['db_url'])
+ assert Path(filename).is_file()
+ r = Trade._session.execute(text("PRAGMA journal_mode"))
+ assert r.first() == ('wal',)
+
+
+def test_init_invalid_db_url():
+ # Update path to a value other than default, but still in-memory
+ with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
+ init_db('unknown:///some.url')
+
+ with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
+ init_db('sqlite:///')
+
+
+def test_init_prod_db(default_conf, mocker):
+ default_conf.update({'dry_run': False})
+ default_conf.update({'db_url': DEFAULT_DB_PROD_URL})
+
+ create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
+
+ init_db(default_conf['db_url'])
+ assert create_engine_mock.call_count == 1
+ assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
+
+
+def test_init_dryrun_db(default_conf, tmpdir):
+ filename = f"{tmpdir}/freqtrade2_prod.sqlite"
+ assert not Path(filename).is_file()
+ default_conf.update({
+ 'dry_run': True,
+ 'db_url': f'sqlite:///{filename}'
+ })
+
+ init_db(default_conf['db_url'])
+ assert Path(filename).is_file()
+
+
+def test_migrate_new(mocker, default_conf, fee, caplog):
+ """
+ Test Database migration (starting with new pairformat)
+ """
+ caplog.set_level(logging.DEBUG)
+ amount = 103.223
+ # Always create all columns apart from the last!
+ create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
+ id INTEGER NOT NULL,
+ exchange VARCHAR NOT NULL,
+ pair VARCHAR NOT NULL,
+ is_open BOOLEAN NOT NULL,
+ fee FLOAT NOT NULL,
+ open_rate FLOAT,
+ close_rate FLOAT,
+ close_profit FLOAT,
+ stake_amount FLOAT NOT NULL,
+ amount FLOAT,
+ open_date DATETIME NOT NULL,
+ close_date DATETIME,
+ open_order_id VARCHAR,
+ stop_loss FLOAT,
+ initial_stop_loss FLOAT,
+ max_rate FLOAT,
+ sell_reason VARCHAR,
+ strategy VARCHAR,
+ ticker_interval INTEGER,
+ stoploss_order_id VARCHAR,
+ PRIMARY KEY (id),
+ CHECK (is_open IN (0, 1))
+ );"""
+ create_table_order = """CREATE TABLE orders (
+ id INTEGER NOT NULL,
+ ft_trade_id INTEGER,
+ ft_order_side VARCHAR(25) NOT NULL,
+ ft_pair VARCHAR(25) NOT NULL,
+ ft_is_open BOOLEAN NOT NULL,
+ order_id VARCHAR(255) NOT NULL,
+ status VARCHAR(255),
+ symbol VARCHAR(25),
+ order_type VARCHAR(50),
+ side VARCHAR(25),
+ price FLOAT,
+ amount FLOAT,
+ filled FLOAT,
+ remaining FLOAT,
+ cost FLOAT,
+ order_date DATETIME,
+ order_filled_date DATETIME,
+ order_update_date DATETIME,
+ PRIMARY KEY (id)
+ );"""
+ insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
+ open_rate, stake_amount, amount, open_date,
+ stop_loss, initial_stop_loss, max_rate, ticker_interval,
+ open_order_id, stoploss_order_id)
+ VALUES ('binance', 'ETC/BTC', 1, {fee},
+ 0.00258580, {stake}, {amount},
+ '2019-11-28 12:44:24.000000',
+ 0.0, 0.0, 0.0, '5m',
+ 'buy_order', 'dry_stop_order_id222')
+ """.format(fee=fee.return_value,
+ stake=default_conf.get("stake_amount"),
+ amount=amount
+ )
+ insert_orders = f"""
+ insert into orders (
+ ft_trade_id,
+ ft_order_side,
+ ft_pair,
+ ft_is_open,
+ order_id,
+ status,
+ symbol,
+ order_type,
+ side,
+ price,
+ amount,
+ filled,
+ remaining,
+ cost)
+ values (
+ 1,
+ 'buy',
+ 'ETC/BTC',
+ 0,
+ 'dry_buy_order',
+ 'closed',
+ 'ETC/BTC',
+ 'limit',
+ 'buy',
+ 0.00258580,
+ {amount},
+ {amount},
+ 0,
+ {amount * 0.00258580}
+ ),
+ (
+ 1,
+ 'buy',
+ 'ETC/BTC',
+ 1,
+ 'dry_buy_order22',
+ 'canceled',
+ 'ETC/BTC',
+ 'limit',
+ 'buy',
+ 0.00258580,
+ {amount},
+ {amount},
+ 0,
+ {amount * 0.00258580}
+ ),
+ (
+ 1,
+ 'stoploss',
+ 'ETC/BTC',
+ 1,
+ 'dry_stop_order_id11X',
+ 'canceled',
+ 'ETC/BTC',
+ 'limit',
+ 'sell',
+ 0.00258580,
+ {amount},
+ {amount},
+ 0,
+ {amount * 0.00258580}
+ ),
+ (
+ 1,
+ 'stoploss',
+ 'ETC/BTC',
+ 1,
+ 'dry_stop_order_id222',
+ 'open',
+ 'ETC/BTC',
+ 'limit',
+ 'sell',
+ 0.00258580,
+ {amount},
+ {amount},
+ 0,
+ {amount * 0.00258580}
+ )
+ """
+ engine = create_engine('sqlite://')
+ mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
+
+ # Create table using the old format
+ with engine.begin() as connection:
+ connection.execute(text(create_table_old))
+ connection.execute(text(create_table_order))
+ connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
+ connection.execute(text("create index ix_trades_pair on trades(pair)"))
+ connection.execute(text(insert_table_old))
+ connection.execute(text(insert_orders))
+
+ # fake previous backup
+ connection.execute(text("create table trades_bak as select * from trades"))
+
+ connection.execute(text("create table trades_bak1 as select * from trades"))
+ # Run init to test migration
+ init_db(default_conf['db_url'])
+
+ assert len(Trade.query.filter(Trade.id == 1).all()) == 1
+ trade = Trade.query.filter(Trade.id == 1).first()
+ assert trade.fee_open == fee.return_value
+ assert trade.fee_close == fee.return_value
+ assert trade.open_rate_requested is None
+ assert trade.close_rate_requested is None
+ assert trade.is_open == 1
+ assert trade.amount == amount
+ assert trade.amount_requested == amount
+ assert trade.stake_amount == default_conf.get("stake_amount")
+ assert trade.pair == "ETC/BTC"
+ assert trade.exchange == "binance"
+ assert trade.max_rate == 0.0
+ assert trade.min_rate is None
+ assert trade.stop_loss == 0.0
+ assert trade.initial_stop_loss == 0.0
+ assert trade.exit_reason is None
+ assert trade.strategy is None
+ assert trade.timeframe == '5m'
+ assert trade.stoploss_order_id == 'dry_stop_order_id222'
+ assert trade.stoploss_last_update is None
+ assert log_has("trying trades_bak1", caplog)
+ assert log_has("trying trades_bak2", caplog)
+ assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
+ caplog)
+ assert log_has("Database migration finished.", caplog)
+ assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
+ trade.amount, trade.open_rate)
+ assert trade.close_profit_abs is None
+ assert trade.stake_amount == trade.max_stake_amount
+
+ orders = trade.orders
+ assert len(orders) == 4
+ assert orders[0].order_id == 'dry_buy_order'
+ assert orders[0].ft_order_side == 'buy'
+
+ assert orders[-1].order_id == 'dry_stop_order_id222'
+ assert orders[-1].ft_order_side == 'stoploss'
+ assert orders[-1].ft_is_open is True
+
+ assert orders[1].order_id == 'dry_buy_order22'
+ assert orders[1].ft_order_side == 'buy'
+ assert orders[1].ft_is_open is False
+
+ assert orders[2].order_id == 'dry_stop_order_id11X'
+ assert orders[2].ft_order_side == 'stoploss'
+ assert orders[2].ft_is_open is False
+
+
+def test_migrate_too_old(mocker, default_conf, fee, caplog):
+ """
+ Test Database migration (starting with new pairformat)
+ """
+ caplog.set_level(logging.DEBUG)
+ amount = 103.223
+ create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
+ id INTEGER NOT NULL,
+ exchange VARCHAR NOT NULL,
+ pair VARCHAR NOT NULL,
+ is_open BOOLEAN NOT NULL,
+ fee_open FLOAT NOT NULL,
+ fee_close FLOAT NOT NULL,
+ open_rate FLOAT,
+ close_rate FLOAT,
+ close_profit FLOAT,
+ stake_amount FLOAT NOT NULL,
+ amount FLOAT,
+ open_date DATETIME NOT NULL,
+ close_date DATETIME,
+ open_order_id VARCHAR,
+ PRIMARY KEY (id),
+ CHECK (is_open IN (0, 1))
+ );"""
+
+ insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
+ open_rate, stake_amount, amount, open_date)
+ VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
+ 0.00258580, {stake}, {amount},
+ '2019-11-28 12:44:24.000000')
+ """.format(fee=fee.return_value,
+ stake=default_conf.get("stake_amount"),
+ amount=amount
+ )
+ engine = create_engine('sqlite://')
+ mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
+
+ # Create table using the old format
+ with engine.begin() as connection:
+ connection.execute(text(create_table_old))
+ connection.execute(text(insert_table_old))
+
+ # Run init to test migration
+ with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
+ init_db(default_conf['db_url'])
+
+
+def test_migrate_get_last_sequence_ids():
+ engine = MagicMock()
+ engine.begin = MagicMock()
+ engine.name = 'postgresql'
+ get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
+
+ assert engine.begin.call_count == 2
+ engine.reset_mock()
+ engine.begin.reset_mock()
+
+ engine.name = 'somethingelse'
+ get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
+
+ assert engine.begin.call_count == 0
+
+
+def test_migrate_set_sequence_ids():
+ engine = MagicMock()
+ engine.begin = MagicMock()
+ engine.name = 'postgresql'
+ set_sequence_ids(engine, 22, 55, 5)
+
+ assert engine.begin.call_count == 1
+ engine.reset_mock()
+ engine.begin.reset_mock()
+
+ engine.name = 'somethingelse'
+ set_sequence_ids(engine, 22, 55, 6)
+
+ assert engine.begin.call_count == 0
+
+
+def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
+ """
+ Test Database migration (starting with new pairformat)
+ """
+ caplog.set_level(logging.DEBUG)
+ # Always create all columns apart from the last!
+ create_table_old = """CREATE TABLE pairlocks (
+ id INTEGER NOT NULL,
+ pair VARCHAR(25) NOT NULL,
+ reason VARCHAR(255),
+ lock_time DATETIME NOT NULL,
+ lock_end_time DATETIME NOT NULL,
+ active BOOLEAN NOT NULL,
+ PRIMARY KEY (id)
+ )
+ """
+ create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)"
+ create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)"
+ create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)"
+ insert_table_old = """INSERT INTO pairlocks (
+ id, pair, reason, lock_time, lock_end_time, active)
+ VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1)
+ """
+ insert_table_old2 = """INSERT INTO pairlocks (
+ id, pair, reason, lock_time, lock_end_time, active)
+ VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1)
+ """
+ engine = create_engine('sqlite://')
+ mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
+ # Create table using the old format
+ with engine.begin() as connection:
+ connection.execute(text(create_table_old))
+
+ connection.execute(text(insert_table_old))
+ connection.execute(text(insert_table_old2))
+ connection.execute(text(create_index1))
+ connection.execute(text(create_index2))
+ connection.execute(text(create_index3))
+
+ init_db(default_conf['db_url'])
+
+ assert len(PairLock.query.all()) == 2
+ assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
+ pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all()
+ assert len(pairlocks) == 1
+ pairlocks[0].pair == 'ETH/BTC'
+ pairlocks[0].side == '*'
diff --git a/tests/persistence/test_persistence.py b/tests/persistence/test_persistence.py
index fbb639d50..830d84288 100644
--- a/tests/persistence/test_persistence.py
+++ b/tests/persistence/test_persistence.py
@@ -1,78 +1,20 @@
# pragma pylint: disable=missing-docstring, C0103
-import logging
from datetime import datetime, timedelta, timezone
-from pathlib import Path
from types import FunctionType
-from unittest.mock import MagicMock
import arrow
import pytest
-from sqlalchemy import create_engine, text
-from freqtrade.constants import DATETIME_PRINT_FORMAT, DEFAULT_DB_PROD_URL
+from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.enums import TradingMode
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import DependencyException
from freqtrade.persistence import LocalTrade, Order, Trade, init_db
-from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
-from freqtrade.persistence.models import PairLock
from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
-def test_init_create_session(default_conf):
- # Check if init create a session
- init_db(default_conf['db_url'])
- assert hasattr(Trade, '_session')
- assert 'scoped_session' in type(Trade._session).__name__
-
-
-def test_init_custom_db_url(default_conf, tmpdir):
- # Update path to a value other than default, but still in-memory
- filename = f"{tmpdir}/freqtrade2_test.sqlite"
- assert not Path(filename).is_file()
-
- default_conf.update({'db_url': f'sqlite:///{filename}'})
-
- init_db(default_conf['db_url'])
- assert Path(filename).is_file()
- r = Trade._session.execute(text("PRAGMA journal_mode"))
- assert r.first() == ('wal',)
-
-
-def test_init_invalid_db_url():
- # Update path to a value other than default, but still in-memory
- with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
- init_db('unknown:///some.url')
-
- with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
- init_db('sqlite:///')
-
-
-def test_init_prod_db(default_conf, mocker):
- default_conf.update({'dry_run': False})
- default_conf.update({'db_url': DEFAULT_DB_PROD_URL})
-
- create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
-
- init_db(default_conf['db_url'])
- assert create_engine_mock.call_count == 1
- assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
-
-
-def test_init_dryrun_db(default_conf, tmpdir):
- filename = f"{tmpdir}/freqtrade2_prod.sqlite"
- assert not Path(filename).is_file()
- default_conf.update({
- 'dry_run': True,
- 'db_url': f'sqlite:///{filename}'
- })
-
- init_db(default_conf['db_url'])
- assert Path(filename).is_file()
-
-
@pytest.mark.parametrize('is_short', [False, True])
@pytest.mark.usefixtures("init_persistence")
def test_enter_exit_side(fee, is_short):
@@ -316,8 +258,7 @@ def test_interest(fee, exchange, is_short, lev, minutes, rate, interest,
(True, 3.0, 30.0, margin),
])
@pytest.mark.usefixtures("init_persistence")
-def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
- caplog, is_short, lev, borrowed, trading_mode):
+def test_borrowed(fee, is_short, lev, borrowed, trading_mode):
"""
10 minute limit trade on Binance/Kraken at 1x, 3x leverage
fee: 0.25% quote
@@ -1204,347 +1145,6 @@ def test_calc_profit(
trade.open_rate)) == round(profit_ratio, 8)
-def test_migrate_new(mocker, default_conf, fee, caplog):
- """
- Test Database migration (starting with new pairformat)
- """
- caplog.set_level(logging.DEBUG)
- amount = 103.223
- # Always create all columns apart from the last!
- create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
- id INTEGER NOT NULL,
- exchange VARCHAR NOT NULL,
- pair VARCHAR NOT NULL,
- is_open BOOLEAN NOT NULL,
- fee FLOAT NOT NULL,
- open_rate FLOAT,
- close_rate FLOAT,
- close_profit FLOAT,
- stake_amount FLOAT NOT NULL,
- amount FLOAT,
- open_date DATETIME NOT NULL,
- close_date DATETIME,
- open_order_id VARCHAR,
- stop_loss FLOAT,
- initial_stop_loss FLOAT,
- max_rate FLOAT,
- sell_reason VARCHAR,
- strategy VARCHAR,
- ticker_interval INTEGER,
- stoploss_order_id VARCHAR,
- PRIMARY KEY (id),
- CHECK (is_open IN (0, 1))
- );"""
- create_table_order = """CREATE TABLE orders (
- id INTEGER NOT NULL,
- ft_trade_id INTEGER,
- ft_order_side VARCHAR(25) NOT NULL,
- ft_pair VARCHAR(25) NOT NULL,
- ft_is_open BOOLEAN NOT NULL,
- order_id VARCHAR(255) NOT NULL,
- status VARCHAR(255),
- symbol VARCHAR(25),
- order_type VARCHAR(50),
- side VARCHAR(25),
- price FLOAT,
- amount FLOAT,
- filled FLOAT,
- remaining FLOAT,
- cost FLOAT,
- order_date DATETIME,
- order_filled_date DATETIME,
- order_update_date DATETIME,
- PRIMARY KEY (id)
- );"""
- insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
- open_rate, stake_amount, amount, open_date,
- stop_loss, initial_stop_loss, max_rate, ticker_interval,
- open_order_id, stoploss_order_id)
- VALUES ('binance', 'ETC/BTC', 1, {fee},
- 0.00258580, {stake}, {amount},
- '2019-11-28 12:44:24.000000',
- 0.0, 0.0, 0.0, '5m',
- 'buy_order', 'dry_stop_order_id222')
- """.format(fee=fee.return_value,
- stake=default_conf.get("stake_amount"),
- amount=amount
- )
- insert_orders = f"""
- insert into orders (
- ft_trade_id,
- ft_order_side,
- ft_pair,
- ft_is_open,
- order_id,
- status,
- symbol,
- order_type,
- side,
- price,
- amount,
- filled,
- remaining,
- cost)
- values (
- 1,
- 'buy',
- 'ETC/BTC',
- 0,
- 'dry_buy_order',
- 'closed',
- 'ETC/BTC',
- 'limit',
- 'buy',
- 0.00258580,
- {amount},
- {amount},
- 0,
- {amount * 0.00258580}
- ),
- (
- 1,
- 'buy',
- 'ETC/BTC',
- 1,
- 'dry_buy_order22',
- 'canceled',
- 'ETC/BTC',
- 'limit',
- 'buy',
- 0.00258580,
- {amount},
- {amount},
- 0,
- {amount * 0.00258580}
- ),
- (
- 1,
- 'stoploss',
- 'ETC/BTC',
- 1,
- 'dry_stop_order_id11X',
- 'canceled',
- 'ETC/BTC',
- 'limit',
- 'sell',
- 0.00258580,
- {amount},
- {amount},
- 0,
- {amount * 0.00258580}
- ),
- (
- 1,
- 'stoploss',
- 'ETC/BTC',
- 1,
- 'dry_stop_order_id222',
- 'open',
- 'ETC/BTC',
- 'limit',
- 'sell',
- 0.00258580,
- {amount},
- {amount},
- 0,
- {amount * 0.00258580}
- )
- """
- engine = create_engine('sqlite://')
- mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
-
- # Create table using the old format
- with engine.begin() as connection:
- connection.execute(text(create_table_old))
- connection.execute(text(create_table_order))
- connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
- connection.execute(text("create index ix_trades_pair on trades(pair)"))
- connection.execute(text(insert_table_old))
- connection.execute(text(insert_orders))
-
- # fake previous backup
- connection.execute(text("create table trades_bak as select * from trades"))
-
- connection.execute(text("create table trades_bak1 as select * from trades"))
- # Run init to test migration
- init_db(default_conf['db_url'])
-
- assert len(Trade.query.filter(Trade.id == 1).all()) == 1
- trade = Trade.query.filter(Trade.id == 1).first()
- assert trade.fee_open == fee.return_value
- assert trade.fee_close == fee.return_value
- assert trade.open_rate_requested is None
- assert trade.close_rate_requested is None
- assert trade.is_open == 1
- assert trade.amount == amount
- assert trade.amount_requested == amount
- assert trade.stake_amount == default_conf.get("stake_amount")
- assert trade.pair == "ETC/BTC"
- assert trade.exchange == "binance"
- assert trade.max_rate == 0.0
- assert trade.min_rate is None
- assert trade.stop_loss == 0.0
- assert trade.initial_stop_loss == 0.0
- assert trade.exit_reason is None
- assert trade.strategy is None
- assert trade.timeframe == '5m'
- assert trade.stoploss_order_id == 'dry_stop_order_id222'
- assert trade.stoploss_last_update is None
- assert log_has("trying trades_bak1", caplog)
- assert log_has("trying trades_bak2", caplog)
- assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
- caplog)
- assert log_has("Database migration finished.", caplog)
- assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
- trade.amount, trade.open_rate)
- assert trade.close_profit_abs is None
-
- orders = trade.orders
- assert len(orders) == 4
- assert orders[0].order_id == 'dry_buy_order'
- assert orders[0].ft_order_side == 'buy'
-
- assert orders[-1].order_id == 'dry_stop_order_id222'
- assert orders[-1].ft_order_side == 'stoploss'
- assert orders[-1].ft_is_open is True
-
- assert orders[1].order_id == 'dry_buy_order22'
- assert orders[1].ft_order_side == 'buy'
- assert orders[1].ft_is_open is False
-
- assert orders[2].order_id == 'dry_stop_order_id11X'
- assert orders[2].ft_order_side == 'stoploss'
- assert orders[2].ft_is_open is False
-
-
-def test_migrate_too_old(mocker, default_conf, fee, caplog):
- """
- Test Database migration (starting with new pairformat)
- """
- caplog.set_level(logging.DEBUG)
- amount = 103.223
- create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
- id INTEGER NOT NULL,
- exchange VARCHAR NOT NULL,
- pair VARCHAR NOT NULL,
- is_open BOOLEAN NOT NULL,
- fee_open FLOAT NOT NULL,
- fee_close FLOAT NOT NULL,
- open_rate FLOAT,
- close_rate FLOAT,
- close_profit FLOAT,
- stake_amount FLOAT NOT NULL,
- amount FLOAT,
- open_date DATETIME NOT NULL,
- close_date DATETIME,
- open_order_id VARCHAR,
- PRIMARY KEY (id),
- CHECK (is_open IN (0, 1))
- );"""
-
- insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
- open_rate, stake_amount, amount, open_date)
- VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
- 0.00258580, {stake}, {amount},
- '2019-11-28 12:44:24.000000')
- """.format(fee=fee.return_value,
- stake=default_conf.get("stake_amount"),
- amount=amount
- )
- engine = create_engine('sqlite://')
- mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
-
- # Create table using the old format
- with engine.begin() as connection:
- connection.execute(text(create_table_old))
- connection.execute(text(insert_table_old))
-
- # Run init to test migration
- with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
- init_db(default_conf['db_url'])
-
-
-def test_migrate_get_last_sequence_ids():
- engine = MagicMock()
- engine.begin = MagicMock()
- engine.name = 'postgresql'
- get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
-
- assert engine.begin.call_count == 2
- engine.reset_mock()
- engine.begin.reset_mock()
-
- engine.name = 'somethingelse'
- get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
-
- assert engine.begin.call_count == 0
-
-
-def test_migrate_set_sequence_ids():
- engine = MagicMock()
- engine.begin = MagicMock()
- engine.name = 'postgresql'
- set_sequence_ids(engine, 22, 55, 5)
-
- assert engine.begin.call_count == 1
- engine.reset_mock()
- engine.begin.reset_mock()
-
- engine.name = 'somethingelse'
- set_sequence_ids(engine, 22, 55, 6)
-
- assert engine.begin.call_count == 0
-
-
-def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
- """
- Test Database migration (starting with new pairformat)
- """
- caplog.set_level(logging.DEBUG)
- # Always create all columns apart from the last!
- create_table_old = """CREATE TABLE pairlocks (
- id INTEGER NOT NULL,
- pair VARCHAR(25) NOT NULL,
- reason VARCHAR(255),
- lock_time DATETIME NOT NULL,
- lock_end_time DATETIME NOT NULL,
- active BOOLEAN NOT NULL,
- PRIMARY KEY (id)
- )
- """
- create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)"
- create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)"
- create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)"
- insert_table_old = """INSERT INTO pairlocks (
- id, pair, reason, lock_time, lock_end_time, active)
- VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1)
- """
- insert_table_old2 = """INSERT INTO pairlocks (
- id, pair, reason, lock_time, lock_end_time, active)
- VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1)
- """
- engine = create_engine('sqlite://')
- mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
- # Create table using the old format
- with engine.begin() as connection:
- connection.execute(text(create_table_old))
-
- connection.execute(text(insert_table_old))
- connection.execute(text(insert_table_old2))
- connection.execute(text(create_index1))
- connection.execute(text(create_index2))
- connection.execute(text(create_index3))
-
- init_db(default_conf['db_url'])
-
- assert len(PairLock.query.all()) == 2
- assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
- pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all()
- assert len(pairlocks) == 1
- pairlocks[0].pair == 'ETH/BTC'
- pairlocks[0].side == '*'
-
-
def test_adjust_stop_loss(fee):
trade = Trade(
pair='ADA/USDT',
@@ -1758,6 +1358,7 @@ def test_to_json(fee):
'amount': 123.0,
'amount_requested': 123.0,
'stake_amount': 0.001,
+ 'max_stake_amount': None,
'trade_duration': None,
'trade_duration_s': None,
'realized_profit': 0.0,
@@ -1767,7 +1368,6 @@ def test_to_json(fee):
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
- 'sell_reason': None,
'exit_reason': None,
'exit_order_status': None,
'stop_loss_abs': None,
@@ -1782,7 +1382,6 @@ def test_to_json(fee):
'min_rate': None,
'max_rate': None,
'strategy': None,
- 'buy_tag': None,
'enter_tag': None,
'timeframe': None,
'exchange': 'binance',
@@ -1826,6 +1425,7 @@ def test_to_json(fee):
'amount': 100.0,
'amount_requested': 101.0,
'stake_amount': 0.001,
+ 'max_stake_amount': None,
'trade_duration': 60,
'trade_duration_s': 3600,
'stop_loss_abs': None,
@@ -1857,11 +1457,9 @@ def test_to_json(fee):
'open_order_id': None,
'open_rate_requested': None,
'open_trade_value': 12.33075,
- 'sell_reason': None,
'exit_reason': None,
'exit_order_status': None,
'strategy': None,
- 'buy_tag': 'buys_signal_001',
'enter_tag': 'buys_signal_001',
'timeframe': None,
'exchange': 'binance',
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 24b5f1cbe..4871d9b24 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -46,13 +46,11 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_rate_requested': ANY,
'open_trade_value': 0.0010025,
'close_rate_requested': ANY,
- 'sell_reason': ANY,
'exit_reason': ANY,
'exit_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
'strategy': ANY,
- 'buy_tag': ANY,
'enter_tag': ANY,
'timeframe': 5,
'open_order_id': ANY,
@@ -64,6 +62,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'amount': 91.07468123,
'amount_requested': 91.07468124,
'stake_amount': 0.001,
+ 'max_stake_amount': ANY,
'trade_duration': None,
'trade_duration_s': None,
'close_profit': None,
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index aea8ea059..c130e9373 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -985,6 +985,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'base_currency': 'ETH',
'quote_currency': 'BTC',
'stake_amount': 0.001,
+ 'max_stake_amount': ANY,
'stop_loss_abs': ANY,
'stop_loss_pct': ANY,
'stop_loss_ratio': ANY,
@@ -1014,11 +1015,9 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'open_order_id': open_order_id,
'open_rate_requested': ANY,
'open_trade_value': open_trade_value,
- 'sell_reason': None,
'exit_reason': None,
'exit_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
- 'buy_tag': None,
'enter_tag': None,
'timeframe': 5,
'exchange': 'binance',
@@ -1188,6 +1187,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
'base_currency': 'ETH',
'quote_currency': 'BTC',
'stake_amount': 1,
+ 'max_stake_amount': ANY,
'stop_loss_abs': None,
'stop_loss_pct': None,
'stop_loss_ratio': None,
@@ -1218,11 +1218,9 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
'open_order_id': '123456',
'open_rate_requested': None,
'open_trade_value': 0.24605460,
- 'sell_reason': None,
'exit_reason': None,
'exit_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
- 'buy_tag': None,
'enter_tag': None,
'timeframe': 5,
'exchange': 'binance',
@@ -1709,7 +1707,7 @@ def test_api_backtest_history(botclient, mocker, testdatadir):
mocker.patch('freqtrade.data.btanalysis._get_backtest_files',
return_value=[
testdatadir / 'backtest_results/backtest-result_multistrat.json',
- testdatadir / 'backtest_results/backtest-result_new.json'
+ testdatadir / 'backtest_results/backtest-result.json'
])
rc = client_get(client, f"{BASE_URI}/backtest/history")
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index f13bdee13..7662ea7f1 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -46,7 +46,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
default_conf['trade_source'] = "file"
default_conf['timeframe'] = "5m"
default_conf["datadir"] = testdatadir
- default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
+ default_conf['exportfilename'] = testdatadir / "backtest-result.json"
supported_markets = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf, supported_markets)
assert "ohlcv" in ret
@@ -158,7 +158,7 @@ def test_plot_trades(testdatadir, caplog):
assert fig == fig1
assert log_has("No trades found.", caplog)
pair = "ADA/BTC"
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
@@ -299,7 +299,7 @@ def test_generate_plot_file(mocker, caplog):
def test_add_profit(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
@@ -319,7 +319,7 @@ def test_add_profit(testdatadir):
def test_generate_profit_graph(testdatadir):
- filename = testdatadir / "backtest_results/backtest-result_new.json"
+ filename = testdatadir / "backtest_results/backtest-result.json"
trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
pairs = ["TRX/BTC", "XLM/BTC"]
@@ -354,7 +354,7 @@ def test_generate_profit_graph(testdatadir):
profit = find_trace_in_fig_data(figure.data, "Profit")
assert isinstance(profit, go.Scatter)
- drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 35.69%")
+ drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 73.89%")
assert isinstance(drawdown, go.Scatter)
parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
assert isinstance(parallel, go.Scatter)
@@ -395,7 +395,7 @@ def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
default_conf['trade_source'] = 'file'
default_conf["datadir"] = testdatadir
- default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
+ default_conf['exportfilename'] = testdatadir / "backtest-result.json"
default_conf['indicators1'] = ["sma5", "ema10"]
default_conf['indicators2'] = ["macd"]
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
@@ -466,7 +466,7 @@ def test_plot_profit(default_conf, mocker, testdatadir):
match=r"No trades found, cannot generate Profit-plot.*"):
plot_profit(default_conf)
- default_conf['exportfilename'] = testdatadir / "backtest_results/backtest-result_new.json"
+ default_conf['exportfilename'] = testdatadir / "backtest_results/backtest-result.json"
plot_profit(default_conf)
diff --git a/tests/testdata/backtest_results/.last_result.json b/tests/testdata/backtest_results/.last_result.json
index 98448e10f..7ebab4613 100644
--- a/tests/testdata/backtest_results/.last_result.json
+++ b/tests/testdata/backtest_results/.last_result.json
@@ -1 +1 @@
-{"latest_backtest":"backtest-result_new.json"}
+{"latest_backtest":"backtest-result.json"}
diff --git a/tests/testdata/backtest_results/backtest-result.json b/tests/testdata/backtest_results/backtest-result.json
new file mode 100644
index 000000000..96440fdf5
--- /dev/null
+++ b/tests/testdata/backtest_results/backtest-result.json
@@ -0,0 +1 @@
+{"metadata":{"StrategyTestV3":{"run_id":"asdf","backtest_start_time":"2020-10-01 18:00:00+00:00"}},"strategy":{"StrategyTestV3":{"trades":[{"pair":"TRX/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":10.37344398340249,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 07:20:00+00:00","open_rate":9.64e-05,"close_rate":0.00010074887218045112,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":5,"profit_ratio":0.03990025,"profit_abs":4.5112781954887056e-05,"exit_reason":"roi","initial_stop_loss_abs":8.676e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":8.676e-05,"stop_loss_ratio":0.1,"min_rate":9.64e-05,"max_rate":0.00010074887218045112,"is_open":false,"open_timestamp":1515568500000.0,"close_timestamp":1515568800000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"ADA/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":21.026072329688816,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 07:30:00+00:00","open_rate":4.756e-05,"close_rate":4.9705563909774425e-05,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":15,"profit_ratio":0.03990025,"profit_abs":4.5112781954887056e-05,"exit_reason":"roi","initial_stop_loss_abs":4.2804e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":4.2804e-05,"stop_loss_ratio":0.1,"min_rate":4.756e-05,"max_rate":4.9705563909774425e-05,"is_open":false,"open_timestamp":1515568500000.0,"close_timestamp":1515569400000.0,"is_short":false,"leverage":1.0,"enter_tag":"buy_tag","orders":null},{"pair":"XLM/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":29.94908655286014,"open_date":"2018-01-10 07:25:00+00:00","close_date":"2018-01-10 07:35:00+00:00","open_rate":3.339e-05,"close_rate":3.489631578947368e-05,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":10,"profit_ratio":0.03990025,"profit_abs":4.5112781954887056e-05,"exit_reason":"roi","initial_stop_loss_abs":3.0050999999999997e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":3.0050999999999997e-05,"stop_loss_ratio":0.1,"min_rate":3.339e-05,"max_rate":3.489631578947368e-05,"is_open":false,"open_timestamp":1515569100000.0,"close_timestamp":1515569700000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"TRX/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":10.313531353135314,"open_date":"2018-01-10 07:25:00+00:00","close_date":"2018-01-10 07:40:00+00:00","open_rate":9.696e-05,"close_rate":0.00010133413533834584,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":15,"profit_ratio":0.03990025,"profit_abs":4.5112781954887056e-05,"exit_reason":"roi","initial_stop_loss_abs":8.7264e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":8.7264e-05,"stop_loss_ratio":0.1,"min_rate":9.696e-05,"max_rate":0.00010133413533834584,"is_open":false,"open_timestamp":1515569100000.0,"close_timestamp":1515570000000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"ETH/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":0.010604453870625663,"open_date":"2018-01-10 07:35:00+00:00","close_date":"2018-01-10 08:35:00+00:00","open_rate":0.0943,"close_rate":0.09477268170426063,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":60,"profit_ratio":-0.0,"profit_abs":5.012531328320736e-06,"exit_reason":"roi","initial_stop_loss_abs":0.08487,"initial_stop_loss_ratio":0.1,"stop_loss_abs":0.08487,"stop_loss_ratio":0.1,"min_rate":0.0943,"max_rate":0.09477268170426063,"is_open":false,"open_timestamp":1515569700000.0,"close_timestamp":1515573300000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"XMR/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":0.03677001860930642,"open_date":"2018-01-10 07:40:00+00:00","close_date":"2018-01-10 08:10:00+00:00","open_rate":0.02719607,"close_rate":0.02760503345864661,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":30,"profit_ratio":0.00997506,"profit_abs":1.5037593984962207e-05,"exit_reason":"roi","initial_stop_loss_abs":0.024476463,"initial_stop_loss_ratio":0.1,"stop_loss_abs":0.024476463,"stop_loss_ratio":0.1,"min_rate":0.02719607,"max_rate":0.02760503345864661,"is_open":false,"open_timestamp":1515570000000.0,"close_timestamp":1515571800000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"ZEC/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":0.021575196463739,"open_date":"2018-01-10 08:15:00+00:00","close_date":"2018-01-10 09:55:00+00:00","open_rate":0.04634952,"close_rate":0.046581848421052625,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":100,"profit_ratio":0.0,"profit_abs":5.012531328320736e-06,"exit_reason":"roi","initial_stop_loss_abs":0.041714568,"initial_stop_loss_ratio":0.1,"stop_loss_abs":0.041714568,"stop_loss_ratio":0.1,"min_rate":0.04634952,"max_rate":0.046581848421052625,"is_open":false,"open_timestamp":1515572100000.0,"close_timestamp":1515578100000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"NXT/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":32.615786040443574,"open_date":"2018-01-10 14:45:00+00:00","close_date":"2018-01-10 15:50:00+00:00","open_rate":3.066e-05,"close_rate":3.081368421052631e-05,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":65,"profit_ratio":-0.0,"profit_abs":5.012531328320519e-06,"exit_reason":"roi","initial_stop_loss_abs":2.7594e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":2.7594e-05,"stop_loss_ratio":0.1,"min_rate":3.066e-05,"max_rate":3.081368421052631e-05,"is_open":false,"open_timestamp":1515595500000.0,"close_timestamp":1515599400000.0,"is_short":false,"leverage":1.0,"enter_tag":null,"orders":null},{"pair":"LTC/BTC","stake_amount":0.001,"max_stake_amount":0.001,"amount":0.05917194776300452,"open_date":"2018-01-10 16:35:00+00:00","close_date":"2018-01-10 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diff --git a/tests/testdata/backtest_results/backtest-result_new.meta.json b/tests/testdata/backtest_results/backtest-result.meta.json
similarity index 100%
rename from tests/testdata/backtest_results/backtest-result_new.meta.json
rename to tests/testdata/backtest_results/backtest-result.meta.json
diff --git a/tests/testdata/backtest_results/backtest-result_new.json b/tests/testdata/backtest_results/backtest-result_new.json
deleted file mode 100644
index 03fdb455a..000000000
--- a/tests/testdata/backtest_results/backtest-result_new.json
+++ /dev/null
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