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Merge branch 'StopLossSupport' into wohlgemuth

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# Conflicts:
#	freqtrade/arguments.py
#	scripts/plot_dataframe.py
This commit is contained in:
Gert Wohlgemuth
2018-05-20 12:12:08 -07:00
parent 5d16569233 9d4257c2c0
commit b990557e5f
24 changed files with 435 additions and 143 deletions
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25
freqtrade/tests/conftest.py
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@@ -2,6 +2,7 @@
import json
import logging
from datetime import datetime
from typing import Dict, Optional
from functools import reduce
from unittest.mock import MagicMock
@@ -34,7 +35,8 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0})
# mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0})
patch_coinmarketcap(mocker, {'price_usd': 12345.0})
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
@@ -46,6 +48,27 @@ def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
return FreqtradeBot(config, create_engine('sqlite://'))
def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None:
"""
Mocker to coinmarketcap to speed up tests
:param mocker: mocker to patch coinmarketcap class
:return: None
"""
tickermock = MagicMock(return_value={'price_usd': 12345.0})
listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC',
'website_slug': 'bitcoin'},
{'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH',
'website_slug': 'ethereum'}
]})
mocker.patch.multiple(
'freqtrade.fiat_convert.Market',
ticker=tickermock,
listings=listmock,
)
@pytest.fixture(scope="function")
def default_conf():
""" Returns validated configuration suitable for most tests """

2
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -123,7 +123,7 @@ def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
assert under > correct
def test_log_results_if_loss_improves(capsys) -> None:
def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
hyperopt = _HYPEROPT
hyperopt.current_best_loss = 2
hyperopt.log_results(

36
freqtrade/tests/rpc/test_rpc.py
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@@ -290,22 +290,18 @@ def test_rpc_balance_handle(default_conf, mocker):
"""
Test rpc_balance() method
"""
mock_balance = [
{
'Currency': 'BTC',
'Balance': 10.0,
'Available': 12.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
mock_balance = {
'BTC': {
'free': 10.0,
'total': 12.0,
'used': 2.0,
},
{
'Currency': 'ETH',
'Balance': 0.0,
'Available': 0.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
'ETH': {
'free': 0.0,
'total': 0.0,
'used': 0.0,
}
]
}
patch_get_signal(mocker, (True, False))
mocker.patch.multiple(
@@ -326,15 +322,15 @@ def test_rpc_balance_handle(default_conf, mocker):
(error, res) = rpc.rpc_balance(default_conf['fiat_display_currency'])
assert not error
(trade, x, y, z) = res
assert prec_satoshi(x, 10)
assert prec_satoshi(z, 150000)
assert prec_satoshi(x, 12)
assert prec_satoshi(z, 180000)
assert 'USD' in y
assert len(trade) == 1
assert 'BTC' in trade[0]['currency']
assert prec_satoshi(trade[0]['available'], 12)
assert prec_satoshi(trade[0]['balance'], 10)
assert prec_satoshi(trade[0]['pending'], 0)
assert prec_satoshi(trade[0]['est_btc'], 10)
assert prec_satoshi(trade[0]['available'], 10)
assert prec_satoshi(trade[0]['balance'], 12)
assert prec_satoshi(trade[0]['pending'], 2)
assert prec_satoshi(trade[0]['est_btc'], 12)
def test_rpc_start(mocker, default_conf) -> None:

59
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@@ -554,36 +554,29 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
"""
Test _balance() method
"""
mock_balance = [
{
'Currency': 'BTC',
'Balance': 10.0,
'Available': 12.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
mock_balance = {
'BTC': {
'total': 12.0,
'free': 12.0,
'used': 0.0
},
{
'Currency': 'ETH',
'Balance': 0.0,
'Available': 0.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
'ETH': {
'total': 0.0,
'free': 0.0,
'used': 0.0
},
{
'Currency': 'USDT',
'Balance': 10000.0,
'Available': 0.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
'USDT': {
'total': 10000.0,
'free': 10000.0,
'used': 0.0
},
{
'Currency': 'LTC',
'Balance': 10.0,
'Available': 10.0,
'Pending': 0.0,
'CryptoAddress': 'XXXX',
'LTC': {
'total': 10.0,
'free': 10.0,
'used': 0.0
}
]
}
def mock_ticker(symbol, refresh):
"""
@@ -621,12 +614,12 @@ def test_telegram_balance_handle(default_conf, update, mocker) -> None:
telegram._balance(bot=MagicMock(), update=update)
result = msg_mock.call_args_list[0][0][0]
assert msg_mock.call_count == 1
assert '*Currency*: BTC' in result
assert '*Currency*: ETH' not in result
assert '*Currency*: USDT' in result
assert 'Balance' in result
assert 'Est. BTC' in result
assert '*BTC*: 12.00000000' in result
assert '*BTC:*' in result
assert '*ETH:*' not in result
assert '*USDT:*' in result
assert 'Balance:' in result
assert 'Est. BTC:' in result
assert 'BTC: 14.00000000' in result
def test_zero_balance_handle(default_conf, update, mocker) -> None:
@@ -636,7 +629,7 @@ def test_zero_balance_handle(default_conf, update, mocker) -> None:
patch_get_signal(mocker, (True, False))
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value=[])
mocker.patch('freqtrade.freqtradebot.exchange.get_balances', return_value={})
msg_mock = MagicMock()
mocker.patch.multiple(

15
freqtrade/tests/strategy/test_strategy.py
View File

@@ -38,10 +38,17 @@ def test_load_strategy_from_url(result):
def test_load_strategy_custom_directory(result):
resolver = StrategyResolver()
extra_dir = os.path.join('some', 'path')
with pytest.raises(
FileNotFoundError,
match=r".*No such file or directory: '{}'".format(extra_dir)):
resolver._load_strategy('TestStrategy', extra_dir)
if os.name == 'nt':
with pytest.raises(
FileNotFoundError,
match="FileNotFoundError: [WinError 3] The system cannot find the path specified: '{}'".format(extra_dir)):
resolver._load_strategy('TestStrategy', extra_dir)
else:
with pytest.raises(
FileNotFoundError,
match=r".*No such file or directory: '{}'".format(extra_dir)):
resolver._load_strategy('TestStrategy', extra_dir)
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)

12
freqtrade/tests/test_fiat_convert.py
View File

@@ -7,6 +7,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.fiat_convert import CryptoFiat, CryptoToFiatConverter
from freqtrade.tests.conftest import patch_coinmarketcap
def test_pair_convertion_object():
@@ -123,12 +124,23 @@ def test_fiat_convert_get_price(mocker):
assert fiat_convert._pairs[0]._expiration is not expiration
def test_loadcryptomap(mocker):
patch_coinmarketcap(mocker)
fiat_convert = CryptoToFiatConverter()
assert len(fiat_convert._cryptomap) == 2
assert fiat_convert._cryptomap["BTC"] == "1"
def test_fiat_convert_without_network():
# Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap
fiat_convert = CryptoToFiatConverter()
cmc_temp = CryptoToFiatConverter._coinmarketcap
CryptoToFiatConverter._coinmarketcap = None
assert fiat_convert._coinmarketcap is None
assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0
CryptoToFiatConverter._coinmarketcap = cmc_temp

69
freqtrade/tests/test_freqtradebot.py
View File

@@ -8,7 +8,6 @@ import logging
import re
import time
from copy import deepcopy
from typing import Dict, Optional
from unittest.mock import MagicMock
import arrow
@@ -20,7 +19,7 @@ from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.state import State
from freqtrade.tests.conftest import log_has
from freqtrade.tests.conftest import log_has, patch_coinmarketcap
# Functions for recurrent object patching
@@ -64,20 +63,6 @@ def patch_RPCManager(mocker) -> MagicMock:
return rpc_mock
def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None:
"""
Mocker to coinmarketcap to speed up tests
:param mocker: mocker to patch coinmarketcap class
:return: None
"""
mock = MagicMock()
if value:
mock.ticker = {'price_usd': 12345.0}
mocker.patch('freqtrade.fiat_convert.Market', mock)
# Unit tests
def test_freqtradebot_object() -> None:
"""
@@ -1458,7 +1443,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
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)
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',
@@ -1473,3 +1458,53 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
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)
def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, 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}
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=[])
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 does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker):
"""
Test get_real_amount - fees in Stake currency
"""
# 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.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

102
freqtrade/tests/test_persistence.py
View File

@@ -375,3 +375,105 @@ def test_clean_dry_run_db(default_conf, fee):
# We have now only the prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
def test_migrate_old(default_conf, fee):
"""
Test Database migration(starting with old pairformat)
"""
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 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_rate, stake_amount, amount, open_date)
VALUES ('BITTREX', 'BTC_ETC', 1, {fee},
0.00258580, {stake}, {amount},
'2017-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
# Create table using the old format
engine.execute(create_table_old)
engine.execute(insert_table_old)
# Run init to test migration
init(default_conf, engine)
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.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "bittrex"
def test_migrate_new(default_conf, fee):
"""
Test Database migration (starting with new pairformat)
"""
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 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_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {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://')
# Create table using the old format
engine.execute(create_table_old)
engine.execute(insert_table_old)
# Run init to test migration
init(default_conf, engine)
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.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"