Merge branch 'develop' into keep_dataframe_noapi
This commit is contained in:
@@ -1425,7 +1425,7 @@ def trades_for_order():
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@pytest.fixture(scope="function")
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def trades_history():
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return [[1565798399463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
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return [[1565798389463, '126181329', None, 'buy', 0.019627, 0.04, 0.00078508],
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[1565798399629, '126181330', None, 'buy', 0.019627, 0.244, 0.004788987999999999],
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[1565798399752, '126181331', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
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[1565798399862, '126181332', None, 'sell', 0.019626, 0.011, 0.00021588599999999999],
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@@ -5,7 +5,7 @@ import pytest
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from pandas import DataFrame
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.exceptions import ExchangeError, OperationalException
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from freqtrade.pairlist.pairlistmanager import PairListManager
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from freqtrade.state import RunMode
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from tests.conftest import get_patched_exchange
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@@ -165,7 +165,7 @@ def test_ticker(mocker, default_conf, tickers):
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assert 'symbol' in res
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assert res['symbol'] == 'ETH/BTC'
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ticker_mock = MagicMock(side_effect=DependencyException('Pair not found'))
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ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found'))
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mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock)
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exchange = get_patched_exchange(mocker, default_conf)
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dp = DataProvider(default_conf, exchange)
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@@ -557,6 +557,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
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assert ght_mock.call_count == 1
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# Check this in seconds - since we had to convert to seconds above too.
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assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
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assert ght_mock.call_args_list[0][1]['from_id'] is not None
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# clean files freshly downloaded
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_clean_test_file(file1)
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@@ -568,6 +569,27 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
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pair='ETH/BTC')
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assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
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file2 = testdatadir / 'XRP_ETH-trades.json.gz'
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_backup_file(file2, True)
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ght_mock.reset_mock()
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mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
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ght_mock)
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# Since before first start date
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since_time = int(trades_history[0][0] // 1000) - 500
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timerange = TimeRange('date', None, since_time, 0)
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assert _download_trades_history(data_handler=data_handler, exchange=exchange,
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pair='XRP/ETH', timerange=timerange)
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assert ght_mock.call_count == 1
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assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time
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assert ght_mock.call_args_list[0][1]['from_id'] is None
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assert log_has_re(r'Start earlier than available data. Redownloading trades for.*', caplog)
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_clean_test_file(file2)
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def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
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@@ -5,8 +5,9 @@ import ccxt
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import pytest
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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OperationalException, TemporaryError)
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OperationalException)
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from tests.conftest import get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@pytest.mark.parametrize('limitratio,expected', [
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@@ -62,15 +63,9 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected):
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(TemporaryError):
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api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
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api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
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exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={})
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def test_stoploss_order_dry_run_binance(default_conf, mocker):
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@@ -4,17 +4,17 @@ import copy
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import logging
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from datetime import datetime, timezone
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from random import randint
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from unittest.mock import MagicMock, Mock, PropertyMock
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from unittest.mock import MagicMock, Mock, PropertyMock, patch
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import arrow
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import ccxt
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import pytest
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from pandas import DataFrame
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from freqtrade.exceptions import (DependencyException, InvalidOrderException,
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from freqtrade.exceptions import (DependencyException, InvalidOrderException, DDosProtection,
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OperationalException, TemporaryError)
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from freqtrade.exchange import Binance, Exchange, Kraken
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from freqtrade.exchange.common import API_RETRY_COUNT
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from freqtrade.exchange.common import API_RETRY_COUNT, calculate_backoff
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from freqtrade.exchange.exchange import (market_is_active, symbol_is_pair,
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timeframe_to_minutes,
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timeframe_to_msecs,
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@@ -37,12 +37,20 @@ def get_mock_coro(return_value):
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def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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fun, mock_ccxt_fun, **kwargs):
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fun, mock_ccxt_fun, retries=API_RETRY_COUNT + 1, **kwargs):
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with patch('freqtrade.exchange.common.time.sleep'):
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with pytest.raises(DDosProtection):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(TemporaryError):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(OperationalException):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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@@ -51,12 +59,21 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
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async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
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async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun,
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retries=API_RETRY_COUNT + 1, **kwargs):
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with patch('freqtrade.exchange.common.asyncio.sleep', get_mock_coro(None)):
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with pytest.raises(DDosProtection):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("Dooh"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(TemporaryError):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock)
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await getattr(exchange, fun)(**kwargs)
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assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
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assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
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with pytest.raises(OperationalException):
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api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
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@@ -1127,9 +1144,10 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
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exchange.get_balance(currency='BTC')
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def test_get_balances_dry_run(default_conf, mocker):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_balances_dry_run(default_conf, mocker, exchange_name):
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default_conf['dry_run'] = True
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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assert exchange.get_balances() == {}
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@@ -1847,36 +1865,48 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_order(default_conf, mocker, exchange_name):
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def test_fetch_order(default_conf, mocker, exchange_name):
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default_conf['dry_run'] = True
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order = MagicMock()
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order.myid = 123
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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exchange._dry_run_open_orders['X'] = order
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assert exchange.get_order('X', 'TKN/BTC').myid == 123
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assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
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with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
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exchange.get_order('Y', 'TKN/BTC')
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exchange.fetch_order('Y', 'TKN/BTC')
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default_conf['dry_run'] = False
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api_mock = MagicMock()
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api_mock.fetch_order = MagicMock(return_value=456)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert exchange.get_order('X', 'TKN/BTC') == 456
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assert exchange.fetch_order('X', 'TKN/BTC') == 456
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with pytest.raises(InvalidOrderException):
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api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_order(order_id='_', pair='TKN/BTC')
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exchange.fetch_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_order.call_count == 1
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api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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with patch('freqtrade.exchange.common.time.sleep') as tm:
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with pytest.raises(InvalidOrderException):
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exchange.fetch_order(order_id='_', pair='TKN/BTC')
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# Ensure backoff is called
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assert tm.call_args_list[0][0][0] == 1
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assert tm.call_args_list[1][0][0] == 2
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assert tm.call_args_list[2][0][0] == 5
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assert tm.call_args_list[3][0][0] == 10
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assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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'get_order', 'fetch_order',
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'fetch_order', 'fetch_order',
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order_id='_', pair='TKN/BTC')
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@pytest.mark.parametrize("exchange_name", EXCHANGES)
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def test_get_stoploss_order(default_conf, mocker, exchange_name):
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def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
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# Don't test FTX here - that needs a seperate test
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if exchange_name == 'ftx':
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return
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@@ -1885,25 +1915,25 @@ def test_get_stoploss_order(default_conf, mocker, exchange_name):
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order.myid = 123
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exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
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exchange._dry_run_open_orders['X'] = order
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assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
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assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
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with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
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exchange.get_stoploss_order('Y', 'TKN/BTC')
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exchange.fetch_stoploss_order('Y', 'TKN/BTC')
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default_conf['dry_run'] = False
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api_mock = MagicMock()
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api_mock.fetch_order = MagicMock(return_value=456)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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assert exchange.get_stoploss_order('X', 'TKN/BTC') == 456
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assert exchange.fetch_stoploss_order('X', 'TKN/BTC') == 456
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with pytest.raises(InvalidOrderException):
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api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
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exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
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exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_order.call_count == 1
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
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'get_stoploss_order', 'fetch_order',
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'fetch_stoploss_order', 'fetch_order',
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order_id='_', pair='TKN/BTC')
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@@ -2111,6 +2141,13 @@ def test_get_markets(default_conf, mocker, markets,
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assert sorted(pairs.keys()) == sorted(expected_keys)
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def test_get_markets_error(default_conf, mocker):
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ex = get_patched_exchange(mocker, default_conf)
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None))
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with pytest.raises(OperationalException, match="Markets were not loaded."):
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ex.get_markets('LTC', 'USDT', True, False)
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|
||||
|
||||
def test_timeframe_to_minutes():
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assert timeframe_to_minutes("5m") == 5
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assert timeframe_to_minutes("10m") == 10
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@@ -2271,3 +2308,15 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
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ex = get_patched_exchange(mocker, default_conf)
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||||
assert ex.calculate_fee_rate(order) == expected
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||||
|
||||
|
||||
@pytest.mark.parametrize('retrycount,max_retries,expected', [
|
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(0, 3, 10),
|
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(1, 3, 5),
|
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(2, 3, 2),
|
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(3, 3, 1),
|
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(0, 1, 2),
|
||||
(1, 1, 1),
|
||||
])
|
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def test_calculate_backoff(retrycount, max_retries, expected):
|
||||
assert calculate_backoff(retrycount, max_retries) == expected
|
||||
|
@@ -6,9 +6,9 @@ from unittest.mock import MagicMock
|
||||
import ccxt
|
||||
import pytest
|
||||
|
||||
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
|
||||
OperationalException, TemporaryError)
|
||||
from freqtrade.exceptions import DependencyException, InvalidOrderException
|
||||
from tests.conftest import get_patched_exchange
|
||||
|
||||
from .test_exchange import ccxt_exceptionhandlers
|
||||
|
||||
STOPLOSS_ORDERTYPE = 'stop'
|
||||
@@ -85,15 +85,9 @@ def test_stoploss_order_ftx(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
|
||||
"stoploss", "create_order", retries=1,
|
||||
pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
|
||||
def test_stoploss_order_dry_run_ftx(default_conf, mocker):
|
||||
@@ -130,34 +124,34 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
|
||||
assert not exchange.stoploss_adjust(1501, order)
|
||||
|
||||
|
||||
def test_get_stoploss_order(default_conf, mocker):
|
||||
def test_fetch_stoploss_order(default_conf, mocker):
|
||||
default_conf['dry_run'] = True
|
||||
order = MagicMock()
|
||||
order.myid = 123
|
||||
exchange = get_patched_exchange(mocker, default_conf, id='ftx')
|
||||
exchange._dry_run_open_orders['X'] = order
|
||||
assert exchange.get_stoploss_order('X', 'TKN/BTC').myid == 123
|
||||
assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
|
||||
|
||||
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
|
||||
exchange.get_stoploss_order('Y', 'TKN/BTC')
|
||||
exchange.fetch_stoploss_order('Y', 'TKN/BTC')
|
||||
|
||||
default_conf['dry_run'] = False
|
||||
api_mock = MagicMock()
|
||||
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
|
||||
assert exchange.get_stoploss_order('X', 'TKN/BTC')['status'] == '456'
|
||||
assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
|
||||
|
||||
api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
|
||||
with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
|
||||
exchange.get_stoploss_order('X', 'TKN/BTC')['status']
|
||||
exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
|
||||
|
||||
with pytest.raises(InvalidOrderException):
|
||||
api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
|
||||
exchange.get_stoploss_order(order_id='_', pair='TKN/BTC')
|
||||
exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
|
||||
assert api_mock.fetch_orders.call_count == 1
|
||||
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
|
||||
'get_stoploss_order', 'fetch_orders',
|
||||
'fetch_stoploss_order', 'fetch_orders',
|
||||
order_id='_', pair='TKN/BTC')
|
||||
|
@@ -6,8 +6,7 @@ from unittest.mock import MagicMock
|
||||
import ccxt
|
||||
import pytest
|
||||
|
||||
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
|
||||
OperationalException, TemporaryError)
|
||||
from freqtrade.exceptions import DependencyException, InvalidOrderException
|
||||
from tests.conftest import get_patched_exchange
|
||||
from tests.exchange.test_exchange import ccxt_exceptionhandlers
|
||||
|
||||
@@ -206,15 +205,9 @@ def test_stoploss_order_kraken(default_conf, mocker):
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(TemporaryError):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
|
||||
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
|
||||
exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
|
||||
exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
|
||||
"stoploss", "create_order", retries=1,
|
||||
pair='ETH/BTC', amount=1, stop_price=220, order_types={})
|
||||
|
||||
|
||||
def test_stoploss_order_dry_run_kraken(default_conf, mocker):
|
||||
|
@@ -401,6 +401,38 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
|
||||
Backtesting(default_conf)
|
||||
|
||||
|
||||
def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
|
||||
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
|
||||
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
|
||||
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
|
||||
PropertyMock(return_value=['XRP/BTC']))
|
||||
mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.refresh_pairlist')
|
||||
|
||||
default_conf['ticker_interval'] = "1m"
|
||||
default_conf['datadir'] = testdatadir
|
||||
default_conf['export'] = None
|
||||
# Use stoploss from strategy
|
||||
del default_conf['stoploss']
|
||||
default_conf['timerange'] = '20180101-20180102'
|
||||
|
||||
default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
|
||||
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
|
||||
Backtesting(default_conf)
|
||||
|
||||
default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
|
||||
Backtesting(default_conf)
|
||||
|
||||
# Multiple strategies
|
||||
default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
|
||||
with pytest.raises(OperationalException,
|
||||
match='PrecisionFilter not allowed for backtesting multiple strategies.'):
|
||||
Backtesting(default_conf)
|
||||
|
||||
|
||||
def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
|
||||
default_conf['ask_strategy']['use_sell_signal'] = False
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
|
@@ -57,6 +57,31 @@ def whitelist_conf_2(default_conf):
|
||||
return default_conf
|
||||
|
||||
|
||||
@pytest.fixture(scope="function")
|
||||
def whitelist_conf_3(default_conf):
|
||||
default_conf['stake_currency'] = 'BTC'
|
||||
default_conf['exchange']['pair_whitelist'] = [
|
||||
'ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC',
|
||||
'BTT/BTC', 'HOT/BTC', 'FUEL/BTC', 'XRP/BTC'
|
||||
]
|
||||
default_conf['exchange']['pair_blacklist'] = [
|
||||
'BLK/BTC'
|
||||
]
|
||||
default_conf['pairlists'] = [
|
||||
{
|
||||
"method": "VolumePairList",
|
||||
"number_assets": 5,
|
||||
"sort_key": "quoteVolume",
|
||||
"refresh_period": 0,
|
||||
},
|
||||
{
|
||||
"method": "AgeFilter",
|
||||
"min_days_listed": 2
|
||||
}
|
||||
]
|
||||
return default_conf
|
||||
|
||||
|
||||
@pytest.fixture(scope="function")
|
||||
def static_pl_conf(whitelist_conf):
|
||||
whitelist_conf['pairlists'] = [
|
||||
@@ -220,11 +245,20 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
|
||||
# No pair for ETH, all handlers
|
||||
([{"method": "StaticPairList"},
|
||||
{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
|
||||
{"method": "AgeFilter", "min_days_listed": 2},
|
||||
{"method": "PrecisionFilter"},
|
||||
{"method": "PriceFilter", "low_price_ratio": 0.03},
|
||||
{"method": "SpreadFilter", "max_spread_ratio": 0.005},
|
||||
{"method": "ShuffleFilter"}],
|
||||
"ETH", []),
|
||||
# AgeFilter and VolumePairList (require 2 days only, all should pass age test)
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
|
||||
{"method": "AgeFilter", "min_days_listed": 2}],
|
||||
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
|
||||
# AgeFilter and VolumePairList (require 10 days, all should fail age test)
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
|
||||
{"method": "AgeFilter", "min_days_listed": 10}],
|
||||
"BTC", []),
|
||||
# Precisionfilter and quote volume
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
|
||||
{"method": "PrecisionFilter"}],
|
||||
@@ -272,7 +306,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
|
||||
# ShuffleFilter, no seed
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
|
||||
{"method": "ShuffleFilter"}],
|
||||
"USDT", 3), # whitelist_result is integer -- check only lenght of randomized pairlist
|
||||
"USDT", 3), # whitelist_result is integer -- check only length of randomized pairlist
|
||||
# AgeFilter only
|
||||
([{"method": "AgeFilter", "min_days_listed": 2}],
|
||||
"BTC", 'filter_at_the_beginning'), # OperationalException expected
|
||||
# PrecisionFilter after StaticPairList
|
||||
([{"method": "StaticPairList"},
|
||||
{"method": "PrecisionFilter"}],
|
||||
@@ -307,8 +344,8 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
|
||||
"BTC", 'static_in_the_middle'),
|
||||
])
|
||||
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
|
||||
pairlists, base_currency, whitelist_result,
|
||||
caplog) -> None:
|
||||
ohlcv_history_list, pairlists, base_currency,
|
||||
whitelist_result, caplog) -> None:
|
||||
whitelist_conf['pairlists'] = pairlists
|
||||
whitelist_conf['stake_currency'] = base_currency
|
||||
|
||||
@@ -324,8 +361,12 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
|
||||
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
|
||||
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
||||
get_tickers=tickers,
|
||||
markets=PropertyMock(return_value=shitcoinmarkets),
|
||||
markets=PropertyMock(return_value=shitcoinmarkets)
|
||||
)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
|
||||
)
|
||||
|
||||
# Set whitelist_result to None if pairlist is invalid and should produce exception
|
||||
if whitelist_result == 'filter_at_the_beginning':
|
||||
@@ -346,6 +387,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
|
||||
len(whitelist) == whitelist_result
|
||||
|
||||
for pairlist in pairlists:
|
||||
if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
|
||||
len(ohlcv_history_list) <= pairlist['min_days_listed']:
|
||||
assert log_has_re(r'^Removed .* from whitelist, because age is less than '
|
||||
r'.* day.*', caplog)
|
||||
if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
|
||||
assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
|
||||
r'would be <= stop limit.*', caplog)
|
||||
@@ -362,6 +407,17 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
|
||||
assert not log_has(logmsg, caplog)
|
||||
|
||||
|
||||
def test_PrecisionFilter_error(mocker, whitelist_conf, tickers) -> None:
|
||||
whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
|
||||
del whitelist_conf['stoploss']
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"PrecisionFilter can only work with stoploss defined\..*"):
|
||||
PairListManager(MagicMock, whitelist_conf)
|
||||
|
||||
|
||||
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
|
||||
default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
|
||||
|
||||
@@ -468,6 +524,29 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
|
||||
assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf
|
||||
|
||||
|
||||
def test_agefilter_caching(mocker, markets, whitelist_conf_3, tickers, ohlcv_history_list):
|
||||
|
||||
mocker.patch.multiple('freqtrade.exchange.Exchange',
|
||||
markets=PropertyMock(return_value=markets),
|
||||
exchange_has=MagicMock(return_value=True),
|
||||
get_tickers=tickers
|
||||
)
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list),
|
||||
)
|
||||
|
||||
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_3)
|
||||
assert freqtrade.exchange.get_historic_ohlcv.call_count == 0
|
||||
freqtrade.pairlists.refresh_pairlist()
|
||||
assert freqtrade.exchange.get_historic_ohlcv.call_count > 0
|
||||
|
||||
previous_call_count = freqtrade.exchange.get_historic_ohlcv.call_count
|
||||
freqtrade.pairlists.refresh_pairlist()
|
||||
# Should not have increased since first call.
|
||||
assert freqtrade.exchange.get_historic_ohlcv.call_count == previous_call_count
|
||||
|
||||
|
||||
def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):
|
||||
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
||||
|
||||
|
@@ -8,12 +8,13 @@ import pytest
|
||||
from numpy import isnan
|
||||
|
||||
from freqtrade.edge import PairInfo
|
||||
from freqtrade.exceptions import DependencyException, TemporaryError
|
||||
from freqtrade.exceptions import ExchangeError, TemporaryError
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.rpc import RPC, RPCException
|
||||
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
|
||||
from freqtrade.state import State
|
||||
from tests.conftest import get_patched_freqtradebot, patch_get_signal, create_mock_trades
|
||||
from tests.conftest import (create_mock_trades, get_patched_freqtradebot,
|
||||
patch_get_signal)
|
||||
|
||||
|
||||
# Functions for recurrent object patching
|
||||
@@ -106,7 +107,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
||||
}
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
|
||||
MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
|
||||
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
results = rpc._rpc_trade_status()
|
||||
assert isnan(results[0]['current_profit'])
|
||||
assert isnan(results[0]['current_rate'])
|
||||
@@ -209,7 +210,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
||||
assert '-0.41% (-0.06)' == result[0][3]
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
|
||||
MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
|
||||
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
result, headers = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
||||
assert 'instantly' == result[0][2]
|
||||
assert 'ETH/BTC' in result[0][1]
|
||||
@@ -365,7 +366,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
||||
|
||||
# Test non-available pair
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
|
||||
MagicMock(side_effect=DependencyException("Pair 'ETH/BTC' not available")))
|
||||
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
||||
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
||||
assert stats['trade_count'] == 2
|
||||
assert stats['first_trade_date'] == 'just now'
|
||||
@@ -606,7 +607,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
cancel_order=cancel_order_mock,
|
||||
get_order=MagicMock(
|
||||
fetch_order=MagicMock(
|
||||
return_value={
|
||||
'status': 'closed',
|
||||
'type': 'limit',
|
||||
@@ -652,7 +653,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
trade = Trade.query.filter(Trade.id == '1').first()
|
||||
filled_amount = trade.amount / 2
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_order',
|
||||
'freqtrade.exchange.Exchange.fetch_order',
|
||||
return_value={
|
||||
'status': 'open',
|
||||
'type': 'limit',
|
||||
@@ -671,7 +672,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
amount = trade.amount
|
||||
# make an limit-buy open trade, if there is no 'filled', don't sell it
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_order',
|
||||
'freqtrade.exchange.Exchange.fetch_order',
|
||||
return_value={
|
||||
'status': 'open',
|
||||
'type': 'limit',
|
||||
@@ -688,7 +689,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
||||
freqtradebot.enter_positions()
|
||||
# make an limit-sell open trade
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.get_order',
|
||||
'freqtrade.exchange.Exchange.fetch_order',
|
||||
return_value={
|
||||
'status': 'open',
|
||||
'type': 'limit',
|
||||
|
@@ -24,6 +24,7 @@ def botclient(default_conf, mocker):
|
||||
default_conf.update({"api_server": {"enabled": True,
|
||||
"listen_ip_address": "127.0.0.1",
|
||||
"listen_port": 8080,
|
||||
"CORS_origins": ['http://example.com'],
|
||||
"username": _TEST_USER,
|
||||
"password": _TEST_PASS,
|
||||
}})
|
||||
@@ -40,13 +41,13 @@ def client_post(client, url, data={}):
|
||||
content_type="application/json",
|
||||
data=data,
|
||||
headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
|
||||
'Origin': 'example.com'})
|
||||
'Origin': 'http://example.com'})
|
||||
|
||||
|
||||
def client_get(client, url):
|
||||
# Add fake Origin to ensure CORS kicks in
|
||||
return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
|
||||
'Origin': 'example.com'})
|
||||
'Origin': 'http://example.com'})
|
||||
|
||||
|
||||
def assert_response(response, expected_code=200, needs_cors=True):
|
||||
@@ -54,6 +55,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
|
||||
assert response.content_type == "application/json"
|
||||
if needs_cors:
|
||||
assert ('Access-Control-Allow-Credentials', 'true') in response.headers._list
|
||||
assert ('Access-Control-Allow-Origin', 'http://example.com') in response.headers._list
|
||||
|
||||
|
||||
def test_api_not_found(botclient):
|
||||
@@ -110,7 +112,7 @@ def test_api_token_login(botclient):
|
||||
rc = client.get(f"{BASE_URI}/count",
|
||||
content_type="application/json",
|
||||
headers={'Authorization': f'Bearer {rc.json["access_token"]}',
|
||||
'Origin': 'example.com'})
|
||||
'Origin': 'http://example.com'})
|
||||
assert_response(rc)
|
||||
|
||||
|
||||
@@ -122,7 +124,7 @@ def test_api_token_refresh(botclient):
|
||||
content_type="application/json",
|
||||
data=None,
|
||||
headers={'Authorization': f'Bearer {rc.json["refresh_token"]}',
|
||||
'Origin': 'example.com'})
|
||||
'Origin': 'http://example.com'})
|
||||
assert_response(rc)
|
||||
assert 'access_token' in rc.json
|
||||
assert 'refresh_token' not in rc.json
|
||||
|
@@ -9,13 +9,12 @@ from unittest.mock import ANY, MagicMock, PropertyMock
|
||||
|
||||
import arrow
|
||||
import pytest
|
||||
import requests
|
||||
|
||||
from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC,
|
||||
UNLIMITED_STAKE_AMOUNT)
|
||||
from freqtrade.exceptions import (DependencyException, InvalidOrderException,
|
||||
OperationalException, PricingError,
|
||||
TemporaryError)
|
||||
from freqtrade.exceptions import (DependencyException, ExchangeError,
|
||||
InvalidOrderException, OperationalException,
|
||||
PricingError, TemporaryError)
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.rpc import RPCMessageType
|
||||
@@ -763,7 +762,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -832,7 +831,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, fee, mock
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -859,7 +858,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
get_order=MagicMock(return_value=limit_buy_order),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order),
|
||||
get_fee=fee,
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -1107,7 +1106,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
||||
return_value=limit_buy_order['amount'])
|
||||
@@ -1169,7 +1168,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
trade.stoploss_order_id = 100
|
||||
|
||||
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', hanging_stoploss_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order)
|
||||
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert trade.stoploss_order_id == 100
|
||||
@@ -1182,7 +1181,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
trade.stoploss_order_id = 100
|
||||
|
||||
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', canceled_stoploss_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order)
|
||||
stoploss.reset_mock()
|
||||
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
@@ -1207,7 +1206,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
'average': 2,
|
||||
'amount': limit_buy_order['amount'],
|
||||
})
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hit)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit)
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is True
|
||||
assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog)
|
||||
assert trade.stoploss_order_id is None
|
||||
@@ -1215,18 +1214,18 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.stoploss',
|
||||
side_effect=DependencyException()
|
||||
side_effect=ExchangeError()
|
||||
)
|
||||
trade.is_open = True
|
||||
freqtrade.handle_stoploss_on_exchange(trade)
|
||||
assert log_has('Unable to place a stoploss order on exchange.', caplog)
|
||||
assert trade.stoploss_order_id is None
|
||||
|
||||
# Fifth case: get_order returns InvalidOrder
|
||||
# Fifth case: fetch_order returns InvalidOrder
|
||||
# It should try to add stoploss order
|
||||
trade.stoploss_order_id = 100
|
||||
stoploss.reset_mock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
|
||||
side_effect=InvalidOrderException())
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
|
||||
freqtrade.handle_stoploss_on_exchange(trade)
|
||||
@@ -1237,7 +1236,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
||||
trade.stoploss_order_id = None
|
||||
trade.is_open = False
|
||||
stoploss.reset_mock()
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order')
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order')
|
||||
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
|
||||
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
||||
assert stoploss.call_count == 0
|
||||
@@ -1258,8 +1257,8 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
|
||||
get_fee=fee,
|
||||
get_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
|
||||
stoploss=MagicMock(side_effect=DependencyException()),
|
||||
fetch_stoploss_order=MagicMock(return_value={'status': 'canceled'}),
|
||||
stoploss=MagicMock(side_effect=ExchangeError()),
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
@@ -1292,7 +1291,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
|
||||
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
|
||||
sell=sell_mock,
|
||||
get_fee=fee,
|
||||
get_order=MagicMock(return_value={'status': 'canceled'}),
|
||||
fetch_order=MagicMock(return_value={'status': 'canceled'}),
|
||||
stoploss=MagicMock(side_effect=InvalidOrderException()),
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -1375,7 +1374,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
|
||||
}
|
||||
})
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
|
||||
|
||||
# stoploss initially at 5%
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
@@ -1475,7 +1474,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
|
||||
}
|
||||
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
|
||||
side_effect=InvalidOrderException())
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
|
||||
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
|
||||
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
|
||||
|
||||
@@ -1485,7 +1484,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
|
||||
# Fail creating stoploss order
|
||||
caplog.clear()
|
||||
cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock())
|
||||
mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=DependencyException())
|
||||
mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError())
|
||||
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
|
||||
assert cancel_mock.call_count == 1
|
||||
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
|
||||
@@ -1555,7 +1554,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
||||
}
|
||||
})
|
||||
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_order_hanging)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
|
||||
|
||||
# stoploss initially at 20% as edge dictated it.
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
@@ -1632,7 +1631,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
||||
return_value=limit_buy_order['amount'])
|
||||
@@ -1656,7 +1655,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
|
||||
|
||||
def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
||||
|
||||
trade = MagicMock()
|
||||
trade.open_order_id = None
|
||||
@@ -1677,7 +1676,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
||||
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
||||
return_value=limit_buy_order['amount'])
|
||||
@@ -1716,8 +1715,8 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
|
||||
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
|
||||
mocker):
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
# get_order should not be called!!
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
|
||||
# fetch_order should not be called!!
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
|
||||
patch_exchange(mocker)
|
||||
Trade.session = MagicMock()
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
@@ -1741,8 +1740,8 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
|
||||
limit_buy_order, mocker, caplog):
|
||||
trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
# get_order should not be called!!
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
|
||||
# fetch_order should not be called!!
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
|
||||
patch_exchange(mocker)
|
||||
Trade.session = MagicMock()
|
||||
amount = sum(x['amount'] for x in trades_for_order)
|
||||
@@ -1767,7 +1766,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
|
||||
def test_update_trade_state_exception(mocker, default_conf,
|
||||
limit_buy_order, caplog) -> None:
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
||||
|
||||
trade = MagicMock()
|
||||
trade.open_order_id = '123'
|
||||
@@ -1784,7 +1783,7 @@ def test_update_trade_state_exception(mocker, default_conf,
|
||||
|
||||
def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
||||
MagicMock(side_effect=InvalidOrderException))
|
||||
|
||||
trade = MagicMock()
|
||||
@@ -1800,8 +1799,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
|
||||
|
||||
def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, mocker):
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
||||
# get_order should not be called!!
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order', MagicMock(side_effect=ValueError))
|
||||
# fetch_order should not be called!!
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
|
||||
wallet_mock = MagicMock()
|
||||
mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
|
||||
|
||||
@@ -2028,7 +2027,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order_old),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
)
|
||||
@@ -2077,7 +2076,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order_old),
|
||||
cancel_order_with_result=cancel_order_mock,
|
||||
get_fee=fee
|
||||
)
|
||||
@@ -2107,7 +2106,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order_old),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
)
|
||||
@@ -2134,7 +2133,7 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
|
||||
'freqtrade.exchange.Exchange',
|
||||
validate_pairs=MagicMock(),
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(side_effect=DependencyException),
|
||||
fetch_order=MagicMock(side_effect=ExchangeError),
|
||||
cancel_order=cancel_order_mock,
|
||||
get_fee=fee
|
||||
)
|
||||
@@ -2160,7 +2159,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_sell_order_old),
|
||||
fetch_order=MagicMock(return_value=limit_sell_order_old),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -2207,7 +2206,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_sell_order_old),
|
||||
fetch_order=MagicMock(return_value=limit_sell_order_old),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -2238,7 +2237,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_sell_order_old),
|
||||
fetch_order=MagicMock(return_value=limit_sell_order_old),
|
||||
cancel_order_with_result=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -2265,7 +2264,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order_with_result=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -2293,7 +2292,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order_with_result=cancel_order_mock,
|
||||
get_trades_for_order=MagicMock(return_value=trades_for_order),
|
||||
)
|
||||
@@ -2331,7 +2330,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
|
||||
cancel_order_with_result=cancel_order_mock,
|
||||
get_trades_for_order=MagicMock(return_value=trades_for_order),
|
||||
)
|
||||
@@ -2375,7 +2374,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
|
||||
mocker.patch.multiple(
|
||||
'freqtrade.exchange.Exchange',
|
||||
fetch_ticker=ticker,
|
||||
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
|
||||
fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
|
||||
cancel_order=cancel_order_mock
|
||||
)
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
@@ -2840,7 +2839,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
|
||||
"fee": None,
|
||||
"trades": None
|
||||
})
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_stoploss_order', stoploss_executed)
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed)
|
||||
|
||||
freqtrade.exit_positions(trades)
|
||||
assert trade.stoploss_order_id is None
|
||||
@@ -4083,7 +4082,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order,
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
|
||||
default_conf['cancel_open_orders_on_exit'] = True
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_order',
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
||||
side_effect=[DependencyException(), limit_sell_order, limit_buy_order])
|
||||
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
|
||||
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
|
||||
|
@@ -62,7 +62,7 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
|
||||
get_fee=fee,
|
||||
amount_to_precision=lambda s, x, y: y,
|
||||
price_to_precision=lambda s, x, y: y,
|
||||
get_stoploss_order=stoploss_order_mock,
|
||||
fetch_stoploss_order=stoploss_order_mock,
|
||||
cancel_stoploss_order=cancel_order_mock,
|
||||
)
|
||||
|
||||
|
Reference in New Issue
Block a user