Merge branch 'feat/short' into funding-fee-backtesting

docs/backtesting.md

@@ -21,6 +21,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades}] [--export-filename PATH]
+                             [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -30,7 +31,7 @@ optional arguments:
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -65,8 +66,7 @@ optional arguments:
                         set either in config or via command line. When using
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-
-                        data.json` becomes `backtest-data-
+                        data.json` becomes `backtest-data-SampleStrategy.json`
-                        SampleStrategy.json`
   --export {none,trades}
                         Export backtest results (default: trades).
   --export-filename PATH
@@ -74,6 +74,8 @@ optional arguments:
                         Requires `--export` to be set as well. Example:
                         `--export-filename=user_data/backtest_results/backtest
                         _today.json`
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -429,6 +431,31 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
+### Daily / Weekly / Monthly breakdown
+
+You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
+
+To visualize daily and weekly breakdowns, you can use the following:
+
+``` bash
+freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
+```
+
+``` output
+======================== DAY BREAKDOWN =========================
+|        Day |   Tot Profit USDT |   Wins |   Draws |   Losses |
+|------------+-------------------+--------+---------+----------|
+| 03/07/2021 |           200.0   |      2 |       0 |        0 |
+| 04/07/2021 |           -50.31  |      0 |       0 |        2 |
+| 05/07/2021 |           220.611 |      3 |       2 |        0 |
+| 06/07/2021 |           150.974 |      3 |       0 |        2 |
+| 07/07/2021 |           -70.193 |      1 |       0 |        2 |
+| 08/07/2021 |           212.413 |      2 |       0 |        3 |
+
+```
+
+The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day.
+
 ### Further backtest-result analysis
 
 To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).

docs/utils.md

@@ -667,6 +667,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--profitable] [-n INT] [--print-json]
                                [--hyperopt-filename FILENAME] [--no-header]
                                [--disable-param-export]
+                               [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -680,6 +681,8 @@ optional arguments:
   --no-header           Do not print epoch details header.
   --disable-param-export
                         Disable automatic hyperopt parameter export.
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

freqtrade/commands/arguments.py

@@ -23,7 +23,8 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
-                                        "strategy_list", "export", "exportfilename"]
+                                        "strategy_list", "export", "exportfilename",
+                                        "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
@@ -89,7 +90,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
-                      "disableparamexport"]
+                      "disableparamexport", "backtest_breakdown"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",

freqtrade/commands/cli_options.py

@@ -193,6 +193,12 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
+    "backtest_breakdown": Arg(
+        '--breakdown',
+        help='Show backtesting breakdown per [day, week, month].',
+        nargs='+',
+        choices=constants.BACKTEST_BREAKDOWNS
+    ),
     # Edge
     "stoploss_range": Arg(
         '--stoplosses',

freqtrade/commands/hyperopt_commands.py

@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         if 'strategy_name' in metrics:
             strategy_name = metrics['strategy_name']
             show_backtest_result(strategy_name, metrics,
-                                 metrics['stake_currency'])
+                                 metrics['stake_currency'], config.get('backtest_breakdown', []))
 
             HyperoptTools.try_export_params(config, strategy_name, val)
 

freqtrade/configuration/configuration.py

@@ -269,8 +269,12 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
+        self._args_to_config(config, argname='backtest_breakdown',
+                             logstring='Parameter --breakdown detected ...')
+
         self._args_to_config(config, argname='disableparamexport',
                              logstring='Parameter --disableparamexport detected: {} ...')
+
         # Edge section:
         if 'stoploss_range' in self.args and self.args["stoploss_range"]:
             txt_range = eval(self.args["stoploss_range"])

freqtrade/constants.py

@@ -32,6 +32,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
+BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 DRY_RUN_WALLET = 1000
 DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
@@ -150,6 +151,10 @@ CONF_SCHEMA = {
         'ignore_buying_expired_candle_after': {'type': 'number'},
         'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
         'collateral_type': {'type': 'string', 'enum': COLLATERAL_TYPES},
+        'backtest_breakdown': {
+            'type': 'array',
+            'items': {'type': 'string', 'enum': BACKTEST_BREAKDOWNS}
+        },
         'bot_name': {'type': 'string'},
         'unfilledtimeout': {
             'type': 'object',

freqtrade/exchange/exchange.py

@@ -90,7 +90,6 @@ class Exchange:
         self._api: ccxt.Exchange = None
         self._api_async: ccxt_async.Exchange = None
         self._markets: Dict = {}
-        self._leverage_brackets: Dict = {}
 
         self._config.update(config)
 
@@ -159,9 +158,6 @@ class Exchange:
         self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
-        if self.trading_mode != TradingMode.SPOT:
-            self.fill_leverage_brackets()
-
         logger.info('Using Exchange "%s"', self.name)
 
         if validate:
@@ -184,6 +180,10 @@ class Exchange:
         self.markets_refresh_interval: int = exchange_config.get(
             "markets_refresh_interval", 60) * 60
 
+        self._leverage_brackets: Dict = {}
+        if self.trading_mode != TradingMode.SPOT:
+            self.fill_leverage_brackets()
+
     def __del__(self):
         """
         Destructor - clean up async stuff
@@ -1707,6 +1707,7 @@ class Exchange:
         """
             Assigns property _leverage_brackets to a dictionary of information about the leverage
             allowed on each pair
+            Not used if the exchange has a static max leverage value for the account or each pair
         """
         return
 
@@ -1716,7 +1717,15 @@ class Exchange:
             :param pair: The base/quote currency pair being traded
             :nominal_value: The total value of the trade in quote currency (collateral + debt)
         """
-        return 1.0
+        market = self.markets[pair]
+        if (
+            'limits' in market and
+            'leverage' in market['limits'] and
+            'max' in market['limits']['leverage']
+        ):
+            return market['limits']['leverage']['max']
+        else:
+            return 1.0
 
     @retrier
     def _set_leverage(

freqtrade/exchange/ftx.py

@@ -169,21 +169,6 @@ class Ftx(Exchange):
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
 
-    def fill_leverage_brackets(self):
-        """
-            FTX leverage is static across the account, and doesn't change from pair to pair,
-            so _leverage_brackets doesn't need to be set
-        """
-        return
-
-    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
-        """
-            Returns the maximum leverage that a pair can be traded at, which is always 20 on ftx
-            :param pair: Here for super method, not used on FTX
-            :nominal_value: Here for super method, not used on FTX
-        """
-        return 20.0
-
     def _get_mark_price_history(
         self,
         pair: str,
@@ -191,7 +176,7 @@ class Ftx(Exchange):
         end: Optional[int]
     ) -> Dict:
         """
-            Get's the mark price history for a pair
+            Get's the index price history for a pair
         """
         if end:
             params = {

freqtrade/exchange/kraken.py

@@ -139,40 +139,6 @@ class Kraken(Exchange):
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def fill_leverage_brackets(self):
-        """
-            Assigns property _leverage_brackets to a dictionary of information about the leverage
-            allowed on each pair
-        """
-        leverages = {}
-
-        for pair, market in self.markets.items():
-            leverages[pair] = [1]
-            info = market['info']
-            leverage_buy = info.get('leverage_buy', [])
-            leverage_sell = info.get('leverage_sell', [])
-            if len(leverage_buy) > 0 or len(leverage_sell) > 0:
-                if leverage_buy != leverage_sell:
-                    logger.warning(
-                        f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
-                        "for {pair}. Please notify freqtrade because this has never happened before"
-                    )
-                    if max(leverage_buy) <= max(leverage_sell):
-                        leverages[pair] += [int(lev) for lev in leverage_buy]
-                    else:
-                        leverages[pair] += [int(lev) for lev in leverage_sell]
-                else:
-                    leverages[pair] += [int(lev) for lev in leverage_buy]
-        self._leverage_brackets = leverages
-
-    def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
-        """
-            Returns the maximum leverage that a pair can be traded at
-            :param pair: The base/quote currency pair being traded
-            :nominal_value: Here for super class, not needed on Kraken
-        """
-        return float(max(self._leverage_brackets[pair]))
-
     def _set_leverage(
         self,
         leverage: float,

freqtrade/optimize/optimize_reports.py

@@ -4,7 +4,7 @@ from pathlib import Path
 from typing import Any, Dict, List, Union
 
 from numpy import int64
-from pandas import DataFrame
+from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
@@ -189,7 +189,6 @@ def generate_strategy_comparison(all_results: Dict) -> List[Dict]:
 
 
 def generate_edge_table(results: dict) -> str:
-
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
     tabular_data = []
     headers = ['Pair', 'Stoploss', 'Win Rate', 'Risk Reward Ratio',
@@ -214,6 +213,41 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
+def _get_resample_from_period(period: str) -> str:
+    if period == 'day':
+        return '1d'
+    if period == 'week':
+        return '1w'
+    if period == 'month':
+        return '1M'
+    raise ValueError(f"Period {period} is not supported.")
+
+
+def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
+    results = DataFrame.from_records(trade_list)
+    if len(results) == 0:
+        return []
+    results['close_date'] = to_datetime(results['close_date'], utc=True)
+    resample_period = _get_resample_from_period(period)
+    resampled = results.resample(resample_period, on='close_date')
+    stats = []
+    for name, day in resampled:
+        profit_abs = day['profit_abs'].sum().round(10)
+        wins = sum(day['profit_abs'] > 0)
+        draws = sum(day['profit_abs'] == 0)
+        loses = sum(day['profit_abs'] < 0)
+        stats.append(
+            {
+                'date': name.strftime('%d/%m/%Y'),
+                'profit_abs': profit_abs,
+                'wins': wins,
+                'draws': draws,
+                'loses': loses
+            }
+        )
+    return stats
+
+
 def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     """ Generate overall trade statistics """
     if len(results) == 0:
@@ -329,7 +363,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         results['open_timestamp'] = results['open_date'].view(int64) // 1e6
         results['close_timestamp'] = results['close_date'].view(int64) // 1e6
 
-    backtest_days = (max_date - min_date).days
+    backtest_days = (max_date - min_date).days or 1
     strat_stats = {
         'trades': results.to_dict(orient='records'),
         'locks': [lock.to_json() for lock in content['locks']],
@@ -338,6 +372,8 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'results_per_pair': pair_results,
         'sell_reason_summary': sell_reason_stats,
         'left_open_trades': left_open_results,
+        # 'days_breakdown_stats': days_breakdown_stats,
+
         'total_trades': len(results),
         'total_volume': float(results['stake_amount'].sum()),
         'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
@@ -354,7 +390,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'backtest_run_start_ts': content['backtest_start_time'],
         'backtest_run_end_ts': content['backtest_end_time'],
 
-        'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
+        'trades_per_day': round(len(results) / backtest_days, 2),
         'market_change': market_change,
         'pairlist': list(btdata.keys()),
         'stake_amount': config['stake_amount'],
@@ -506,6 +542,28 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
+def text_table_periodic_breakdown(days_breakdown_stats: List[Dict[str, Any]],
+                                  stake_currency: str, period: str) -> str:
+    """
+    Generate small table with Backtest results by days
+    :param days_breakdown_stats: Days breakdown metrics
+    :param stake_currency: Stakecurrency used
+    :return: pretty printed table with tabulate as string
+    """
+    headers = [
+        period.capitalize(),
+        f'Tot Profit {stake_currency}',
+        'Wins',
+        'Draws',
+        'Losses',
+    ]
+    output = [[
+        d['date'], round_coin_value(d['profit_abs'], stake_currency, False),
+        d['wins'], d['draws'], d['loses'],
+    ] for d in days_breakdown_stats]
+    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+
+
 def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
@@ -557,7 +615,10 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                strat_results['stake_currency'])),
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
-            ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
+            ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
+            ('Trades per day', strat_results['trades_per_day']),
+            ('Avg. daily profit %',
+             f"{round(strat_results['profit_total'] / strat_results['backtest_days'] * 100, 2)}%"),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],
@@ -614,7 +675,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
         return message
 
 
-def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: str):
+def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: str,
+                         backtest_breakdown=[]):
     """
     Print results for one strategy
     """
@@ -636,6 +698,15 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
+    for period in backtest_breakdown:
+        days_breakdown_stats = generate_periodic_breakdown_stats(
+            trade_list=results['trades'], period=period)
+        table = text_table_periodic_breakdown(days_breakdown_stats=days_breakdown_stats,
+                                              stake_currency=stake_currency, period=period)
+        if isinstance(table, str) and len(table) > 0:
+            print(f' {period.upper()} BREAKDOWN '.center(len(table.splitlines()[0]), '='))
+        print(table)
+
     table = text_table_add_metrics(results)
     if isinstance(table, str) and len(table) > 0:
         print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '='))
@@ -650,7 +721,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
-        show_backtest_result(strategy, results, stake_currency)
+        show_backtest_result(
+            strategy, results, stake_currency,
+            config.get('backtest_breakdown', []))
 
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table

tests/conftest.py

@@ -590,10 +590,10 @@ def get_markets():
                     'min': 0.0001,
                     'max': 500000,
                 },
-            },
+                'leverage': {
-            'info': {
+                    'min': 1.0,
-                'leverage_buy': ['2'],
+                    'max': 2.0
-                'leverage_sell': ['2'],
+                }
             },
         },
         'TKN/BTC': {
@@ -619,10 +619,10 @@ def get_markets():
                     'min': 0.0001,
                     'max': 500000,
                 },
-            },
+                'leverage': {
-            'info': {
+                    'min': 1.0,
-                'leverage_buy': ['2', '3', '4', '5'],
+                    'max': 5.0
-                'leverage_sell': ['2', '3', '4', '5'],
+                }
             },
         },
         'BLK/BTC': {
@@ -647,10 +647,10 @@ def get_markets():
                     'min': 0.0001,
                     'max': 500000,
                 },
-            },
+                'leverage': {
-            'info': {
+                    'min': 1.0,
-                'leverage_buy': ['2', '3'],
+                    'max': 3.0
-                'leverage_sell': ['2', '3'],
+                },
             },
         },
         'LTC/BTC': {
@@ -676,10 +676,7 @@ def get_markets():
                     'max': 500000,
                 },
             },
-            'info': {
+            'info': {},
-                'leverage_buy': [],
-                'leverage_sell': [],
-            },
         },
         'XRP/BTC': {
             'id': 'xrpbtc',
@@ -757,10 +754,7 @@ def get_markets():
                     'max': None
                 }
             },
-            'info': {
+            'info': {},
-                'leverage_buy': [],
-                'leverage_sell': [],
-            },
         },
         'ETH/USDT': {
             'id': 'USDT-ETH',

tests/exchange/test_exchange.py

@@ -3275,6 +3275,19 @@ def test__ccxt_config(
     assert exchange._ccxt_config == ccxt_config
 
 
+@pytest.mark.parametrize('pair,nominal_value,max_lev', [
+    ("ETH/BTC", 0.0, 2.0),
+    ("TKN/BTC", 100.0, 5.0),
+    ("BLK/BTC", 173.31, 3.0),
+    ("LTC/BTC", 0.0, 1.0),
+    ("TKN/USDT", 210.30, 1.0),
+])
+def test_get_max_leverage(default_conf, mocker, pair, nominal_value, max_lev):
+    # Binance has a different method of getting the max leverage
+    exchange = get_patched_exchange(mocker, default_conf, id="kraken")
+    assert exchange.get_max_leverage(pair, nominal_value) == max_lev
+
+
 def test_get_mark_price():
     return
 

tests/exchange/test_ftx.py

@@ -250,20 +250,3 @@ def test_get_order_id(mocker, default_conf):
         }
     }
     assert exchange.get_order_id_conditional(order) == '1111'
-
-
-@pytest.mark.parametrize('pair,nominal_value,max_lev', [
-    ("ADA/BTC", 0.0, 20.0),
-    ("BTC/EUR", 100.0, 20.0),
-    ("ZEC/USD", 173.31, 20.0),
-])
-def test_get_max_leverage_ftx(default_conf, mocker, pair, nominal_value, max_lev):
-    exchange = get_patched_exchange(mocker, default_conf, id="ftx")
-    assert exchange.get_max_leverage(pair, nominal_value) == max_lev
-
-
-def test_fill_leverage_brackets_ftx(default_conf, mocker):
-    # FTX only has one account wide leverage, so there's no leverage brackets
-    exchange = get_patched_exchange(mocker, default_conf, id="ftx")
-    exchange.fill_leverage_brackets()
-    assert exchange._leverage_brackets == {}

tests/exchange/test_kraken.py

@@ -295,42 +295,3 @@ def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
     # Test with invalid order case ...
     order['type'] = 'stop_loss_limit'
     assert not exchange.stoploss_adjust(sl3, order, side=side)
-
-
-@pytest.mark.parametrize('pair,nominal_value,max_lev', [
-    ("ADA/BTC", 0.0, 3.0),
-    ("BTC/EUR", 100.0, 5.0),
-    ("ZEC/USD", 173.31, 2.0),
-])
-def test_get_max_leverage_kraken(default_conf, mocker, pair, nominal_value, max_lev):
-    exchange = get_patched_exchange(mocker, default_conf, id="kraken")
-    exchange._leverage_brackets = {
-        'ADA/BTC': ['2', '3'],
-        'BTC/EUR': ['2', '3', '4', '5'],
-        'ZEC/USD': ['2']
-    }
-    assert exchange.get_max_leverage(pair, nominal_value) == max_lev
-
-
-def test_fill_leverage_brackets_kraken(default_conf, mocker):
-    api_mock = MagicMock()
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
-    exchange.fill_leverage_brackets()
-
-    assert exchange._leverage_brackets == {
-        'BLK/BTC': [1, 2, 3],
-        'TKN/BTC': [1, 2, 3, 4, 5],
-        'ETH/BTC': [1, 2],
-        'LTC/BTC': [1],
-        'XRP/BTC': [1],
-        'NEO/BTC': [1],
-        'BTT/BTC': [1],
-        'ETH/USDT': [1],
-        'LTC/USDT': [1],
-        'LTC/USD': [1],
-        'XLTCUSDT': [1],
-        'LTC/ETH': [1],
-        'NEO/USDT': [1],
-        'TKN/USDT': [1],
-        'XRP/USDT': [1]
-    }

tests/optimize/test_backtesting.py

@@ -1121,6 +1121,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions',
+        '--breakdown', 'day',
         '--strategy-list',
         CURRENT_TEST_STRATEGY,
         'TestStrategyLegacyV1',
@@ -1149,6 +1150,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     captured = capsys.readouterr()
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
+    assert 'DAY BREAKDOWN' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
     assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out

tests/optimize/test_optimize_reports.py

@@ -13,8 +13,10 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
 from freqtrade.edge import PairInfo
 from freqtrade.enums import SellType
-from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
+from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
-                                                 generate_edge_table, generate_pair_metrics,
+                                                 generate_daily_stats, generate_edge_table,
+                                                 generate_pair_metrics,
+                                                 generate_periodic_breakdown_stats,
                                                  generate_sell_reason_stats,
                                                  generate_strategy_comparison,
                                                  generate_trading_stats, store_backtest_stats,
@@ -378,3 +380,31 @@ def test_generate_edge_table():
     assert generate_edge_table(results).count('| ETH/BTC |') == 1
     assert generate_edge_table(results).count(
         '|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |') == 1
+
+
+def test_generate_periodic_breakdown_stats(testdatadir):
+    filename = testdatadir / "backtest-result_new.json"
+    bt_data = load_backtest_data(filename).to_dict(orient='records')
+
+    res = generate_periodic_breakdown_stats(bt_data, 'day')
+    assert isinstance(res, list)
+    assert len(res) == 21
+    day = res[0]
+    assert 'date' in day
+    assert 'draws' in day
+    assert 'loses' in day
+    assert 'wins' in day
+    assert 'profit_abs' in day
+
+    # Select empty dataframe!
+    res = generate_periodic_breakdown_stats([], 'day')
+    assert res == []
+
+
+def test__get_resample_from_period():
+
+    assert _get_resample_from_period('day') == '1d'
+    assert _get_resample_from_period('week') == '1w'
+    assert _get_resample_from_period('month') == '1M'
+    with pytest.raises(ValueError, match=r"Period noooo is not supported."):
+        _get_resample_from_period('noooo')

tests/test_freqtradebot.py

@@ -1969,7 +1969,7 @@ def test_handle_trade(
     assert trade.close_date is not None
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_handle_overlapping_signals(
     default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, is_short
 ) -> None:
@@ -2045,7 +2045,7 @@ def test_handle_overlapping_signals(
     assert freqtrade.handle_trade(trades[0]) is True
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog,
                           is_short) -> None:
 
@@ -2087,7 +2087,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
                    caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_handle_trade_use_sell_signal(
     default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
 ) -> None:
@@ -2129,7 +2129,7 @@ def test_handle_trade_use_sell_signal(
                    caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_close_trade(
     default_conf_usdt, ticker_usdt, limit_order_open,
     limit_order, fee, mocker, is_short
@@ -2176,7 +2176,7 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
     assert ftbot.strategy.analyze.call_count == 1
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_buy_usercustom(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     limit_sell_order_old, fee, mocker, is_short
@@ -2251,7 +2251,7 @@ def test_check_handle_timedout_buy_usercustom(
         assert freqtrade.strategy.check_buy_timeout.call_count == 1
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_buy(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     limit_sell_order_old, fee, mocker, is_short
@@ -2292,7 +2292,7 @@ def test_check_handle_timedout_buy(
         assert freqtrade.strategy.check_buy_timeout.call_count == 0
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_cancelled_buy(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     limit_sell_order_old, fee, mocker, caplog, is_short
@@ -2325,7 +2325,7 @@ def test_check_handle_cancelled_buy(
         f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_buy_exception(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     is_short, fee, mocker
@@ -2354,7 +2354,7 @@ def test_check_handle_timedout_buy_exception(
     assert nb_trades == 1
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_sell_usercustom(
     default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
     is_short, open_trade_usdt
@@ -2406,7 +2406,7 @@ def test_check_handle_timedout_sell_usercustom(
     assert freqtrade.strategy.check_sell_timeout.call_count == 1
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_sell(
     default_conf_usdt, ticker_usdt, limit_sell_order_old,
     mocker, is_short, open_trade_usdt
@@ -2439,7 +2439,7 @@ def test_check_handle_timedout_sell(
     assert freqtrade.strategy.check_sell_timeout.call_count == 0
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_cancelled_sell(
     default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade_usdt,
     is_short, mocker, caplog
@@ -2471,7 +2471,7 @@ def test_check_handle_cancelled_sell(
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_partial(
     default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short,
     open_trade, mocker
@@ -2503,7 +2503,7 @@ def test_check_handle_timedout_partial(
     assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_partial_fee(
     default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
     limit_buy_order_old_partial, trades_for_order,
@@ -2545,7 +2545,7 @@ def test_check_handle_timedout_partial_fee(
     assert pytest.approx(trades[0].fee_open) == 0.001
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_handle_timedout_partial_except(
     default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
     limit_buy_order_old_partial, trades_for_order,
@@ -2619,7 +2619,7 @@ def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_tr
                       caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order,
                              is_short) -> None:
     patch_RPCManager(mocker)
@@ -2667,9 +2667,9 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order,
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
-@ pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
+@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
-                          indirect=['limit_buy_order_canceled_empty'])
+                         indirect=['limit_buy_order_canceled_empty'])
 def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short,
                                        limit_buy_order_canceled_empty) -> None:
     patch_RPCManager(mocker)
@@ -2690,8 +2690,8 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
     assert nofiy_mock.call_count == 1
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
-@ pytest.mark.parametrize('cancelorder', [
+@pytest.mark.parametrize('cancelorder', [
     {},
     {'remaining': None},
     'String Return value',
@@ -2789,7 +2789,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
     assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
-@ pytest.mark.parametrize("is_short, open_rate, amt", [
+@pytest.mark.parametrize("is_short, open_rate, amt", [
     (False, 2.0, 30.0),
     (True, 2.02, 29.70297029),
 ])
@@ -2864,7 +2864,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
     } == last_msg
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down,
                                  ticker_usdt_sell_up, mocker, is_short) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2993,7 +2993,7 @@ def test_execute_trade_exit_custom_exit_price(
     } == last_msg
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_down,
         ticker_usdt_sell_up, mocker) -> None:
@@ -3091,7 +3091,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_execute_trade_exit_with_stoploss_on_exchange(
         default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, mocker) -> None:
 
@@ -3309,7 +3309,7 @@ def test_execute_trade_exit_market_order(
     } == last_msg
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee, is_short,
                                                      ticker_usdt_sell_up, mocker) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
@@ -3345,7 +3345,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
     assert mock_insuf.call_count == 1
 
 
-@ pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [
+@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [
     # Enable profit
     (True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, False),
     (True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, True),
@@ -3439,7 +3439,7 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_ope
     assert trade.amount != amnt
 
 
-@ pytest.mark.parametrize('amount_wallet,has_err', [
+@pytest.mark.parametrize('amount_wallet,has_err', [
     (95.29, False),
     (91.29, True)
 ])
@@ -3476,7 +3476,7 @@ def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet
         assert wallet_update.call_count == 1
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
                       ticker_usdt_sell_down, mocker, caplog, is_short) -> None:
     patch_RPCManager(mocker)
@@ -3515,7 +3515,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
                                   fee, mocker) -> None:
     patch_RPCManager(mocker)
@@ -3561,7 +3561,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
     assert trade.sell_reason == SellType.ROI.value
 
 
-@ pytest.mark.parametrize("is_short,val1,val2", [
+@pytest.mark.parametrize("is_short,val1,val2", [
     (False, 1.5, 1.1),
     (True, 0.5, 0.9)
 ])
@@ -3623,7 +3623,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-@ pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
+@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
     (0, False, 2.0394, False),
     (0.011, False, 2.0394, False),
     (0.055, True, 1.8, False),
@@ -3845,7 +3845,7 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
     )
 
 
-@ pytest.mark.parametrize(
+@pytest.mark.parametrize(
     'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [
         # basic, amount does not change
         ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
@@ -3898,7 +3898,7 @@ def test_get_real_amount(
         assert log_has(expected_log, caplog)
 
 
-@ pytest.mark.parametrize(
+@pytest.mark.parametrize(
     'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
         # basic, amount is reduced by fee
         (None, None, 0.001, 0.001, 7.992),
@@ -4050,7 +4050,7 @@ def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
     assert freqtrade.get_real_amount(trade, order) == amount
 
 
-@ pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
+@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
     (8.0, 0.0, 10, 8),
     (8.0, 0.0, 0, 8),
     (8.0, 0.1, 0, 7.9),
@@ -4079,11 +4079,11 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
     assert walletmock.call_count == 1
 
 
-@ pytest.mark.parametrize("delta, is_high_delta", [
+@pytest.mark.parametrize("delta, is_high_delta", [
     (0.1, False),
     (100, True),
 ])
-@ pytest.mark.parametrize('is_short, open_rate', [
+@pytest.mark.parametrize('is_short, open_rate', [
     (False, 2.0),
     (True, 2.02),
 ])
@@ -4129,7 +4129,7 @@ def test_order_book_depth_of_market(
         assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
-@ pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
+@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
     (False, 0.045, 0.046, 2, None),
     (True,  0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
 ])
@@ -4182,7 +4182,7 @@ def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None
     assert freqtrade._check_depth_of_market('ETH/BTC', conf, side=SignalDirection.LONG) is False
 
 
-@ pytest.mark.parametrize('is_short', [False, True])
+@pytest.mark.parametrize('is_short', [False, True])
 def test_order_book_ask_strategy(
         default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, is_short,
         limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
@@ -4263,7 +4263,7 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
     assert reinit_mock.call_count == 0
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
 def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open,
                              caplog):
     default_conf_usdt['dry_run'] = True
@@ -4296,8 +4296,8 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
                       caplog)
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
-@ pytest.mark.parametrize("is_short,buy_calls,sell_calls", [
+@pytest.mark.parametrize("is_short,buy_calls,sell_calls", [
     (False, 1, 2),
     (True, 2, 1),
 ])
@@ -4325,8 +4325,8 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim
     assert sell_mock.call_count == sell_calls
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
@@ -4343,8 +4343,8 @@ def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
     assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
 
 
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
 def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_short):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     create_mock_trades(fee, is_short=is_short)
@@ -4370,8 +4370,8 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
     assert len(Order.get_open_orders()) == 2
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
@@ -4434,8 +4434,8 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f
             assert trade.fee_close_currency is not None
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_short):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
@@ -4483,7 +4483,7 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_sh
                           r".* for order .*\.", caplog)
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
 def test_handle_insufficient_funds(mocker, default_conf_usdt, fee):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
@@ -4521,8 +4521,8 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee):
     assert mock_bof.call_count == 1
 
 
-@ pytest.mark.usefixtures("init_persistence")
+@pytest.mark.usefixtures("init_persistence")
-@ pytest.mark.parametrize("is_short", [False, True])
+@pytest.mark.parametrize("is_short", [False, True])
 def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog, is_short):
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)