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Merge remote-tracking branch 'origin/wohlgemuth' into aws

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# Conflicts:
#	requirements.txt
#	scripts/plot_profit.py
This commit is contained in:
Gert
2018-05-23 18:56:27 -07:00
parent 2e3e827bc6 f9cc150aa1
commit bab9a92ae1
46 changed files with 893 additions and 175 deletions
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2
freqtrade/__init__.py
View File

@@ -1,5 +1,5 @@
""" FreqTrade bot """
__version__ = '0.16.0'
__version__ = '0.17.0'
class DependencyException(BaseException):

35
freqtrade/analyze.py
View File

@@ -14,7 +14,6 @@ from freqtrade.exchange import get_ticker_history
from freqtrade.persistence import Trade
from freqtrade.strategy.resolver import StrategyResolver
logger = logging.getLogger(__name__)
@@ -31,6 +30,7 @@ class Analyze(object):
Analyze class contains everything the bot need to determine if the situation is good for
buying or selling.
"""
def __init__(self, config: dict) -> None:
"""
Init Analyze
@@ -195,10 +195,41 @@ class Analyze(object):
:return True if bot should sell at current rate
"""
current_profit = trade.calc_profit_percent(current_rate)
if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss:
if trade.stop_loss is None:
# initially adjust the stop loss to the base value
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss)
# evaluate if the stoploss was hit
if self.strategy.stoploss is not None and trade.stop_loss >= current_rate:
if 'trailing_stop' in self.config and self.config['trailing_stop']:
logger.debug(
"HIT STOP: current price at {:.6f}, stop loss is {:.6f}, "
"initial stop loss was at {:.6f}, trade opened at {:.6f}".format(
current_rate, trade.stop_loss, trade.initial_stop_loss, trade.open_rate))
logger.debug("trailing stop saved us: {:.6f}"
.format(trade.stop_loss - trade.initial_stop_loss))
logger.debug('Stop loss hit.')
return True
# update the stop loss afterwards, after all by definition it's supposed to be hanging
if 'trailing_stop' in self.config and self.config['trailing_stop']:
# check if we have a special stop loss for positive condition
# and if profit is positive
stop_loss_value = self.strategy.stoploss
if isinstance(self.config['trailing_stop'], dict) and \
'positive' in self.config['trailing_stop'] and \
current_profit > 0:
logger.debug("using positive stop loss mode: {} since we have profit {}".format(
self.config['trailing_stop']['positive'], current_profit))
stop_loss_value = self.config['trailing_stop']['positive']
trade.adjust_stop_loss(current_rate, stop_loss_value)
# Check if time matches and current rate is above threshold
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
for duration, threshold in self.strategy.minimal_roi.items():

26
freqtrade/arguments.py
View File

@@ -288,6 +288,25 @@ class Arguments(object):
default=None
)
self.parser.add_argument(
'--plot-osc',
help='Renders a osc chart of the given osc dataframe name, for example --plot-osc osc',
dest='plotosc',
nargs='+',
default=None
)
self.parser.add_argument(
'--plot-cmf',
help='Renders a cmf chart of the given cmf dataframe name, for example --plot-cmf cmf',
dest='plotcmf',
nargs='+',
default=None
)
self.parser.add_argument(
'--plot-macd',
help='Renders a macd chart of the given '
@@ -331,6 +350,13 @@ class Arguments(object):
)
self.parser.add_argument(
'-db', '--db-url',
help='Show trades stored in database.',
dest='db_url',
default=None
)
def testdata_dl_options(self) -> None:
"""
Parses given arguments for testdata download

7
freqtrade/exchange/__init__.py
View File

@@ -297,9 +297,10 @@ def get_ticker_history(pair: str, tick_interval: str, since_ms: Optional[int] =
if not data_part:
break
logger.info('Downloaded data for time range [%s, %s]',
arrow.get(data_part[0][0] / 1000).format(),
arrow.get(data_part[-1][0] / 1000).format())
logger.debug('Downloaded data for %s time range [%s, %s]',
pair,
arrow.get(data_part[0][0] / 1000).format(),
arrow.get(data_part[-1][0] / 1000).format())
data.extend(data_part)
since_ms = data[-1][0] + 1

26
freqtrade/fiat_convert.py
View File

@@ -5,6 +5,7 @@ e.g BTC to USD
import logging
import time
from typing import Dict
from coinmarketcap import Market
@@ -73,12 +74,7 @@ class CryptoToFiatConverter(object):
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
]
CRYPTOMAP = {
'BTC': 'bitcoin',
'ETH': 'ethereum',
'USDT': 'thether',
'BNB': 'binance-coin'
}
_cryptomap: Dict = {}
def __new__(cls):
if CryptoToFiatConverter.__instance is None:
@@ -91,6 +87,15 @@ class CryptoToFiatConverter(object):
def __init__(self) -> None:
self._pairs = []
self._load_cryptomap()
def _load_cryptomap(self) -> None:
try:
coinlistings = self._coinmarketcap.listings()
self._cryptomap = dict(map(lambda coin: (coin["symbol"], str(coin["id"])),
coinlistings["data"]))
except ValueError:
logger.error("Could not load FIAT Cryptocurrency map")
def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
"""
@@ -182,16 +187,17 @@ class CryptoToFiatConverter(object):
if not self._is_supported_fiat(fiat=fiat_symbol):
raise ValueError('The fiat {} is not supported.'.format(fiat_symbol))
if crypto_symbol not in self.CRYPTOMAP:
if crypto_symbol not in self._cryptomap:
# return 0 for unsupported stake currencies (fiat-convert should not break the bot)
logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
return 0.0
try:
return float(
self._coinmarketcap.ticker(
currency=self.CRYPTOMAP[crypto_symbol],
currency=self._cryptomap[crypto_symbol],
convert=fiat_symbol
)[0]['price_' + fiat_symbol.lower()]
)['data']['quotes'][fiat_symbol.upper()]['price']
)
except BaseException:
except BaseException as ex:
logger.error("Error in _find_price: %s", ex)
return 0.0

6
freqtrade/freqtradebot.py
View File

@@ -330,6 +330,7 @@ class FreqtradeBot(object):
fee_open=fee,
fee_close=fee,
open_rate=buy_limit,
open_rate_requested=buy_limit,
open_date=datetime.utcnow(),
exchange=exchange.get_id(),
open_order_id=order_id
@@ -396,7 +397,7 @@ class FreqtradeBot(object):
return order_amount
# use fee from order-dict if possible
if 'fee' in order and order['fee']:
if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}):
if trade.pair.startswith(order['fee']['currency']):
new_amount = order_amount - order['fee']['cost']
logger.info("Applying fee on amount for %s (from %s to %s) from Order",
@@ -413,7 +414,7 @@ class FreqtradeBot(object):
fee_abs = 0
for exectrade in trades:
amount += exectrade['amount']
if "fee" in exectrade:
if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}):
# only applies if fee is in quote currency!
if trade.pair.startswith(exectrade['fee']['currency']):
fee_abs += exectrade['fee']['cost']
@@ -538,6 +539,7 @@ class FreqtradeBot(object):
# Execute sell and update trade record
order_id = exchange.sell(str(trade.pair), limit, trade.amount)['id']
trade.open_order_id = order_id
trade.close_rate_requested = limit
fmt_exp_profit = round(trade.calc_profit_percent(rate=limit) * 100, 2)
profit_trade = trade.calc_profit(rate=limit)

103
freqtrade/persistence.py
View File

@@ -15,6 +15,8 @@ from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm.scoping import scoped_session
from sqlalchemy.orm.session import sessionmaker
from sqlalchemy.pool import StaticPool
from sqlalchemy import inspect
logger = logging.getLogger(__name__)
@@ -50,12 +52,61 @@ def init(config: dict, engine: Optional[Engine] = None) -> None:
Trade.session = session()
Trade.query = session.query_property()
_DECL_BASE.metadata.create_all(engine)
check_migrate(engine)
# Clean dry_run DB
if _CONF.get('dry_run', False) and _CONF.get('dry_run_db', False):
clean_dry_run_db()
def has_column(columns, searchname: str) -> bool:
return len(list(filter(lambda x: x["name"] == searchname, columns))) == 1
def check_migrate(engine) -> None:
"""
Checks if migration is necessary and migrates if necessary
"""
inspector = inspect(engine)
cols = inspector.get_columns('trades')
if not has_column(cols, 'fee_open'):
# Schema migration necessary
engine.execute("alter table trades rename to trades_bak")
# let SQLAlchemy create the schema as required
_DECL_BASE.metadata.create_all(engine)
# Copy data back - following the correct schema
engine.execute("""insert into trades
(id, exchange, pair, is_open, fee_open, fee_close, open_rate,
open_rate_requested, close_rate, close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id)
select id, lower(exchange),
case
when instr(pair, '_') != 0 then
substr(pair, instr(pair, '_') + 1) || '/' ||
substr(pair, 1, instr(pair, '_') - 1)
else pair
end
pair,
is_open, fee fee_open, fee fee_close,
open_rate, null open_rate_requested, close_rate,
null close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id
from trades_bak
""")
# Reread columns - the above recreated the table!
inspector = inspect(engine)
cols = inspector.get_columns('trades')
if not has_column(cols, 'open_rate_requested'):
engine.execute("alter table trades add open_rate_requested float")
if not has_column(cols, 'close_rate_requested'):
engine.execute("alter table trades add close_rate_requested float")
def cleanup() -> None:
"""
Flushes all pending operations to disk.
@@ -88,13 +139,21 @@ class Trade(_DECL_BASE):
fee_open = Column(Float, nullable=False, default=0.0)
fee_close = Column(Float, nullable=False, default=0.0)
open_rate = Column(Float)
open_rate_requested = Column(Float)
close_rate = Column(Float)
close_rate_requested = Column(Float)
close_profit = Column(Float)
stake_amount = Column(Float, nullable=False)
amount = Column(Float)
open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
close_date = Column(DateTime)
open_order_id = Column(String)
# absolute value of the stop loss
stop_loss = Column(Float, nullable=False, default=0.0)
# absolute value of the initial stop loss
initial_stop_loss = Column(Float, nullable=False, default=0.0)
# absolute value of the highest reached price
max_rate = Column(Float, nullable=False, default=0.0)
def __repr__(self):
return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
@@ -105,6 +164,50 @@ class Trade(_DECL_BASE):
arrow.get(self.open_date).humanize() if self.is_open else 'closed'
)
def adjust_stop_loss(self, current_price, stoploss):
"""
this adjusts the stop loss to it's most recently observed
setting
:param current_price:
:param stoploss:
:return:
"""
new_loss = Decimal(current_price * (1 - abs(stoploss)))
# keeping track of the highest observed rate for this trade
if self.max_rate is None:
self.max_rate = current_price
else:
if current_price > self.max_rate:
self.max_rate = current_price
# no stop loss assigned yet
if self.stop_loss is None or self.stop_loss == 0:
logger.debug("assigning new stop loss")
self.stop_loss = new_loss
self.initial_stop_loss = new_loss
# evaluate if the stop loss needs to be updated
else:
if new_loss > self.stop_loss: # stop losses only walk up, never down!
self.stop_loss = new_loss
logger.debug("adjusted stop loss")
else:
logger.debug("keeping current stop loss")
logger.debug(
"{} - current price {:.8f}, bought at {:.8f} and calculated "
"stop loss is at: {:.8f} initial stop at {:.8f}. trailing stop loss saved us: {:.8f} "
"and max observed rate was {:.8f}".format(
self.pair, current_price, self.open_rate,
self.initial_stop_loss,
self.stop_loss, float(self.stop_loss) - float(self.initial_stop_loss),
self.max_rate
))
def update(self, order: Dict) -> None:
"""
Updates this entity with amount and actual open/close rates.

44
freqtrade/rpc/rpc.py
View File

@@ -63,6 +63,7 @@ class RPC(object):
"*Close Rate:* `{close_rate}`\n" \
"*Current Rate:* `{current_rate:.8f}`\n" \
"*Close Profit:* `{close_profit}`\n" \
"*Stake Value:* `{stake_value}`\n" \
"*Current Profit:* `{current_profit:.2f}%`\n" \
"*Open Order:* `{open_order}`"\
.format(
@@ -75,6 +76,7 @@ class RPC(object):
current_rate=current_rate,
amount=round(trade.amount, 8),
close_profit=fmt_close_profit,
stake_value=round(current_rate * trade.amount, 8),
current_profit=round(current_profit * 100, 2),
open_order='({} {} rem={:.8f})'.format(
order['type'], order['side'], order['remaining']
@@ -98,10 +100,11 @@ class RPC(object):
trade.id,
trade.pair,
shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate))
'{:.2f}%'.format(100 * trade.calc_profit_percent(current_rate)),
'{:.8f}'.format(trade.amount * current_rate)
])
columns = ['ID', 'Pair', 'Since', 'Profit']
columns = ['ID', 'Pair', 'Since', 'Profit', 'Value']
df_statuses = DataFrame.from_records(trades_list, columns=columns)
df_statuses = df_statuses.set_index(columns[0])
# The style used throughout is to return a tuple
@@ -245,35 +248,34 @@ class RPC(object):
"""
:return: current account balance per crypto
"""
balances = [
c for c in exchange.get_balances()
if c['Balance'] or c['Available'] or c['Pending']
]
if not balances:
return True, '`All balances are zero.`'
output = []
total = 0.0
for currency in balances:
coin = currency['Currency']
for coin, balance in exchange.get_balances().items():
if not balance['total']:
continue
rate = None
if coin == 'BTC':
currency["Rate"] = 1.0
rate = 1.0
else:
if coin == 'USDT':
currency["Rate"] = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
rate = 1.0 / exchange.get_ticker('BTC/USDT', False)['bid']
else:
currency["Rate"] = exchange.get_ticker(coin + '/BTC', False)['bid']
currency['BTC'] = currency["Rate"] * currency["Balance"]
total = total + currency['BTC']
rate = exchange.get_ticker(coin + '/BTC', False)['bid']
est_btc: float = rate * balance['total']
total = total + est_btc
output.append(
{
'currency': currency['Currency'],
'available': currency['Available'],
'balance': currency['Balance'],
'pending': currency['Pending'],
'est_btc': currency['BTC']
'currency': coin,
'available': balance['free'],
'balance': balance['total'],
'pending': balance['used'],
'est_btc': est_btc
}
)
if total == 0.0:
return True, '`All balances are zero.`'
fiat = self.freqtrade.fiat_converter
symbol = fiat_display_currency
value = fiat.convert_amount(total, 'BTC', symbol)

18
freqtrade/rpc/telegram.py
View File

@@ -264,17 +264,15 @@ class Telegram(RPC):
(currencys, total, symbol, value) = result
output = ''
for currency in currencys:
output += """*Currency*: {currency}
*Available*: {available}
*Balance*: {balance}
*Pending*: {pending}
*Est. BTC*: {est_btc: .8f}
""".format(**currency)
output += "*{currency}:*\n" \
"\t`Available: {available: .8f}`\n" \
"\t`Balance: {balance: .8f}`\n" \
"\t`Pending: {pending: .8f}`\n" \
"\t`Est. BTC: {est_btc: .8f}`\n".format(**currency)
output += """*Estimated Value*:
*BTC*: {0: .8f}
*{1}*: {2: .2f}
""".format(total, symbol, value)
output += "\n*Estimated Value*:\n" \
"\t`BTC: {0: .8f}`\n" \
"\t`{1}: {2: .2f}`\n".format(total, symbol, value)
self.send_msg(output)
@authorized_only

25
freqtrade/tests/conftest.py
View File

@@ -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
@@ -38,7 +39,8 @@ 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())
@@ -50,6 +52,27 @@ 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(

38
freqtrade/tests/rpc/test_rpc.py
View File

@@ -67,6 +67,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'*Close Rate:* `None`\n'
'*Current Rate:* `0.00001098`\n'
'*Close Profit:* `None`\n'
'*Stake Value:* `0.00099909`\n'
'*Current Profit:* `-0.59%`\n'
'*Open Order:* `(limit buy rem=0.00000000)`'
]
@@ -106,6 +107,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
assert 'just now' in result['Since'].all()
assert 'ETH/BTC' in result['Pair'].all()
assert '-0.59%' in result['Profit'].all()
assert 'Value' in result
def test_rpc_daily_profit(default_conf, update, ticker, fee,
@@ -288,22 +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(
@@ -324,15 +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
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@@ -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
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@@ -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
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@@ -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"

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