diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md index 2f350d207..27a9091b1 100644 --- a/docs/docker_quickstart.md +++ b/docs/docker_quickstart.md @@ -109,6 +109,7 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr !!! Warning "`docker-compose` for trade commands" Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead. This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot. + If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available. !!! Note "`docker-compose run --rm`" Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command). diff --git a/tests/conftest.py b/tests/conftest.py index eb978544f..86135c1a3 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -27,7 +27,8 @@ from freqtrade.resolvers import ExchangeResolver from freqtrade.worker import Worker from tests.conftest_trades import (leverage_trade, mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4, mock_trade_5, mock_trade_6, short_trade) - +from tests.conftest_trades_usdt import (mock_trade_usdt_1, mock_trade_usdt_2, mock_trade_usdt_3, + mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6) logging.getLogger('').setLevel(logging.INFO) @@ -281,6 +282,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True): Trade.query.session.add(trade) else: LocalTrade.add_bt_trade(trade) + # Simulate dry_run entries trade = mock_trade_1(fee) add_trade(trade) @@ -305,6 +307,40 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True): trade = leverage_trade(fee) add_trade(trade) + + if use_db: + Trade.query.session.flush() + + +def create_mock_trades_usdt(fee, use_db: bool = True): + """ + Create some fake trades ... + """ + def add_trade(trade): + if use_db: + Trade.query.session.add(trade) + else: + LocalTrade.add_bt_trade(trade) + + # Simulate dry_run entries + trade = mock_trade_usdt_1(fee) + add_trade(trade) + + trade = mock_trade_usdt_2(fee) + add_trade(trade) + + trade = mock_trade_usdt_3(fee) + add_trade(trade) + + trade = mock_trade_usdt_4(fee) + add_trade(trade) + + trade = mock_trade_usdt_5(fee) + add_trade(trade) + + trade = mock_trade_usdt_6(fee) + add_trade(trade) + if use_db: Trade.query.session.flush() @@ -345,6 +381,11 @@ def default_conf(testdatadir): return get_default_conf(testdatadir) +@pytest.fixture(scope="function") +def default_conf_usdt(testdatadir): + return get_default_conf_usdt(testdatadir) + + def get_default_conf(testdatadir): """ Returns validated configuration suitable for most tests """ configuration = { @@ -419,6 +460,32 @@ def get_default_conf(testdatadir): return configuration +def get_default_conf_usdt(testdatadir): + configuration = get_default_conf(testdatadir) + configuration.update({ + "stake_amount": 60.0, + "stake_currency": "USDT", + "exchange": { + "name": "binance", + "enabled": True, + "key": "key", + "secret": "secret", + "pair_whitelist": [ + "ETH/USDT", + "LTC/USDT", + "XRP/USDT", + "NEO/USDT", + "TKN/USDT", + ], + "pair_blacklist": [ + "DOGE/USDT", + "HOT/USDT", + ] + }, + }) + return configuration + + @pytest.fixture def update(): _update = Update(0) @@ -458,6 +525,33 @@ def ticker_sell_down(): }) +@pytest.fixture +def ticker_usdt(): + return MagicMock(return_value={ + 'bid': 2.0, + 'ask': 2.02, + 'last': 2.0, + }) + + +@pytest.fixture +def ticker_usdt_sell_up(): + return MagicMock(return_value={ + 'bid': 2.2, + 'ask': 2.3, + 'last': 2.2, + }) + + +@pytest.fixture +def ticker_usdt_sell_down(): + return MagicMock(return_value={ + 'bid': 2.01, + 'ask': 2.0, + 'last': 2.01, + }) + + @pytest.fixture def markets(): return get_markets() @@ -705,6 +799,81 @@ def get_markets(): }, 'info': {}, }, + 'XRP/USDT': { + 'id': 'xrpusdt', + 'symbol': 'XRP/USDT', + 'base': 'XRP', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 0.0001, + 'max': 500000, + }, + }, + 'info': {}, + }, + 'NEO/USDT': { + 'id': 'neousdt', + 'symbol': 'NEO/USDT', + 'base': 'NEO', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 0.0001, + 'max': 500000, + }, + }, + 'info': {}, + }, + 'TKN/USDT': { + 'id': 'tknusdt', + 'symbol': 'TKN/USDT', + 'base': 'TKN', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 0.0001, + 'max': 500000, + }, + }, + 'info': {}, + }, 'LTC/USD': { 'id': 'USD-LTC', 'symbol': 'LTC/USD', @@ -1639,27 +1808,34 @@ def result(testdatadir): @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'}}] + return [{ + 'info': { + 'id': 34567, + 'orderId': 123456, + 'price': '2.0', + '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/USDT', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 2.0, + 'cost': 16.0, + 'amount': 8.0, + 'fee': { + 'cost': 0.008, + 'currency': 'LTC' + } + }] @pytest.fixture(scope="function") @@ -1924,6 +2100,22 @@ def open_trade(): ) +@pytest.fixture(scope="function") +def open_trade_usdt(): + return Trade( + pair='ADA/USDT', + open_rate=2.0, + exchange='binance', + open_order_id='123456789', + amount=30.0, + fee_open=0.0, + fee_close=0.0, + stake_amount=60.0, + open_date=arrow.utcnow().shift(minutes=-601).datetime, + is_open=True + ) + + @pytest.fixture def saved_hyperopt_results(): hyperopt_res = [ @@ -2067,7 +2259,7 @@ def saved_hyperopt_results(): @pytest.fixture(scope='function') def limit_buy_order_usdt_open(): return { - 'id': 'mocked_limit_buy', + 'id': 'mocked_limit_buy_usdt', 'type': 'limit', 'side': 'buy', 'symbol': 'mocked', @@ -2094,7 +2286,7 @@ def limit_buy_order_usdt(limit_buy_order_usdt_open): @pytest.fixture def limit_sell_order_usdt_open(): return { - 'id': 'mocked_limit_sell', + 'id': 'mocked_limit_sell_usdt', 'type': 'limit', 'side': 'sell', 'pair': 'mocked', diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py new file mode 100644 index 000000000..1a03f0381 --- /dev/null +++ b/tests/conftest_trades_usdt.py @@ -0,0 +1,305 @@ +from datetime import datetime, timedelta, timezone + +from freqtrade.persistence.models import Order, Trade + + +MOCK_TRADE_COUNT = 6 + + +def mock_order_usdt_1(): + return { + 'id': '1234', + 'symbol': 'ADA/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 10.0, + 'remaining': 0.0, + } + + +def mock_trade_usdt_1(fee): + trade = Trade( + pair='ADA/USDT', + stake_amount=20.0, + amount=10.0, + amount_requested=10.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + is_open=True, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), + open_rate=2.0, + exchange='binance', + open_order_id='dry_run_buy_12345', + strategy='StrategyTestV2', + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy') + trade.orders.append(o) + return trade + + +def mock_order_usdt_2(): + return { + 'id': '1235', + 'symbol': 'ETC/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 100.0, + 'filled': 100.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_2_sell(): + return { + 'id': '12366', + 'symbol': 'ETC/USDT', + 'status': 'closed', + 'side': 'sell', + 'type': 'limit', + 'price': 2.05, + 'amount': 100.0, + 'filled': 100.0, + 'remaining': 0.0, + } + + +def mock_trade_usdt_2(fee): + """ + Closed trade... + """ + trade = Trade( + pair='ETC/USDT', + stake_amount=200.0, + amount=100.0, + amount_requested=100.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=2.0, + close_rate=2.05, + close_profit=5.0, + close_profit_abs=3.9875, + exchange='binance', + is_open=False, + open_order_id='dry_run_sell_12345', + strategy='StrategyTestV2', + timeframe=5, + sell_reason='sell_signal', + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), + close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell') + trade.orders.append(o) + return trade + + +def mock_order_usdt_3(): + return { + 'id': '41231a12a', + 'symbol': 'XRP/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 1.0, + 'amount': 30.0, + 'filled': 30.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_3_sell(): + return { + 'id': '41231a666a', + 'symbol': 'XRP/USDT', + 'status': 'closed', + 'side': 'sell', + 'type': 'stop_loss_limit', + 'price': 1.1, + 'average': 1.1, + 'amount': 30.0, + 'filled': 30.0, + 'remaining': 0.0, + } + + +def mock_trade_usdt_3(fee): + """ + Closed trade + """ + trade = Trade( + pair='XRP/USDT', + stake_amount=30.0, + amount=30.0, + amount_requested=30.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=1.0, + close_rate=1.1, + close_profit=10.0, + close_profit_abs=9.8425, + exchange='binance', + is_open=False, + strategy='StrategyTestV2', + timeframe=5, + sell_reason='roi', + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), + close_date=datetime.now(tz=timezone.utc), + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell') + trade.orders.append(o) + return trade + + +def mock_order_usdt_4(): + return { + 'id': 'prod_buy_12345', + 'symbol': 'ETC/USDT', + 'status': 'open', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 0.0, + 'remaining': 30.0, + } + + +def mock_trade_usdt_4(fee): + """ + Simulate prod entry + """ + trade = Trade( + pair='ETC/USDT', + stake_amount=20.0, + amount=10.0, + amount_requested=10.01, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), + is_open=True, + open_rate=2.0, + exchange='binance', + open_order_id='prod_buy_12345', + strategy='StrategyTestV2', + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy') + trade.orders.append(o) + return trade + + +def mock_order_usdt_5(): + return { + 'id': 'prod_buy_3455', + 'symbol': 'XRP/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 10.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_5_stoploss(): + return { + 'id': 'prod_stoploss_3455', + 'symbol': 'XRP/USDT', + 'status': 'open', + 'side': 'sell', + 'type': 'stop_loss_limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 0.0, + 'remaining': 30.0, + } + + +def mock_trade_usdt_5(fee): + """ + Simulate prod entry with stoploss + """ + trade = Trade( + pair='XRP/USDT', + stake_amount=20.0, + amount=10.0, + amount_requested=10.01, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), + is_open=True, + open_rate=2.0, + exchange='binance', + strategy='SampleStrategy', + stoploss_order_id='prod_stoploss_3455', + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss') + trade.orders.append(o) + return trade + + +def mock_order_usdt_6(): + return { + 'id': 'prod_buy_6', + 'symbol': 'LTC/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 10.0, + 'amount': 2.0, + 'filled': 2.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_6_sell(): + return { + 'id': 'prod_sell_6', + 'symbol': 'LTC/USDT', + 'status': 'open', + 'side': 'sell', + 'type': 'limit', + 'price': 12.0, + 'amount': 2.0, + 'filled': 0.0, + 'remaining': 2.0, + } + + +def mock_trade_usdt_6(fee): + """ + Simulate prod entry with open sell order + """ + trade = Trade( + pair='LTC/USDT', + stake_amount=20.0, + amount=2.0, + amount_requested=2.0, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), + fee_open=fee.return_value, + fee_close=fee.return_value, + is_open=True, + open_rate=10.0, + exchange='binance', + strategy='SampleStrategy', + open_order_id="prod_sell_6", + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell') + trade.orders.append(o) + return trade diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index a8cd8d8ef..f0033b2d7 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -327,5 +327,8 @@ def test_fill_leverage_brackets_kraken(default_conf, mocker): 'LTC/USDT': [1], 'LTC/USD': [1], 'XLTCUSDT': [1], - 'LTC/ETH': [1] + 'LTC/ETH': [1], + 'NEO/USDT': [1], + 'TKN/USDT': [1], + 'XRP/USDT': [1] } diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 5c5171c3a..8c7fa3ac9 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -39,16 +39,25 @@ def hyperopt(hyperopt_conf, mocker): def hyperopt_results(): return pd.DataFrame( { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'profit_ratio': [-0.1, 0.2, 0.3], - 'profit_abs': [-0.2, 0.4, 0.6], - 'trade_duration': [10, 30, 10], - 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI], + 'pair': ['ETH/USDT', 'ETH/USDT', 'ETH/USDT', 'ETH/USDT'], + 'profit_ratio': [-0.1, 0.2, -0.1, 0.3], + 'profit_abs': [-0.2, 0.4, -0.2, 0.6], + 'trade_duration': [10, 30, 10, 10], + 'amount': [0.1, 0.1, 0.1, 0.1], + 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], + 'open_date': + [ + datetime(2019, 1, 1, 9, 15, 0), + datetime(2019, 1, 2, 8, 55, 0), + datetime(2019, 1, 3, 9, 15, 0), + datetime(2019, 1, 4, 9, 15, 0), + ], 'close_date': [ - datetime(2019, 1, 1, 9, 26, 3, 478039), - datetime(2019, 2, 1, 9, 26, 3, 478039), - datetime(2019, 3, 1, 9, 26, 3, 478039) - ] + datetime(2019, 1, 1, 9, 25, 0), + datetime(2019, 1, 2, 9, 25, 0), + datetime(2019, 1, 3, 9, 25, 0), + datetime(2019, 1, 4, 9, 25, 0), + ], } ) diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py index 0082bcc34..923e3fc32 100644 --- a/tests/optimize/test_hyperoptloss.py +++ b/tests/optimize/test_hyperoptloss.py @@ -35,6 +35,7 @@ def test_hyperoptlossresolver_wrongname(default_conf) -> None: def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_results) -> None: + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) correct = hl.hyperopt_loss_function(hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -50,6 +51,7 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results) resultsb = hyperopt_results.copy() resultsb.loc[1, 'trade_duration'] = 20 + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) longer = hl.hyperopt_loss_function(hyperopt_results, 100, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -64,6 +66,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> results_under = hyperopt_results.copy() results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) correct = hl.hyperopt_loss_function(hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -75,91 +78,28 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> assert under > correct -def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: +@pytest.mark.parametrize('lossfunction', [ + "OnlyProfitHyperOptLoss", + "SortinoHyperOptLoss", + "SortinoHyperOptLossDaily", + "SharpeHyperOptLoss", + "SharpeHyperOptLossDaily", +]) +def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None: results_over = hyperopt_results.copy() results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 results_under = hyperopt_results.copy() results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 + results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'}) + default_conf.update({'hyperopt_loss': lossfunction}) hl = HyperOptLossResolver.load_hyperoptloss(default_conf) correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), + over = hl.hyperopt_loss_function(results_over, len(results_over), datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), + under = hl.hyperopt_loss_function(results_under, len(results_under), datetime(2019, 1, 1), datetime(2019, 5, 1)) assert over < correct assert under > correct diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 56e64db69..86e2db1f6 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -1011,7 +1011,7 @@ def test_rpc_blacklist(mocker, default_conf) -> None: assert len(ret['blacklist']) == 4 assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*'] - assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC'] + assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT'] assert 'errors' in ret assert isinstance(ret['errors'], dict) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index afce87b88..79dd4fb35 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -937,7 +937,7 @@ def test_api_blacklist(botclient, mocker): data='{"blacklist": ["XRP/.*"]}') assert_response(rc) assert rc.json() == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"], - "blacklist_expanded": ["ETH/BTC", "XRP/BTC"], + "blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"], "length": 4, "method": ["StaticPairList"], "errors": {}, diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index a01b55050..cb7cf97a1 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -9,13 +9,13 @@ from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, timeframe_to_minutes) -def generate_test_data(timeframe: str, size: int): +def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'): np.random.seed(42) tf_mins = timeframe_to_minutes(timeframe) base = np.random.normal(20, 2, size=size) - date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp() + date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC') df = pd.DataFrame({ 'date': date, 'open': base, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index a5bec30d9..21f69bf49 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -41,33 +41,33 @@ def patch_RPCManager(mocker) -> MagicMock: # Unit tests -def test_freqtradebot_state(mocker, default_conf, markets) -> None: +def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None: mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.state is State.RUNNING - default_conf.pop('initial_state') - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt.pop('initial_state') + freqtrade = FreqtradeBot(default_conf_usdt) assert freqtrade.state is State.STOPPED -def test_process_stopped(mocker, default_conf) -> None: +def test_process_stopped(mocker, default_conf_usdt) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') freqtrade.process_stopped() assert coo_mock.call_count == 0 - default_conf['cancel_open_orders_on_exit'] = True - freqtrade = get_patched_freqtradebot(mocker, default_conf) + default_conf_usdt['cancel_open_orders_on_exit'] = True + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.process_stopped() assert coo_mock.call_count == 1 -def test_bot_cleanup(mocker, default_conf, caplog) -> None: +def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None: mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db') coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.cleanup() assert log_has('Cleaning up modules ...', caplog) assert mock_cleanup.call_count == 1 @@ -82,10 +82,10 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None: RunMode.DRY_RUN, RunMode.LIVE ]) -def test_order_dict(default_conf, mocker, runmode, caplog) -> None: +def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - conf = default_conf.copy() + conf = default_conf_usdt.copy() conf['runmode'] = runmode conf['order_types'] = { 'buy': 'market', @@ -102,7 +102,7 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None: caplog.clear() # is left untouched - conf = default_conf.copy() + conf = default_conf_usdt.copy() conf['runmode'] = runmode conf['order_types'] = { 'buy': 'market', @@ -115,53 +115,55 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None: assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) -def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None: +def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC') - assert result == default_conf['stake_amount'] + result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT') + assert result == default_conf_usdt['stake_amount'] @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [ - (False, 0.002, 2, 0.5, [0.001, None]), - (True, 0.002, 2, 0.5, [0.001, 0.00098]), - (False, 0.003, 3, 0.5, [0.001, 0.001, None]), - (True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]), - (False, 0.0022, 3, 0.5, [0.001, 0.001, None]), - (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]), - (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]), - (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]), + (False, 120, 2, 0.5, [60, None]), + (True, 120, 2, 0.5, [60, 58.8]), + (False, 180, 3, 0.5, [60, 60, None]), + (True, 180, 3, 0.5, [60, 60, 58.2]), + (False, 122, 3, 0.5, [60, 60, None]), + (True, 122, 3, 0.5, [60, 60, 0.0]), + (True, 167, 3, 0.5, [60, 60, 45.33]), + (True, 122, 3, 1, [60, 60, 0.0]), ]) -def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open, - amend_last, wallet, max_open, lsamr, expected) -> None: +def test_check_available_stake_amount( + default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open, + amend_last, wallet, max_open, lsamr, expected +) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee ) - default_conf['dry_run_wallet'] = wallet + default_conf_usdt['dry_run_wallet'] = wallet - default_conf['amend_last_stake_amount'] = amend_last - default_conf['last_stake_amount_min_ratio'] = lsamr + default_conf_usdt['amend_last_stake_amount'] = amend_last + default_conf_usdt['last_stake_amount_min_ratio'] = lsamr - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) for i in range(0, max_open): if expected[i] is not None: - limit_buy_order_open['id'] = str(i) - result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC') + limit_buy_order_usdt_open['id'] = str(i) + result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT') assert pytest.approx(result) == expected[i] - freqtrade.execute_entry('ETH/BTC', result) + freqtrade.execute_entry('ETH/USDT', result) else: with pytest.raises(DependencyException): - freqtrade.wallets.get_trade_stake_amount('ETH/BTC') + freqtrade.wallets.get_trade_stake_amount('ETH/USDT') def test_edge_called_in_process(mocker, edge_conf) -> None: @@ -169,7 +171,7 @@ def test_edge_called_in_process(mocker, edge_conf) -> None: patch_edge(mocker) def _refresh_whitelist(list): - return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] + return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] patch_exchange(mocker) freqtrade = FreqtradeBot(edge_conf) @@ -198,7 +200,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None: # Override strategy stoploss (0.85, True) ]) -def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, +def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker, buy_price_mult, ignore_strat_sl, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -208,8 +210,8 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2 # Thus, if price falls 21%, stoploss should be triggered # - # mocking the ticker: price is falling ... - buy_price = limit_buy_order['price'] + # mocking the ticker_usdt: price is falling ... + buy_price = limit_buy_order_usdt['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -221,14 +223,14 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, ) ############################################# - # Create a trade with "limit_buy_order" price + # Create a trade with "limit_buy_order_usdt" price freqtrade = FreqtradeBot(edge_conf) freqtrade.active_pair_whitelist = ['NEO/BTC'] patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) ############################################# # stoploss shoud be hit @@ -238,24 +240,23 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, assert trade.sell_reason == SellType.STOP_LOSS.value -def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: +def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - default_conf['stake_amount'] = 0.00098751 - default_conf['max_open_trades'] = 2 + default_conf_usdt['max_open_trades'] = 2 mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 0.00098751 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None @@ -263,118 +264,117 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: trade = Trade.query.order_by(Trade.id.desc()).first() assert trade is not None - assert trade.stake_amount == 0.00098751 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None - assert Trade.total_open_trades_stakes() == 1.97502e-03 + assert Trade.total_open_trades_stakes() == 120.0 -def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None: +def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) # Save state of current whitelist - whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) - freqtrade = FreqtradeBot(default_conf) + whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist']) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) - freqtrade.create_trade('ETH/BTC') + freqtrade.create_trade('ETH/USDT') trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) - assert trade.open_rate == 0.00001099 - assert trade.amount == 90.99181073 + assert trade.open_rate == 2.0 + assert trade.amount == 30.0 - assert whitelist == default_conf['exchange']['pair_whitelist'] + assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] -def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, - fee, mocker) -> None: +def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5) + patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - freqtrade.create_trade('ETH/BTC') + freqtrade.create_trade('ETH/USDT') @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [ - (0.0005, True, True, 99), - (0.000000005, True, False, 99), + (5.0, True, True, 99), + (0.00005, True, False, 99), (0, False, True, 99), (UNLIMITED_STAKE_AMOUNT, False, True, 0), ]) def test_create_trade_minimal_amount( - default_conf, ticker, limit_buy_order_open, fee, mocker, + default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker, stake_amount, create, amount_enough, max_open_trades, caplog ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - buy_mock = MagicMock(return_value=limit_buy_order_open) + buy_mock = MagicMock(return_value=limit_buy_order_usdt_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=buy_mock, get_fee=fee, ) - default_conf['max_open_trades'] = max_open_trades - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['max_open_trades'] = max_open_trades + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.config['stake_amount'] = stake_amount patch_get_signal(freqtrade) if create: - assert freqtrade.create_trade('ETH/BTC') + assert freqtrade.create_trade('ETH/USDT') if amount_enough: rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount'] - assert rate * amount <= default_conf['stake_amount'] + assert rate * amount <= default_conf_usdt['stake_amount'] else: assert log_has_re( r"Stake amount for pair .* is too small.*", caplog ) else: - assert not freqtrade.create_trade('ETH/BTC') + assert not freqtrade.create_trade('ETH/USDT') if not max_open_trades: - assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0 + assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0 @pytest.mark.parametrize('whitelist,positions', [ - (["ETH/BTC"], 1), # No pairs left + (["ETH/USDT"], 1), # No pairs left ([], 0), # No pairs in whitelist ]) -def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee, - whitelist, positions, mocker, caplog) -> None: +def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, + fee, whitelist, positions, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - default_conf['exchange']['pair_whitelist'] = whitelist - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['exchange']['pair_whitelist'] = whitelist + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() @@ -390,17 +390,17 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope @pytest.mark.usefixtures("init_persistence") -def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, fee, +def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value={'id': limit_buy_order['id']}), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() message = r"Global pairlock active until.* Not creating new trades." @@ -416,8 +416,8 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, assert log_has_re(message, caplog) -def test_handle_protections(mocker, default_conf, fee): - default_conf['protections'] = [ +def test_handle_protections(mocker, default_conf_usdt, fee): + default_conf_usdt['protections'] = [ {"method": "CooldownPeriod", "stop_duration": 60}, { "method": "StoplossGuard", @@ -428,7 +428,7 @@ def test_handle_protections(mocker, default_conf, fee): } ] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.protections._protection_handlers[1].global_stop = MagicMock( return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf")) create_mock_trades(fee) @@ -439,8 +439,8 @@ def test_handle_protections(mocker, default_conf, fee): assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL -def test_create_trade_no_signal(default_conf, fee, mocker) -> None: - default_conf['dry_run'] = True +def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None: + default_conf_usdt['dry_run'] = True patch_RPCManager(mocker) patch_exchange(mocker) @@ -448,32 +448,34 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None: 'freqtrade.exchange.Exchange', get_fee=fee, ) - default_conf['stake_amount'] = 10 - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['stake_amount'] = 10 + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_long=False) Trade.query = MagicMock() Trade.query.filter = MagicMock() - assert not freqtrade.create_trade('ETH/BTC') + assert not freqtrade.create_trade('ETH/USDT') @pytest.mark.parametrize("max_open", range(0, 5)) @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)]) -def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_open, - max_open, tradable_balance_ratio, modifier) -> None: +def test_create_trades_multiple_trades( + default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open, + max_open, tradable_balance_ratio, modifier +) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - default_conf['max_open_trades'] = max_open - default_conf['tradable_balance_ratio'] = tradable_balance_ratio - default_conf['dry_run_wallet'] = 0.001 * max_open + default_conf_usdt['max_open_trades'] = max_open + default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio + default_conf_usdt['dry_run_wallet'] = 60.0 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() @@ -484,47 +486,48 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_ assert len(trades) == max(int(max_open * modifier), 0) -def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None: +def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, + limit_buy_order_usdt_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - default_conf['max_open_trades'] = 4 + default_conf_usdt['max_open_trades'] = 4 mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create 2 existing trades - freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount']) - freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount']) + freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount']) + freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount']) assert len(Trade.get_open_trades()) == 2 # Change order_id for new orders - limit_buy_order_open['id'] = '123444' + limit_buy_order_usdt_open['id'] = '123444' # Create 2 new trades using create_trades - assert freqtrade.create_trade('ETH/BTC') + assert freqtrade.create_trade('ETH/USDT') assert freqtrade.create_trade('NEO/BTC') trades = Trade.get_open_trades() assert len(trades) == 4 -def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open, - fee, mocker, caplog) -> None: +def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), - fetch_order=MagicMock(return_value=limit_buy_order), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), + fetch_order=MagicMock(return_value=limit_buy_order_usdt), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -536,45 +539,45 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy assert len(trades) == 1 trade = trades[0] assert trade is not None - assert trade.stake_amount == default_conf['stake_amount'] + assert trade.stake_amount == default_conf_usdt['stake_amount'] assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' - assert trade.open_rate == 0.00001098 - assert trade.amount == 91.07468123 + assert trade.open_rate == 2.0 + assert trade.amount == 30.0 assert log_has( - 'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', + 'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...', caplog ) -def test_process_exchange_failures(default_conf, ticker, mocker) -> None: +def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) - worker = Worker(args=None, config=default_conf) + worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) worker._process_running() assert sleep_mock.has_calls() -def test_process_operational_exception(default_conf, ticker, mocker) -> None: +def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None: msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=OperationalException) ) - worker = Worker(args=None, config=default_conf) + worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) assert worker.freqtrade.state == State.RUNNING @@ -584,17 +587,18 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None: assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status'] -def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: +def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, + mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), - fetch_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), + fetch_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -609,23 +613,23 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, assert len(trades) == 1 -def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, +def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None: """ Test process with trade not in pair list """ patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value={'id': limit_buy_order['id']}), - fetch_order=MagicMock(return_value=limit_buy_order), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), + fetch_order=MagicMock(return_value=limit_buy_order_usdt), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) pair = 'BLK/BTC' # Ensure the pair is not in the whitelist! - assert pair not in default_conf['exchange']['pair_whitelist'] + assert pair not in default_conf_usdt['exchange']['pair_whitelist'] # create open trade not in whitelist Trade.query.session.add(Trade( @@ -639,7 +643,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, exchange='binance', )) Trade.query.session.add(Trade( - pair='ETH/BTC', + pair='ETH/USDT', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, @@ -656,17 +660,17 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist)) -def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: +def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) def _refresh_whitelist(list): - return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] + return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] refresh_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) @@ -678,7 +682,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: ) mocker.patch('time.sleep', return_value=None) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.pairlists._validate_whitelist = _refresh_whitelist freqtrade.strategy.informative_pairs = inf_pairs # patch_get_signal(freqtrade) @@ -688,31 +692,32 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: assert refresh_mock.call_count == 1 assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0] - assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0] + assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0] -def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None: +def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, + limit_buy_order_usdt_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) stake_amount = 2 bid = 0.11 buy_rate_mock = MagicMock(return_value=bid) - buy_mm = MagicMock(return_value=limit_buy_order_open) + buy_mm = MagicMock(return_value=limit_buy_order_usdt_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=buy_mm, get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) - pair = 'ETH/BTC' + pair = 'ETH/USDT' assert not freqtrade.execute_entry(pair, stake_amount) assert buy_rate_mock.call_count == 1 @@ -720,7 +725,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert freqtrade.strategy.confirm_trade_entry.call_count == 1 buy_rate_mock.reset_mock() - limit_buy_order_open['id'] = '22' + limit_buy_order_usdt_open['id'] = '22' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) assert buy_rate_mock.call_count == 1 @@ -739,7 +744,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_order_id == '22' # Test calling with price - limit_buy_order_open['id'] = '33' + limit_buy_order_usdt_open['id'] = '33' fix_price = 0.06 assert freqtrade.execute_entry(pair, stake_amount, fix_price) # Make sure get_rate wasn't called again @@ -752,13 +757,13 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert call_args['amount'] == round(stake_amount / fix_price, 8) # In case of closed order - limit_buy_order['status'] = 'closed' - limit_buy_order['price'] = 10 - limit_buy_order['cost'] = 100 - limit_buy_order['id'] = '444' + limit_buy_order_usdt['status'] = 'closed' + limit_buy_order_usdt['price'] = 10 + limit_buy_order_usdt['cost'] = 100 + limit_buy_order_usdt['id'] = '444' mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=limit_buy_order)) + MagicMock(return_value=limit_buy_order_usdt)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[2] assert trade @@ -767,25 +772,25 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 100 # In case of rejected or expired order and partially filled - limit_buy_order['status'] = 'expired' - limit_buy_order['amount'] = 90.99181073 - limit_buy_order['filled'] = 80.99181073 - limit_buy_order['remaining'] = 10.00 - limit_buy_order['price'] = 0.5 - limit_buy_order['cost'] = 40.495905365 - limit_buy_order['id'] = '555' + limit_buy_order_usdt['status'] = 'expired' + limit_buy_order_usdt['amount'] = 30.0 + limit_buy_order_usdt['filled'] = 20.0 + limit_buy_order_usdt['remaining'] = 10.00 + limit_buy_order_usdt['price'] = 0.5 + limit_buy_order_usdt['cost'] = 15.0 + limit_buy_order_usdt['id'] = '555' mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=limit_buy_order)) + MagicMock(return_value=limit_buy_order_usdt)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[3] assert trade assert trade.open_order_id == '555' assert trade.open_rate == 0.5 - assert trade.stake_amount == 40.495905365 + assert trade.stake_amount == 15.0 # Test with custom stake - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '556' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '556' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0 assert freqtrade.execute_entry(pair, stake_amount) @@ -794,7 +799,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 150 # Exception case - limit_buy_order['id'] = '557' + limit_buy_order_usdt['id'] = '557' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0 assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[5] @@ -802,15 +807,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 2.0 # In case of the order is rejected and not filled at all - limit_buy_order['status'] = 'rejected' - limit_buy_order['amount'] = 90.99181073 - limit_buy_order['filled'] = 0.0 - limit_buy_order['remaining'] = 90.99181073 - limit_buy_order['price'] = 0.5 - limit_buy_order['cost'] = 0.0 - limit_buy_order['id'] = '66' + limit_buy_order_usdt['status'] = 'rejected' + limit_buy_order_usdt['amount'] = 30.0 + limit_buy_order_usdt['filled'] = 0.0 + limit_buy_order_usdt['remaining'] = 30.0 + limit_buy_order_usdt['price'] = 0.5 + limit_buy_order_usdt['cost'] = 0.0 + limit_buy_order_usdt['id'] = '66' mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=limit_buy_order)) + MagicMock(return_value=limit_buy_order_usdt)) assert not freqtrade.execute_entry(pair, stake_amount) # Fail to get price... @@ -821,8 +826,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord # In case of custom entry price mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50) - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '5566' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '5566' freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508 assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[6] @@ -830,8 +835,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_rate_requested == 0.508 # In case of custom entry price set to None - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '5567' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '5567' freqtrade.strategy.custom_entry_price = lambda **kwargs: None mocker.patch.multiple( @@ -845,8 +850,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_rate_requested == 10 # In case of custom entry price not float type - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '5568' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '5568' freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price" assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[8] @@ -854,31 +859,31 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_rate_requested == 10 -def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_buy_order_usdt) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), - create_order=MagicMock(return_value=limit_buy_order), + create_order=MagicMock(return_value=limit_buy_order_usdt), get_rate=MagicMock(return_value=0.11), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) stake_amount = 2 - pair = 'ETH/BTC' + pair = 'ETH/USDT' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) assert freqtrade.execute_entry(pair, stake_amount) - limit_buy_order['id'] = '222' + limit_buy_order_usdt['id'] = '222' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_entry(pair, stake_amount) - limit_buy_order['id'] = '2223' + limit_buy_order_usdt['id'] = '2223' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) @@ -886,19 +891,19 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) assert not freqtrade.execute_entry(pair, stake_amount) -def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None: +def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_buy_order_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_buy_order['amount']) + return_value=limit_buy_order_usdt['amount']) stoploss = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True trade = MagicMock() @@ -913,21 +918,21 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None assert trade.is_open is True -def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - {'id': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -935,7 +940,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, 'freqtrade.exchange.Binance', stoploss=stoploss ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # First case: when stoploss is not yet set but the order is open @@ -994,7 +999,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, 'type': 'stop_loss_limit', 'price': 3, 'average': 2, - 'amount': limit_buy_order['amount'], + 'amount': limit_buy_order_usdt['amount'], }) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True @@ -1033,21 +1038,21 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, assert stoploss.call_count == 0 -def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - {'id': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1056,7 +1061,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}), stoploss=MagicMock(side_effect=ExchangeError()), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -1072,20 +1077,20 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, assert trade.is_open is True -def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, - limit_buy_order_open, limit_sell_order): +def test_create_stoploss_order_invalid_order(mocker, default_conf_usdt, caplog, fee, + limit_buy_order_usdt_open, limit_sell_order_usdt): rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) create_order_mock = MagicMock(side_effect=[ - limit_buy_order_open, - {'id': limit_sell_order['id']} + limit_buy_order_usdt_open, + {'id': limit_sell_order_usdt['id']} ]) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=create_order_mock, get_fee=fee, @@ -1095,7 +1100,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, fetch_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=InvalidOrderException()), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1120,21 +1125,21 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' -def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee, - limit_buy_order_open, limit_sell_order): - sell_mock = MagicMock(return_value={'id': limit_sell_order['id']}) - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_create_stoploss_order_insufficient_funds(mocker, default_conf_usdt, caplog, fee, + limit_buy_order_usdt_open, limit_sell_order_usdt): + sell_mock = MagicMock(return_value={'id': limit_sell_order_usdt['id']}) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, sell_mock, ]), get_fee=fee, @@ -1164,8 +1169,8 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, @pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # TODO-lev: test for short # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1173,13 +1178,13 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 }), create_order=MagicMock(side_effect=[ - {'id': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1190,12 +1195,12 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, ) # enabling TSL - default_conf['trailing_stop'] = True + default_conf_usdt['trailing_stop'] = True # disabling ROI - default_conf['minimal_roi']['0'] = 999999999 + default_conf_usdt['minimal_roi']['0'] = 999999999 - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1221,7 +1226,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1232,11 +1237,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002344, - 'ask': 0.00002346, - 'last': 0.00002344 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 + }) + ) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) @@ -1250,34 +1258,38 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 0.00002346 * 0.95 + assert trade.stop_loss == 4.4 * 0.95 # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 assert freqtrade.handle_stoploss_on_exchange(trade) is False - cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') + cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=85.32423208, - pair='ETH/BTC', + amount=27.39726027, + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.95, + stop_price=4.4 * 0.95, side="sell", leverage=1.0 ) # price fell below stoploss, so dry-run sells trade. - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002144, - 'ask': 0.00002146, - 'last': 0.00002144 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.16, + 'ask': 4.17, + 'last': 4.16 + }) + ) assert freqtrade.handle_trade(trade) is True -def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_trailing_error( + mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt +) -> None: # TODO-lev: test for short # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1286,13 +1298,13 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - {'id': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1303,9 +1315,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c ) # enabling TSL - default_conf['trailing_stop'] = True + default_conf_usdt['trailing_stop'] = True - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1338,7 +1350,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', return_value=stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell") - assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) + assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog) # Still try to create order assert stoploss.call_count == 1 @@ -1349,12 +1361,12 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell") assert cancel_mock.call_count == 1 - assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) + assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) @pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_custom_stop( + mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set # TODO-lev: test for short stoploss = MagicMock(return_value={'id': 13434334}) @@ -1362,13 +1374,13 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - {'id': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1379,12 +1391,12 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, ) # enabling TSL - default_conf['use_custom_stoploss'] = True + default_conf_usdt['use_custom_stoploss'] = True # disabling ROI - default_conf['minimal_roi']['0'] = 999999999 + default_conf_usdt['minimal_roi']['0'] = 999999999 - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1410,7 +1422,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1420,11 +1432,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002344, - 'ask': 0.00002346, - 'last': 0.00002344 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 + }) + ) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) @@ -1438,7 +1453,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 0.00002346 * 0.96 + assert trade.stop_loss == 4.4 * 0.96 assert trade.stop_loss_pct == -0.04 # setting stoploss_on_exchange_interval to 0 seconds @@ -1446,27 +1461,30 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, assert freqtrade.handle_stoploss_on_exchange(trade) is False - cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') + cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=85.32423208, - pair='ETH/BTC', + amount=31.57894736, + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.96, + stop_price=4.4 * 0.96, side="sell", leverage=1.0 ) # price fell below stoploss, so dry-run sells trade. - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002144, - 'ask': 0.00002146, - 'last': 0.00002144 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.17, + 'ask': 4.19, + 'last': 4.17 + }) + ) assert freqtrade.handle_trade(trade) is True -def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_tsl_on_exchange_compatible_with_edge( + mocker, edge_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # TODO-lev: test for short # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1479,13 +1497,13 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 }), create_order=MagicMock(side_effect=[ - {'id': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, stoploss=stoploss, @@ -1527,7 +1545,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000009384' + 'stopPrice': '2.178' } }) @@ -1536,7 +1554,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert trade.stop_loss == 0.000009384 + assert isclose(trade.stop_loss, 1.76) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() @@ -1545,38 +1563,37 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # price goes down 5% mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00001172 * 0.95, - 'ask': 0.00001173 * 0.95, - 'last': 0.00001172 * 0.95 + 'bid': 2.19 * 0.95, + 'ask': 2.2 * 0.95, + 'last': 2.19 * 0.95 })) - assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should remain the same - assert trade.stop_loss == 0.000009384 + assert isclose(trade.stop_loss, 1.76) # stoploss on exchange should not be canceled cancel_order_mock.assert_not_called() # price jumped 2x mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002344, - 'ask': 0.00002346, - 'last': 0.00002344 + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 })) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should be set to 1% as trailing is on - assert trade.stop_loss == 0.00002346 * 0.99 + assert trade.stop_loss == 4.4 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') stoploss_order_mock.assert_called_once_with( - amount=2132892.49146757, + amount=11.41438356, pair='NEO/BTC', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.99, + stop_price=4.4 * 0.99, side="sell", leverage=1.0 ) @@ -1584,12 +1601,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, @pytest.mark.parametrize('return_value,side_effect,log_message', [ (False, None, 'Found no enter signals for whitelisted currencies. Trying again...'), - (None, DependencyException, 'Unable to create trade for ETH/BTC: ') + (None, DependencyException, 'Unable to create trade for ETH/USDT: ') ]) -def test_enter_positions(mocker, default_conf, return_value, side_effect, +def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect, log_message, caplog) -> None: caplog.set_level(logging.DEBUG) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_ct = mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trade', @@ -1602,43 +1619,17 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect, assert n == 0 assert log_has(log_message, caplog) # create_trade should be called once for every pair in the whitelist. - assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist']) + assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist']) -def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - - mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) - mocker.patch('freqtrade.exchange.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 - trades = [trade] - 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 90.99181073 to 90.81'.format(trade), caplog - ) - - mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) - # test amount modified by fee-logic - n = freqtrade.exit_positions(trades) - assert n == 0 - - -def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) +def test_exit_positions_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) trade = MagicMock() trade.open_order_id = None trade.open_fee = 0.001 - trade.pair = 'ETH/BTC' + trade.pair = 'ETH/USDT' trades = [trade] # Test raise of DependencyException exception @@ -1648,17 +1639,17 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) ) n = freqtrade.exit_positions(trades) assert n == 0 - assert log_has('Unable to exit trade ETH/BTC: ', caplog) + assert log_has('Unable to exit trade ETH/USDT: ', caplog) -def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_buy_order['amount']) + return_value=limit_buy_order_usdt['amount']) trade = Trade( open_order_id=123, @@ -1678,7 +1669,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No assert not log_has_re(r'Applying fee to .*', caplog) caplog.clear() assert trade.open_order_id is None - assert trade.amount == limit_buy_order['amount'] + assert trade.amount == limit_buy_order_usdt['amount'] trade.open_order_id = '123' mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) @@ -1697,40 +1688,41 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No @pytest.mark.parametrize('initial_amount,has_rounding_fee', [ - (90.99181073 + 1e-14, True), + (30.0 + 1e-14, True), (8.0, False) ]) -def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, - mocker, initial_amount, has_rounding_fee, caplog): +def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, + fee, mocker, initial_amount, has_rounding_fee, caplog): trades_for_order[0]['amount'] = initial_amount mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) amount = sum(x['amount'] for x in trades_for_order) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + caplog.clear() trade = Trade( - pair='LTC/ETH', + pair='LTC/USDT', amount=amount, exchange='binance', - open_rate=0.245441, + open_rate=2.0, open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456", is_open=True, ) - freqtrade.update_trade_state(trade, '123456', limit_buy_order) + freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt) assert trade.amount != amount - assert trade.amount == limit_buy_order['amount'] + assert trade.amount == limit_buy_order_usdt['amount'] if has_rounding_fee: assert log_has_re(r'Applying fee on amount for .*', caplog) -def test_update_trade_state_exception(mocker, default_conf, - limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) +def test_update_trade_state_exception(mocker, default_conf_usdt, + limit_buy_order_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) trade = MagicMock() trade.open_order_id = '123' @@ -1745,8 +1737,8 @@ def test_update_trade_state_exception(mocker, default_conf, assert log_has('Could not update trade amount: ', caplog) -def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=InvalidOrderException)) @@ -1761,8 +1753,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog) -def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open, - limit_sell_order, mocker): +def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell_order_usdt_open, + limit_sell_order_usdt, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) @@ -1770,8 +1762,8 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) patch_exchange(mocker) - amount = limit_sell_order["amount"] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + amount = limit_sell_order_usdt["amount"] + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) wallet_mock.reset_mock() trade = Trade( pair='LTC/ETH', @@ -1784,11 +1776,11 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde open_order_id="123456", is_open=True, ) - order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell') + order = Order.parse_from_ccxt_object(limit_sell_order_usdt_open, 'LTC/ETH', 'sell') trade.orders.append(order) assert order.status == 'open' - freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order) - assert trade.amount == limit_sell_order['amount'] + freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order_usdt) + assert trade.amount == limit_sell_order_usdt['amount'] # Wallet needs to be updated after closing a limit-sell order to reenable buying assert wallet_mock.call_count == 1 assert not trade.is_open @@ -1796,24 +1788,24 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde assert order.status == 'closed' -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order, - fee, mocker) -> None: +def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, + limit_sell_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_buy_order, - limit_sell_order_open, + limit_buy_order_usdt, + limit_sell_order_usdt_open, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -1822,38 +1814,38 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi assert trade time.sleep(0.01) # Race condition fix - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) assert trade.is_open is True freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is True - assert trade.open_order_id == limit_sell_order['id'] + assert trade.open_order_id == limit_sell_order_usdt['id'] # Simulate fulfilled LIMIT_SELL order for trade - trade.update(limit_sell_order) + trade.update(limit_sell_order_usdt) - assert trade.close_rate == 0.00001173 - assert trade.close_profit == 0.06201058 - assert trade.calc_profit() == 0.00006217 + assert trade.close_rate == 2.2 + assert trade.close_profit == 0.09451372 + assert trade.calc_profit() == 5.685 assert trade.close_date is not None -def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, +def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_long=True, exit_long=True) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -1894,22 +1886,22 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, assert freqtrade.handle_trade(trades[0]) is True -def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, +def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) @@ -1925,26 +1917,26 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, # if ROI is reached we must sell patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) - assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI", + assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI", caplog) -def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open, - limit_sell_order_open, fee, mocker, caplog) -> None: +def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, + limit_sell_order_usdt_open, fee, mocker, caplog) -> None: # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ - limit_buy_order_open, - limit_sell_order_open, + limit_buy_order_usdt_open, + limit_sell_order_usdt_open, ]), get_fee=fee, ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() @@ -1957,21 +1949,21 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) - assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL", + assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL", caplog) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order, - fee, mocker) -> None: +def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, limit_sell_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create trade and sell it @@ -1980,16 +1972,16 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open trade = Trade.query.first() assert trade - trade.update(limit_buy_order) - trade.update(limit_sell_order) + trade.update(limit_buy_order_usdt) + trade.update(limit_sell_order_usdt) assert trade.is_open is False with pytest.raises(DependencyException, match=r'.*closed trade.*'): freqtrade.handle_trade(trade) -def test_bot_loop_start_called_once(mocker, default_conf, caplog): - ftbot = get_patched_freqtradebot(mocker, default_conf) +def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog): + ftbot = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade') patch_get_signal(ftbot) ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError) @@ -2001,9 +1993,9 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog): assert ftbot.strategy.analyze.call_count == 1 -def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, - fee, mocker) -> None: - default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} +def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, + open_trade, fee, mocker) -> None: + default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old) @@ -2014,13 +2006,13 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order_with_result=cancel_order_wr_mock, cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2057,7 +2049,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or assert freqtrade.strategy.check_buy_timeout.call_count == 1 -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, +def test_check_handle_timedout_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_cancel = deepcopy(limit_buy_order_old) @@ -2066,12 +2058,12 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order_with_result=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2087,7 +2079,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op assert freqtrade.strategy.check_buy_timeout.call_count == 0 -def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, +def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, fee, mocker, caplog) -> None: """ Handle Buy order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) @@ -2096,12 +2088,12 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o limit_buy_order_old.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2115,20 +2107,20 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog) -def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade, - fee, mocker) -> None: +def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, + open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError), cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2141,19 +2133,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord assert nb_trades == 1 -def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, - open_trade) -> None: - default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} +def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, + mocker, open_trade) -> None: + default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime @@ -2190,18 +2182,18 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_ assert freqtrade.strategy.check_sell_timeout.call_count == 1 -def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, +def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, open_trade) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime @@ -2220,8 +2212,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, assert freqtrade.strategy.check_sell_timeout.call_count == 0 -def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, - mocker, caplog) -> None: +def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, + open_trade, mocker, caplog) -> None: """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() @@ -2229,11 +2221,11 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order_with_result=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime @@ -2249,7 +2241,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog) -def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, +def test_check_handle_timedout_partial(default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, open_trade, mocker) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_canceled = deepcopy(limit_buy_order_old_partial) @@ -2259,11 +2251,11 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2278,7 +2270,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount -def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee, +def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_trade, caplog, fee, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) @@ -2287,12 +2279,12 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) assert open_trade.amount == limit_buy_order_old_partial['amount'] @@ -2317,22 +2309,22 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert pytest.approx(trades[0].fee_open) == 0.001 -def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, - limit_buy_order_old_partial, trades_for_order, +def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog, + fee, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', MagicMock(side_effect=DependencyException)) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) assert open_trade.amount == limit_buy_order_old_partial['amount'] @@ -2357,7 +2349,8 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, assert trades[0].fee_open == fee() -def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None: +def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, + caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2369,69 +2362,69 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - Trade.query.session.add(open_trade) + Trade.query.session.add(open_trade_usdt) freqtrade.check_handle_timedout() - assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, " + assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, " r"is_short=False, leverage=1.0, " - r"open_rate=0.00001099, open_since=" - f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}" + r"open_rate=2.00000000, open_since=" + f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) due to Traceback \(most recent call last\):\n*", caplog) -def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None: +def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_buy_order_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - cancel_buy_order = deepcopy(limit_buy_order) + cancel_buy_order = deepcopy(limit_buy_order_usdt) cancel_buy_order['status'] = 'canceled' del cancel_buy_order['filled'] cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = MagicMock() trade.pair = 'LTC/USDT' trade.open_rate = 200 - limit_buy_order['filled'] = 0.0 - limit_buy_order['status'] = 'open' + limit_buy_order_usdt['filled'] = 0.0 + limit_buy_order_usdt['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] - assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() caplog.clear() - limit_buy_order['filled'] = 0.01 - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + limit_buy_order_usdt['filled'] = 0.01 + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 0 assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog) caplog.clear() cancel_order_mock.reset_mock() - limit_buy_order['filled'] = 2 - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + limit_buy_order_usdt['filled'] = 2 + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 # Order remained open for some reason (cancel failed) cancel_buy_order['status'] = 'open' cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert log_has_re(r"Order .* for .* not cancelled.", caplog) @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], indirect=['limit_buy_order_canceled_empty']) -def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, +def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, limit_buy_order_canceled_empty) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2439,7 +2432,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, 'freqtrade.exchange.Exchange.cancel_order_with_result', return_value=limit_buy_order_canceled_empty) nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel') - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) reason = CANCEL_REASON['TIMEOUT'] trade = MagicMock() @@ -2456,7 +2449,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, 'String Return value', 123 ]) -def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order, +def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_buy_order_usdt, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2466,25 +2459,25 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order, cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = MagicMock() trade.pair = 'LTC/USDT' trade.open_rate = 200 - limit_buy_order['filled'] = 0.0 - limit_buy_order['status'] = 'open' + limit_buy_order_usdt['filled'] = 0.0 + limit_buy_order_usdt['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] - assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() - limit_buy_order['filled'] = 1.0 - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + limit_buy_order_usdt['filled'] = 1.0 + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 -def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None: +def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: send_msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2494,7 +2487,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None: ) mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) trade = Trade( pair='LTC/ETH', @@ -2529,13 +2522,13 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None: assert send_msg_mock.call_count == 1 -def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None: +def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch( 'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException()) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) trade = MagicMock() reason = CANCEL_REASON['TIMEOUT'] @@ -2545,17 +2538,18 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None: assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' -def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: +def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker + ) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) @@ -2570,10 +2564,10 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) # Prevented sell ... - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert rpc_mock.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 @@ -2581,7 +2575,7 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker # Repatch with true freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert freqtrade.strategy.confirm_trade_exit.call_count == 1 @@ -2591,16 +2585,16 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker 'trade_id': 1, 'type': RPCMessageType.SELL, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 91.07468123, + 'limit': 2.2, + 'amount': 30.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, - 'profit_amount': 6.223e-05, - 'profit_ratio': 0.0620716, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.3, + 'profit_amount': 5.685, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -2609,17 +2603,18 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker } == last_msg -def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: +def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, + mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -2631,10 +2626,10 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 @@ -2643,16 +2638,16 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'loss', - 'limit': 1.044e-05, - 'amount': 91.07468123, + 'limit': 2.01, + 'amount': 30.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.043e-05, - 'profit_amount': -5.406e-05, - 'profit_ratio': -0.05392257, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.0, + 'profit_amount': -0.00075, + 'profit_ratio': -1.247e-05, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2661,18 +2656,20 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo } == last_msg -def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, - mocker) -> None: +def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + config = deepcopy(default_conf_usdt) + config['custom_price_max_distance_ratio'] = 0.1 + patch_whitelist(mocker, config) + freqtrade = FreqtradeBot(config) patch_get_signal(freqtrade) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) @@ -2687,15 +2684,15 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) # Set a custom exit price - freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05 + freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25 - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)) # Sell price must be different to default bid price @@ -2708,16 +2705,16 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ 'trade_id': 1, 'type': RPCMessageType.SELL, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.170e-05, - 'amount': 91.07468123, + 'limit': 2.25, + 'amount': 30.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, - 'profit_amount': 6.041e-05, - 'profit_ratio': 0.06025919, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.3, + 'profit_amount': 7.18125, + 'profit_ratio': 0.11938903, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.SELL_SIGNAL.value, 'open_date': ANY, @@ -2726,18 +2723,18 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ } == last_msg -def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee, - ticker_sell_down, mocker) -> None: +def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( + default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -2749,15 +2746,15 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) - default_conf['dry_run'] = True + default_conf_usdt['dry_run'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Setting trade stoploss to 0.01 - trade.stop_loss = 0.00001099 * 0.99 - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], + trade.stop_loss = 2.0 * 0.99 + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 @@ -2767,16 +2764,16 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'loss', - 'limit': 1.08801e-05, - 'amount': 91.07468123, + 'limit': 1.98, + 'amount': 30.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.043e-05, - 'profit_amount': -1.408e-05, - 'profit_ratio': -0.01404051, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.0, + 'profit_amount': -0.8985, + 'profit_ratio': -0.01493766, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2786,8 +2783,8 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick def test_execute_trade_exit_sloe_cancel_exception( - mocker, default_conf, ticker, fee, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) + mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) @@ -2798,7 +2795,7 @@ def test_execute_trade_exit_sloe_cancel_exception( patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, create_order=create_order_mock, ) @@ -2819,10 +2816,10 @@ def test_execute_trade_exit_sloe_cancel_exception( assert log_has('Could not cancel stoploss order abcd', caplog) -def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, - mocker) -> None: +def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, mocker) -> None: - default_conf['exchange']['name'] = 'binance' + default_conf_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) stoploss = MagicMock(return_value={ @@ -2835,7 +2832,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, cancel_order = MagicMock(return_value=True) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, @@ -2844,7 +2841,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) @@ -2861,10 +2858,10 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) trade = Trade.query.first() @@ -2873,14 +2870,14 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, assert rpc_mock.call_count == 3 -def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee, +def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt, ticker_usdt, fee, mocker) -> None: - default_conf['exchange']['name'] = 'binance' + default_conf_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, @@ -2896,7 +2893,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) @@ -2945,18 +2942,18 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL -def test_execute_trade_exit_market_order(default_conf, ticker, fee, - ticker_sell_up, mocker) -> None: +def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -2968,15 +2965,15 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) freqtrade.config['order_types']['sell'] = 'market' - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert not trade.is_open - assert trade.close_profit == 0.0620716 + assert trade.close_profit == 0.09451372 assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-1][0][0] @@ -2984,16 +2981,16 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 91.07468123, + 'limit': 2.2, + 'amount': 30.0, 'order_type': 'market', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, - 'profit_amount': 6.223e-05, - 'profit_ratio': 0.0620716, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.3, + 'profit_amount': 5.685, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -3003,13 +3000,13 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, } == last_msg -def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, - ticker_sell_up, mocker) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, mocker) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, create_order=MagicMock(side_effect=[ {'id': 1234553382}, @@ -3027,28 +3024,28 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) sell_reason = SellCheckTuple(sell_type=SellType.ROI) - assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=sell_reason) assert mock_insuf.call_count == 1 @pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [ # Enable profit - (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value), + (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value), # Disable profit - (False, 0.00002172, 0.00002173, True, False, SellType.SELL_SIGNAL.value), + (False, 2.9, 3.2, True, False, SellType.SELL_SIGNAL.value), # Enable loss # * Shouldn't this be SellType.STOP_LOSS.value - (True, 0.00000172, 0.00000173, False, False, None), + (True, 0.19, 0.22, False, False, None), # Disable loss - (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value), + (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value), ]) def test_sell_profit_only( - default_conf, limit_buy_order, limit_buy_order_open, + default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3060,17 +3057,17 @@ def test_sell_profit_only( 'last': bid }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf.update({ + default_conf_usdt.update({ 'use_sell_signal': True, 'sell_profit_only': profit_only, 'sell_profit_offset': 0.1, }) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) if sell_type == SellType.SELL_SIGNAL.value: freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -3080,7 +3077,7 @@ def test_sell_profit_only( freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is handle_first @@ -3089,10 +3086,8 @@ def test_sell_profit_only( freqtrade.strategy.sell_profit_offset = 0.0 assert freqtrade.handle_trade(trade) is True - assert trade.sell_reason == sell_type - -def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open, +def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3104,13 +3099,13 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ 'last': 0.00002172 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -3118,7 +3113,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ trade = Trade.query.first() amnt = trade.amount - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) patch_get_signal(freqtrade, enter_long=False, exit_long=True) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985)) @@ -3131,7 +3126,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ (95.29, False), (91.29, True) ]) -def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err): +def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err): patch_RPCManager(mocker) patch_exchange(mocker) amount = 95.33 @@ -3147,7 +3142,7 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has fee_open=fee.return_value, fee_close=fee.return_value, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) if has_err: with pytest.raises(DependencyException, match=r"Not enough amount to exit trade."): @@ -3164,15 +3159,16 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has assert wallet_update.call_count == 1 -def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None: +def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, + caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -3184,12 +3180,12 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) - trade.close(ticker_sell_down()['bid']) + trade.close(ticker_usdt_sell_down()['bid']) assert freqtrade.strategy.is_pair_locked(trade.pair) # reinit - should buy other pair. @@ -3199,33 +3195,33 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog) -def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, - fee, mocker) -> None: +def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.0000172, - 'ask': 0.0000173, - 'last': 0.0000172 + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf['ignore_roi_if_buy_signal'] = True + default_conf_usdt['ignore_roi_if_buy_signal'] = True - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trade) is False @@ -3236,26 +3232,26 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order assert trade.sell_reason == SellType.ROI.value -def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, +def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001099, - 'ask': 0.00001099, - 'last': 0.00001099 + 'bid': 2.0, + 'ask': 2.0, + 'last': 2.0 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf['trailing_stop'] = True - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['trailing_stop'] = True + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -3263,222 +3259,131 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, trade = Trade.query.first() assert freqtrade.handle_trade(trade) is False - # Raise ticker above buy price + # Raise ticker_usdt above buy price mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00001099 * 1.5, - 'ask': 0.00001099 * 1.5, - 'last': 0.00001099 * 1.5 + 'bid': 2.0 * 1.5, + 'ask': 2.0 * 1.5, + 'last': 2.0 * 1.5 })) # Stoploss should be adjusted assert freqtrade.handle_trade(trade) is False - + caplog.clear() # Price fell mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00001099 * 1.1, - 'ask': 0.00001099 * 1.1, - 'last': 0.00001099 * 1.1 + 'bid': 2.0 * 1.1, + 'ask': 2.0 * 1.1, + 'last': 2.0 * 1.1 })) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True - assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, " - "initial stoploss was at 0.000010, trade opened at 0.000011", caplog) + assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, " + "initial stoploss was at 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee, - caplog, mocker) -> None: - buy_price = limit_buy_order['price'] +@pytest.mark.parametrize('offset,trail_if_reached,second_sl', [ + (0, False, 2.0394), + (0.011, False, 2.0394), + (0.055, True, 1.8), +]) +def test_trailing_stop_loss_positive( + default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, + offset, fee, caplog, mocker, trail_if_reached, second_sl +) -> None: + buy_price = limit_buy_order_usdt['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': buy_price - 0.000001, - 'ask': buy_price - 0.000001, - 'last': buy_price - 0.000001 + 'bid': buy_price - 0.01, + 'ask': buy_price - 0.01, + 'last': buy_price - 0.01 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.01 - patch_whitelist(mocker, default_conf) + default_conf_usdt['trailing_stop'] = True + default_conf_usdt['trailing_stop_positive'] = 0.01 + if offset: + default_conf_usdt['trailing_stop_positive_offset'] = offset + default_conf_usdt['trailing_only_offset_is_reached'] = trail_if_reached + patch_whitelist(mocker, default_conf_usdt) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) caplog.set_level(logging.DEBUG) # stop-loss not reached assert freqtrade.handle_trade(trade) is False - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000003, - 'ask': buy_price + 0.000003, - 'last': buy_price + 0.000003 - })) - # stop-loss not reached, adjusted stoploss - assert freqtrade.handle_trade(trade) is False - assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000138501 - caplog.clear() - - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000002, - 'ask': buy_price + 0.000002, - 'last': buy_price + 0.000002 - })) - # Lower price again (but still positive) - assert freqtrade.handle_trade(trade) is True - assert log_has( - f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, " - f"stoploss is {trade.stop_loss:.6f}, " - f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog) - - -def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee, - caplog, mocker) -> None: - buy_price = limit_buy_order['price'] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - fetch_ticker=MagicMock(return_value={ - 'bid': buy_price - 0.000001, - 'ask': buy_price - 0.000001, - 'last': buy_price - 0.000001 - }), - create_order=MagicMock(side_effect=[ - limit_buy_order_open, - {'id': 1234553382}, - ]), - get_fee=fee, + # Raise ticker_usdt above buy price + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': buy_price + 0.06, + 'ask': buy_price + 0.06, + 'last': buy_price + 0.06 + }) ) - patch_whitelist(mocker, default_conf) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.01 - default_conf['trailing_stop_positive_offset'] = 0.011 - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) - freqtrade.enter_positions() - - trade = Trade.query.first() - trade.update(limit_buy_order) - caplog.set_level(logging.DEBUG) - # stop-loss not reached - assert freqtrade.handle_trade(trade) is False - - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000003, - 'ask': buy_price + 0.000003, - 'last': buy_price + 0.000003 - })) # stop-loss not reached, adjusted stoploss assert freqtrade.handle_trade(trade) is False - assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000138501 + caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%" + if trail_if_reached: + assert not log_has(caplog_text, caplog) + assert not log_has("ETH/USDT - Adjusting stoploss...", caplog) + else: + assert log_has(caplog_text, caplog) + assert log_has("ETH/USDT - Adjusting stoploss...", caplog) + assert trade.stop_loss == second_sl caplog.clear() - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000002, - 'ask': buy_price + 0.000002, - 'last': buy_price + 0.000002 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': buy_price + 0.125, + 'ask': buy_price + 0.125, + 'last': buy_price + 0.125, + }) + ) + assert freqtrade.handle_trade(trade) is False + assert log_has( + f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%", + caplog + ) + assert log_has("ETH/USDT - Adjusting stoploss...", caplog) + + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': buy_price + 0.02, + 'ask': buy_price + 0.02, + 'last': buy_price + 0.02 + }) + ) # Lower price again (but still positive) assert freqtrade.handle_trade(trade) is True assert log_has( - f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, " + f"ETH/USDT - HIT STOP: current price at {buy_price + 0.02:.6f}, " f"stoploss is {trade.stop_loss:.6f}, " - f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog) + f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee, - caplog, mocker) -> None: - buy_price = limit_buy_order['price'] - # buy_price: 0.00001099 - - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - fetch_ticker=MagicMock(return_value={ - 'bid': buy_price, - 'ask': buy_price, - 'last': buy_price - }), - create_order=MagicMock(return_value=limit_buy_order_open), - get_fee=fee, - ) - patch_whitelist(mocker, default_conf) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.05 - default_conf['trailing_stop_positive_offset'] = 0.055 - default_conf['trailing_only_offset_is_reached'] = True - - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) - freqtrade.enter_positions() - - trade = Trade.query.first() - trade.update(limit_buy_order) - caplog.set_level(logging.DEBUG) - # stop-loss not reached - assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 0.0000098910 - - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.0000004, - 'ask': buy_price + 0.0000004, - 'last': buy_price + 0.0000004 - })) - - # stop-loss should not be adjusted as offset is not reached yet - assert freqtrade.handle_trade(trade) is False - - assert not log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000098910 - caplog.clear() - - # price rises above the offset (rises 12% when the offset is 5.5%) - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.0000014, - 'ask': buy_price + 0.0000014, - 'last': buy_price + 0.0000014 - })) - - assert freqtrade.handle_trade(trade) is False - assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000117705 - - -def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, - fee, mocker) -> None: +def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -3489,24 +3394,24 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b 'last': 0.00000172 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, {'id': 1234553383} ]), get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - default_conf['ask_strategy'] = { + default_conf_usdt['ask_strategy'] = { 'ignore_roi_if_buy_signal': False } - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) # Sell due to min_roi_reached patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trade) is True @@ -3517,7 +3422,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b assert trade.sell_reason == SellType.SELL_SIGNAL.value -def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): +def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, + mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3529,7 +3435,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) caplog.clear() # Amount is reduced by "fee" @@ -3541,7 +3447,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe ) -def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, +def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') @@ -3556,7 +3462,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # Amount is kept as is @@ -3566,7 +3472,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe '- Eating Fee 0.008 into dust', caplog) -def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): +def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = buy_order_fee['amount'] @@ -3579,7 +3485,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount @@ -3592,7 +3498,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f @pytest.mark.parametrize( - 'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [ + 'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [ # basic, amount does not change ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None), # no currency in fee @@ -3613,8 +3519,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f ({'cost': 0.008, 'currency': None}, 0, True, None), ]) def test_get_real_amount( - default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog, - fee_par, fee_reduction_amount, use_ticker_rate, expected_log + default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog, + fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log ): buy_order = deepcopy(buy_order_fee) @@ -3632,9 +3538,9 @@ def test_get_real_amount( open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - if not use_ticker_rate: + if not use_ticker_usdt_rate: mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) caplog.clear() @@ -3652,7 +3558,7 @@ def test_get_real_amount( (0.02, 'BNB', 0.0005, 0.001518575, 7.996), ]) def test_get_real_amount_multi( - default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets, + default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount, ): @@ -3664,7 +3570,7 @@ def test_get_real_amount_multi( mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) - default_conf['stake_currency'] = "ETH" + default_conf_usdt['stake_currency'] = "ETH" trade = Trade( pair='LTC/ETH', @@ -3677,8 +3583,8 @@ def test_get_real_amount_multi( ) # Fake markets entry to enable fee parsing - markets['BNB/ETH'] = markets['ETH/BTC'] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + markets['BNB/ETH'] = markets['ETH/USDT'] + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.19, 'last': 0.2}) @@ -3703,9 +3609,10 @@ def test_get_real_amount_multi( assert trade.fee_close_currency is None -def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker): - limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['fee'] = {'cost': 0.004} +def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, + mocker): + limit_buy_order_usdt = deepcopy(buy_order_fee) + limit_buy_order_usdt['fee'] = {'cost': 0.004} mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) @@ -3718,15 +3625,16 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change - assert freqtrade.get_real_amount(trade, limit_buy_order) == amount + assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount -def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker): - limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001 +def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, + mocker): + limit_buy_order_usdt = deepcopy(buy_order_fee) + limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) @@ -3739,17 +3647,17 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): - freqtrade.get_real_amount(trade, limit_buy_order) + freqtrade.get_real_amount(trade, limit_buy_order_usdt) -def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee, - mocker): +def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee, + fee, mocker): # Floats should not be compared directly. - limit_buy_order = deepcopy(buy_order_fee) + limit_buy_order_usdt = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) @@ -3763,14 +3671,17 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount changes by fee amount. - assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), - abs_tol=MATH_CLOSE_PREC,) + assert isclose( + freqtrade.get_real_amount(trade, limit_buy_order_usdt), + amount - (amount * 0.001), + abs_tol=MATH_CLOSE_PREC, + ) -def test_get_real_amount_open_trade(default_conf, fee, mocker): +def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker): amount = 12345 trade = Trade( pair='LTC/ETH', @@ -3787,7 +3698,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): 'status': 'open', 'side': 'buy', } - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.get_real_amount(trade, order) == amount @@ -3799,7 +3710,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): (8.0, 0.1, 8.0, 8.0), (8.0, 0.1, 7.9, 7.9), ]) -def test_apply_fee_conditional(default_conf, fee, caplog, mocker, +def test_apply_fee_conditional(default_conf_usdt, fee, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) @@ -3812,7 +3723,7 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker, fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # Amount is kept as is @@ -3824,23 +3735,25 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker, (0.1, False), (100, True), ]) -def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order, - fee, mocker, order_book_l2, delta, is_high_delta): - default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta +def test_order_book_depth_of_market( + default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, + fee, mocker, order_book_l2, delta, is_high_delta +): + default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True + default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) # Save state of current whitelist - whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) - freqtrade = FreqtradeBot(default_conf) + whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist']) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -3849,7 +3762,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, assert trade is None else: assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -3857,46 +3770,46 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, assert len(Trade.query.all()) == 1 # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) - assert trade.open_rate == 0.00001099 - assert whitelist == default_conf['exchange']['pair_whitelist'] + assert trade.open_rate == 2.0 + assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] @pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [ (False, 0.045, 0.046, 2, None), (True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]}) ]) -def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown, +def test_order_book_bid_strategy1(mocker, default_conf_usdt, order_book_l2, exception_thrown, ask, last, order_book_top, order_book, caplog) -> None: """ test if function get_rate will return the order book price instead of the ask rate """ patch_exchange(mocker) - ticker_mock = MagicMock(return_value={'ask': ask, 'last': last}) + ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2, - fetch_ticker=ticker_mock, + fetch_ticker=ticker_usdt_mock, ) - default_conf['exchange']['name'] = 'binance' - default_conf['bid_strategy']['use_order_book'] = True - default_conf['bid_strategy']['order_book_top'] = order_book_top - default_conf['bid_strategy']['ask_last_balance'] = 0 - default_conf['telegram']['enabled'] = False + default_conf_usdt['exchange']['name'] = 'binance' + default_conf_usdt['bid_strategy']['use_order_book'] = True + default_conf_usdt['bid_strategy']['order_book_top'] = order_book_top + default_conf_usdt['bid_strategy']['ask_last_balance'] = 0 + default_conf_usdt['telegram']['enabled'] = False - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) if exception_thrown: with pytest.raises(PricingError): - freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") + freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") assert log_has_re( r'Buy Price at location 1 from orderbook could not be determined.', caplog) else: - assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935 - assert ticker_mock.call_count == 0 + assert freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") == 0.043935 + assert ticker_usdt_mock.call_count == 0 -def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: +def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) -> None: """ test check depth of market """ @@ -3905,43 +3818,44 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: 'freqtrade.exchange.Exchange', fetch_l2_order_book=order_book_l2 ) - default_conf['telegram']['enabled'] = False - default_conf['exchange']['name'] = 'binance' - default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True + default_conf_usdt['telegram']['enabled'] = False + default_conf_usdt['exchange']['name'] = 'binance' + default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True # delta is 100 which is impossible to reach. hence function will return false - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 + freqtrade = FreqtradeBot(default_conf_usdt) - conf = default_conf['bid_strategy']['check_depth_of_market'] - assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False + conf = default_conf_usdt['bid_strategy']['check_depth_of_market'] + assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) is False -def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee, - limit_sell_order_open, mocker, order_book_l2, caplog) -> None: +def test_order_book_ask_strategy( + default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, + limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None: """ test order book ask strategy """ mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) - default_conf['exchange']['name'] = 'binance' - default_conf['ask_strategy']['use_order_book'] = True - default_conf['ask_strategy']['order_book_top'] = 1 - default_conf['telegram']['enabled'] = False + default_conf_usdt['exchange']['name'] = 'binance' + default_conf_usdt['ask_strategy']['use_order_book'] = True + default_conf_usdt['ask_strategy']['order_book_top'] = 1 + default_conf_usdt['telegram']['enabled'] = False patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, - limit_sell_order_open, + limit_buy_order_usdt_open, + limit_sell_order_usdt_open, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -3950,7 +3864,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o assert trade time.sleep(0.01) # Race condition fix - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) freqtrade.wallets.update() assert trade.is_open is True @@ -3966,22 +3880,22 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o caplog) -def test_startup_state(default_conf, mocker): - default_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 20} - } +def test_startup_state(default_conf_usdt, mocker): + default_conf_usdt['pairlist'] = {'method': 'VolumePairList', + 'config': {'number_assets': 20} + } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) - worker = get_patched_worker(mocker, default_conf) + worker = get_patched_worker(mocker, default_conf_usdt) assert worker.freqtrade.state is State.RUNNING -def test_startup_trade_reinit(default_conf, edge_conf, mocker): +def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) reinit_mock = MagicMock() mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock) - ftbot = get_patched_freqtradebot(mocker, default_conf) + ftbot = get_patched_freqtradebot(mocker, default_conf_usdt) ftbot.startup() assert reinit_mock.call_count == 1 @@ -3993,23 +3907,24 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker): @pytest.mark.usefixtures("init_persistence") -def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog): - default_conf['dry_run'] = True +def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, + caplog): + default_conf_usdt['dry_run'] = True # Initialize to 2 times stake amount - default_conf['dry_run_wallet'] = 0.002 - default_conf['max_open_trades'] = 2 - default_conf['tradable_balance_ratio'] = 1.0 + default_conf_usdt['dry_run_wallet'] = 120.0 + default_conf_usdt['max_open_trades'] = 2 + default_conf_usdt['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - bot = get_patched_freqtradebot(mocker, default_conf) + bot = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(bot) - assert bot.wallets.get_free('BTC') == 0.002 + assert bot.wallets.get_free('USDT') == 120.0 n = bot.enter_positions() assert n == 2 @@ -4019,21 +3934,26 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_ bot.config['max_open_trades'] = 3 n = bot.enter_positions() assert n == 0 - assert log_has_re(r"Unable to create trade for XRP/BTC: " - r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)", + assert log_has_re(r"Unable to create trade for XRP/USDT: " + r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)", caplog) @pytest.mark.usefixtures("init_persistence") -def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order): - default_conf['cancel_open_orders_on_exit'] = True +def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, + limit_sell_order_usdt): + default_conf_usdt['cancel_open_orders_on_exit'] = True mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=[ - ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order]) + ExchangeError(), + limit_sell_order_usdt, + limit_buy_order_usdt, + limit_sell_order_usdt + ]) buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter') sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit') - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee) trades = Trade.query.all() assert len(trades) == MOCK_TRADE_COUNT @@ -4043,8 +3963,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi @pytest.mark.usefixtures("init_persistence") -def test_check_for_open_trades(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_check_for_open_trades(mocker, default_conf_usdt, fee): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.check_for_open_trades() assert freqtrade.rpc.send_msg.call_count == 0 @@ -4059,8 +3979,8 @@ def test_check_for_open_trades(mocker, default_conf, fee): @pytest.mark.usefixtures("init_persistence") -def test_startup_update_open_orders(mocker, default_conf, fee, caplog): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee) freqtrade.startup_update_open_orders() @@ -4085,8 +4005,8 @@ def test_startup_update_open_orders(mocker, default_conf, fee, caplog): @pytest.mark.usefixtures("init_persistence") -def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) def patch_with_fee(order): order.update({'fee': {'cost': 0.1, 'rate': 0.01, @@ -4147,8 +4067,8 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee): @pytest.mark.usefixtures("init_persistence") -def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') create_mock_trades(fee) @@ -4166,13 +4086,13 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): # Test with trade without orders trade = Trade( pair='XRP/ETH', - stake_amount=0.001, + stake_amount=60.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().datetime, is_open=True, - amount=20, - open_rate=0.01, + amount=30, + open_rate=2.0, exchange='binance', ) Trade.query.session.add(trade) @@ -4184,8 +4104,8 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): @pytest.mark.usefixtures("init_persistence") -def test_handle_insufficient_funds(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_handle_insufficient_funds(mocker, default_conf_usdt, fee): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order') mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees') create_mock_trades(fee) @@ -4222,9 +4142,9 @@ def test_handle_insufficient_funds(mocker, default_conf, fee): @pytest.mark.usefixtures("init_persistence") -def test_refind_lost_order(mocker, default_conf, fee, caplog): +def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog): caplog.set_level(logging.DEBUG) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', @@ -4320,10 +4240,10 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog): assert log_has(f"Error updating {order['id']}.", caplog) -def test_get_valid_price(mocker, default_conf) -> None: +def test_get_valid_price(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.config['custom_price_max_distance_ratio'] = 0.02 custom_price_string = "10"