refactor Analyze class methods to base Strategy class

This commit is contained in:
Janne Sinivirta
2018-07-16 08:11:17 +03:00
parent f6b8c2b40f
commit aeb4102bcb
17 changed files with 473 additions and 459 deletions

View File

@@ -31,7 +31,6 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
patch_exchange(mocker)
@@ -40,17 +39,13 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
return FreqtradeBot(config)
def patch_get_signal(mocker, value=(True, False)) -> None:
def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
"""
:param mocker: mocker to patch Analyze class
:param value: which value Analyze.get_signal() must return
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
:return: None
"""
mocker.patch(
'freqtrade.freqtradebot.Analyze.get_signal',
side_effect=lambda e, s, t: value
)
freqtrade.strategy.get_signal = lambda e, s, t: value
def patch_RPCManager(mocker) -> MagicMock:
@@ -267,7 +262,6 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
"""
Test get_trade_stake_amount() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -285,6 +279,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
conf['max_open_trades'] = 2
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
# no open trades, order amount should be 'balance / max_open_trades'
result = freqtrade._get_trade_stake_amount()
@@ -452,7 +447,6 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocke
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -467,6 +461,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocke
# Save state of current whitelist
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
@@ -490,7 +485,6 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -503,6 +497,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade()
@@ -513,7 +508,6 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -529,6 +523,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
@@ -540,7 +535,6 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
@@ -556,6 +550,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.000000005
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
result = freqtrade.create_trade()
assert result is False
@@ -566,7 +561,6 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -583,6 +577,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
assert freqtrade.create_trade() is False
assert freqtrade._get_trade_stake_amount() is None
@@ -592,7 +587,6 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, marke
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -608,6 +602,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, marke
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
@@ -620,7 +615,6 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -636,6 +630,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
@@ -650,7 +645,6 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
conf = deepcopy(default_conf)
conf['dry_run'] = True
patch_get_signal(mocker, value=(False, False))
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -664,6 +658,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
conf = deepcopy(default_conf)
conf['stake_amount'] = 10
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade, value=(False, False))
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
@@ -675,7 +670,6 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
"""
Test the trade creation in _process() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
@@ -688,6 +682,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
@@ -716,7 +711,6 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
"""
Test _process() method when a RequestException happens
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
@@ -729,6 +723,8 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
result = freqtrade._process()
assert result is False
assert sleep_mock.has_calls()
@@ -738,7 +734,6 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
"""
Test _process() method when an OperationalException happens
"""
patch_get_signal(mocker)
msg_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
@@ -749,6 +744,8 @@ def test_process_operational_exception(default_conf, ticker, markets, mocker) ->
buy=MagicMock(side_effect=OperationalException)
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.state == State.RUNNING
result = freqtrade._process()
@@ -762,7 +759,6 @@ def test_process_trade_handling(
"""
Test _process()
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
@@ -775,6 +771,7 @@ def test_process_trade_handling(
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
@@ -913,7 +910,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
"""
Test check_handle() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -931,6 +927,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade()
@@ -941,7 +938,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
trade.update(limit_buy_order)
assert trade.is_open is True
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
assert trade.open_order_id == limit_sell_order['id']
@@ -962,10 +959,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
conf = deepcopy(default_conf)
conf.update({'experimental': {'use_sell_signal': True}})
patch_get_signal(mocker, value=(True, True))
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -976,6 +971,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
)
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade, value=(True, True))
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
@@ -985,7 +982,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
assert nb_trades == 0
# Buy is triggering, so buying ...
patch_get_signal(mocker, value=(True, False))
patch_get_signal(freqtrade, value=(True, False))
freqtrade.create_trade()
trades = Trade.query.all()
nb_trades = len(trades)
@@ -993,7 +990,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
patch_get_signal(mocker, value=(False, False))
patch_get_signal(freqtrade, value=(False, False))
assert freqtrade.handle_trade(trades[0]) is False
trades = Trade.query.all()
nb_trades = len(trades)
@@ -1001,7 +998,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
patch_get_signal(mocker, value=(True, True))
patch_get_signal(freqtrade, value=(True, True))
assert freqtrade.handle_trade(trades[0]) is False
trades = Trade.query.all()
nb_trades = len(trades)
@@ -1009,7 +1006,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
assert trades[0].is_open is True
# Sell is triggering, guess what : we are Selling!
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
trades = Trade.query.all()
assert freqtrade.handle_trade(trades[0]) is True
@@ -1023,7 +1020,6 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
conf = deepcopy(default_conf)
conf.update({'experimental': {'use_sell_signal': True}})
patch_get_signal(mocker, value=(True, False))
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -1035,8 +1031,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade, value=(True, False))
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
freqtrade.create_trade()
trade = Trade.query.first()
@@ -1047,7 +1045,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has('Required profit reached. Selling..', caplog.record_tuples)
@@ -1061,7 +1059,6 @@ def test_handle_trade_experimental(
conf = deepcopy(default_conf)
conf.update({'experimental': {'use_sell_signal': True}})
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -1072,18 +1069,19 @@ def test_handle_trade_experimental(
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
patch_get_signal(mocker, value=(False, False))
patch_get_signal(freqtrade, value=(False, False))
assert not freqtrade.handle_trade(trade)
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
@@ -1093,7 +1091,6 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
"""
Test check_handle() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -1105,6 +1102,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create trade and sell it
freqtrade.create_trade()
@@ -1345,7 +1343,6 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
"""
Test execute_sell() method with a ticker going UP
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
@@ -1357,6 +1354,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, moc
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
@@ -1397,7 +1395,6 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
"""
Test execute_sell() method with a ticker going DOWN
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
@@ -1409,6 +1406,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
@@ -1450,7 +1448,6 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
@@ -1461,6 +1458,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
@@ -1500,7 +1498,6 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
@@ -1511,6 +1508,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
@@ -1550,10 +1548,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
"""
Test sell_profit_only feature when enabled
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1572,11 +1568,14 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
'sell_profit_only': True,
}
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -1585,10 +1584,8 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
"""
Test sell_profit_only feature when disabled
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1607,11 +1604,13 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
'sell_profit_only': False,
}
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -1619,10 +1618,8 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.stop_loss_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1641,11 +1638,14 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
'sell_profit_only': True,
}
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = \
lambda current_rate, trade, current_time, current_profit: False
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is False
@@ -1653,10 +1653,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1677,11 +1675,14 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
}
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -1689,10 +1690,8 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1712,15 +1711,18 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
}
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(True, True))
patch_get_signal(freqtrade, value=(True, True))
assert freqtrade.handle_trade(trade) is False
# Test if buy-signal is absent (should sell due to roi = true)
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -1728,10 +1730,8 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1748,6 +1748,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker)
conf['trailing_stop'] = True
print(limit_buy_order)
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
@@ -1765,10 +1768,8 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
Test sell_profit_only feature when enabled and we have a loss
"""
buy_price = limit_buy_order['price']
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1785,6 +1786,8 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
conf['trailing_stop'] = True
conf['trailing_stop_positive'] = 0.01
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False
freqtrade.create_trade()
trade = Trade.query.first()
@@ -1826,10 +1829,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
@@ -1849,16 +1850,19 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
}
freqtrade = FreqtradeBot(conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
# Sell due to min_roi_reached
patch_get_signal(mocker, value=(True, True))
patch_get_signal(freqtrade, value=(True, True))
assert freqtrade.handle_trade(trade) is True
# Test if buy-signal is absent
patch_get_signal(mocker, value=(False, True))
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True
@@ -1869,7 +1873,6 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -1882,6 +1885,8 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, ca
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# 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, '
@@ -1896,7 +1901,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -1909,6 +1913,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# 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, '
@@ -1922,7 +1928,6 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
"""
trades_for_order[0]['fee']['currency'] = 'ETH'
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -1936,6 +1941,8 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -1948,7 +1955,6 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
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.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -1962,6 +1968,8 @@ def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mock
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -1971,7 +1979,6 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
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.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -1985,6 +1992,8 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# 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, '
@@ -1999,7 +2008,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
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.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -2014,6 +2022,8 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# 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, '
@@ -2028,7 +2038,6 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004}
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -2042,6 +2051,8 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
@@ -2053,7 +2064,6 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
# Remove "Currency" from fee dict
trades_for_order[0]['fee'] = {'cost': 0.008}
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -2067,6 +2077,7 @@ def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -2075,7 +2086,6 @@ def test_get_real_amount_open_trade(default_conf, mocker):
"""
Test get_real_amount condition trade.fee_open == 0 or order['status'] == 'open'
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True))
@@ -2093,4 +2103,5 @@ def test_get_real_amount_open_trade(default_conf, mocker):
'status': 'open',
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert freqtrade.get_real_amount(trade, order) == amount