From cfe00c2f0c118c93e1870567eb75c195bfa91ddd Mon Sep 17 00:00:00 2001
From: misagh <misagh.shakeri@gmail.com>
Date: Tue, 15 Jan 2019 11:04:32 +0100
Subject: [PATCH] initial test added for TSL on exchange

---
 freqtrade/freqtradebot.py            |  6 ++---
 freqtrade/persistence.py             |  2 ++
 freqtrade/tests/test_freqtradebot.py | 39 ++++++++++++++++++----------
 3 files changed, 29 insertions(+), 18 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5169d162c..477141782 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -662,18 +662,16 @@ class FreqtradeBot(object):
                                 self.exchange.get_ticker(trade.pair)['bid'], trade.stop_loss)
                     return result
 
-                print(trade.stop_loss)
-                print(order['info']['stopPrice'])
                 if trade.stop_loss > order['info']['stopPrice']:
                     # we check also if the update is neccesary
                     update_beat = self.strategy.order_types['stoploss_on_exchange_interval']
-                    if (datetime.now() - trade.stoploss_last_update).total_seconds > update_beat:
+                    if (datetime.now() - trade.stoploss_last_update).total_seconds() > update_beat:
                         # cancelling the current stoploss on exchange first
                         if self.exchange.cancel_order(order['id'], trade.pair):
                             # creating the new one
                             stoploss_order_id = self.exchange.stoploss_limit(
                                 pair=trade.pair, amount=trade.amount,
-                                stop_price=stop_price, rate=limit_price
+                                stop_price=trade.stop_loss, rate=trade.stop_loss * 0.99
                                 )['id']
                             trade.stoploss_order_id = str(stoploss_order_id)
 
diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py
index c466f2fc1..f9b34fc64 100644
--- a/freqtrade/persistence.py
+++ b/freqtrade/persistence.py
@@ -222,11 +222,13 @@ class Trade(_DECL_BASE):
             logger.debug("assigning new stop loss")
             self.stop_loss = new_loss
             self.initial_stop_loss = new_loss
+            self.stoploss_last_update = datetime.utcnow()
 
         # evaluate if the stop loss needs to be updated
         else:
             if new_loss > self.stop_loss:  # stop losses only walk up, never down!
                 self.stop_loss = new_loss
+                self.stoploss_last_update = datetime.utcnow()
                 logger.debug("adjusted stop loss")
             else:
                 logger.debug("keeping current stop loss")
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index 5aa8c55a9..6d6e5fe91 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -1033,9 +1033,21 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         get_markets=markets,
         stoploss_limit=stoploss_limit
     )
+
+    # enabling TSL
     default_conf['trailing_stop'] = True
+
+    # disabling ROI
+    default_conf['minimal_roi']['0'] = 999999999
+
     freqtrade = FreqtradeBot(default_conf)
+
+    # setting stoploss
     freqtrade.strategy.stoploss = -0.05
+
+    # setting stoploss_on_exchange_interval
+    freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
+
     patch_get_signal(freqtrade)
 
     freqtrade.create_trade()
@@ -1051,7 +1063,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
         'price': 3,
         'average': 2,
         'info' : {
-            'stopPrice': 1.113399999
+            'stopPrice': 0.000011134
         }
     })
 
@@ -1061,23 +1073,22 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
     assert freqtrade.handle_trade(trade) is False
 
     # price jumped 2x
-    trade.max_rate = trade.open_rate * 2
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={
+        'bid': 0.00002344,
+        'ask': 0.00002346,
+        'last': 0.00002344
+    }))
+
     assert freqtrade.handle_trade(trade) is False
-    assert freqtrade.handle_stoploss_on_exchange(trade) is False
+    assert trade.stop_loss == 0.00002344 * 0.95
 
-    assert trade.stop_loss == (trade.open_rate * 2) * 0.95
+    mocker.patch('freqtrade.exchange.Exchange.cancel_order', MagicMock(return_value={
+        "orderId": 100,
+        "status": "CANCELED",
+    }))
 
-    stoploss_order_hit = MagicMock(return_value={
-        'status': 'open',
-        'type': 'stop_loss_limit',
-        'price': 3,
-        'average': 2
-    })
-    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
-    assert trade.stoploss_order_id is None
-    assert trade.is_open is False
+    assert freqtrade.exchange.cancel_order.call_count == 1
 
 
 def test_process_maybe_execute_buy(mocker, default_conf) -> None: