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Extract mock_trade generation to sepearate file

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This commit is contained in:
Matthias 2020-09-07 06:39:48 +02:00
parent f6ebe51314
commit cad0275b32
2 changed files with 166 additions and 130 deletions
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134
tests/conftest.py
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@ -1,4 +1,5 @@
# pragma pylint: disable=missing-docstring # pragma pylint: disable=missing-docstring
from tests.conftest_trades import create_mock_trades
from freqtrade.persistence.models import Order from freqtrade.persistence.models import Order
import json import json
import logging import logging
@ -168,136 +169,9 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
def create_mock_trades(fee): @pytest.fixture(scope='function')
""" def mock_trades(fee):
Create some fake trades ... return create_mock_trades(fee)
"""
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': '1234',
'symbol': 'ETH/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
Trade.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.005,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': '1235',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object({
'id': '12366',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'sell')
trade.orders.append(o)
Trade.session.add(trade)
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.05,
close_rate=0.06,
close_profit=0.01,
exchange='bittrex',
is_open=False,
)
o = Order.parse_from_ccxt_object({
'id': '41231a12a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.05,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object({
'id': '41231a666a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'stop_loss',
'price': 0.06,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'sell')
trade.orders.append(o)
Trade.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=124.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': 'prod_buy_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
Trade.session.add(trade)
@pytest.fixture(autouse=True) @pytest.fixture(autouse=True)

162
tests/conftest_trades.py Normal file
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@ -0,0 +1,162 @@
import pytest
from freqtrade.persistence.models import Order, Trade
def mock_trade_1(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': '1234',
'symbol': 'ETH/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
return trade
def mock_trade_2(fee):
"""
Closed trade...
"""
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.005,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': '1235',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object({
'id': '12366',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_trade_3(fee):
"""
Closed trade
"""
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.05,
close_rate=0.06,
close_profit=0.01,
exchange='bittrex',
is_open=False,
)
o = Order.parse_from_ccxt_object({
'id': '41231a12a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.05,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object({
'id': '41231a666a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'stop_loss',
'price': 0.06,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_trade_4(fee):
"""
Simulate prod entry
"""
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=124.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': 'prod_buy_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
def create_mock_trades(fee):
"""
Create some fake trades ...
"""
# Simulate dry_run entries
trade = mock_trade_1(fee)
Trade.session.add(trade)
trade = mock_trade_2(fee)
Trade.session.add(trade)
trade = mock_trade_3(fee)
Trade.session.add(trade)
trade = mock_trade_4(fee)
Trade.session.add(trade)