merge upstream

This commit is contained in:
மனோஜ்குமார் பழனிச்சாமி
2022-05-03 19:59:23 +05:30
145 changed files with 7072 additions and 5772 deletions

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@@ -15,6 +15,7 @@ from freqtrade.enums import TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
from freqtrade.persistence.models import PairLock
from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
@@ -119,7 +120,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.stop_loss is None
assert trade.initial_stop_loss is None
trade._set_stop_loss(0.1, (1.0/9.0))
trade._set_stop_loss(0.1, (1.0 / 9.0))
assert trade.liquidation_price == 0.09
assert trade.stop_loss == 0.1
assert trade.initial_stop_loss == 0.1
@@ -160,7 +161,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.stop_loss is None
assert trade.initial_stop_loss is None
trade._set_stop_loss(0.08, (1.0/9.0))
trade._set_stop_loss(0.08, (1.0 / 9.0))
assert trade.liquidation_price == 0.09
assert trade.stop_loss == 0.08
assert trade.initial_stop_loss == 0.08
@@ -171,13 +172,13 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.initial_stop_loss == 0.08
trade.set_isolated_liq(0.07)
trade._set_stop_loss(0.1, (1.0/8.0))
trade._set_stop_loss(0.1, (1.0 / 8.0))
assert trade.liquidation_price == 0.07
assert trade.stop_loss == 0.07
assert trade.initial_stop_loss == 0.08
# Stop doesn't move stop higher
trade._set_stop_loss(0.1, (1.0/9.0))
trade._set_stop_loss(0.1, (1.0 / 9.0))
assert trade.liquidation_price == 0.07
assert trade.stop_loss == 0.07
assert trade.initial_stop_loss == 0.08
@@ -1209,6 +1210,27 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
create_table_order = """CREATE TABLE orders (
id INTEGER NOT NULL,
ft_trade_id INTEGER,
ft_order_side VARCHAR(25) NOT NULL,
ft_pair VARCHAR(25) NOT NULL,
ft_is_open BOOLEAN NOT NULL,
order_id VARCHAR(255) NOT NULL,
status VARCHAR(255),
symbol VARCHAR(25),
order_type VARCHAR(50),
side VARCHAR(25),
price FLOAT,
amount FLOAT,
filled FLOAT,
remaining FLOAT,
cost FLOAT,
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
PRIMARY KEY (id)
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
@@ -1222,15 +1244,66 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
stake=default_conf.get("stake_amount"),
amount=amount
)
insert_orders = f"""
insert into orders (
ft_trade_id,
ft_order_side,
ft_pair,
ft_is_open,
order_id,
status,
symbol,
order_type,
side,
price,
amount,
filled,
remaining,
cost)
values (
1,
'buy',
'ETC/BTC',
0,
'buy_order',
'closed',
'ETC/BTC',
'limit',
'buy',
0.00258580,
{amount},
{amount},
0,
{amount * 0.00258580}
),
(
1,
'stoploss',
'ETC/BTC',
0,
'stop_order_id222',
'closed',
'ETC/BTC',
'limit',
'sell',
0.00258580,
{amount},
{amount},
0,
{amount * 0.00258580}
)
"""
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(create_table_order))
connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
connection.execute(text("create index ix_trades_pair on trades(pair)"))
connection.execute(text(insert_table_old))
connection.execute(text(insert_orders))
# fake previous backup
connection.execute(text("create table trades_bak as select * from trades"))
@@ -1267,8 +1340,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None
assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
orders = trade.orders
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
@@ -1277,7 +1349,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert orders[1].ft_order_side == 'stoploss'
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
def test_migrate_too_old(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
@@ -1301,6 +1373,7 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
@@ -1319,26 +1392,8 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
connection.execute(text(insert_table_old))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
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"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0, orders_bak0",
caplog)
with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
init_db(default_conf['db_url'], default_conf['dry_run'])
def test_migrate_get_last_sequence_ids():
@@ -1373,6 +1428,55 @@ def test_migrate_set_sequence_ids():
assert engine.begin.call_count == 0
def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE pairlocks (
id INTEGER NOT NULL,
pair VARCHAR(25) NOT NULL,
reason VARCHAR(255),
lock_time DATETIME NOT NULL,
lock_end_time DATETIME NOT NULL,
active BOOLEAN NOT NULL,
PRIMARY KEY (id)
)
"""
create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)"
create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)"
create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)"
insert_table_old = """INSERT INTO pairlocks (
id, pair, reason, lock_time, lock_end_time, active)
VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1)
"""
insert_table_old2 = """INSERT INTO pairlocks (
id, pair, reason, lock_time, lock_end_time, active)
VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1)
"""
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(insert_table_old))
connection.execute(text(insert_table_old2))
connection.execute(text(create_index1))
connection.execute(text(create_index2))
connection.execute(text(create_index3))
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(PairLock.query.all()) == 2
assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all()
assert len(pairlocks) == 1
pairlocks[0].pair == 'ETH/BTC'
pairlocks[0].side == '*'
def test_adjust_stop_loss(fee):
trade = Trade(
pair='ADA/USDT',
@@ -1561,6 +1665,8 @@ def test_to_json(fee):
assert result == {'trade_id': None,
'pair': 'ADA/USDT',
'base_currency': 'ADA',
'quote_currency': 'USDT',
'is_open': None,
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
@@ -1638,6 +1744,8 @@ def test_to_json(fee):
assert result == {'trade_id': None,
'pair': 'XRP/BTC',
'base_currency': 'XRP',
'quote_currency': 'BTC',
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),