Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit

freqtrade/tests/conftest.py

@@ -66,6 +66,7 @@ def ticker():
         'last': 0.00001098,
     })
 
+
 @pytest.fixture
 def ticker_sell_up():
     return MagicMock(return_value={
@@ -74,6 +75,7 @@ def ticker_sell_up():
         'last': 0.00001172,
     })
 
+
 @pytest.fixture
 def ticker_sell_down():
     return MagicMock(return_value={
@@ -82,6 +84,7 @@ def ticker_sell_down():
         'last': 0.00001044,
     })
 
+
 @pytest.fixture
 def health():
     return MagicMock(return_value=[{
@@ -143,7 +146,7 @@ def limit_sell_order():
 @pytest.fixture
 def ticker_history():
     return [
-	    {
+        {
             "O": 8.794e-05,
             "H": 8.948e-05,
             "L": 8.794e-05,
@@ -152,7 +155,7 @@ def ticker_history():
             "T": "2017-11-26T08:50:00",
             "BV": 0.0877869
         },
-	    {
+        {
             "O": 8.88e-05,
             "H": 8.942e-05,
             "L": 8.88e-05,
@@ -161,7 +164,7 @@ def ticker_history():
             "T": "2017-11-26T08:55:00",
             "BV": 0.05874751
         },
-	    {
+        {
             "O": 8.891e-05,
             "H": 8.893e-05,
             "L": 8.875e-05,

freqtrade/tests/test_optimize_backtesting.py

@@ -1,15 +1,11 @@
 # pragma pylint: disable=missing-docstring,W0212
 
-from unittest.mock import MagicMock
-
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize.backtesting import backtest
 from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
 import os
 
-import pytest
-
 
 def test_backtest(default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -30,6 +26,7 @@ def test_1min_ticker_interval(default_conf, mocker):
     results = backtest(default_conf, optimize.preprocess(data), 1, True)
     assert len(results) > 0
 
+
 def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -59,7 +56,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
     file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
     file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
 
-    assert download_pairs(pairs = ['BTC-MEME', 'BTC-CFI']) is True
+    assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
 
     assert os.path.isfile(file1_1) is True
     assert os.path.isfile(file1_5) is True
@@ -87,7 +84,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
 
     # Download a 1 min ticker file
     file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
-    download_backtesting_testdata(pair = "BTC-XEL", interval = 1)
+    download_backtesting_testdata(pair="BTC-XEL", interval=1)
     assert os.path.isfile(file1) is True
 
     if os.path.isfile(file1):
@@ -95,7 +92,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
 
     # Download a 5 min ticker file
     file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
-    download_backtesting_testdata(pair = "BTC-STORJ", interval = 5)
+    download_backtesting_testdata(pair="BTC-STORJ", interval=5)
     assert os.path.isfile(file2) is True
 
     if os.path.isfile(file2):

freqtrade/tests/test_persistence.py

@@ -10,17 +10,23 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order):
     On this test we will buy and sell a crypto currency.
 
     Buy
-    - Buy: 90.99181073 Crypto at 0.00001099 BTC (90.99181073*0.00001099 = 0.0009999 BTC)
+    - Buy: 90.99181073 Crypto at 0.00001099 BTC
+        (90.99181073*0.00001099 = 0.0009999 BTC)
     - Buying fee: 0.25%
-    - Total cost of buy trade: 0.001002500 BTC ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
+    - Total cost of buy trade: 0.001002500 BTC
+        ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
 
     Sell
-    - Sell: 90.99181073 Crypto at 0.00001173 BTC (90.99181073*0.00001173 = 0,00106733394 BTC)
+    - Sell: 90.99181073 Crypto at 0.00001173 BTC
+        (90.99181073*0.00001173 = 0,00106733394 BTC)
     - Selling fee: 0.25%
-    - Total cost of sell trade: 0.001064666 BTC ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
+    - Total cost of sell trade: 0.001064666 BTC
+        ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
 
-    Profit/Loss: +0.000062166 BTC (Sell:0.001064666 - Buy:0.001002500)
-    Profit/Loss percentage: 0.0620  ((0.001064666/0.001002500)-1 = 6.20%)
+    Profit/Loss: +0.000062166 BTC
+        (Sell:0.001064666 - Buy:0.001002500)
+    Profit/Loss percentage: 0.0620
+        ((0.001064666/0.001002500)-1 = 6.20%)
 
     :param limit_buy_order:
     :param limit_sell_order:

freqtrade/tests/test_rpc_telegram.py

@@ -1,6 +1,6 @@
 # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
 import re
-from datetime import datetime, date
+from datetime import datetime
 from random import randint
 from unittest.mock import MagicMock
 
@@ -151,7 +151,8 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
     assert msg_mock.call_count == 1
 
 
-def test_profit_handle(default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
+def test_profit_handle(
+        default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
     msg_mock = MagicMock()
@@ -246,7 +247,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
     # Create some test data
     create_trade(0.001)
 
-    ## Decrease the price and sell it
+    # Decrease the price and sell it
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker_sell_down)
@@ -383,7 +384,6 @@ def test_performance_handle(
     assert '<code>BTC_ETH\t6.20%</code>' in msg_mock.call_args_list[0][0][0]
 
 
-
 def test_daily_handle(
         default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
@@ -419,7 +419,7 @@ def test_daily_handle(
     assert msg_mock.call_count == 1
     assert 'Daily' in msg_mock.call_args_list[0][0][0]
     assert str(datetime.utcnow().date()) + '  0.00006217 BTC' in msg_mock.call_args_list[0][0][0]
-    
+
     # Try invalid data
     msg_mock.reset_mock()
     update_state(State.RUNNING)