adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into feat/externalsignals

Browse Source
This commit is contained in:
Timothy Pogue
2022-09-05 15:10:25 -06:00
parent 8f261d8edf 9fb3517adc
commit cd8455ccb7
106 changed files with 3575 additions and 1692 deletions
Download Patch File Download Diff File Expand all files Collapse all files

21
tests/commands/test_commands.py
View File

@@ -1430,6 +1430,27 @@ def test_start_list_data(testdatadir, capsys):
assert "\n| XRP/USDT | 1h | futures |\n" in captured.out
assert "\n| XRP/USDT | 1h, 8h | mark |\n" in captured.out
args = [
"list-data",
"--data-format-ohlcv",
"json",
"--pairs", "XRP/ETH",
"--datadir",
str(testdatadir),
"--show-timerange",
]
pargs = get_args(args)
pargs['config'] = None
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 2 pair / timeframe combinations." in captured.out
assert ("\n| Pair | Timeframe | Type | From | To |\n"
in captured.out)
assert "UNITTEST/BTC" not in captured.out
assert (
"\n| XRP/ETH | 1m | spot | 2019-10-11 00:00:00 | 2019-10-13 11:19:00 |\n"
in captured.out)
@pytest.mark.usefixtures("init_persistence")
def test_show_trades(mocker, fee, capsys, caplog):

456
tests/conftest.py
View File

@@ -3085,416 +3085,416 @@ def leverage_tiers():
return {
"1000SHIB/USDT": [
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'minNotional': 0,
'maxNotional': 50000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 150000,
'mmr': 0.025,
'lev': 20,
'minNotional': 50000,
'maxNotional': 150000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 20,
'maintAmt': 750.0
},
{
'min': 150000,
'max': 250000,
'mmr': 0.05,
'lev': 10,
'minNotional': 150000,
'maxNotional': 250000,
'maintenanceMarginRate': 0.05,
'maxLeverage': 10,
'maintAmt': 4500.0
},
{
'min': 250000,
'max': 500000,
'mmr': 0.1,
'lev': 5,
'minNotional': 250000,
'maxNotional': 500000,
'maintenanceMarginRate': 0.1,
'maxLeverage': 5,
'maintAmt': 17000.0
},
{
'min': 500000,
'max': 1000000,
'mmr': 0.125,
'lev': 4,
'minNotional': 500000,
'maxNotional': 1000000,
'maintenanceMarginRate': 0.125,
'maxLeverage': 4,
'maintAmt': 29500.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.25,
'lev': 2,
'minNotional': 1000000,
'maxNotional': 2000000,
'maintenanceMarginRate': 0.25,
'maxLeverage': 2,
'maintAmt': 154500.0
},
{
'min': 2000000,
'max': 30000000,
'mmr': 0.5,
'lev': 1,
'minNotional': 2000000,
'maxNotional': 30000000,
'maintenanceMarginRate': 0.5,
'maxLeverage': 1,
'maintAmt': 654500.0
},
],
"1INCH/USDT": [
{
'min': 0,
'max': 5000,
'mmr': 0.012,
'lev': 50,
'minNotional': 0,
'maxNotional': 5000,
'maintenanceMarginRate': 0.012,
'maxLeverage': 50,
'maintAmt': 0.0
},
{
'min': 5000,
'max': 25000,
'mmr': 0.025,
'lev': 20,
'minNotional': 5000,
'maxNotional': 25000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 20,
'maintAmt': 65.0
},
{
'min': 25000,
'max': 100000,
'mmr': 0.05,
'lev': 10,
'minNotional': 25000,
'maxNotional': 100000,
'maintenanceMarginRate': 0.05,
'maxLeverage': 10,
'maintAmt': 690.0
},
{
'min': 100000,
'max': 250000,
'mmr': 0.1,
'lev': 5,
'minNotional': 100000,
'maxNotional': 250000,
'maintenanceMarginRate': 0.1,
'maxLeverage': 5,
'maintAmt': 5690.0
},
{
'min': 250000,
'max': 1000000,
'mmr': 0.125,
'lev': 2,
'minNotional': 250000,
'maxNotional': 1000000,
'maintenanceMarginRate': 0.125,
'maxLeverage': 2,
'maintAmt': 11940.0
},
{
'min': 1000000,
'max': 100000000,
'mmr': 0.5,
'lev': 1,
'minNotional': 1000000,
'maxNotional': 100000000,
'maintenanceMarginRate': 0.5,
'maxLeverage': 1,
'maintAmt': 386940.0
},
],
"AAVE/USDT": [
{
'min': 0,
'max': 5000,
'mmr': 0.01,
'lev': 50,
'minNotional': 0,
'maxNotional': 5000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 50,
'maintAmt': 0.0
},
{
'min': 5000,
'max': 25000,
'mmr': 0.02,
'lev': 25,
'minNotional': 5000,
'maxNotional': 25000,
'maintenanceMarginRate': 0.02,
'maxLeverage': 25,
'maintAmt': 75.0
},
{
'min': 25000,
'max': 100000,
'mmr': 0.05,
'lev': 10,
'minNotional': 25000,
'maxNotional': 100000,
'maintenanceMarginRate': 0.05,
'maxLeverage': 10,
'maintAmt': 700.0
},
{
'min': 100000,
'max': 250000,
'mmr': 0.1,
'lev': 5,
'minNotional': 100000,
'maxNotional': 250000,
'maintenanceMarginRate': 0.1,
'maxLeverage': 5,
'maintAmt': 5700.0
},
{
'min': 250000,
'max': 1000000,
'mmr': 0.125,
'lev': 2,
'minNotional': 250000,
'maxNotional': 1000000,
'maintenanceMarginRate': 0.125,
'maxLeverage': 2,
'maintAmt': 11950.0
},
{
'min': 10000000,
'max': 50000000,
'mmr': 0.5,
'lev': 1,
'minNotional': 10000000,
'maxNotional': 50000000,
'maintenanceMarginRate': 0.5,
'maxLeverage': 1,
'maintAmt': 386950.0
},
],
"ADA/BUSD": [
{
"min": 0,
"max": 100000,
"mmr": 0.025,
"lev": 20,
"minNotional": 0,
"maxNotional": 100000,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"maintAmt": 0.0
},
{
"min": 100000,
"max": 500000,
"mmr": 0.05,
"lev": 10,
"minNotional": 100000,
"maxNotional": 500000,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"maintAmt": 2500.0
},
{
"min": 500000,
"max": 1000000,
"mmr": 0.1,
"lev": 5,
"minNotional": 500000,
"maxNotional": 1000000,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"maintAmt": 27500.0
},
{
"min": 1000000,
"max": 2000000,
"mmr": 0.15,
"lev": 3,
"minNotional": 1000000,
"maxNotional": 2000000,
"maintenanceMarginRate": 0.15,
"maxLeverage": 3,
"maintAmt": 77500.0
},
{
"min": 2000000,
"max": 5000000,
"mmr": 0.25,
"lev": 2,
"minNotional": 2000000,
"maxNotional": 5000000,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"maintAmt": 277500.0
},
{
"min": 5000000,
"max": 30000000,
"mmr": 0.5,
"lev": 1,
"minNotional": 5000000,
"maxNotional": 30000000,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"maintAmt": 1527500.0
},
],
'BNB/BUSD': [
{
"min": 0, # stake(before leverage) = 0
"max": 100000, # max stake(before leverage) = 5000
"mmr": 0.025,
"lev": 20,
"minNotional": 0, # stake(before leverage) = 0
"maxNotional": 100000, # max stake(before leverage) = 5000
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"maintAmt": 0.0
},
{
"min": 100000, # stake = 10000.0
"max": 500000, # max_stake = 50000.0
"mmr": 0.05,
"lev": 10,
"minNotional": 100000, # stake = 10000.0
"maxNotional": 500000, # max_stake = 50000.0
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"maintAmt": 2500.0
},
{
"min": 500000, # stake = 100000.0
"max": 1000000, # max_stake = 200000.0
"mmr": 0.1,
"lev": 5,
"minNotional": 500000, # stake = 100000.0
"maxNotional": 1000000, # max_stake = 200000.0
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"maintAmt": 27500.0
},
{
"min": 1000000, # stake = 333333.3333333333
"max": 2000000, # max_stake = 666666.6666666666
"mmr": 0.15,
"lev": 3,
"minNotional": 1000000, # stake = 333333.3333333333
"maxNotional": 2000000, # max_stake = 666666.6666666666
"maintenanceMarginRate": 0.15,
"maxLeverage": 3,
"maintAmt": 77500.0
},
{
"min": 2000000, # stake = 1000000.0
"max": 5000000, # max_stake = 2500000.0
"mmr": 0.25,
"lev": 2,
"minNotional": 2000000, # stake = 1000000.0
"maxNotional": 5000000, # max_stake = 2500000.0
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"maintAmt": 277500.0
},
{
"min": 5000000, # stake = 5000000.0
"max": 30000000, # max_stake = 30000000.0
"mmr": 0.5,
"lev": 1,
"minNotional": 5000000, # stake = 5000000.0
"maxNotional": 30000000, # max_stake = 30000000.0
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"maintAmt": 1527500.0
}
],
'BNB/USDT': [
{
"min": 0, # stake = 0.0
"max": 10000, # max_stake = 133.33333333333334
"mmr": 0.0065,
"lev": 75,
"minNotional": 0, # stake = 0.0
"maxNotional": 10000, # max_stake = 133.33333333333334
"maintenanceMarginRate": 0.0065,
"maxLeverage": 75,
"maintAmt": 0.0
},
{
"min": 10000, # stake = 200.0
"max": 50000, # max_stake = 1000.0
"mmr": 0.01,
"lev": 50,
"minNotional": 10000, # stake = 200.0
"maxNotional": 50000, # max_stake = 1000.0
"maintenanceMarginRate": 0.01,
"maxLeverage": 50,
"maintAmt": 35.0
},
{
"min": 50000, # stake = 2000.0
"max": 250000, # max_stake = 10000.0
"mmr": 0.02,
"lev": 25,
"minNotional": 50000, # stake = 2000.0
"maxNotional": 250000, # max_stake = 10000.0
"maintenanceMarginRate": 0.02,
"maxLeverage": 25,
"maintAmt": 535.0
},
{
"min": 250000, # stake = 25000.0
"max": 1000000, # max_stake = 100000.0
"mmr": 0.05,
"lev": 10,
"minNotional": 250000, # stake = 25000.0
"maxNotional": 1000000, # max_stake = 100000.0
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"maintAmt": 8035.0
},
{
"min": 1000000, # stake = 200000.0
"max": 2000000, # max_stake = 400000.0
"mmr": 0.1,
"lev": 5,
"minNotional": 1000000, # stake = 200000.0
"maxNotional": 2000000, # max_stake = 400000.0
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"maintAmt": 58035.0
},
{
"min": 2000000, # stake = 500000.0
"max": 5000000, # max_stake = 1250000.0
"mmr": 0.125,
"lev": 4,
"minNotional": 2000000, # stake = 500000.0
"maxNotional": 5000000, # max_stake = 1250000.0
"maintenanceMarginRate": 0.125,
"maxLeverage": 4,
"maintAmt": 108035.0
},
{
"min": 5000000, # stake = 1666666.6666666667
"max": 10000000, # max_stake = 3333333.3333333335
"mmr": 0.15,
"lev": 3,
"minNotional": 5000000, # stake = 1666666.6666666667
"maxNotional": 10000000, # max_stake = 3333333.3333333335
"maintenanceMarginRate": 0.15,
"maxLeverage": 3,
"maintAmt": 233035.0
},
{
"min": 10000000, # stake = 5000000.0
"max": 20000000, # max_stake = 10000000.0
"mmr": 0.25,
"lev": 2,
"minNotional": 10000000, # stake = 5000000.0
"maxNotional": 20000000, # max_stake = 10000000.0
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"maintAmt": 1233035.0
},
{
"min": 20000000, # stake = 20000000.0
"max": 50000000, # max_stake = 50000000.0
"mmr": 0.5,
"lev": 1,
"minNotional": 20000000, # stake = 20000000.0
"maxNotional": 50000000, # max_stake = 50000000.0
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"maintAmt": 6233035.0
},
],
'BTC/USDT': [
{
"min": 0, # stake = 0.0
"max": 50000, # max_stake = 400.0
"mmr": 0.004,
"lev": 125,
"minNotional": 0, # stake = 0.0
"maxNotional": 50000, # max_stake = 400.0
"maintenanceMarginRate": 0.004,
"maxLeverage": 125,
"maintAmt": 0.0
},
{
"min": 50000, # stake = 500.0
"max": 250000, # max_stake = 2500.0
"mmr": 0.005,
"lev": 100,
"minNotional": 50000, # stake = 500.0
"maxNotional": 250000, # max_stake = 2500.0
"maintenanceMarginRate": 0.005,
"maxLeverage": 100,
"maintAmt": 50.0
},
{
"min": 250000, # stake = 5000.0
"max": 1000000, # max_stake = 20000.0
"mmr": 0.01,
"lev": 50,
"minNotional": 250000, # stake = 5000.0
"maxNotional": 1000000, # max_stake = 20000.0
"maintenanceMarginRate": 0.01,
"maxLeverage": 50,
"maintAmt": 1300.0
},
{
"min": 1000000, # stake = 50000.0
"max": 7500000, # max_stake = 375000.0
"mmr": 0.025,
"lev": 20,
"minNotional": 1000000, # stake = 50000.0
"maxNotional": 7500000, # max_stake = 375000.0
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"maintAmt": 16300.0
},
{
"min": 7500000, # stake = 750000.0
"max": 40000000, # max_stake = 4000000.0
"mmr": 0.05,
"lev": 10,
"minNotional": 7500000, # stake = 750000.0
"maxNotional": 40000000, # max_stake = 4000000.0
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"maintAmt": 203800.0
},
{
"min": 40000000, # stake = 8000000.0
"max": 100000000, # max_stake = 20000000.0
"mmr": 0.1,
"lev": 5,
"minNotional": 40000000, # stake = 8000000.0
"maxNotional": 100000000, # max_stake = 20000000.0
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"maintAmt": 2203800.0
},
{
"min": 100000000, # stake = 25000000.0
"max": 200000000, # max_stake = 50000000.0
"mmr": 0.125,
"lev": 4,
"minNotional": 100000000, # stake = 25000000.0
"maxNotional": 200000000, # max_stake = 50000000.0
"maintenanceMarginRate": 0.125,
"maxLeverage": 4,
"maintAmt": 4703800.0
},
{
"min": 200000000, # stake = 66666666.666666664
"max": 400000000, # max_stake = 133333333.33333333
"mmr": 0.15,
"lev": 3,
"minNotional": 200000000, # stake = 66666666.666666664
"maxNotional": 400000000, # max_stake = 133333333.33333333
"maintenanceMarginRate": 0.15,
"maxLeverage": 3,
"maintAmt": 9703800.0
},
{
"min": 400000000, # stake = 200000000.0
"max": 600000000, # max_stake = 300000000.0
"mmr": 0.25,
"lev": 2,
"minNotional": 400000000, # stake = 200000000.0
"maxNotional": 600000000, # max_stake = 300000000.0
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"maintAmt": 4.97038E7
},
{
"min": 600000000, # stake = 600000000.0
"max": 1000000000, # max_stake = 1000000000.0
"mmr": 0.5,
"lev": 1,
"minNotional": 600000000, # stake = 600000000.0
"maxNotional": 1000000000, # max_stake = 1000000000.0
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"maintAmt": 1.997038E8
},
],
"ZEC/USDT": [
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'minNotional': 0,
'maxNotional': 50000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 150000,
'mmr': 0.025,
'lev': 20,
'minNotional': 50000,
'maxNotional': 150000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 20,
'maintAmt': 750.0
},
{
'min': 150000,
'max': 250000,
'mmr': 0.05,
'lev': 10,
'minNotional': 150000,
'maxNotional': 250000,
'maintenanceMarginRate': 0.05,
'maxLeverage': 10,
'maintAmt': 4500.0
},
{
'min': 250000,
'max': 500000,
'mmr': 0.1,
'lev': 5,
'minNotional': 250000,
'maxNotional': 500000,
'maintenanceMarginRate': 0.1,
'maxLeverage': 5,
'maintAmt': 17000.0
},
{
'min': 500000,
'max': 1000000,
'mmr': 0.125,
'lev': 4,
'minNotional': 500000,
'maxNotional': 1000000,
'maintenanceMarginRate': 0.125,
'maxLeverage': 4,
'maintAmt': 29500.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.25,
'lev': 2,
'minNotional': 1000000,
'maxNotional': 2000000,
'maintenanceMarginRate': 0.25,
'maxLeverage': 2,
'maintAmt': 154500.0
},
{
'min': 2000000,
'max': 30000000,
'mmr': 0.5,
'lev': 1,
'minNotional': 2000000,
'maxNotional': 30000000,
'maintenanceMarginRate': 0.5,
'maxLeverage': 1,
'maintAmt': 654500.0
},
]

5
tests/data/test_btanalysis.py
View File

@@ -1,4 +1,3 @@
from math import isclose
from pathlib import Path
from unittest.mock import MagicMock
@@ -269,7 +268,7 @@ def test_create_cum_profit(testdatadir):
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
def test_create_cum_profit1(testdatadir):
@@ -287,7 +286,7 @@ def test_create_cum_profit1(testdatadir):
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert isclose(cum_profits.iloc[-1]['cum_profits'], 8.723007518796964e-06)
assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
with pytest.raises(ValueError, match='Trade dataframe empty.'):
create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],

104
tests/exchange/test_binance.py
View File

@@ -376,96 +376,96 @@ def test_fill_leverage_tiers_binance(default_conf, mocker):
assert exchange._leverage_tiers == {
'ADA/BUSD': [
{
"min": 0,
"max": 100000,
"mmr": 0.025,
"lev": 20,
"minNotional": 0,
"maxNotional": 100000,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"maintAmt": 0.0
},
{
"min": 100000,
"max": 500000,
"mmr": 0.05,
"lev": 10,
"minNotional": 100000,
"maxNotional": 500000,
"maintenanceMarginRate": 0.05,
"maxLeverage": 10,
"maintAmt": 2500.0
},
{
"min": 500000,
"max": 1000000,
"mmr": 0.1,
"lev": 5,
"minNotional": 500000,
"maxNotional": 1000000,
"maintenanceMarginRate": 0.1,
"maxLeverage": 5,
"maintAmt": 27500.0
},
{
"min": 1000000,
"max": 2000000,
"mmr": 0.15,
"lev": 3,
"minNotional": 1000000,
"maxNotional": 2000000,
"maintenanceMarginRate": 0.15,
"maxLeverage": 3,
"maintAmt": 77500.0
},
{
"min": 2000000,
"max": 5000000,
"mmr": 0.25,
"lev": 2,
"minNotional": 2000000,
"maxNotional": 5000000,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2,
"maintAmt": 277500.0
},
{
"min": 5000000,
"max": 30000000,
"mmr": 0.5,
"lev": 1,
"minNotional": 5000000,
"maxNotional": 30000000,
"maintenanceMarginRate": 0.5,
"maxLeverage": 1,
"maintAmt": 1527500.0
}
],
"ZEC/USDT": [
{
'min': 0,
'max': 50000,
'mmr': 0.01,
'lev': 50,
'minNotional': 0,
'maxNotional': 50000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 50,
'maintAmt': 0.0
},
{
'min': 50000,
'max': 150000,
'mmr': 0.025,
'lev': 20,
'minNotional': 50000,
'maxNotional': 150000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 20,
'maintAmt': 750.0
},
{
'min': 150000,
'max': 250000,
'mmr': 0.05,
'lev': 10,
'minNotional': 150000,
'maxNotional': 250000,
'maintenanceMarginRate': 0.05,
'maxLeverage': 10,
'maintAmt': 4500.0
},
{
'min': 250000,
'max': 500000,
'mmr': 0.1,
'lev': 5,
'minNotional': 250000,
'maxNotional': 500000,
'maintenanceMarginRate': 0.1,
'maxLeverage': 5,
'maintAmt': 17000.0
},
{
'min': 500000,
'max': 1000000,
'mmr': 0.125,
'lev': 4,
'minNotional': 500000,
'maxNotional': 1000000,
'maintenanceMarginRate': 0.125,
'maxLeverage': 4,
'maintAmt': 29500.0
},
{
'min': 1000000,
'max': 2000000,
'mmr': 0.25,
'lev': 2,
'minNotional': 1000000,
'maxNotional': 2000000,
'maintenanceMarginRate': 0.25,
'maxLeverage': 2,
'maintAmt': 154500.0
},
{
'min': 2000000,
'max': 30000000,
'mmr': 0.5,
'lev': 1,
'minNotional': 2000000,
'maxNotional': 30000000,
'maintenanceMarginRate': 0.5,
'maxLeverage': 1,
'maintAmt': 654500.0
},
]

10
tests/exchange/test_ccxt_compat.py
View File

@@ -137,6 +137,10 @@ def exchange_futures(request, exchange_conf, class_mocker):
'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
class_mocker.patch('freqtrade.exchange.exchange.Exchange.load_cached_leverage_tiers',
return_value=None)
class_mocker.patch('freqtrade.exchange.exchange.Exchange.cache_leverage_tiers')
exchange = ExchangeResolver.load_exchange(
request.param, exchange_conf, validate=True, load_leverage_tiers=True)
@@ -405,14 +409,14 @@ class TestCCXTExchange():
assert (isinstance(futures_leverage, float) or isinstance(futures_leverage, int))
assert futures_leverage >= 1.0
def test_ccxt__get_contract_size(self, exchange_futures):
def test_ccxt_get_contract_size(self, exchange_futures):
futures, futures_name = exchange_futures
if futures:
futures_pair = EXCHANGES[futures_name].get(
'futures_pair',
EXCHANGES[futures_name]['pair']
)
contract_size = futures._get_contract_size(futures_pair)
contract_size = futures.get_contract_size(futures_pair)
assert (isinstance(contract_size, float) or isinstance(contract_size, int))
assert contract_size >= 0.0
@@ -464,6 +468,7 @@ class TestCCXTExchange():
False,
100,
100,
100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0
@@ -474,6 +479,7 @@ class TestCCXTExchange():
False,
100,
100,
100,
)
assert (isinstance(liquidation_price, float))
assert liquidation_price >= 0.0

296
tests/exchange/test_exchange.py
View File

@@ -2,7 +2,6 @@ import copy
import logging
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from math import isclose
from random import randint
from unittest.mock import MagicMock, Mock, PropertyMock, patch
@@ -181,11 +180,11 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
assert log_has(asynclogmsg, caplog)
# Test additional headers case
Exchange._headers = {'hello': 'world'}
Exchange._ccxt_params = {'hello': 'world'}
ex = Exchange(conf)
assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
assert ex._api.headers == {'hello': 'world'}
assert ex._api.hello == 'world'
assert ex._ccxt_config == {}
Exchange._headers = {}
@@ -275,7 +274,7 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
ex.validate_order_time_in_force(tif2)
# Patch to see if this will pass if the values are in the ft dict
ex._ft_has.update({"order_time_in_force": ["gtc", "fok", "ioc"]})
ex._ft_has.update({"order_time_in_force": ["GTC", "FOK", "IOC"]})
ex.validate_order_time_in_force(tif2)
@@ -407,10 +406,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
# min
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss)
expected_result = 2 * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss, 3.0)
assert isclose(result, expected_result / 3)
assert pytest.approx(result) == expected_result / 3
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10000
@@ -426,10 +425,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 5.0)
assert isclose(result, expected_result / 5)
assert pytest.approx(result) == expected_result / 5
# max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 20000
@@ -445,10 +444,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 10)
assert isclose(result, expected_result / 10)
assert pytest.approx(result) == expected_result / 10
# min amount and cost are set (amount is minial)
markets["ETH/BTC"]["limits"] = {
@@ -461,20 +460,20 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss)
expected_result = max(8, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss))
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss, 7.0)
assert isclose(result, expected_result / 7.0)
assert pytest.approx(result) == expected_result / 7.0
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4)
expected_result = max(8, 2 * 2) * 1.5
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -0.4, 8.0)
assert isclose(result, expected_result / 8.0)
assert pytest.approx(result) == expected_result / 8.0
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
@@ -482,10 +481,10 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
# Really big stoploss
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
expected_result = max(8, 2 * 2) * 1.5
assert isclose(result, expected_result)
assert pytest.approx(result) == expected_result
# With Leverage
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, expected_result / 12)
assert pytest.approx(result) == expected_result / 12
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 1000
@@ -501,7 +500,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
# Contract size 0.01
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1)
assert isclose(result, expected_result * 0.01)
assert pytest.approx(result) == expected_result * 0.01
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10
@@ -513,7 +512,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
)
# With Leverage, Contract size 10
result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0)
assert isclose(result, (expected_result / 12) * 10.0)
assert pytest.approx(result) == (expected_result / 12) * 10.0
# Max
result = exchange.get_max_pair_stake_amount('ETH/BTC', 2)
assert result == 10000
@@ -1503,7 +1502,7 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force.upper()
order_type = 'market'
time_in_force = 'ioc'
@@ -1642,10 +1641,10 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert "timeInForce" in api_mock.create_order.call_args[0][5]
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force
assert api_mock.create_order.call_args[0][5]["timeInForce"] == time_in_force.upper()
order_type = 'market'
time_in_force = 'ioc'
time_in_force = 'IOC'
order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
amount=1, rate=200, leverage=1.0,
time_in_force=time_in_force)
@@ -2352,10 +2351,11 @@ def test_fetch_l2_order_book(default_conf, mocker, order_book_l2, exchange_name)
order_book = exchange.fetch_l2_order_book(pair='ETH/BTC', limit=val)
assert api_mock.fetch_l2_order_book.call_args_list[0][0][0] == 'ETH/BTC'
# Not all exchanges support all limits for orderbook
if not exchange._ft_has['l2_limit_range'] or val in exchange._ft_has['l2_limit_range']:
if (not exchange.get_option('l2_limit_range')
or val in exchange.get_option('l2_limit_range')):
assert api_mock.fetch_l2_order_book.call_args_list[0][0][1] == val
else:
next_limit = exchange.get_next_limit_in_list(val, exchange._ft_has['l2_limit_range'])
next_limit = exchange.get_next_limit_in_list(val, exchange.get_option('l2_limit_range'))
assert api_mock.fetch_l2_order_book.call_args_list[0][0][1] == next_limit
@@ -3238,7 +3238,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
orders = exchange.get_trades_for_order(order_id, 'ETH/USDT:USDT', since)
assert len(orders) == 1
assert orders[0]['price'] == 165
assert isclose(orders[0]['amount'], amount)
assert pytest.approx(orders[0]['amount']) == amount
assert api_mock.fetch_my_trades.call_count == 1
# since argument should be
assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
@@ -3311,16 +3311,16 @@ def test_merge_ft_has_dict(default_conf, mocker):
ex = Kraken(default_conf)
assert ex._ft_has != Exchange._ft_has_default
assert ex._ft_has['trades_pagination'] == 'id'
assert ex._ft_has['trades_pagination_arg'] == 'since'
assert ex.get_option('trades_pagination') == 'id'
assert ex.get_option('trades_pagination_arg') == 'since'
# Binance defines different values
ex = Binance(default_conf)
assert ex._ft_has != Exchange._ft_has_default
assert ex._ft_has['stoploss_on_exchange']
assert ex._ft_has['order_time_in_force'] == ['gtc', 'fok', 'ioc']
assert ex._ft_has['trades_pagination'] == 'id'
assert ex._ft_has['trades_pagination_arg'] == 'fromId'
assert ex.get_option('stoploss_on_exchange')
assert ex.get_option('order_time_in_force') == ['GTC', 'FOK', 'IOC']
assert ex.get_option('trades_pagination') == 'id'
assert ex.get_option('trades_pagination_arg') == 'fromId'
conf = copy.deepcopy(default_conf)
conf['exchange']['_ft_has_params'] = {"DeadBeef": 20,
@@ -3775,8 +3775,8 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
since=unix_time
)
assert (isclose(expected_fees, fees_from_datetime))
assert (isclose(expected_fees, fees_from_unix_time))
assert pytest.approx(expected_fees) == fees_from_datetime
assert pytest.approx(expected_fees) == fees_from_unix_time
ccxt_exceptionhandlers(
mocker,
@@ -4088,66 +4088,6 @@ def test_combine_funding_and_mark(
assert len(df) == 0
def test_get_or_calculate_liquidation_price(mocker, default_conf):
api_mock = MagicMock()
positions = [
{
'info': {},
'symbol': 'NEAR/USDT:USDT',
'timestamp': 1642164737148,
'datetime': '2022-01-14T12:52:17.148Z',
'initialMargin': 1.51072,
'initialMarginPercentage': 0.1,
'maintenanceMargin': 0.38916147,
'maintenanceMarginPercentage': 0.025,
'entryPrice': 18.884,
'notional': 15.1072,
'leverage': 9.97,
'unrealizedPnl': 0.0048,
'contracts': 8,
'contractSize': 0.1,
'marginRatio': None,
'liquidationPrice': 17.47,
'markPrice': 18.89,
'margin_mode': 1.52549075,
'marginType': 'isolated',
'side': 'buy',
'percentage': 0.003177292946409658
}
]
api_mock.fetch_positions = MagicMock(return_value=positions)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
)
default_conf['dry_run'] = False
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
default_conf['liquidation_buffer'] = 0.0
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_or_calculate_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
position=0.8,
wallet_balance=0.8,
)
assert liq_price == 17.47
default_conf['liquidation_buffer'] = 0.05
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_or_calculate_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
position=0.8,
wallet_balance=0.8,
)
assert liq_price == 17.540699999999998
@pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00", 30.0, 0.0),
('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.00091409999),
@@ -4287,7 +4227,7 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
('XLTCUSDT', 0.01, 'futures'),
('ETH/USDT:USDT', 10, 'futures')
])
def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
def est__get_contract_size(mocker, default_conf, pair, expected_size, trading_mode):
api_mock = MagicMock()
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = 'isolated'
@@ -4306,7 +4246,7 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m
'contractSize': '10',
}
})
size = exchange._get_contract_size(pair)
size = exchange.get_contract_size(pair)
assert expected_size == size
@@ -4538,11 +4478,12 @@ def test_liquidation_price_is_none(
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = margin_mode
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
assert exchange.get_or_calculate_liquidation_price(
assert exchange.get_liquidation_price(
pair='DOGE/USDT',
open_rate=open_rate,
is_short=is_short,
position=71200.81144,
amount=71200.81144,
stake_amount=open_rate * 71200.81144,
wallet_balance=-56354.57,
mm_ex_1=0.10,
upnl_ex_1=0.0
@@ -4551,7 +4492,7 @@ def test_liquidation_price_is_none(
@pytest.mark.parametrize(
'exchange_name, is_short, trading_mode, margin_mode, wallet_balance, '
'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
'mm_ex_1, upnl_ex_1, maintenance_amt, amount, open_rate, '
'mm_ratio, expected',
[
("binance", False, 'futures', 'isolated', 1535443.01, 0.0,
@@ -4565,22 +4506,23 @@ def test_liquidation_price_is_none(
])
def test_liquidation_price(
mocker, default_conf, exchange_name, open_rate, is_short, trading_mode,
margin_mode, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
margin_mode, wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, amount, mm_ratio, expected
):
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = margin_mode
default_conf['liquidation_buffer'] = 0.0
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
assert isclose(round(exchange.get_or_calculate_liquidation_price(
assert pytest.approx(round(exchange.get_liquidation_price(
pair='DOGE/USDT',
open_rate=open_rate,
is_short=is_short,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,
position=position,
), 2), expected)
amount=amount,
stake_amount=open_rate * amount,
), 2)) == expected
def test_get_max_pair_stake_amount(
@@ -4791,6 +4733,20 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers, exchange_name
)
@pytest.mark.asyncio
@pytest.mark.parametrize('exchange_name', EXCHANGES)
async def test_get_market_leverage_tiers(mocker, default_conf, exchange_name):
default_conf['exchange']['name'] = exchange_name
await async_ccxt_exception(
mocker,
default_conf,
MagicMock(),
"get_market_leverage_tiers",
"fetch_market_leverage_tiers",
symbol='BTC/USDT:USDT'
)
def test_parse_leverage_tier(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf)
@@ -4811,10 +4767,10 @@ def test_parse_leverage_tier(mocker, default_conf):
}
assert exchange.parse_leverage_tier(tier) == {
"min": 0,
"max": 100000,
"mmr": 0.025,
"lev": 20,
"minNotional": 0,
"maxNotional": 100000,
"maintenanceMarginRate": 0.025,
"maxLeverage": 20,
"maintAmt": 0.0,
}
@@ -4840,10 +4796,10 @@ def test_parse_leverage_tier(mocker, default_conf):
}
assert exchange.parse_leverage_tier(tier2) == {
'min': 0,
'max': 2000,
'mmr': 0.01,
'lev': 75,
'minNotional': 0,
'maxNotional': 2000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 75,
"maintAmt": None,
}
@@ -4911,8 +4867,8 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
assert exchange.get_max_leverage("BNB/BUSD", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT", 170.30) == 125.0
assert isclose(exchange.get_max_leverage("BNB/BUSD", 99999.9), 5.000005)
assert isclose(exchange.get_max_leverage("BNB/USDT", 1500), 33.333333333333333)
assert pytest.approx(exchange.get_max_leverage("BNB/BUSD", 99999.9)) == 5.000005
assert pytest.approx(exchange.get_max_leverage("BNB/USDT", 1500)) == 33.333333333333333
assert exchange.get_max_leverage("BTC/USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT", 600000000) == 1.0 # Last tier
@@ -4935,7 +4891,7 @@ def test__get_params(mocker, default_conf, exchange_name):
params1 = {'test': True}
params2 = {
'test': True,
'timeInForce': 'ioc',
'timeInForce': 'IOC',
'reduceOnly': True,
}
@@ -4950,7 +4906,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='market',
reduceOnly=False,
time_in_force='gtc',
time_in_force='GTC',
leverage=1.0,
) == params1
@@ -4958,7 +4914,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='market',
reduceOnly=False,
time_in_force='ioc',
time_in_force='IOC',
leverage=1.0,
) == params1
@@ -4966,7 +4922,7 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='limit',
reduceOnly=False,
time_in_force='gtc',
time_in_force='GTC',
leverage=1.0,
) == params1
@@ -4979,11 +4935,97 @@ def test__get_params(mocker, default_conf, exchange_name):
side="buy",
ordertype='limit',
reduceOnly=True,
time_in_force='ioc',
time_in_force='IOC',
leverage=3.0,
) == params2
def test_get_liquidation_price1(mocker, default_conf):
api_mock = MagicMock()
positions = [
{
'info': {},
'symbol': 'NEAR/USDT:USDT',
'timestamp': 1642164737148,
'datetime': '2022-01-14T12:52:17.148Z',
'initialMargin': 1.51072,
'initialMarginPercentage': 0.1,
'maintenanceMargin': 0.38916147,
'maintenanceMarginPercentage': 0.025,
'entryPrice': 18.884,
'notional': 15.1072,
'leverage': 9.97,
'unrealizedPnl': 0.0048,
'contracts': 8,
'contractSize': 0.1,
'marginRatio': None,
'liquidationPrice': 17.47,
'markPrice': 18.89,
'margin_mode': 1.52549075,
'marginType': 'isolated',
'side': 'buy',
'percentage': 0.003177292946409658
}
]
api_mock.fetch_positions = MagicMock(return_value=positions)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
exchange_has=MagicMock(return_value=True),
)
default_conf['dry_run'] = False
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
default_conf['liquidation_buffer'] = 0.0
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
wallet_balance=18.884 * 0.8,
)
assert liq_price == 17.47
default_conf['liquidation_buffer'] = 0.05
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
wallet_balance=18.884 * 0.8,
)
assert liq_price == 17.540699999999998
api_mock.fetch_positions = MagicMock(return_value=[])
exchange = get_patched_exchange(mocker, default_conf, api_mock)
liq_price = exchange.get_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
wallet_balance=18.884 * 0.8,
)
assert liq_price is None
default_conf['trading_mode'] = 'margin'
exchange = get_patched_exchange(mocker, default_conf, api_mock)
with pytest.raises(OperationalException, match=r'.*does not support .* margin'):
exchange.get_liquidation_price(
pair='NEAR/USDT:USDT',
open_rate=18.884,
is_short=False,
amount=0.8,
stake_amount=18.884 * 0.8,
wallet_balance=18.884 * 0.8,
)
@pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
@pytest.mark.parametrize(
"is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
@@ -4997,22 +5039,22 @@ def test__get_params(mocker, default_conf, exchange_name):
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 1.0, 11.89108910891089),
(True, 'futures', 'binance', 'isolated', 3.0, 10.0, 1.0, 13.211221122079207),
(True, 'futures', 'binance', 'isolated', 5.0, 8.0, 1.0, 9.514851485148514),
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 0.6, 12.557755775577558),
(True, 'futures', 'binance', 'isolated', 5.0, 10.0, 0.6, 11.897689768976898),
# Binance, long
(False, 'futures', 'binance', 'isolated', 5, 10, 1.0, 8.070707070707071),
(False, 'futures', 'binance', 'isolated', 5, 8, 1.0, 6.454545454545454),
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.717171717171718),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 7.39057239057239),
(False, 'futures', 'binance', 'isolated', 3, 10, 1.0, 6.723905723905723),
(False, 'futures', 'binance', 'isolated', 5, 10, 0.6, 8.063973063973064),
# Gateio/okx, short
(True, 'futures', 'gateio', 'isolated', 5, 10, 1.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 5, 10, 2.0, 11.87413417771621),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.476180850346978),
(True, 'futures', 'gateio', 'isolated', 3, 10, 1.0, 13.193482419684678),
(True, 'futures', 'gateio', 'isolated', 5, 8, 1.0, 9.499307342172967),
(True, 'futures', 'okx', 'isolated', 3, 10, 1.0, 13.193482419684678),
# Gateio/okx, long
(False, 'futures', 'gateio', 'isolated', 5.0, 10.0, 1.0, 8.085708510208207),
(False, 'futures', 'gateio', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
# (True, 'futures', 'okx', 'isolated', 11.87413417771621),
# (False, 'futures', 'okx', 'isolated', 8.085708510208207),
(False, 'futures', 'okx', 'isolated', 3.0, 10.0, 1.0, 6.738090425173506),
]
)
def test_get_liquidation_price(
@@ -5085,7 +5127,7 @@ def test_get_liquidation_price(
default_conf_usdt['exchange']['name'] = exchange_name
default_conf_usdt['margin_mode'] = margin_mode
mocker.patch('freqtrade.exchange.Gateio.validate_ordertypes')
exchange = get_patched_exchange(mocker, default_conf_usdt)
exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name)
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))
exchange.name = exchange_name
@@ -5096,7 +5138,9 @@ def test_get_liquidation_price(
pair='ETH/USDT:USDT',
open_rate=open_rate,
amount=amount,
leverage=leverage,
stake_amount=amount * open_rate / leverage,
wallet_balance=amount * open_rate / leverage,
# leverage=leverage,
is_short=is_short,
)
if expected_liq is None:
@@ -5104,7 +5148,7 @@ def test_get_liquidation_price(
else:
buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
isclose(expected_liq, liq)
assert pytest.approx(expected_liq) == liq
@pytest.mark.parametrize('contract_size,order_amount', [
@@ -5131,7 +5175,7 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange._get_contract_size = MagicMock(return_value=contract_size)
exchange.get_contract_size = MagicMock(return_value=contract_size)
api_mock.create_order.reset_mock()
order = exchange.stoploss(

2
tests/exchange/test_kraken.py
View File

@@ -50,7 +50,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'IOC',
'trading_agreement': 'agree'}

74
tests/exchange/test_okx.py
View File

@@ -1,4 +1,5 @@
from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
import pytest
@@ -6,7 +7,7 @@ import pytest
from freqtrade.enums import MarginMode, TradingMode
from freqtrade.enums.candletype import CandleType
from freqtrade.exchange.exchange import timeframe_to_minutes
from tests.conftest import get_mock_coro, get_patched_exchange
from tests.conftest import get_mock_coro, get_patched_exchange, log_has
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -267,7 +268,10 @@ def test_additional_exchange_init_okx(default_conf, mocker):
"additional_exchange_init", "fetch_accounts")
def test_load_leverage_tiers_okx(default_conf, mocker, markets):
def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog, time_machine):
default_conf['datadir'] = Path(tmpdir)
# fd_mock = mocker.patch('freqtrade.exchange.exchange.file_dump_json')
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={
'fetchLeverageTiers': False,
@@ -410,48 +414,66 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
assert exchange._leverage_tiers == {
'ADA/USDT:USDT': [
{
'min': 0,
'max': 500,
'mmr': 0.02,
'lev': 75,
'minNotional': 0,
'maxNotional': 500,
'maintenanceMarginRate': 0.02,
'maxLeverage': 75,
'maintAmt': None
},
{
'min': 501,
'max': 1000,
'mmr': 0.025,
'lev': 50,
'minNotional': 501,
'maxNotional': 1000,
'maintenanceMarginRate': 0.025,
'maxLeverage': 50,
'maintAmt': None
},
{
'min': 1001,
'max': 2000,
'mmr': 0.03,
'lev': 20,
'minNotional': 1001,
'maxNotional': 2000,
'maintenanceMarginRate': 0.03,
'maxLeverage': 20,
'maintAmt': None
},
],
'ETH/USDT:USDT': [
{
'min': 0,
'max': 2000,
'mmr': 0.01,
'lev': 75,
'minNotional': 0,
'maxNotional': 2000,
'maintenanceMarginRate': 0.01,
'maxLeverage': 75,
'maintAmt': None
},
{
'min': 2001,
'max': 4000,
'mmr': 0.015,
'lev': 50,
'minNotional': 2001,
'maxNotional': 4000,
'maintenanceMarginRate': 0.015,
'maxLeverage': 50,
'maintAmt': None
},
{
'min': 4001,
'max': 8000,
'mmr': 0.02,
'lev': 20,
'minNotional': 4001,
'maxNotional': 8000,
'maintenanceMarginRate': 0.02,
'maxLeverage': 20,
'maintAmt': None
},
],
}
filename = (default_conf['datadir'] /
f"futures/leverage_tiers_{default_conf['stake_currency']}.json")
assert filename.is_file()
logmsg = 'Cached leverage tiers are outdated. Will update.'
assert not log_has(logmsg, caplog)
api_mock.fetch_market_leverage_tiers.reset_mock()
exchange.load_leverage_tiers()
assert not log_has(logmsg, caplog)
api_mock.fetch_market_leverage_tiers.call_count == 0
# 2 day passes ...
time_machine.move_to(datetime.now() + timedelta(days=2))
exchange.load_leverage_tiers()
assert log_has(logmsg, caplog)

47
tests/freqai/conftest.py
View File

@@ -1,5 +1,6 @@
from copy import deepcopy
from pathlib import Path
from unittest.mock import MagicMock
import pytest
@@ -44,7 +45,6 @@ def freqai_conf(default_conf, tmpdir):
"principal_component_analysis": False,
"use_SVM_to_remove_outliers": True,
"stratify_training_data": 0,
"indicator_max_period_candles": 10,
"indicator_periods_candles": [10],
},
"data_split_parameters": {"test_size": 0.33, "random_state": 1},
@@ -81,6 +81,51 @@ def get_patched_freqaimodel(mocker, freqaiconf):
return freqaimodel
def make_data_dictionary(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180110-20180130"})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
strategy.freqai_info = freqai_conf.get("freqai", {})
freqai = strategy.freqai
freqai.live = True
freqai.dk = FreqaiDataKitchen(freqai_conf)
freqai.dk.pair = "ADA/BTC"
timerange = TimeRange.parse_timerange("20180110-20180130")
freqai.dd.load_all_pair_histories(timerange, freqai.dk)
freqai.dd.pair_dict = MagicMock()
data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
new_timerange = TimeRange.parse_timerange("20180120-20180130")
corr_dataframes, base_dataframes = freqai.dd.get_base_and_corr_dataframes(
data_load_timerange, freqai.dk.pair, freqai.dk
)
unfiltered_dataframe = freqai.dk.use_strategy_to_populate_indicators(
strategy, corr_dataframes, base_dataframes, freqai.dk.pair
)
unfiltered_dataframe = freqai.dk.slice_dataframe(new_timerange, unfiltered_dataframe)
freqai.dk.find_features(unfiltered_dataframe)
features_filtered, labels_filtered = freqai.dk.filter_features(
unfiltered_dataframe,
freqai.dk.training_features_list,
freqai.dk.label_list,
training_filter=True,
)
data_dictionary = freqai.dk.make_train_test_datasets(features_filtered, labels_filtered)
data_dictionary = freqai.dk.normalize_data(data_dictionary)
return freqai
def get_freqai_live_analyzed_dataframe(mocker, freqaiconf):
strategy = get_patched_freqai_strategy(mocker, freqaiconf)
exchange = get_patched_exchange(mocker, freqaiconf)

6
tests/freqai/test_freqai_backtesting.py
View File

@@ -48,10 +48,4 @@ def test_freqai_backtest_load_data(freqai_conf, mocker, caplog):
assert log_has_re('Increasing startup_candle_count for freqai to.*', caplog)
del freqai_conf['freqai']['startup_candles']
backtesting = Backtesting(freqai_conf)
with pytest.raises(OperationalException,
match=r'FreqAI backtesting module.*startup_candles in config.'):
backtesting.load_bt_data()
Backtesting.cleanup()

47
tests/freqai/test_freqai_datakitchen.py
View File

@@ -1,11 +1,12 @@
import datetime
import shutil
from datetime import datetime, timedelta, timezone
from pathlib import Path
import pytest
from freqtrade.exceptions import OperationalException
from tests.freqai.conftest import get_patched_data_kitchen
from tests.conftest import log_has_re
from tests.freqai.conftest import get_patched_data_kitchen, make_data_dictionary
@pytest.mark.parametrize(
@@ -55,14 +56,38 @@ def test_split_timerange(
shutil.rmtree(Path(dk.full_path))
@pytest.mark.parametrize(
"timestamp, expected",
[
(datetime.datetime.now(tz=datetime.timezone.utc).timestamp() - 7200, True),
(datetime.datetime.now(tz=datetime.timezone.utc).timestamp(), False),
],
)
def test_check_if_model_expired(mocker, freqai_conf, timestamp, expected):
def test_check_if_model_expired(mocker, freqai_conf):
dk = get_patched_data_kitchen(mocker, freqai_conf)
assert dk.check_if_model_expired(timestamp) == expected
now = datetime.now(tz=timezone.utc).timestamp()
assert dk.check_if_model_expired(now) is False
now = (datetime.now(tz=timezone.utc) - timedelta(hours=2)).timestamp()
assert dk.check_if_model_expired(now) is True
shutil.rmtree(Path(dk.full_path))
def test_use_DBSCAN_to_remove_outliers(mocker, freqai_conf, caplog):
freqai = make_data_dictionary(mocker, freqai_conf)
# freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 1})
freqai.dk.use_DBSCAN_to_remove_outliers(predict=False)
assert log_has_re(
"DBSCAN found eps of 2.36.",
caplog,
)
def test_compute_distances(mocker, freqai_conf):
freqai = make_data_dictionary(mocker, freqai_conf)
freqai_conf['freqai']['feature_parameters'].update({"DI_threshold": 1})
avg_mean_dist = freqai.dk.compute_distances()
assert round(avg_mean_dist, 2) == 2.54
def test_use_SVM_to_remove_outliers_and_outlier_protection(mocker, freqai_conf, caplog):
freqai = make_data_dictionary(mocker, freqai_conf)
freqai_conf['freqai']['feature_parameters'].update({"outlier_protection_percentage": 0.1})
freqai.dk.use_SVM_to_remove_outliers(predict=False)
assert log_has_re(
"SVM detected 8.09%",
caplog,
)

15
tests/freqai/test_freqai_interface.py
View File

@@ -174,6 +174,7 @@ def test_train_model_in_series_LightGBMClassifier(mocker, freqai_conf):
def test_start_backtesting(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -192,7 +193,7 @@ def test_start_backtesting(mocker, freqai_conf):
freqai.start_backtesting(df, metadata, freqai.dk)
model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
assert len(model_folders) == 5
assert len(model_folders) == 6
shutil.rmtree(Path(freqai.dk.full_path))
@@ -200,6 +201,7 @@ def test_start_backtesting(mocker, freqai_conf):
def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
freqai_conf.update({"timerange": "20180120-20180124"})
freqai_conf.get("freqai", {}).update({"backtest_period_days": 0.5})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -217,13 +219,14 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
metadata = {"pair": "LTC/BTC"}
freqai.start_backtesting(df, metadata, freqai.dk)
model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
assert len(model_folders) == 8
assert len(model_folders) == 9
shutil.rmtree(Path(freqai.dk.full_path))
def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
freqai_conf.update({"timerange": "20180120-20180130"})
freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)
strategy.dp = DataProvider(freqai_conf, exchange)
@@ -242,7 +245,7 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
freqai.start_backtesting(df, metadata, freqai.dk)
model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
assert len(model_folders) == 5
assert len(model_folders) == 6
# without deleting the exiting folder structure, re-run
@@ -263,10 +266,14 @@ def test_start_backtesting_from_existing_folder(mocker, freqai_conf, caplog):
freqai.start_backtesting(df, metadata, freqai.dk)
assert log_has_re(
"Found model at ",
"Found backtesting prediction file ",
caplog,
)
path = (freqai.dd.full_path / freqai.dk.backtest_predictions_folder)
prediction_files = [x for x in path.iterdir() if x.is_file()]
assert len(prediction_files) == 5
shutil.rmtree(Path(freqai.dk.full_path))

6
tests/leverage/test_interest.py
View File

@@ -1,5 +1,3 @@
from math import isclose
import pytest
from freqtrade.leverage import interest
@@ -30,9 +28,9 @@ twentyfive_hours = FtPrecise(25.0)
def test_interest(exchange, interest_rate, hours, expected):
borrowed = FtPrecise(60.0)
assert isclose(interest(
assert pytest.approx(float(interest(
exchange_name=exchange,
borrowed=borrowed,
rate=FtPrecise(interest_rate),
hours=hours
), expected)
))) == expected

31
tests/optimize/test_backtesting.py
View File

@@ -550,6 +550,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=100)
mocker.patch("freqtrade.optimize.backtesting.price_to_precision", lambda p, *args: p)
patch_exchange(mocker)
default_conf_usdt['stake_amount'] = 300
default_conf_usdt['max_open_trades'] = 2
@@ -559,13 +560,13 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
backtesting = Backtesting(default_conf_usdt)
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'UNITTEST/USDT:USDT'
pair = 'ETH/USDT:USDT'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
0.001, # Open
0.0012, # High
0.00099, # Low
0.0011, # Close
0.1, # Open
0.12, # High
0.099, # Low
0.11, # Close
1, # enter_long
0, # exit_long
1, # enter_short
@@ -580,8 +581,8 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
return_value=(0.01, 0.01))
# leverage = 5
# ep1(trade.open_rate) = 0.001
# position(trade.amount) = 1500000
# ep1(trade.open_rate) = 0.1
# position(trade.amount) = 15000
# stake_amount = 300 -> wb = 300 / 5 = 60
# mmr = 0.01
# cum_b = 0.01
@@ -591,26 +592,26 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
# Binance, Long
# liquidation_price
# = ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
# = ((300 + 0.01) - (1 * 1500000 * 0.001)) / ((1500000 * 0.01) - (1 * 1500000))
# = ((300 + 0.01) - (1 * 15000 * 0.1)) / ((15000 * 0.01) - (1 * 15000))
# = 0.0008080740740740741
# freqtrade_liquidation_price = liq + (abs(open_rate - liq) * liq_buffer * side_1)
# = 0.0008080740740740741 + ((0.001 - 0.0008080740740740741) * 0.05 * 1)
# = 0.0008176703703703704
# = 0.08080740740740741 + ((0.1 - 0.08080740740740741) * 0.05 * 1)
# = 0.08176703703703704
trade = backtesting._enter_trade(pair, row=row, direction='long')
assert pytest.approx(trade.liquidation_price) == 0.00081767037
assert pytest.approx(trade.liquidation_price) == 0.081767037
# Binance, Short
# liquidation_price
# = ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
# = ((300 + 0.01) - ((-1) * 1500000 * 0.001)) / ((1500000 * 0.01) - ((-1) * 1500000))
# = ((300 + 0.01) - ((-1) * 15000 * 0.1)) / ((15000 * 0.01) - ((-1) * 15000))
# = 0.0011881254125412541
# freqtrade_liquidation_price = liq + (abs(open_rate - liq) * liq_buffer * side_1)
# = 0.0011881254125412541 + (abs(0.001 - 0.0011881254125412541) * 0.05 * -1)
# = 0.0011787191419141915
# = 0.11881254125412541 + (abs(0.1 - 0.11881254125412541) * 0.05 * -1)
# = 0.11787191419141915
trade = backtesting._enter_trade(pair, row=row, direction='short')
assert pytest.approx(trade.liquidation_price) == 0.0011787191
assert pytest.approx(trade.liquidation_price) == 0.11787191
# Stake-amount too high!
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)

2
tests/optimize/test_backtesting_adjust_position.py
View File

@@ -18,6 +18,8 @@ from tests.conftest import patch_exchange
def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch('freqtrade.optimize.backtesting.amount_to_contract_precision',
lambda x, *args, **kwargs: round(x, 8))
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
patch_exchange(mocker)

3
tests/plugins/test_pairlist.py
View File

@@ -366,6 +366,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"}],
"USDT", ['ETH/USDT', 'NANO/USDT']),
# PriceFilter and VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PriceFilter", "low_price_ratio": 0.03}],

96
tests/plugins/test_protections.py
View File

@@ -37,6 +37,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.orders.append(Order(
ft_order_side=trade.entry_side,
order_id=f'{pair}-{trade.entry_side}-{trade.open_date}',
ft_is_open=False,
ft_pair=pair,
amount=trade.amount,
filled=trade.amount,
@@ -51,6 +52,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.orders.append(Order(
ft_order_side=trade.exit_side,
order_id=f'{pair}-{trade.exit_side}-{trade.close_date}',
ft_is_open=False,
ft_pair=pair,
amount=trade.amount,
filled=trade.amount,
@@ -67,6 +69,8 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))
trade.exit_reason = exit_reason
Trade.query.session.add(trade)
Trade.commit()
return trade
@@ -125,33 +129,33 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog, is_short):
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, is_short=is_short,
))
)
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
# This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'BCH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, is_short=is_short,
))
)
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30, is_short=is_short,
))
)
# 3 Trades closed - but the 2nd has been closed too long ago.
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'LTC/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, is_short=is_short,
))
)
assert freqtrade.protections.global_stop()
assert log_has_re(message, caplog)
@@ -186,25 +190,25 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, profit_rate=0.9, is_short=is_short
))
)
assert not freqtrade.protections.stop_per_pair(pair)
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
# This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, profit_rate=0.9, is_short=is_short
))
)
# Trade does not count for per pair stop as it's the wrong pair.
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30, profit_rate=0.9, is_short=is_short
))
)
# 3 Trades closed - but the 2nd has been closed too long ago.
assert not freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
@@ -216,10 +220,10 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear()
# Trade does not count potentially, as it's in the wrong direction
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=150, min_ago_close=25, profit_rate=0.9, is_short=not is_short
))
)
freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
assert PairLocks.is_pair_locked(pair, side=check_side) != (only_per_side and only_per_pair)
@@ -231,10 +235,10 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear()
# 2nd Trade that counts with correct pair
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, profit_rate=0.9, is_short=is_short
))
)
freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
@@ -259,20 +263,20 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30,
))
)
assert not freqtrade.protections.global_stop()
assert freqtrade.protections.stop_per_pair('XRP/BTC')
assert PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=205, min_ago_close=35,
))
)
assert not freqtrade.protections.global_stop()
assert not PairLocks.is_pair_locked('ETH/BTC')
@@ -300,10 +304,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=800, min_ago_close=450, profit_rate=0.9,
))
)
Trade.commit()
# Not locked with 1 trade
@@ -312,10 +316,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=120, profit_rate=0.9,
))
)
Trade.commit()
# Not locked with 1 trade (first trade is outside of lookback_period)
@@ -325,19 +329,19 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
assert not PairLocks.is_global_lock()
# Add positive trade
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=1.15, is_short=True
))
)
Trade.commit()
assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
assert not PairLocks.is_pair_locked('XRP/BTC', side='*')
assert PairLocks.is_pair_locked('XRP/BTC', side='long') == only_per_side
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=110, min_ago_close=21, profit_rate=0.8,
))
)
Trade.commit()
# Locks due to 2nd trade
@@ -365,36 +369,38 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
caplog.clear()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
))
Trade.query.session.add(generate_mock_trade(
)
generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
))
Trade.query.session.add(generate_mock_trade(
)
generate_mock_trade(
'NEO/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
))
)
Trade.commit()
# No losing trade yet ... so max_drawdown will raise exception
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=500, min_ago_close=400, profit_rate=0.9,
))
)
# Not locked with one trade
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1200, min_ago_close=1100, profit_rate=0.5,
))
)
Trade.commit()
# Not locked with 1 trade (2nd trade is outside of lookback_period)
assert not freqtrade.protections.global_stop()
@@ -404,20 +410,22 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not log_has_re(message, caplog)
# Winning trade ... (should not lock, does not change drawdown!)
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=320, min_ago_close=410, profit_rate=1.5,
))
)
Trade.commit()
assert not freqtrade.protections.global_stop()
assert not PairLocks.is_global_lock()
caplog.clear()
# Add additional negative trade, causing a loss of > 15%
Trade.query.session.add(generate_mock_trade(
generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=0.8,
))
)
Trade.commit()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
# local lock not supported
assert not PairLocks.is_pair_locked('XRP/BTC')

6
tests/rpc/test_rpc.py
View File

@@ -663,7 +663,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
assert freqtradebot.state == State.STOPPED
def test_rpc_stopbuy(mocker, default_conf) -> None:
def test_rpc_stopentry(mocker, default_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -676,8 +676,8 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
freqtradebot.state = State.RUNNING
assert freqtradebot.config['max_open_trades'] != 0
result = rpc._rpc_stopbuy()
assert {'status': 'No more buy will occur from now. Run /reload_config to reset.'} == result
result = rpc._rpc_stopentry()
assert {'status': 'No more entries will occur from now. Run /reload_config to reset.'} == result
assert freqtradebot.config['max_open_trades'] == 0

11
tests/rpc/test_rpc_apiserver.py
View File

@@ -423,13 +423,20 @@ def test_api_reloadconf(botclient):
assert ftbot.state == State.RELOAD_CONFIG
def test_api_stopbuy(botclient):
def test_api_stopentry(botclient):
ftbot, client = botclient
assert ftbot.config['max_open_trades'] != 0
rc = client_post(client, f"{BASE_URI}/stopbuy")
assert_response(rc)
assert rc.json() == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
assert rc.json() == {
'status': 'No more entries will occur from now. Run /reload_config to reset.'}
assert ftbot.config['max_open_trades'] == 0
rc = client_post(client, f"{BASE_URI}/stopentry")
assert_response(rc)
assert rc.json() == {
'status': 'No more entries will occur from now. Run /reload_config to reset.'}
assert ftbot.config['max_open_trades'] == 0

10
tests/rpc/test_rpc_telegram.py
View File

@@ -103,7 +103,8 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], ['blacklist_delete', 'bl_delete'], "
"['stopbuy', 'stopentry'], ['whitelist'], ['blacklist'], "
"['blacklist_delete', 'bl_delete'], "
"['logs'], ['edge'], ['health'], ['help'], ['version']"
"]")
@@ -896,10 +897,10 @@ def test_stopbuy_handle(default_conf, update, mocker) -> None:
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
assert freqtradebot.config['max_open_trades'] != 0
telegram._stopbuy(update=update, context=MagicMock())
telegram._stopentry(update=update, context=MagicMock())
assert freqtradebot.config['max_open_trades'] == 0
assert msg_mock.call_count == 1
assert 'No more buy will occur from now. Run /reload_config to reset.' \
assert 'No more entries will occur from now. Run /reload_config to reset.' \
in msg_mock.call_args_list[0][0][0]
@@ -2137,10 +2138,11 @@ def test_send_msg_strategy_msg_notification(default_conf, mocker) -> None:
def test_send_msg_unknown_type(default_conf, mocker) -> None:
telegram, _, _ = get_telegram_testobject(mocker, default_conf)
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
telegram.send_msg({
'type': None,
})
msg_mock.call_count == 0
@pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [

10
tests/strategy/test_interface.py
View File

@@ -12,7 +12,9 @@ from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.enums import ExitCheckTuple, ExitType, SignalDirection
from freqtrade.enums.hyperoptstate import HyperoptState
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer
from freqtrade.optimize.space import SKDecimal
from freqtrade.persistence import PairLocks, Trade
from freqtrade.resolvers import StrategyResolver
@@ -859,7 +861,9 @@ def test_strategy_safe_wrapper_trade_copy(fee):
def test_hyperopt_parameters():
HyperoptStateContainer.set_state(HyperoptState.INDICATORS)
from skopt.space import Categorical, Integer, Real
with pytest.raises(OperationalException, match=r"Name is determined.*"):
IntParameter(low=0, high=5, default=1, name='hello')
@@ -937,6 +941,12 @@ def test_hyperopt_parameters():
assert list(boolpar.range) == [True, False]
HyperoptStateContainer.set_state(HyperoptState.OPTIMIZE)
assert len(list(intpar.range)) == 1
assert len(list(fltpar.range)) == 1
assert len(list(catpar.range)) == 1
assert len(list(boolpar.range)) == 1
def test_auto_hyperopt_interface(default_conf):
default_conf.update({'strategy': 'HyperoptableStrategyV2'})

4
tests/strategy/test_strategy_helpers.py
View File

@@ -1,5 +1,3 @@
from math import isclose
import numpy as np
import pandas as pd
import pytest
@@ -165,7 +163,7 @@ def test_stoploss_from_open():
or (side == 'short' and expected_stop_price < current_price)):
assert stoploss == 0
else:
assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
assert pytest.approx(stop_price) == expected_stop_price
def test_stoploss_from_absolute():

12
tests/strategy/test_strategy_loading.py
View File

@@ -48,6 +48,10 @@ def test_search_all_strategies_with_failed():
assert len([x for x in strategies if x['class'] is not None]) == 9
assert len([x for x in strategies if x['class'] is None]) == 1
directory = Path(__file__).parent / "strats_nonexistingdir"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
assert len(strategies) == 0
def test_load_strategy(default_conf, result):
default_conf.update({'strategy': 'SampleStrategy',
@@ -271,8 +275,8 @@ def test_strategy_override_order_tif(caplog, default_conf):
caplog.set_level(logging.INFO)
order_time_in_force = {
'entry': 'fok',
'exit': 'gtc',
'entry': 'FOK',
'exit': 'GTC',
}
default_conf.update({
@@ -286,11 +290,11 @@ def test_strategy_override_order_tif(caplog, default_conf):
assert strategy.order_time_in_force[method] == order_time_in_force[method]
assert log_has("Override strategy 'order_time_in_force' with value in config file:"
" {'entry': 'fok', 'exit': 'gtc'}.", caplog)
" {'entry': 'FOK', 'exit': 'GTC'}.", caplog)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'order_time_in_force': {'entry': 'fok'}
'order_time_in_force': {'entry': 'FOK'}
})
# Raise error for invalid configuration
with pytest.raises(ImportError,

8
tests/test_configuration.py
View File

@@ -973,17 +973,17 @@ def test_validate_time_in_force(default_conf, caplog) -> None:
conf = deepcopy(default_conf)
conf['order_time_in_force'] = {
'buy': 'gtc',
'sell': 'gtc',
'sell': 'GTC',
}
validate_config_consistency(conf)
assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for time_in_force is.*", caplog)
assert conf['order_time_in_force']['entry'] == 'gtc'
assert conf['order_time_in_force']['exit'] == 'gtc'
assert conf['order_time_in_force']['exit'] == 'GTC'
conf = deepcopy(default_conf)
conf['order_time_in_force'] = {
'buy': 'gtc',
'sell': 'gtc',
'buy': 'GTC',
'sell': 'GTC',
}
conf['trading_mode'] = 'futures'
with pytest.raises(OperationalException,

91
tests/test_freqtradebot.py
View File

@@ -473,8 +473,6 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not freqtrade.create_trade('ETH/USDT')
@@ -677,6 +675,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b
open_rate=0.001,
exchange='binance',
))
Trade.commit()
assert pair not in freqtrade.active_pair_whitelist
freqtrade.process()
@@ -1052,8 +1051,6 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=order['amount'])
stoploss = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -1876,8 +1873,6 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
return_value=limit_order[entry_side(is_short)])
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_order[entry_side(is_short)]['amount'])
trade = MagicMock()
trade.is_short = is_short
@@ -1887,14 +1882,13 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
n = freqtrade.exit_positions(trades)
assert n == 0
# Test amount not modified by fee-logic
assert not log_has(
'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog
)
assert not log_has_re(r'Applying fee to amount for Trade .*', caplog)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
gra = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0)
# test amount modified by fee-logic
n = freqtrade.exit_positions(trades)
assert n == 0
assert gra.call_count == 0
@pytest.mark.parametrize("is_short", [False, True])
@@ -1928,8 +1922,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=order['amount'])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0)
order_id = order['id']
trade = Trade(
@@ -1961,11 +1954,11 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
assert trade.amount == order['amount']
trade.open_order_id = order_id
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.01)
assert trade.amount == 30.0
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, order_id)
assert trade.amount == 90.81
assert trade.amount == 29.99
assert trade.open_order_id is None
trade.is_open = True
@@ -2414,6 +2407,7 @@ def test_manage_open_orders_entry_usercustom(
open_trade.orders[0].side = 'sell' if is_short else 'buy'
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
Trade.query.session.add(open_trade)
Trade.commit()
# Ensure default is to return empty (so not mocked yet)
freqtrade.manage_open_orders()
@@ -2472,6 +2466,7 @@ def test_manage_open_orders_entry(
open_trade.is_short = is_short
Trade.query.session.add(open_trade)
Trade.commit()
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
@@ -2509,6 +2504,7 @@ def test_adjust_entry_cancel(
open_trade.is_short = is_short
Trade.query.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
@@ -2549,6 +2545,7 @@ def test_adjust_entry_maintain_replace(
open_trade.is_short = is_short
Trade.query.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
@@ -2601,6 +2598,7 @@ def test_check_handle_cancelled_buy(
open_trade.orders = []
open_trade.is_short = is_short
Trade.query.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
@@ -2631,6 +2629,7 @@ def test_manage_open_orders_buy_exception(
open_trade.is_short = is_short
Trade.query.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
@@ -2672,6 +2671,7 @@ def test_manage_open_orders_exit_usercustom(
open_trade_usdt.is_open = False
Trade.query.session.add(open_trade_usdt)
Trade.commit()
# Ensure default is false
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
@@ -2754,6 +2754,7 @@ def test_manage_open_orders_exit(
open_trade_usdt.is_short = is_short
Trade.query.session.add(open_trade_usdt)
Trade.commit()
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
@@ -2794,6 +2795,7 @@ def test_check_handle_cancelled_exit(
open_trade_usdt.is_short = is_short
Trade.query.session.add(open_trade_usdt)
Trade.commit()
# check it does cancel sell orders over the time limit
freqtrade.manage_open_orders()
@@ -2830,6 +2832,7 @@ def test_manage_open_orders_partial(
freqtrade = FreqtradeBot(default_conf_usdt)
prior_stake = open_trade.stake_amount
Trade.query.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
@@ -2874,6 +2877,7 @@ def test_manage_open_orders_partial_fee(
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.query.session.add(open_trade)
Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.manage_open_orders()
@@ -2923,6 +2927,7 @@ def test_manage_open_orders_partial_except(
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.query.session.add(open_trade)
Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.manage_open_orders()
@@ -2961,6 +2966,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade
freqtrade = FreqtradeBot(default_conf_usdt)
Trade.query.session.add(open_trade_usdt)
Trade.commit()
caplog.clear()
freqtrade.manage_open_orders()
@@ -4256,10 +4262,10 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe
caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount - (amount * 0.001)
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (amount * 0.001)
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
' leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.008.',
caplog
)
@@ -4284,7 +4290,7 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
@@ -4307,7 +4313,7 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == amount
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: '
@@ -4331,8 +4337,7 @@ def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mock
# from order
({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) (from'
' 8.0 to 7.996).'
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.004.'
)),
# invalid, no currency in from fee dict
({'cost': 0.008, 'currency': None}, 0, True, None),
@@ -4364,7 +4369,11 @@ def test_get_real_amount(
caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order, order_obj) == amount - fee_reduction_amount
res = freqtrade.get_real_amount(trade, buy_order, order_obj)
if fee_reduction_amount == 0:
assert res is None
else:
assert res == fee_reduction_amount
if expected_log:
assert log_has(expected_log, caplog)
@@ -4410,14 +4419,14 @@ def test_get_real_amount_multi(
return_value={'ask': 0.19, 'last': 0.2})
# Amount is reduced by "fee"
expected_amount = amount - (amount * fee_reduction_amount)
expected_amount = amount * fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) '
f'(from 8.0 to {expected_log_amount}).'
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), '
f'fee={expected_amount}.'
),
caplog
)
@@ -4450,7 +4459,7 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) == amount
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) is None
def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
@@ -4473,7 +4482,7 @@ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_dou
# Amount does not change
assert trade.fee_open == 0.0025
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) == 30.0
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) is None
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
@@ -4525,7 +4534,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert pytest.approx(freqtrade.get_real_amount(
trade, limit_buy_order_usdt, order_obj)) == amount - (amount * 0.001)
trade, limit_buy_order_usdt, order_obj)) == (amount * 0.001)
def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
@@ -4547,7 +4556,7 @@ def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, order, order_obj) == amount
assert freqtrade.get_real_amount(trade, order, order_obj) is None
def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker, caplog):
@@ -4604,7 +4613,7 @@ def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker,
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
assert res == amount
assert res is None
assert trade.fee_open_currency is None
assert trade.fee_open_cost is None
message = "Not updating buy-fee - rate: None, POINT."
@@ -4612,7 +4621,7 @@ def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker,
caplog.clear()
freqtrade.config['exchange']['unknown_fee_rate'] = 1
res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
assert res == amount
assert res is None
assert trade.fee_open_currency == 'POINT'
assert pytest.approx(trade.fee_open_cost) == 0.3046651026
assert trade.fee_open == 0.002
@@ -4621,12 +4630,12 @@ def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker,
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 10, 8),
(8.0, 0.0, 0, 8),
(8.0, 0.1, 0, 7.9),
(8.0, 0.1, 10, 8),
(8.0, 0.1, 8.0, 8.0),
(8.0, 0.1, 7.9, 7.9),
(8.0, 0.0, 10, None),
(8.0, 0.0, 0, None),
(8.0, 0.1, 0, 0.1),
(8.0, 0.1, 10, None),
(8.0, 0.1, 8.0, None),
(8.0, 0.1, 7.9, 0.1),
])
def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
amount, fee_abs, wallet, amount_exp):
@@ -4641,11 +4650,17 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
fee_close=fee.return_value,
open_order_id="123456"
)
order = Order(
ft_order_side='buy',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order) == amount_exp
assert walletmock.call_count == 1

54
tests/test_persistence.py
View File

@@ -1,7 +1,6 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
from datetime import datetime, timedelta, timezone
from math import isclose
from pathlib import Path
from types import FunctionType
from unittest.mock import MagicMock
@@ -582,25 +581,25 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
@pytest.mark.parametrize(
'exchange,is_short,lev,open_value,close_value,profit,profit_ratio,trading_mode,funding_fees', [
("binance", False, 1, 60.15, 65.835, 5.685, 0.09451371, spot, 0.0),
("binance", True, 1, 59.850, 66.1663784375, -6.3163784375, -0.1055368, margin, 0.0),
("binance", True, 1, 65.835, 60.151253125, 5.68374687, 0.08633321, margin, 0.0),
("binance", False, 3, 60.15, 65.83416667, 5.68416667, 0.28349958, margin, 0.0),
("binance", True, 3, 59.85, 66.1663784375, -6.3163784375, -0.31661044, margin, 0.0),
("binance", True, 3, 65.835, 60.151253125, 5.68374687, 0.25899963, margin, 0.0),
("kraken", False, 1, 60.15, 65.835, 5.685, 0.09451371, spot, 0.0),
("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.1066192, margin, 0.0),
("kraken", True, 1, 65.835, 60.21015, 5.62485, 0.0854386, margin, 0.0),
("kraken", False, 3, 60.15, 65.795, 5.645, 0.28154613, margin, 0.0),
("kraken", True, 3, 59.850, 66.231165, -6.381165, -0.3198578, margin, 0.0),
("kraken", True, 3, 65.835, 60.21015, 5.62485, 0.25631579, margin, 0.0),
("binance", False, 1, 60.15, 65.835, 5.685, 0.09451371, futures, 0.0),
("binance", False, 1, 60.15, 66.835, 6.685, 0.11113881, futures, 1.0),
("binance", True, 1, 59.85, 66.165, -6.315, -0.10551378, futures, 0.0),
("binance", True, 1, 59.85, 67.165, -7.315, -0.12222222, futures, -1.0),
("binance", True, 1, 65.835, 60.15, 5.685, 0.08635224, futures, 0.0),
("binance", True, 1, 65.835, 61.15, 4.685, 0.07116276, futures, -1.0),
("binance", True, 3, 65.835, 59.15, 6.685, 0.3046252, futures, 1.0),
("binance", False, 3, 60.15, 64.835, 4.685, 0.23366583, futures, -1.0),
("binance", True, 3, 59.85, 65.165, -5.315, -0.26641604, futures, 1.0),
])
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(
limit_buy_order_usdt, limit_sell_order_usdt, fee, exchange, is_short, lev,
limit_order, fee, exchange, is_short, lev,
open_value, close_value, profit, profit_ratio, trading_mode, funding_fees
):
trade: Trade = Trade(
@@ -618,22 +617,24 @@ def test_calc_open_close_trade_price(
trading_mode=trading_mode,
funding_fees=funding_fees
)
entry_order = limit_order[trade.entry_side]
exit_order = limit_order[trade.exit_side]
trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
trade.orders.append(oobj)
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', trade.exit_side)
trade.orders.append(oobj)
trade.update_trade(oobj)
trade.open_rate = 2.0
trade.close_rate = 2.2
trade.recalc_open_trade_value()
assert isclose(trade._calc_open_trade_value(trade.amount, trade.open_rate), open_value)
assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
assert trade.is_open is False
assert pytest.approx(trade._calc_open_trade_value(trade.amount, trade.open_rate)) == open_value
assert pytest.approx(trade.calc_close_trade_value(trade.close_rate)) == close_value
assert pytest.approx(trade.close_profit_abs) == profit
assert pytest.approx(trade.close_profit) == profit_ratio
@pytest.mark.usefixtures("init_persistence")
@@ -655,6 +656,7 @@ def test_trade_close(fee):
trade.orders.append(Order(
ft_order_side=trade.entry_side,
order_id=f'{trade.pair}-{trade.entry_side}-{trade.open_date}',
ft_is_open=False,
ft_pair=trade.pair,
amount=trade.amount,
filled=trade.amount,
@@ -668,6 +670,7 @@ def test_trade_close(fee):
trade.orders.append(Order(
ft_order_side=trade.exit_side,
order_id=f'{trade.pair}-{trade.exit_side}-{trade.open_date}',
ft_is_open=False,
ft_pair=trade.pair,
amount=trade.amount,
filled=trade.amount,
@@ -1387,6 +1390,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
caplog)
assert log_has("Database migration finished.", caplog)
assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
trade.amount, trade.open_rate)
assert trade.close_profit_abs is None
@@ -1688,6 +1692,7 @@ def test_get_open(fee, is_short, use_db):
create_mock_trades(fee, is_short, use_db)
assert len(Trade.get_open_trades()) == 4
assert Trade.get_open_trade_count() == 4
Trade.use_db = True
@@ -1700,6 +1705,7 @@ def test_get_open_lev(fee, use_db):
create_mock_trades_with_leverage(fee, use_db)
assert len(Trade.get_open_trades()) == 5
assert Trade.get_open_trade_count() == 5
Trade.use_db = True
@@ -1885,6 +1891,7 @@ def test_stoploss_reinitialization(default_conf, fee):
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
Trade.query.session.add(trade)
Trade.commit()
# Lower stoploss
Trade.stoploss_reinitialization(0.06)
@@ -1946,6 +1953,7 @@ def test_stoploss_reinitialization_leverage(default_conf, fee):
assert trade.initial_stop_loss == 0.98
assert trade.initial_stop_loss_pct == -0.1
Trade.query.session.add(trade)
Trade.commit()
# Lower stoploss
Trade.stoploss_reinitialization(0.15)
@@ -2007,6 +2015,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
assert trade.initial_stop_loss == 1.02
assert trade.initial_stop_loss_pct == -0.1
Trade.query.session.add(trade)
Trade.commit()
# Lower stoploss
Trade.stoploss_reinitialization(-0.15)
trades = Trade.get_open_trades()
@@ -2888,8 +2897,8 @@ def test_order_to_ccxt(limit_buy_order_open):
(('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
(('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
(('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
(('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 350.0, 0.2)),
(('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 950.0, 0.40)),
(('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.2)),
(('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.40)),
],
'end_profit': 950.0,
'end_profit_ratio': 0.283582,
@@ -2954,9 +2963,8 @@ def test_recalc_trade_from_orders_dca(data) -> None:
assert trade.amount == result[0]
assert trade.open_rate == result[1]
assert trade.stake_amount == result[2]
# TODO: enable the below.
assert pytest.approx(trade.realized_profit) == result[3]
# assert pytest.approx(trade.close_profit_abs) == result[4]
assert pytest.approx(trade.close_profit_abs) == result[4]
assert pytest.approx(trade.close_profit) == result[5]
trade.close(price)