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Fix conflicts

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This commit is contained in:
Anton
2018-05-03 11:16:29 +03:00
parent 24ab1b5be5 a5c1547251
commit ceeb98dda9
43 changed files with 1113 additions and 694 deletions
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95
freqtrade/tests/conftest.py
View File

@@ -12,7 +12,7 @@ from sqlalchemy import create_engine
from telegram import Chat, Message, Update
from freqtrade.analyze import Analyze
from freqtrade.constants import Constants
from freqtrade import constants
from freqtrade.freqtradebot import FreqtradeBot
logging.getLogger('').setLevel(logging.INFO)
@@ -87,7 +87,7 @@ def default_conf():
"initial_state": "running",
"loglevel": logging.DEBUG
}
validate(configuration, Constants.CONF_SCHEMA)
validate(configuration, constants.CONF_SCHEMA)
return configuration
@@ -207,7 +207,7 @@ def markets_empty():
return MagicMock(return_value=[])
@pytest.fixture
@pytest.fixture(scope='function')
def limit_buy_order():
return {
'id': 'mocked_limit_buy',
@@ -302,7 +302,7 @@ def ticker_history():
0.05874751,
],
[
1511686800,
1511686800000,
8.891e-05,
8.893e-05,
8.875e-05,
@@ -498,3 +498,90 @@ def result():
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this
@pytest.fixture(scope="function")
def trades_for_order():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 8.0,
'fee': {'cost': 0.008, 'currency': 'LTC'}}]
@pytest.fixture(scope="function")
def trades_for_order2():
return [{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}},
{'info': {'id': 34567,
'orderId': 123456,
'price': '0.24544100',
'qty': '8.00000000',
'commission': '0.00800000',
'commissionAsset': 'LTC',
'time': 1521663363189,
'isBuyer': True,
'isMaker': False,
'isBestMatch': True},
'timestamp': 1521663363189,
'datetime': '2018-03-21T20:16:03.189Z',
'symbol': 'LTC/ETH',
'id': '34567',
'order': '123456',
'type': None,
'side': 'buy',
'price': 0.245441,
'cost': 1.963528,
'amount': 4.0,
'fee': {'cost': 0.004, 'currency': 'LTC'}}]
@pytest.fixture
def buy_order_fee():
return {
'id': 'mocked_limit_buy_old',
'type': 'limit',
'side': 'buy',
'pair': 'mocked',
'datetime': str(arrow.utcnow().shift(minutes=-601).datetime),
'price': 0.245441,
'amount': 8.0,
'remaining': 90.99181073,
'status': 'closed',
'fee': None
}

38
freqtrade/tests/exchange/test_exchange.py
View File

@@ -4,14 +4,15 @@ import logging
from copy import deepcopy
from random import randint
from unittest.mock import MagicMock, PropertyMock
import ccxt
import ccxt
import pytest
from freqtrade import OperationalException, DependencyException, NetworkException
from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
get_ticker, get_ticker_history, cancel_order, get_name, get_fee, get_id, get_pair_detail_url
import freqtrade.exchange as exchange
from freqtrade import OperationalException, DependencyException, TemporaryError
from freqtrade.exchange import (init, validate_pairs, buy, sell, get_balance, get_balances,
get_ticker, get_ticker_history, cancel_order, get_name, get_fee,
get_id, get_pair_detail_url, get_amount_lots)
from freqtrade.tests.conftest import log_has
API_INIT = False
@@ -148,7 +149,7 @@ def test_buy_prod(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
buy(pair='ETH/BTC', rate=200, amount=1)
@@ -198,7 +199,7 @@ def test_sell_prod(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
sell(pair='ETH/BTC', rate=200, amount=1)
@@ -262,15 +263,17 @@ def test_get_balances_prod(default_conf, mocker):
assert get_balances()['1ST']['total'] == 10.0
assert get_balances()['1ST']['used'] == 0.0
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_balances()
assert api_mock.fetch_balance.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_balances()
assert api_mock.fetch_balance.call_count == 1
# This test is somewhat redundant with
@@ -310,7 +313,7 @@ def test_get_ticker(default_conf, mocker):
assert ticker['bid'] == 0.5
assert ticker['ask'] == 1
with pytest.raises(OperationalException): # test retrier
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ticker = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
get_ticker(pair='ETH/BTC', refresh=True)
@@ -377,7 +380,7 @@ def test_get_ticker_history(default_conf, mocker):
assert ticks[0][4] == 9
assert ticks[0][5] == 10
with pytest.raises(OperationalException): # test retrier
with pytest.raises(TemporaryError): # test retrier
api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
# new symbol to get around cache
@@ -406,20 +409,23 @@ def test_cancel_order(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
assert cancel_order(order_id='_', pair='TKN/BTC') == 123
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.cancel_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.cancel_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
cancel_order(order_id='_', pair='TKN/BTC')
assert api_mock.cancel_order.call_count == 1
def test_get_order(default_conf, mocker):
@@ -438,20 +444,23 @@ def test_get_order(default_conf, mocker):
mocker.patch('freqtrade.exchange._API', api_mock)
assert exchange.get_order('X', 'TKN/BTC') == 456
with pytest.raises(NetworkException):
with pytest.raises(TemporaryError):
api_mock.fetch_order = MagicMock(side_effect=ccxt.NetworkError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(DependencyException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == exchange.API_RETRY_COUNT + 1
with pytest.raises(OperationalException):
api_mock.fetch_order = MagicMock(side_effect=ccxt.BaseError)
mocker.patch('freqtrade.exchange._API', api_mock)
exchange.get_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_order.call_count == 1
def test_get_name(default_conf, mocker):
@@ -508,3 +517,10 @@ def test_get_fee(default_conf, mocker):
})
mocker.patch('freqtrade.exchange._API', api_mock)
assert get_fee() == 0.025
def test_get_amount_lots(default_conf, mocker):
api_mock = MagicMock()
api_mock.amount_to_lots = MagicMock(return_value=1.0)
mocker.patch('freqtrade.exchange._API', api_mock)
assert get_amount_lots('LTC/BTC', 1.54) == 1

143
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -6,7 +6,6 @@ import random
from copy import deepcopy
from typing import List
from unittest.mock import MagicMock
import pytest
import numpy as np
import pandas as pd
@@ -18,19 +17,6 @@ from freqtrade.arguments import Arguments
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
from freqtrade.tests.conftest import log_has
# Avoid to reinit the same object again and again
_BACKTESTING = None
_BACKTESTING_INITIALIZED = False
@pytest.fixture(scope='function')
def init_backtesting(default_conf, mocker):
global _BACKTESTING_INITIALIZED, _BACKTESTING
if not _BACKTESTING_INITIALIZED:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
_BACKTESTING = Backtesting(default_conf)
_BACKTESTING_INITIALIZED = True
def get_args(args) -> List[str]:
return Arguments(args, '').get_parsed_arg()
@@ -96,8 +82,9 @@ def load_data_test(what):
return data
def simple_backtest(config, contour, num_results) -> None:
backtesting = _BACKTESTING
def simple_backtest(config, contour, num_results, mocker) -> None:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(config)
data = load_data_test(contour)
processed = backtesting.tickerdata_to_dataframe(data)
@@ -128,12 +115,14 @@ def _load_pair_as_ticks(pair, tickfreq):
# FIX: fixturize this?
def _make_backtest_conf(conf=None, pair='UNITTEST/BTC', record=None):
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
data = trim_dictlist(data, -200)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(conf)
return {
'stake_amount': conf['stake_amount'],
'processed': _BACKTESTING.tickerdata_to_dataframe(data),
'processed': backtesting.tickerdata_to_dataframe(data),
'max_open_trades': 10,
'realistic': True,
'record': record
@@ -169,21 +158,6 @@ def _trend_alternate(dataframe=None):
return dataframe
def _run_backtest_1(fun, backtest_conf):
# strategy is a global (hidden as a singleton), so we
# emulate strategy being pure, by override/restore here
# if we dont do this, the override in strategy will carry over
# to other tests
old_buy = _BACKTESTING.populate_buy_trend
old_sell = _BACKTESTING.populate_sell_trend
_BACKTESTING.populate_buy_trend = fun # Override
_BACKTESTING.populate_sell_trend = fun # Override
results = _BACKTESTING.backtest(backtest_conf)
_BACKTESTING.populate_buy_trend = old_buy # restore override
_BACKTESTING.populate_sell_trend = old_sell # restore override
return results
# Unit tests
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
"""
@@ -195,7 +169,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting'
]
@@ -236,7 +210,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1m',
@@ -287,19 +261,20 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
)
def test_start(mocker, init_backtesting, fee, default_conf, caplog) -> None:
def test_start(mocker, fee, default_conf, caplog) -> None:
"""
Test start() function
"""
start_mock = MagicMock()
mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(default_conf)
))
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
@@ -342,16 +317,16 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert callable(backtesting.populate_sell_trend)
def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
"""
Test Backtesting.tickerdata_to_dataframe() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
timerange = ((None, 'line'), None, -100)
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
backtesting = _BACKTESTING
backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100
@@ -361,11 +336,12 @@ def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
def test_get_timeframe(init_backtesting) -> None:
def test_get_timeframe(default_conf, mocker) -> None:
"""
Test Backtesting.get_timeframe() method
"""
backtesting = _BACKTESTING
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(
optimize.load_data(
@@ -379,11 +355,12 @@ def test_get_timeframe(init_backtesting) -> None:
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
def test_generate_text_table(init_backtesting):
def test_generate_text_table(default_conf, mocker):
"""
Test Backtesting.generate_text_table() method
"""
backtesting = _BACKTESTING
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf)
results = pd.DataFrame(
{
@@ -451,13 +428,13 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples)
def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
def test_backtest(default_conf, fee, mocker) -> None:
"""
Test Backtesting.backtest() method
"""
mocker.patch('freqtrade.exchange.get_fee', fee)
backtesting = _BACKTESTING
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf)
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200)
@@ -472,13 +449,13 @@ def test_backtest(init_backtesting, default_conf, fee, mocker) -> None:
assert not results.empty
def test_backtest_1min_ticker_interval(init_backtesting, default_conf, fee, mocker) -> None:
def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
"""
Test Backtesting.backtest() method with 1 min ticker
"""
mocker.patch('freqtrade.exchange.get_fee', fee)
backtesting = _BACKTESTING
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
@@ -494,11 +471,12 @@ def test_backtest_1min_ticker_interval(init_backtesting, default_conf, fee, mock
assert not results.empty
def test_processed(init_backtesting) -> None:
def test_processed(default_conf, mocker) -> None:
"""
Test Backtesting.backtest() method with offline data
"""
backtesting = _BACKTESTING
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf)
dict_of_tickerrows = load_data_test('raise')
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
@@ -510,69 +488,90 @@ def test_processed(init_backtesting) -> None:
assert col in cols
def test_backtest_pricecontours(init_backtesting, default_conf, fee, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres)
simple_backtest(default_conf, contour, numres, mocker)
# Test backtest using offline data (testdata directory)
def test_backtest_ticks(init_backtesting, default_conf, fee, mocker):
def test_backtest_ticks(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
ticks = [1, 5]
fun = _BACKTESTING.populate_buy_trend
fun = Backtesting(default_conf).populate_buy_trend
for _ in ticks:
backtest_conf = _make_backtest_conf(conf=default_conf)
results = _run_backtest_1(fun, backtest_conf)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
results = backtesting.backtest(backtest_conf)
assert not results.empty
def test_backtest_clash_buy_sell(init_backtesting, default_conf):
def test_backtest_clash_buy_sell(mocker, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
buy_value = 1
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(conf=default_conf)
results = _run_backtest_1(fun, backtest_conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
results = backtesting.backtest(backtest_conf)
assert results.empty
def test_backtest_only_sell(init_backtesting, default_conf):
def test_backtest_only_sell(mocker, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
buy_value = 0
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(conf=default_conf)
results = _run_backtest_1(fun, backtest_conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
results = backtesting.backtest(backtest_conf)
assert results.empty
def test_backtest_alternate_buy_sell(init_backtesting, default_conf, fee, mocker):
def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC')
results = _run_backtest_1(_trend_alternate, backtest_conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = _trend_alternate # Override
backtesting.populate_sell_trend = _trend_alternate # Override
results = backtesting.backtest(backtest_conf)
assert len(results) == 3
def test_backtest_record(init_backtesting, default_conf, fee, mocker):
def test_backtest_record(default_conf, fee, mocker):
names = []
records = []
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
mocker.patch(
'freqtrade.optimize.backtesting.file_dump_json',
new=lambda n, r: (names.append(n), records.append(r))
)
backtest_conf = _make_backtest_conf(
mocker,
conf=default_conf,
pair='UNITTEST/BTC',
record="trades"
)
results = _run_backtest_1(_trend_alternate, backtest_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = _trend_alternate # Override
backtesting.populate_sell_trend = _trend_alternate # Override
results = backtesting.backtest(backtest_conf)
assert len(results) == 3
# Assert file_dump_json was only called once
assert names == ['backtest-result.json']
@@ -595,7 +594,7 @@ def test_backtest_record(init_backtesting, default_conf, fee, mocker):
assert dur > 0
def test_backtest_start_live(init_backtesting, default_conf, mocker, caplog):
def test_backtest_start_live(default_conf, mocker, caplog):
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch('freqtrade.exchange.get_ticker_history',
@@ -613,12 +612,12 @@ def test_backtest_start_live(init_backtesting, default_conf, mocker, caplog):
args.live = True
args.datadir = None
args.export = None
args.strategy = 'default_strategy'
args.strategy = 'DefaultStrategy'
args.timerange = '-100' # needed due to MagicMock malleability
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting',
'--ticker-interval', '1m',
'--live',

19
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -3,17 +3,16 @@ import os
import signal
from copy import deepcopy
from unittest.mock import MagicMock
import pytest
import pandas as pd
import pytest
from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.optimize.hyperopt import Hyperopt, start
from freqtrade.strategy.strategy import Strategy
from freqtrade.strategy.resolver import StrategyResolver
from freqtrade.tests.conftest import log_has
from freqtrade.tests.optimize.test_backtesting import get_args
# Avoid to reinit the same object again and again
_HYPEROPT_INITIALIZED = False
_HYPEROPT = None
@@ -71,12 +70,12 @@ def test_start(mocker, default_conf, caplog) -> None:
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'hyperopt',
'--epochs', '5'
]
args = get_args(args)
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
start(args)
import pprint
@@ -94,7 +93,7 @@ def test_loss_calculation_prefer_correct_trade_count(init_hyperopt) -> None:
Test Hyperopt.calculate_loss()
"""
hyperopt = _HYPEROPT
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
@@ -124,7 +123,7 @@ def test_loss_calculation_has_limited_profit(init_hyperopt) -> None:
assert under > correct
def test_log_results_if_loss_improves(init_hyperopt, capsys) -> None:
def test_log_results_if_loss_improves(capsys) -> None:
hyperopt = _HYPEROPT
hyperopt.current_best_loss = 2
hyperopt.log_results(
@@ -186,7 +185,7 @@ def test_fmin_best_results(mocker, init_hyperopt, default_conf, caplog) -> None:
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock()
@@ -231,7 +230,7 @@ def test_fmin_throw_value_error(mocker, init_hyperopt, default_conf, caplog) ->
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = create_trials(mocker)
hyperopt.tickerdata_to_dataframe = MagicMock()
@@ -274,7 +273,7 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker, init_hyperopt, defa
mocker.patch('freqtrade.optimize.hyperopt.hyperopt_optimize_conf', return_value=conf)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock())
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
hyperopt = Hyperopt(conf)
hyperopt.trials = trials
hyperopt.tickerdata_to_dataframe = MagicMock()

8
freqtrade/tests/optimize/test_optimize.py
View File

@@ -291,10 +291,12 @@ def test_download_backtesting_testdata2(mocker) -> None:
[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
]
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='1m')
assert download_backtesting_testdata(None, pair="UNITTEST/BTC", tick_interval='3m')
download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='1m')
download_backtesting_testdata(None, pair="UNITTEST/BTC", interval='3m')
assert json_dump_mock.call_count == 2
def test_load_tickerdata_file() -> None:

12
freqtrade/tests/strategy/test_default_strategy.py
View File

@@ -1,10 +1,16 @@
import json
import pytest
from pandas import DataFrame
from freqtrade.strategy.default_strategy import DefaultStrategy, class_name
from freqtrade.analyze import Analyze
from freqtrade.strategy.default_strategy import DefaultStrategy
def test_default_strategy_class_name():
assert class_name == DefaultStrategy.__name__
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
return Analyze.parse_ticker_dataframe(json.load(data_file))
def test_default_strategy_structure():

138
freqtrade/tests/strategy/test_strategy.py
View File

@@ -1,89 +1,85 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
import logging
import os
from freqtrade.strategy.strategy import Strategy
import pytest
def test_sanitize_module_name():
assert Strategy._sanitize_module_name('default_strategy') == 'default_strategy'
assert Strategy._sanitize_module_name('default_strategy.py') == 'default_strategy'
assert Strategy._sanitize_module_name('../default_strategy.py') == 'default_strategy'
assert Strategy._sanitize_module_name('../default_strategy') == 'default_strategy'
assert Strategy._sanitize_module_name('.default_strategy') == '.default_strategy'
assert Strategy._sanitize_module_name('foo-bar') == 'foo-bar'
assert Strategy._sanitize_module_name('foo/bar') == 'bar'
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.resolver import StrategyResolver
def test_search_strategy():
assert Strategy._search_strategy('default_strategy') == '.'
assert Strategy._search_strategy('test_strategy') == 'user_data.strategies.'
assert Strategy._search_strategy('super_duper') is None
def test_strategy_structure():
assert hasattr(Strategy, 'populate_indicators')
assert hasattr(Strategy, 'populate_buy_trend')
assert hasattr(Strategy, 'populate_sell_trend')
default_location = os.path.join(os.path.dirname(
os.path.realpath(__file__)), '..', '..', 'strategy'
)
assert isinstance(
StrategyResolver._search_strategy(default_location, 'DefaultStrategy'), IStrategy
)
assert StrategyResolver._search_strategy(default_location, 'NotFoundStrategy') is None
def test_load_strategy(result):
strategy = Strategy()
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('test_strategy')
assert not hasattr(Strategy, 'custom_strategy')
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
resolver = StrategyResolver()
resolver._load_strategy('TestStrategy')
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
def test_load_not_found_strategy(caplog):
strategy = Strategy()
def test_load_strategy_custom_directory(result):
resolver = StrategyResolver()
extra_dir = os.path.join('some', 'path')
with pytest.raises(
FileNotFoundError,
match=r".*No such file or directory: '{}'".format(extra_dir)):
resolver._load_strategy('TestStrategy', extra_dir)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('NotFoundStrategy')
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
error_msg = "Impossible to load Strategy 'user_data/strategies/{}.py'. This file does not " \
"exist or contains Python code errors".format('NotFoundStrategy')
assert ('freqtrade.strategy.strategy', logging.ERROR, error_msg) in caplog.record_tuples
def test_load_not_found_strategy():
strategy = StrategyResolver()
with pytest.raises(ImportError,
match=r'Impossible to load Strategy \'NotFoundStrategy\'.'
r' This class does not exist or contains Python code errors'):
strategy._load_strategy('NotFoundStrategy')
def test_strategy(result):
strategy = Strategy({'strategy': 'default_strategy'})
resolver = StrategyResolver({'strategy': 'DefaultStrategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.04
assert hasattr(resolver.strategy, 'minimal_roi')
assert resolver.strategy.minimal_roi[0] == 0.04
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.10
assert hasattr(resolver.strategy, 'stoploss')
assert resolver.strategy.stoploss == -0.10
assert hasattr(strategy.custom_strategy, 'populate_indicators')
assert 'adx' in strategy.populate_indicators(result)
assert hasattr(resolver.strategy, 'populate_indicators')
assert 'adx' in resolver.strategy.populate_indicators(result)
assert hasattr(strategy.custom_strategy, 'populate_buy_trend')
dataframe = strategy.populate_buy_trend(strategy.populate_indicators(result))
assert hasattr(resolver.strategy, 'populate_buy_trend')
dataframe = resolver.strategy.populate_buy_trend(resolver.strategy.populate_indicators(result))
assert 'buy' in dataframe.columns
assert hasattr(strategy.custom_strategy, 'populate_sell_trend')
dataframe = strategy.populate_sell_trend(strategy.populate_indicators(result))
assert hasattr(resolver.strategy, 'populate_sell_trend')
dataframe = resolver.strategy.populate_sell_trend(resolver.strategy.populate_indicators(result))
assert 'sell' in dataframe.columns
def test_strategy_override_minimal_roi(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'strategy': 'DefaultStrategy',
'minimal_roi': {
"0": 0.5
}
}
strategy = Strategy(config)
resolver = StrategyResolver(config)
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.strategy',
assert hasattr(resolver.strategy, 'minimal_roi')
assert resolver.strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
) in caplog.record_tuples
@@ -92,14 +88,14 @@ def test_strategy_override_minimal_roi(caplog):
def test_strategy_override_stoploss(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'strategy': 'DefaultStrategy',
'stoploss': -0.5
}
strategy = Strategy(config)
resolver = StrategyResolver(config)
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.5
assert ('freqtrade.strategy.strategy',
assert hasattr(resolver.strategy, 'stoploss')
assert resolver.strategy.stoploss == -0.5
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'stoploss\' with value in config file: -0.5.'
) in caplog.record_tuples
@@ -109,34 +105,14 @@ def test_strategy_override_ticker_interval(caplog):
caplog.set_level(logging.INFO)
config = {
'strategy': 'default_strategy',
'strategy': 'DefaultStrategy',
'ticker_interval': 60
}
strategy = Strategy(config)
resolver = StrategyResolver(config)
assert hasattr(strategy.custom_strategy, 'ticker_interval')
assert strategy.ticker_interval == 60
assert ('freqtrade.strategy.strategy',
assert hasattr(resolver.strategy, 'ticker_interval')
assert resolver.strategy.ticker_interval == 60
assert ('freqtrade.strategy.resolver',
logging.INFO,
'Override strategy \'ticker_interval\' with value in config file: 60.'
) in caplog.record_tuples
def test_strategy_fallback_default_strategy():
strategy = Strategy()
strategy.logger = logging.getLogger(__name__)
assert not hasattr(Strategy, 'custom_strategy')
strategy._load_strategy('../../super_duper')
assert not hasattr(Strategy, 'custom_strategy')
def test_strategy_singleton():
strategy1 = Strategy({'strategy': 'default_strategy'})
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
assert strategy1.minimal_roi[0] == 0.04
strategy2 = Strategy()
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
assert strategy2.minimal_roi[0] == 0.04

2
freqtrade/tests/test_analyze.py
View File

@@ -16,7 +16,7 @@ from freqtrade.optimize.__init__ import load_tickerdata_file
from freqtrade.tests.conftest import log_has
# Avoid to reinit the same object again and again
_ANALYZE = Analyze({'strategy': 'default_strategy'})
_ANALYZE = Analyze({'strategy': 'DefaultStrategy'})
def test_signaltype_object() -> None:

20
freqtrade/tests/test_arguments.py
View File

@@ -71,6 +71,26 @@ def test_parse_args_invalid() -> None:
Arguments(['-c'], '').get_parsed_arg()
def test_parse_args_strategy() -> None:
args = Arguments(['--strategy', 'SomeStrategy'], '').get_parsed_arg()
assert args.strategy == 'SomeStrategy'
def test_parse_args_strategy_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['--strategy'], '').get_parsed_arg()
def test_parse_args_strategy_path() -> None:
args = Arguments(['--strategy-path', '/some/path'], '').get_parsed_arg()
assert args.strategy_path == '/some/path'
def test_parse_args_strategy_path_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['--strategy-path'], '').get_parsed_arg()
def test_parse_args_dynamic_whitelist() -> None:
args = Arguments(['--dynamic-whitelist'], '').get_parsed_arg()
assert args.dynamic_whitelist == 20

46
freqtrade/tests/test_configuration.py
View File

@@ -99,8 +99,8 @@ def test_load_config(default_conf, mocker) -> None:
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert 'strategy' in validated_conf
assert validated_conf['strategy'] == 'default_strategy'
assert validated_conf.get('strategy') == 'DefaultStrategy'
assert validated_conf.get('strategy_path') is None
assert 'dynamic_whitelist' not in validated_conf
assert 'dry_run_db' not in validated_conf
@@ -115,20 +115,40 @@ def test_load_config_with_params(default_conf, mocker) -> None:
args = [
'--dynamic-whitelist', '10',
'--strategy', 'test_strategy',
'--dry-run-db'
'--strategy', 'TestStrategy',
'--strategy-path', '/some/path',
'--dry-run-db',
]
args = Arguments(args, '').get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert 'dynamic_whitelist' in validated_conf
assert validated_conf['dynamic_whitelist'] == 10
assert 'strategy' in validated_conf
assert validated_conf['strategy'] == 'test_strategy'
assert 'dry_run_db' in validated_conf
assert validated_conf['dry_run_db'] is True
assert validated_conf.get('dynamic_whitelist') == 10
assert validated_conf.get('strategy') == 'TestStrategy'
assert validated_conf.get('strategy_path') == '/some/path'
assert validated_conf.get('dry_run_db') is True
def test_load_custom_strategy(default_conf, mocker) -> None:
"""
Test Configuration.load_config() without any cli params
"""
custom_conf = deepcopy(default_conf)
custom_conf.update({
'strategy': 'CustomStrategy',
'strategy_path': '/tmp/strategies',
})
mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(custom_conf)
))
args = Arguments([], '').get_parsed_arg()
configuration = Configuration(args)
validated_conf = configuration.load_config()
assert validated_conf.get('strategy') == 'CustomStrategy'
assert validated_conf.get('strategy_path') == '/tmp/strategies'
def test_show_info(default_conf, mocker, caplog) -> None:
@@ -141,7 +161,7 @@ def test_show_info(default_conf, mocker, caplog) -> None:
args = [
'--dynamic-whitelist', '10',
'--strategy', 'test_strategy',
'--strategy', 'TestStrategy',
'--dry-run-db'
]
args = Arguments(args, '').get_parsed_arg()
@@ -185,7 +205,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'backtesting'
]
@@ -229,7 +249,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
args = [
'--config', 'config.json',
'--strategy', 'default_strategy',
'--strategy', 'DefaultStrategy',
'--datadir', '/foo/bar',
'backtesting',
'--ticker-interval', '1m',

19
freqtrade/tests/test_constants.py
View File

@@ -2,25 +2,24 @@
Unit test file for constants.py
"""
from freqtrade.constants import Constants
from freqtrade import constants
def test_constant_object() -> None:
"""
Test the Constants object has the mandatory Constants
"""
assert hasattr(Constants, 'CONF_SCHEMA')
assert hasattr(Constants, 'DYNAMIC_WHITELIST')
assert hasattr(Constants, 'PROCESS_THROTTLE_SECS')
assert hasattr(Constants, 'TICKER_INTERVAL')
assert hasattr(Constants, 'HYPEROPT_EPOCH')
assert hasattr(Constants, 'RETRY_TIMEOUT')
assert hasattr(Constants, 'DEFAULT_STRATEGY')
assert hasattr(constants, 'CONF_SCHEMA')
assert hasattr(constants, 'DYNAMIC_WHITELIST')
assert hasattr(constants, 'PROCESS_THROTTLE_SECS')
assert hasattr(constants, 'TICKER_INTERVAL')
assert hasattr(constants, 'HYPEROPT_EPOCH')
assert hasattr(constants, 'RETRY_TIMEOUT')
assert hasattr(constants, 'DEFAULT_STRATEGY')
def test_conf_schema() -> None:
"""
Test the CONF_SCHEMA is from the right type
"""
constant = Constants()
assert isinstance(constant.CONF_SCHEMA, dict)
assert isinstance(constants.CONF_SCHEMA, dict)

8
freqtrade/tests/test_dataframe.py
View File

@@ -4,7 +4,7 @@ import pandas
from freqtrade.analyze import Analyze
from freqtrade.optimize import load_data
from freqtrade.strategy.strategy import Strategy
from freqtrade.strategy.resolver import StrategyResolver
_pairs = ['ETH/BTC']
@@ -15,19 +15,19 @@ def load_dataframe_pair(pairs):
assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]]
analyze = Analyze({'strategy': 'default_strategy'})
analyze = Analyze({'strategy': 'DefaultStrategy'})
dataframe = analyze.analyze_ticker(dataframe)
return dataframe
def test_dataframe_load():
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
dataframe = load_dataframe_pair(_pairs)
assert isinstance(dataframe, pandas.core.frame.DataFrame)
def test_dataframe_columns_exists():
Strategy({'strategy': 'default_strategy'})
StrategyResolver({'strategy': 'DefaultStrategy'})
dataframe = load_dataframe_pair(_pairs)
assert 'high' in dataframe.columns
assert 'low' in dataframe.columns

190
freqtrade/tests/test_freqtradebot.py
View File

@@ -16,7 +16,7 @@ import pytest
import requests
from sqlalchemy import create_engine
from freqtrade import DependencyException, OperationalException
from freqtrade import DependencyException, OperationalException, TemporaryError
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.state import State
@@ -451,7 +451,7 @@ def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> Non
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(side_effect=requests.exceptions.RequestException)
buy=MagicMock(side_effect=TemporaryError)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
@@ -568,18 +568,30 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No
log_has('Unable to create trade:', caplog.record_tuples)
def test_process_maybe_execute_sell(mocker, default_conf) -> None:
def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
"""
Test process_maybe_execute_sell() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1)
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.freqtradebot.exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
assert not freqtrade.process_maybe_execute_sell(trade)
# Test amount not modified by fee-logic
assert not log_has('Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(
trade), caplog.record_tuples)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sell(trade)
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
@@ -812,7 +824,8 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fe
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
@@ -851,7 +864,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
@@ -890,7 +904,8 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
@@ -937,7 +952,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee=0.0,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
@@ -1299,3 +1315,161 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is True
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
"""
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
caplog.record_tuples)
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker):
"""
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=[])
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
caplog.record_tuples)
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
"""
Test get_real_amount - fees in Stake currency
"""
trades_for_order[0]['fee']['currency'] = 'ETH'
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
"""
Test get_real_amount - Fees in BNB
"""
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker):
"""
Test get_real_amount with split trades (multiple trades for this order)
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2)
amount = float(sum(x['amount'] for x in trades_for_order2))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades',
caplog.record_tuples)
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker):
"""
Test get_real_amount with split trades (multiple trades for this order)
"""
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order',
caplog.record_tuples)

4
freqtrade/tests/test_misc.py
View File

@@ -42,13 +42,11 @@ def test_datesarray_to_datetimearray(ticker_history):
assert date_len == 3
def test_common_datearray(default_conf, mocker) -> None:
def test_common_datearray(default_conf) -> None:
"""
Test common_datearray()
:return: None
"""
mocker.patch('freqtrade.strategy.strategy.Strategy', MagicMock())
analyze = Analyze(default_conf)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': tick}

36
freqtrade/tests/test_persistence.py
View File

@@ -126,7 +126,8 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
assert trade.open_order_id is None
@@ -154,7 +155,8 @@ def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
@@ -177,7 +179,8 @@ def test_calc_close_trade_price_exception(limit_buy_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
@@ -191,7 +194,8 @@ def test_update_open_order(limit_buy_order):
trade = Trade(
pair='ETH/BTC',
stake_amount=1.00,
fee=0.1,
fee_open=0.1,
fee_close=0.1,
exchange='bittrex',
)
@@ -214,7 +218,8 @@ def test_update_invalid_order(limit_buy_order):
trade = Trade(
pair='ETH/BTC',
stake_amount=1.00,
fee=0.1,
fee_open=0.1,
fee_close=0.1,
exchange='bittrex',
)
limit_buy_order['type'] = 'invalid'
@@ -227,7 +232,8 @@ def test_calc_open_trade_price(limit_buy_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'open_trade'
@@ -245,7 +251,8 @@ def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'close_trade'
@@ -267,7 +274,8 @@ def test_calc_profit(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'profit_percent'
@@ -298,7 +306,8 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
trade.open_order_id = 'profit_percent'
@@ -326,7 +335,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345'
@@ -337,7 +347,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_sell_12345'
@@ -349,7 +360,8 @@ def test_clean_dry_run_db(default_conf, fee):
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee=fee.return_value,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345'