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Merge branch 'feat/objectify-ccxt' into feature/catch-exchange-errors

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gcarq
2018-05-02 20:03:13 +02:00
parent 9b0fbbdc14 ecaf6b763c
commit a76ed88496
8 changed files with 404 additions and 33 deletions
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89
freqtrade/tests/conftest.py
View File

@@ -208,7 +208,7 @@ def markets_empty():
return MagicMock(return_value=[])
@pytest.fixture
@pytest.fixture(scope='function')
def limit_buy_order():
return {
'id': 'mocked_limit_buy',
@@ -499,3 +499,90 @@ def result():
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this
@pytest.fixture(scope="function")
def trades_for_order():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 8.0,
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
@pytest.fixture(scope="function")
def trades_for_order2():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}},
{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}}]
@pytest.fixture
def buy_order_fee():
return {
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.245441,
'amount': 8.0,
'remaining': 90.99181073,
'status': 'closed',
'fee': None
}

16
freqtrade/tests/exchange/test_exchange.py
View File

@@ -4,14 +4,15 @@ import logging
from copy import deepcopy
from random import randint
from unittest.mock import MagicMock, PropertyMock
import ccxt
import ccxt
import pytest
from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
get_ticker, get_ticker_history, cancel_order, get_name, get_fee, get_id, get_pair_detail_url
import freqtrade.exchange as exchange
from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
get_id, get_pair_detail_url, get_amount_lots)
from freqtrade.tests.conftest import log_has
API_INIT = False
@@ -507,3 +508,10 @@ def test_get_fee(default_conf, mocker):
})
mocker.patch('freqtrade.exchange._API', api_mock)
assert get_fee() == 0.025
def test_get_amount_lots(default_conf, mocker):
api_mock = MagicMock()
api_mock.amount_to_lots = MagicMock(return_value=1.0)
mocker.patch('freqtrade.exchange._API', api_mock)
assert get_amount_lots('LTC/BTC', 1.54) == 1

186
freqtrade/tests/test_freqtradebot.py
View File

@@ -568,18 +568,30 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No
log_has('Unable to create trade:', caplog.record_tuples)
def test_process_maybe_execute_sell(mocker, default_conf) -> None:
def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
"""
Test process_maybe_execute_sell() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1)
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade)
# Test amount not modified by fee-logic
assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(
trade), caplog.record_tuples)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sell(trade)
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
@@ -812,7 +824,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
@@ -851,7 +864,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
@@ -890,7 +904,8 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
@@ -937,7 +952,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
@@ -1299,3 +1315,161 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is True
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
"""
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
caplog.record_tuples)
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
"""
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[])
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
caplog.record_tuples)
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
"""
Test get_real_amount - fees in Stake currency
"""
trades_for_order[0]['fee']['currency'] = 'ETH'
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
"""
Test get_real_amount - Fees in BNB
"""
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
"""
Test get_real_amount with split trades (multiple trades for this order)
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2)
amount = float(sum(x['amount'] for x in trades_for_order2))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
caplog.record_tuples)
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
"""
Test get_real_amount with split trades (multiple trades for this order)
"""
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
caplog.record_tuples)

36
freqtrade/tests/test_persistence.py
View File

@@ -126,7 +126,8 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
assert trade.open_order_id is None
@@ -154,7 +155,8 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
@@ -177,7 +179,8 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
@@ -191,7 +194,8 @@ def test_update_open_order(limit_buy_order):
trade = Trade(
pair='ETH/BTC',
stake_amount=1.00,
fee=0.1,
fee_open=0.1,
fee_close=0.1,
exchange='bittrex',
)
@@ -214,7 +218,8 @@ def test_update_invalid_order(limit_buy_order):
trade = Trade(
pair='ETH/BTC',
stake_amount=1.00,
fee=0.1,
fee_open=0.1,
fee_close=0.1,
exchange='bittrex',
)
limit_buy_order['type'] = 'invalid'
@@ -227,7 +232,8 @@ def test_calc_open_trade_price(limit_buy_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'open_trade'
@@ -245,7 +251,8 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'close_trade'
@@ -267,7 +274,8 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'profit_percent'
@@ -298,7 +306,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'profit_percent'
@@ -326,7 +335,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
@@ -337,7 +347,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_sell_12345'
@@ -349,7 +360,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'