Extract open_trade generation from freqtradebot

freqtrade/freqtradebot.py

@@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import arrow
 from requests.exceptions import RequestException
 
-from freqtrade import (DependencyException, OperationalException, InvalidOrderException,
+from freqtrade import (DependencyException, InvalidOrderException,
                        __version__, constants, persistence)
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
@@ -508,7 +508,7 @@ class FreqtradeBot:
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")
-            raise OperationalException("Half bought? Amounts don't match")
+            raise DependencyException("Half bought? Amounts don't match")
         real_amount = amount - fee_abs
         if fee_abs != 0:
             logger.info(f"Applying fee on amount for {trade} "
@@ -536,7 +536,7 @@ class FreqtradeBot:
                     # Fee was applied, so set to 0
                     trade.fee_open = 0
 
-            except OperationalException as exception:
+            except DependencyException as exception:
                 logger.warning("Could not update trade amount: %s", exception)
 
             trade.update(order)

tests/conftest.py

@@ -9,8 +9,8 @@ from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
 import arrow
-import pytest
 import numpy as np
+import pytest
 from telegram import Chat, Message, Update
 
 from freqtrade import constants, persistence
@@ -19,10 +19,10 @@ from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
+from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.worker import Worker
 
-
 logging.getLogger('').setLevel(logging.INFO)
 
 
@@ -1069,3 +1069,19 @@ def import_fails() -> None:
 
     # restore previous importfunction
     builtins.__import__ = realimport
+
+
+@pytest.fixture(scope="function")
+def open_trade():
+    return Trade(
+        pair='ETH/BTC',
+        open_rate=0.00001099,
+        exchange='bittrex',
+        open_order_id='123456789',
+        amount=90.99181073,
+        fee_open=0.0,
+        fee_close=0.0,
+        stake_amount=1,
+        open_date=arrow.utcnow().shift(minutes=-601).datetime,
+        is_open=True
+    )

tests/test_freqtradebot.py

@@ -1916,7 +1916,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
         freqtrade.handle_trade(trade)
 
 
-def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None:
+def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
+                                   fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
@@ -1929,31 +1930,18 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    trade_buy = Trade(
+    Trade.session.add(open_trade)
-        pair='ETH/BTC',
-        open_rate=0.00001099,
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=arrow.utcnow().shift(minutes=-601).datetime,
-        is_open=True
-    )
-
-    Trade.session.add(trade_buy)
 
     # check it does cancel buy orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
-    trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 0
 
 
-def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old,
+def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
                                     fee, mocker, caplog) -> None:
     """ Handle Buy order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
@@ -1969,32 +1957,19 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old,
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    trade_buy = Trade(
+    Trade.session.add(open_trade)
-        pair='ETH/BTC',
-        open_rate=0.00001099,
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=arrow.utcnow().shift(minutes=-601).datetime,
-        is_open=True
-    )
-
-    Trade.session.add(trade_buy)
 
     # check it does cancel buy orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 1
-    trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 0
     assert log_has_re("Buy order canceled on Exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old,
+def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
                                              fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2009,31 +1984,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    trade_buy = Trade(
+    Trade.session.add(open_trade)
-        pair='ETH/BTC',
-        open_rate=0.00001099,
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=arrow.utcnow().shift(minutes=-601).datetime,
-        is_open=True
-    )
-
-    Trade.session.add(trade_buy)
 
     # check it does cancel buy orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 0
-    trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
     assert nb_trades == 1
 
 
-def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
+def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
+                                    open_trade) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
@@ -2045,30 +2008,20 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    trade_sell = Trade(
+    open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
-        pair='ETH/BTC',
+    open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
-        open_rate=0.00001099,
+    open_trade.is_open = False
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=arrow.utcnow().shift(hours=-5).datetime,
-        close_date=arrow.utcnow().shift(minutes=-601).datetime,
-        is_open=False
-    )
 
-    Trade.session.add(trade_sell)
+    Trade.session.add(open_trade)
 
     # check it does cancel sell orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
-    assert trade_sell.is_open is True
+    assert open_trade.is_open is True
 
 
-def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
+def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
                                      mocker, caplog) -> None:
     """ Handle sell order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
@@ -2083,32 +2036,22 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    trade_sell = Trade(
+    open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
-        pair='ETH/BTC',
+    open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
-        open_rate=0.00001099,
+    open_trade.is_open = False
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=arrow.utcnow().shift(hours=-5).datetime,
-        close_date=arrow.utcnow().shift(minutes=-601).datetime,
-        is_open=False
-    )
 
-    Trade.session.add(trade_sell)
+    Trade.session.add(open_trade)
 
     # check it does cancel sell orders over the time limit
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 1
-    assert trade_sell.is_open is True
+    assert open_trade.is_open is True
     assert log_has_re("Sell order canceled on exchange for Trade.*", caplog)
 
 
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
-                                       mocker) -> None:
+                                       open_trade, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
@@ -2120,33 +2063,20 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    trade_buy = Trade(
+    Trade.session.add(open_trade)
-        pair='ETH/BTC',
-        open_rate=0.00001099,
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=arrow.utcnow().shift(minutes=-601).datetime,
-        is_open=True
-    )
-
-    Trade.session.add(trade_buy)
 
     # check it does cancel buy orders over the time limit
     # note this is for a partially-complete buy order
     freqtrade.check_handle_timedout()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
-    trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     assert len(trades) == 1
     assert trades[0].amount == 23.0
-    assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
+    assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
 
 
-def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2164,26 +2094,12 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    open_date = arrow.utcnow().shift(minutes=-601)
+    Trade.session.add(open_trade)
-    trade_buy = Trade(
-        pair='ETH/BTC',
-        open_rate=0.00001099,
-        exchange='bittrex',
-        open_order_id='123456789',
-        amount=90.99181073,
-        fee_open=0.0,
-        fee_close=0.0,
-        stake_amount=1,
-        open_date=open_date.datetime,
-        is_open=True
-    )
-
-    Trade.session.add(trade_buy)
 
     freqtrade.check_handle_timedout()
     assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
                       r"open_rate=0.00001099, open_since="
-                      f"{open_date.strftime('%Y-%m-%d %H:%M:%S')}"
+                      f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
 
@@ -2204,9 +2120,11 @@ def test_handle_timedout_limit_buy(mocker, default_conf, limit_buy_order) -> Non
     limit_buy_order['remaining'] = limit_buy_order['amount']
     assert freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
     assert cancel_order_mock.call_count == 1
+
+    cancel_order_mock.reset_mock()
     limit_buy_order['amount'] = 2
     assert not freqtrade.handle_timedout_limit_buy(trade, limit_buy_order)
-    assert cancel_order_mock.call_count == 2
+    assert cancel_order_mock.call_count == 1
 
 
 def test_handle_timedout_limit_sell(mocker, default_conf) -> None: