Merge branch 'feat/short' into lev-freqtradebot

This commit is contained in:
Sam Germain
2021-10-13 19:02:57 -06:00
53 changed files with 902 additions and 313 deletions

View File

@@ -4,14 +4,14 @@
import logging
import time
from copy import deepcopy
from math import floor, isclose
from math import isclose
from unittest.mock import ANY, MagicMock, PropertyMock
import arrow
import pytest
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State
from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State, TradingMode
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
@@ -2832,16 +2832,22 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
)
# Prevented sell ...
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI)
)
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI)
)
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
@@ -4627,3 +4633,36 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
def test_leverage_prep():
# TODO-lev
return
@pytest.mark.parametrize('trading_mode,calls,t1,t2', [
(TradingMode.SPOT, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
(TradingMode.MARGIN, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
(TradingMode.FUTURES, 31, "2021-09-01 00:00:02", "2021-09-01 08:00:01"),
(TradingMode.FUTURES, 32, "2021-09-01 00:00:00", "2021-09-01 08:00:01"),
(TradingMode.FUTURES, 32, "2021-09-01 00:00:02", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-09-01 00:00:00", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:03"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:04"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:05"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:06"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:07"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:58", "2021-09-01 08:00:07"),
])
def test_update_funding_fees(mocker, default_conf, trading_mode, calls, time_machine,
t1, t2):
time_machine.move_to(f"{t1} +00:00")
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_funding_fees', return_value=True)
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
time_machine.move_to(f"{t2} +00:00")
# Check schedule jobs in debugging with freqtrade._schedule.jobs
freqtrade._schedule.run_pending()
assert freqtrade.update_funding_fees.call_count == calls