From dadd134200bdcca66456e0795d92c12841fb8e87 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Fri, 17 Sep 2021 02:25:58 -0600 Subject: [PATCH 01/29] changes some tests to use usdt values --- tests/conftest.py | 106 ++++++- tests/conftest_trades_usdt.py | 305 ++++++++++++++++++ tests/test_freqtradebot.py | 575 +++++++++++++++++----------------- 3 files changed, 699 insertions(+), 287 deletions(-) create mode 100644 tests/conftest_trades_usdt.py diff --git a/tests/conftest.py b/tests/conftest.py index c908c0cb0..c1032a215 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -25,6 +25,8 @@ from freqtrade.resolvers import ExchangeResolver from freqtrade.worker import Worker from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4, mock_trade_5, mock_trade_6) +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) @@ -227,6 +229,39 @@ def create_mock_trades(fee, use_db: bool = True): 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() + + @pytest.fixture(autouse=True) def patch_coingekko(mocker) -> None: """ @@ -303,7 +338,8 @@ def get_default_conf(testdatadir): "ETH/BTC", "LTC/BTC", "XRP/BTC", - "NEO/BTC" + "NEO/BTC", + "ADA/USDT" ], "pair_blacklist": [ "DOGE/BTC", @@ -372,6 +408,33 @@ def ticker_sell_down(): }) +@pytest.fixture +def ticker_usdt(): + return MagicMock(return_value={ + 'bid': 1.99, + 'ask': 2.0, + 'last': 1.99, + }) + + +@pytest.fixture +def ticker_usdt_sell_up(): + return MagicMock(return_value={ + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19, + }) + + +@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() @@ -406,6 +469,31 @@ def get_markets(): }, 'info': {}, }, + 'ADA/USDT': { + 'id': 'ethbtc', + 'symbol': 'ADA/USDT', + 'base': 'USDT', + 'quote': 'ADA', + '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/BTC': { 'id': 'tknbtc', 'symbol': 'TKN/BTC', @@ -1821,6 +1909,22 @@ 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 = [ 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/test_freqtradebot.py b/tests/test_freqtradebot.py index d312bdb11..7ddb90657 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -23,9 +23,9 @@ from freqtrade.worker import Worker from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, patch_wallet, patch_whitelist) -from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, - mock_order_3, mock_order_3_sell, mock_order_4, - mock_order_5_stoploss, mock_order_6_sell) +from tests.conftest_trades import ( + MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, + mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) def patch_RPCManager(mocker) -> MagicMock: @@ -135,14 +135,14 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None: (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]), (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]), ]) -def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open, +def test_check_available_stake_amount(default_conf, ticker, 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), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee ) default_conf['dry_run_wallet'] = wallet @@ -155,7 +155,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b for i in range(0, max_open): if expected[i] is not None: - limit_buy_order_open['id'] = str(i) + limit_buy_order_usdt_open['id'] = str(i) result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC') assert pytest.approx(result) == expected[i] freqtrade.execute_entry('ETH/BTC', result) @@ -198,7 +198,7 @@ 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) @@ -209,7 +209,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, # Thus, if price falls 21%, stoploss should be triggered # # mocking the ticker: price is falling ... - buy_price = limit_buy_order['price'] + buy_price = limit_buy_order_usdt['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -221,14 +221,14 @@ 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 @@ -270,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: assert Trade.total_open_trades_stakes() == 1.97502e-03 -def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None: +def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -294,15 +294,15 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non 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'] -def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, +def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -326,12 +326,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, (UNLIMITED_STAKE_AMOUNT, False, True, 0), ]) def test_create_trade_minimal_amount( - default_conf, ticker, limit_buy_order_open, fee, mocker, + default_conf, ticker, 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, @@ -363,14 +363,14 @@ def test_create_trade_minimal_amount( (["ETH/BTC"], 1), # No pairs left ([], 0), # No pairs in whitelist ]) -def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee, +def test_enter_positions_no_pairs_left(default_conf, ticker, 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), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) default_conf['exchange']['pair_whitelist'] = whitelist @@ -390,14 +390,14 @@ 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, ticker, 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']}), + create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -459,7 +459,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None: @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, +def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open, max_open, tradable_balance_ratio, modifier) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -470,7 +470,7 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_ mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -484,14 +484,14 @@ 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, ticker, fee, mocker, limit_buy_order_usdt_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['max_open_trades'] = 4 mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -503,7 +503,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde 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') @@ -513,15 +513,15 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde assert len(trades) == 4 -def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open, +def test_process_trade_creation(default_conf, ticker, 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), + 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) @@ -584,14 +584,14 @@ 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, ticker, 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), + 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) @@ -609,7 +609,7 @@ 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, ticker, limit_buy_order_usdt, fee, mocker) -> None: """ Test process with trade not in pair list """ patch_RPCManager(mocker) @@ -617,8 +617,8 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, 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), + 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) @@ -690,7 +690,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: assert ("ETH/BTC", default_conf["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, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf) @@ -698,14 +698,14 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord 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), @@ -719,7 +719,7 @@ 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 @@ -738,7 +738,7 @@ 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 @@ -751,13 +751,13 @@ 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 @@ -766,15 +766,15 @@ 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'] = 80.99181073 + limit_buy_order_usdt['remaining'] = 10.00 + limit_buy_order_usdt['price'] = 0.5 + limit_buy_order_usdt['cost'] = 40.495905365 + 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 @@ -783,8 +783,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 40.495905365 # 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) @@ -793,7 +793,7 @@ 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] @@ -801,15 +801,15 @@ 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... @@ -820,8 +820,8 @@ 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] @@ -829,8 +829,8 @@ 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( @@ -844,8 +844,8 @@ 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] @@ -853,16 +853,16 @@ 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: +def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_usdt) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) 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, @@ -873,11 +873,11 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) 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) @@ -885,14 +885,14 @@ 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, 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) @@ -913,20 +913,20 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: + 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, ) @@ -993,7 +993,7 @@ 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 @@ -1033,20 +1033,20 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: + 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, ) @@ -1072,19 +1072,19 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, - limit_buy_order_open, limit_sell_order): + 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, @@ -1120,20 +1120,20 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, 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']}) + 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) 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, @@ -1164,20 +1164,20 @@ 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: + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) 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, ) @@ -1219,7 +1219,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1230,11 +1230,14 @@ 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}) @@ -1248,7 +1251,7 @@ 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 @@ -1256,22 +1259,24 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') - stoploss_order_mock.assert_called_once_with(amount=85.32423208, - pair='ETH/BTC', - order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.95) + stoploss_order_mock.assert_called_once_with( + amount=30.0, + pair='ETH/BTC', + order_types=freqtrade.strategy.order_types, + stop_price=4.4 * 0.95 + ) # 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 + 'bid': 4.1712, + 'ask': 4.1921, + 'last': 4.1712 })) 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: + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_exchange(mocker) @@ -1279,13 +1284,13 @@ 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, ) @@ -1347,20 +1352,20 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c @pytest.mark.usefixtures("init_persistence") def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, - limit_buy_order, limit_sell_order) -> None: + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(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, ) @@ -1413,9 +1418,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, # 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 })) cancel_order_mock = MagicMock() @@ -1454,7 +1459,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1467,13 +1472,13 @@ 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': 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, stoploss=stoploss, @@ -1515,7 +1520,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000009384' + 'stopPrice': '2.178' } }) @@ -1524,7 +1529,7 @@ 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 trade.stop_loss == 2.178 cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() @@ -1533,16 +1538,16 @@ 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': 1.9 * 0.95, + 'ask': 2.2 * 0.95, + 'last': 1.9 * 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 trade.stop_loss == 2.178 # stoploss on exchange should not be canceled cancel_order_mock.assert_not_called() @@ -1589,14 +1594,14 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect, assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist']) -def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: +def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, 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.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 = MagicMock() trade.open_order_id = '123' @@ -1606,7 +1611,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: 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 + 'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) @@ -1615,9 +1620,9 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: assert n == 0 -def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None: +def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) - 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) trade = MagicMock() trade.open_order_id = None @@ -1635,14 +1640,14 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) assert log_has('Unable to sell trade ETH/BTC: ', caplog) -def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None: +def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, 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.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, @@ -1662,7 +1667,7 @@ 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) @@ -1681,10 +1686,10 @@ 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, +def test_update_trade_state_withorderdict(default_conf, 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) @@ -1704,17 +1709,17 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ 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: + limit_buy_order_usdt, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) - 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) trade = MagicMock() trade.open_order_id = '123' @@ -1745,8 +1750,8 @@ 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, 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)) @@ -1754,7 +1759,7 @@ 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"] + amount = limit_sell_order_usdt["amount"] freqtrade = get_patched_freqtradebot(mocker, default_conf) wallet_mock.reset_mock() trade = Trade( @@ -1768,11 +1773,11 @@ 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 @@ -1780,20 +1785,20 @@ 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, +def test_handle_trade(default_conf, 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, ) @@ -1806,24 +1811,24 @@ 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, value=(False, True, None)) 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, ticker, limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -1831,7 +1836,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, @@ -1878,7 +1883,7 @@ 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, ticker, limit_buy_order_usdt_open, fee, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) @@ -1887,7 +1892,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, 'freqtrade.exchange.Exchange', fetch_ticker=ticker, create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, @@ -1913,8 +1918,8 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, 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, ticker, 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) @@ -1922,8 +1927,8 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open 'freqtrade.exchange.Exchange', fetch_ticker=ticker, 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, ) @@ -1945,14 +1950,14 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open caplog) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order, +def test_close_trade(default_conf, ticker, 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), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) @@ -1964,8 +1969,8 @@ 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.*'): @@ -2341,7 +2346,7 @@ 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, ticker, open_trade_usdt, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2359,20 +2364,20 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke ) freqtrade = FreqtradeBot(default_conf) - 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, " - r"open_rate=0.00001099, open_since=" - f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}" + assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, " + r"open_rate=2.00000000, open_since=" + f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) 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, 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'] @@ -2385,30 +2390,30 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> N 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) @@ -2439,7 +2444,7 @@ 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, limit_buy_order_usdt, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2455,15 +2460,15 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order, 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 @@ -3021,7 +3026,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, @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), # Enable loss @@ -3031,7 +3036,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value), ]) def test_sell_profit_only( - default_conf, limit_buy_order, limit_buy_order_open, + default_conf, 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) @@ -3043,7 +3048,7 @@ 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, @@ -3063,7 +3068,7 @@ 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, value=(False, True, None)) assert freqtrade.handle_trade(trade) is handle_first @@ -3072,10 +3077,8 @@ 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, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3087,7 +3090,7 @@ 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, @@ -3101,7 +3104,7 @@ 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, value=(False, True, None)) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985)) @@ -3182,7 +3185,7 @@ 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, +def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3194,7 +3197,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order 'last': 0.0000172 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, @@ -3208,7 +3211,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order 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, value=(True, True, None)) assert freqtrade.handle_trade(trade) is False @@ -3219,19 +3222,19 @@ 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, limit_buy_order_usdt_open, limit_buy_order_usdt, 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, @@ -3249,9 +3252,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, # Raise ticker 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 @@ -3260,9 +3263,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, # 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) @@ -3273,9 +3276,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, 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, +def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, caplog, mocker) -> None: - buy_price = limit_buy_order['price'] + buy_price = limit_buy_order_usdt['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -3286,7 +3289,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or 'last': buy_price - 0.000001 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, @@ -3301,7 +3304,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or 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 @@ -3334,9 +3337,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or 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, +def test_trailing_stop_loss_offset(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, caplog, mocker) -> None: - buy_price = limit_buy_order['price'] + buy_price = limit_buy_order_usdt['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -3347,7 +3350,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde 'last': buy_price - 0.000001 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, @@ -3362,7 +3365,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde 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 @@ -3396,10 +3399,10 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde 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, +def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, caplog, mocker) -> None: - buy_price = limit_buy_order['price'] - # buy_price: 0.00001099 + buy_price = limit_buy_order_usdt['price'] + # buy_price: 2.0 patch_RPCManager(mocker) patch_exchange(mocker) @@ -3410,7 +3413,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_ 'ask': buy_price, 'last': buy_price }), - create_order=MagicMock(return_value=limit_buy_order_open), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) patch_whitelist(mocker, default_conf) @@ -3425,11 +3428,11 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_ 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 - assert trade.stop_loss == 0.0000098910 + assert trade.stop_loss == 1.8 # Raise ticker above buy price mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', @@ -3443,7 +3446,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_ assert freqtrade.handle_trade(trade) is False assert not log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000098910 + assert trade.stop_loss == 1.8 caplog.clear() # price rises above the offset (rises 12% when the offset is 5.5%) @@ -3460,7 +3463,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_ assert trade.stop_loss == 0.0000117705 -def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, +def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3472,7 +3475,7 @@ 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} ]), @@ -3489,7 +3492,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b 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, value=(True, True, None)) assert freqtrade.handle_trade(trade) is True @@ -3678,8 +3681,8 @@ def test_get_real_amount_multi( 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} + 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)) @@ -3695,12 +3698,12 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order freqtrade = get_patched_freqtradebot(mocker, default_conf) # 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 + 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)) @@ -3717,13 +3720,13 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ # 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): # 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) @@ -3740,7 +3743,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount changes by fee amount. - assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), + assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001), abs_tol=MATH_CLOSE_PREC,) @@ -3798,7 +3801,7 @@ 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, +def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_open, limit_buy_order_usdt, 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 @@ -3808,7 +3811,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) @@ -3831,9 +3834,9 @@ 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 trade.open_rate == 2.0 assert whitelist == default_conf['exchange']['pair_whitelist'] @@ -3890,8 +3893,8 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: assert freqtrade._check_depth_of_market_buy('ETH/BTC', 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, 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 """ @@ -3905,13 +3908,13 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o 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, ) @@ -3924,7 +3927,7 @@ 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 @@ -3967,7 +3970,7 @@ 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): +def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_usdt_open, caplog): default_conf['dry_run'] = True # Initialize to 2 times stake amount default_conf['dry_run_wallet'] = 0.002 @@ -3977,7 +3980,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_ mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) @@ -3999,11 +4002,11 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_ @pytest.mark.usefixtures("init_persistence") -def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order): +def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt): default_conf['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') From 8d7f75c4de748f9d0784dc20b276b97d19e4a979 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Fri, 17 Sep 2021 22:18:14 -0600 Subject: [PATCH 02/29] Fixed a bunch of freqtradebot tests --- tests/conftest.py | 28 +--- tests/test_freqtradebot.py | 266 +++++++++++++------------------------ 2 files changed, 94 insertions(+), 200 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index c1032a215..adb344ffc 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -338,8 +338,7 @@ def get_default_conf(testdatadir): "ETH/BTC", "LTC/BTC", "XRP/BTC", - "NEO/BTC", - "ADA/USDT" + "NEO/BTC" ], "pair_blacklist": [ "DOGE/BTC", @@ -469,31 +468,6 @@ def get_markets(): }, 'info': {}, }, - 'ADA/USDT': { - 'id': 'ethbtc', - 'symbol': 'ADA/USDT', - 'base': 'USDT', - 'quote': 'ADA', - '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/BTC': { 'id': 'tknbtc', 'symbol': 'TKN/BTC', diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7ddb90657..c030aca0f 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1267,11 +1267,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, ) # price fell below stoploss, so dry-run sells trade. - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 4.1712, - 'ask': 4.1921, - 'last': 4.1712 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.1712, + 'ask': 4.1921, + 'last': 4.1712 + }) + ) assert freqtrade.handle_trade(trade) is True @@ -1407,7 +1410,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1417,11 +1420,14 @@ 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': 4.38, - 'ask': 4.4, - 'last': 4.38 - })) + 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}) @@ -1435,7 +1441,7 @@ 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 @@ -1444,17 +1450,22 @@ 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') - stoploss_order_mock.assert_called_once_with(amount=85.32423208, - pair='ETH/BTC', - order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.96) + stoploss_order_mock.assert_called_once_with( + amount=100.0, + pair='ETH/BTC', + order_types=freqtrade.strategy.order_types, + stop_price=4.4 * 0.96 + ) # 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': 4.1712, + 'ask': 4.1921, + 'last': 4.1712 + }) + ) assert freqtrade.handle_trade(trade) is True @@ -3192,9 +3203,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_ 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_usdt_open, @@ -3259,7 +3270,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o # 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={ @@ -3271,22 +3282,28 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o 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) + # TODO: Does this make sense? How is stoploss 2.7? + assert log_has("ETH/BTC - 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_usdt, limit_buy_order_usdt_open, fee, - caplog, mocker) -> None: +@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, 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_usdt_open, @@ -3296,6 +3313,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b ) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 + if offset: + default_conf['trailing_stop_positive_offset'] = offset + default_conf['trailing_only_offset_is_reached'] = trail_if_reached patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) @@ -3310,159 +3330,59 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b 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_usdt, limit_buy_order_usdt_open, fee, - caplog, mocker) -> 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 - }), - create_order=MagicMock(side_effect=[ - limit_buy_order_usdt_open, - {'id': 1234553382}, - ]), - get_fee=fee, + 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_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: 0.011 profit: 0.2666%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000138501 + # TODO: is 0.0249% correct? Shouldn't it be higher? + caplog_text = f"ETH/BTC - 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/BTC - Adjusting stoploss...", caplog) + else: + assert log_has(caplog_text, caplog) + assert log_has("ETH/BTC - 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/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%", + caplog + ) + assert log_has("ETH/BTC - 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/BTC - 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_usdt, limit_buy_order_usdt_open, fee, - caplog, mocker) -> None: - buy_price = limit_buy_order_usdt['price'] - # buy_price: 2.0 - - 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_usdt_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_usdt) - caplog.set_level(logging.DEBUG) - # stop-loss not reached - assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 1.8 - - # 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 == 1.8 - 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_usdt, limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) From d1e3d480751e53a240a3c137770fd18f60a67607 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 02:43:47 -0600 Subject: [PATCH 03/29] changed test_update_trade_state_withorderdict to usdt --- tests/conftest.py | 49 ++++++++++++++++++++++---------------- tests/test_freqtradebot.py | 8 +++++-- 2 files changed, 34 insertions(+), 23 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index adb344ffc..09725213f 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1598,27 +1598,34 @@ 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': '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/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") diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index c030aca0f..dc5688122 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1207,6 +1207,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, patch_get_signal(freqtrade) freqtrade.enter_positions() + # TODO-lev: Get this trade switched to the usdt trades trade = Trade.query.first() trade.is_open = True trade.open_order_id = None @@ -1709,17 +1710,20 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ patch_exchange(mocker) amount = sum(x['amount'] for x in trades_for_order) freqtrade = get_patched_freqtradebot(mocker, default_conf) + 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, ) + # TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001 + # TODO-lev: but they are the exact same freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt) assert trade.amount != amount assert trade.amount == limit_buy_order_usdt['amount'] From 6fdcf8cd73151291910f3ac87af80c4d743fa0cd Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 10:09:10 -0600 Subject: [PATCH 04/29] created default_conf_usdt and init_persistence_usdt so that these tests pass: test_handle_stoploss_on_exchange_trailing, test_handle_stoploss_on_exchange_custom_stop, test_update_trade_state_withorderdict --- tests/conftest.py | 33 ++++++++++++++++++++-- tests/test_freqtradebot.py | 56 ++++++++++++++++++-------------------- 2 files changed, 56 insertions(+), 33 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 09725213f..c4ed05254 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -289,11 +289,21 @@ def init_persistence(default_conf): init_db(default_conf['db_url'], default_conf['dry_run']) +@pytest.fixture(scope='function') +def init_persistence_usdt(default_conf_usdt): + init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run']) + + @pytest.fixture(scope="function") 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 = { @@ -368,6 +378,15 @@ 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", + }) + return configuration + + @pytest.fixture def update(): _update = Update(0) @@ -1602,7 +1621,7 @@ def trades_for_order(): 'info': { 'id': 34567, 'orderId': 123456, - 'price': '0.24544100', + 'price': '2.0', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', @@ -1811,6 +1830,14 @@ def edge_conf(default_conf): return conf +@pytest.fixture(scope="function") +def edge_conf_usdt(edge_conf): + edge_conf.update({ + "stake_currency": "USDT", + }) + return edge_conf + + @pytest.fixture def rpc_balance(): return { @@ -2049,7 +2076,7 @@ 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', @@ -2076,7 +2103,7 @@ 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/test_freqtradebot.py b/tests/test_freqtradebot.py index dc5688122..24ed3d509 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1162,8 +1162,8 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, assert mock_insuf.call_count == 1 -@pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, +@pytest.mark.usefixtures("init_persistence_usdt") +def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1188,12 +1188,12 @@ 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 @@ -1207,7 +1207,6 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, patch_get_signal(freqtrade) freqtrade.enter_positions() - # TODO-lev: Get this trade switched to the usdt trades trade = Trade.query.first() trade.is_open = True trade.open_order_id = None @@ -1261,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') stoploss_order_mock.assert_called_once_with( - amount=30.0, + amount=27.39726027, pair='ETH/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.95 @@ -1271,9 +1270,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 4.1712, - 'ask': 4.1921, - 'last': 4.1712 + 'bid': 4.16, + 'ask': 4.17, + 'last': 4.16 }) ) assert freqtrade.handle_trade(trade) is True @@ -1354,9 +1353,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) -@pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, - limit_buy_order_usdt, limit_sell_order_usdt) -> None: +@pytest.mark.usefixtures("init_persistence_usdt") +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 stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) @@ -1380,12 +1379,12 @@ 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 @@ -1452,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') stoploss_order_mock.assert_called_once_with( - amount=100.0, + amount=31.57894736, pair='ETH/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96 @@ -1462,9 +1461,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 4.1712, - 'ask': 4.1921, - 'last': 4.1712 + 'bid': 4.17, + 'ask': 4.19, + 'last': 4.17 }) ) assert freqtrade.handle_trade(trade) is True @@ -1554,7 +1553,6 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, 'ask': 2.2 * 0.95, 'last': 1.9 * 0.95 })) - assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False @@ -1566,21 +1564,21 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # 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, pair='NEO/BTC', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.99) + stop_price=4.4 * 0.99) @pytest.mark.parametrize('return_value,side_effect,log_message', [ @@ -1701,7 +1699,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog) (30.0 + 1e-14, True), (8.0, False) ]) -def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order_usdt, fee, +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) @@ -1709,7 +1707,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ 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/USDT', @@ -1722,8 +1720,6 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ open_order_id="123456", is_open=True, ) - # TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001 - # TODO-lev: but they are the exact same freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt) assert trade.amount != amount assert trade.amount == limit_buy_order_usdt['amount'] From ffa9a3ac7d057a56c1b47ec0380bfd5a230011ec Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 10:18:22 -0600 Subject: [PATCH 05/29] changed default_conf_usdt stake_amount to 10 --- tests/conftest.py | 2 +- tests/test_freqtradebot.py | 4 ++-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index c4ed05254..13628a66d 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -381,7 +381,7 @@ def get_default_conf(testdatadir): def get_default_conf_usdt(testdatadir): configuration = get_default_conf(testdatadir) configuration.update({ - "stake_amount": 60.0, + "stake_amount": 10.0, "stake_currency": "USDT", }) return configuration diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 24ed3d509..282fd68ea 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1260,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') stoploss_order_mock.assert_called_once_with( - amount=27.39726027, + amount=4.56621004, pair='ETH/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.95 @@ -1451,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop( cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') stoploss_order_mock.assert_called_once_with( - amount=31.57894736, + amount=5.26315789, pair='ETH/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96 From 5ce09c751935f5436732c8e05dd209a42bd95976 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 10:25:26 -0600 Subject: [PATCH 06/29] updated test_reupdate_enter_order_fees to usdt --- tests/test_freqtradebot.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 282fd68ea..2d0e0a776 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -4043,9 +4043,9 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee): assert trade.fee_close_currency is not None -@pytest.mark.usefixtures("init_persistence") -def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@pytest.mark.usefixtures("init_persistence_usdt") +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) @@ -4063,13 +4063,13 @@ 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) From d0e0d0ee01cc0d4f008f598c2bdd477a15b40d9d Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 11:56:44 -0600 Subject: [PATCH 07/29] Removed init_persistence_usdt --- tests/conftest.py | 5 ----- tests/test_freqtradebot.py | 6 +++--- 2 files changed, 3 insertions(+), 8 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 13628a66d..3e88c88aa 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -289,11 +289,6 @@ def init_persistence(default_conf): init_db(default_conf['db_url'], default_conf['dry_run']) -@pytest.fixture(scope='function') -def init_persistence_usdt(default_conf_usdt): - init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run']) - - @pytest.fixture(scope="function") def default_conf(testdatadir): return get_default_conf(testdatadir) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2d0e0a776..a000829dd 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1162,7 +1162,7 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, assert mock_insuf.call_count == 1 -@pytest.mark.usefixtures("init_persistence_usdt") +@pytest.mark.usefixtures("init_persistence") def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set @@ -1353,7 +1353,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) -@pytest.mark.usefixtures("init_persistence_usdt") +@pytest.mark.usefixtures("init_persistence") 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 @@ -4043,7 +4043,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee): assert trade.fee_close_currency is not None -@pytest.mark.usefixtures("init_persistence_usdt") +@pytest.mark.usefixtures("init_persistence") 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') From 26fdad84685de96cb7f3eb9b7986317f3b8b990a Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 11:58:55 -0600 Subject: [PATCH 08/29] Removed edge_conf_usdt --- tests/conftest.py | 8 -------- 1 file changed, 8 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 3e88c88aa..898dcfbfd 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1825,14 +1825,6 @@ def edge_conf(default_conf): return conf -@pytest.fixture(scope="function") -def edge_conf_usdt(edge_conf): - edge_conf.update({ - "stake_currency": "USDT", - }) - return edge_conf - - @pytest.fixture def rpc_balance(): return { From 755cc9cda1d5d75a6487b19a0daf289c2a0902b7 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 12:39:30 -0600 Subject: [PATCH 09/29] Updated test_check_available_stake_amount to use default_conf_usdt --- tests/test_freqtradebot.py | 26 +++++++++++++------------- 1 file changed, 13 insertions(+), 13 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index a000829dd..d8cc2214a 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -126,16 +126,16 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None: @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, 20, 2, 0.5, [10, None]), + (True, 20, 2, 0.5, [10, 9.8]), + (False, 30, 3, 0.5, [10, 10, None]), + (True, 30, 3, 0.5, [10, 10, 9.7]), + (False, 22, 3, 0.5, [10, 10, None]), + (True, 22, 3, 0.5, [10, 10, 0.0]), + (True, 27, 3, 0.5, [10, 10, 6.73]), + (True, 22, 3, 1, [10, 10, 0.0]), ]) -def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_usdt_open, +def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, limit_buy_order_usdt_open, amend_last, wallet, max_open, lsamr, expected) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -145,12 +145,12 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b 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): From 7eebb6bb2d305ab24f08d1e640efcc88913152c0 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 12:41:09 -0600 Subject: [PATCH 10/29] updated test_create_trade to use default_conf_usdt --- tests/test_freqtradebot.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index d8cc2214a..280d2ce97 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -270,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: assert Trade.total_open_trades_stakes() == 1.97502e-03 -def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None: +def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -281,14 +281,14 @@ def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) - ) # 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') trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 10.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -299,7 +299,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) - 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_usdt, From ba5d78f005210d51416387e65fa30c7a38623395 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 13:04:58 -0600 Subject: [PATCH 11/29] swapped default_conf for default_conf_usdt and ticker for ticker_usdt --- tests/conftest.py | 22 +- tests/test_freqtradebot.py | 788 ++++++++++++++++++------------------- 2 files changed, 413 insertions(+), 397 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 898dcfbfd..f2da68dd2 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -378,6 +378,22 @@ def get_default_conf_usdt(testdatadir): configuration.update({ "stake_amount": 10.0, "stake_currency": "USDT", + "exchange": { + "name": "binance", + "enabled": True, + "key": "key", + "secret": "secret", + "pair_whitelist": [ + "ETH/USDT", + "LTC/USDT", + "XRP/USDT", + "NEO/USDT" + ], + "pair_blacklist": [ + "DOGE/USDT", + "HOT/USDT", + ] + }, }) return configuration @@ -424,9 +440,9 @@ def ticker_sell_down(): @pytest.fixture def ticker_usdt(): return MagicMock(return_value={ - 'bid': 1.99, - 'ask': 2.0, - 'last': 1.99, + 'bid': 2.0, + 'ask': 2.01, + 'last': 2.0, }) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 280d2ce97..2a96783bc 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', @@ -115,14 +115,14 @@ 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, ticker_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", [ @@ -135,13 +135,13 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None: (True, 27, 3, 0.5, [10, 10, 6.73]), (True, 22, 3, 1, [10, 10, 0.0]), ]) -def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, limit_buy_order_usdt_open, +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, + fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee ) @@ -156,12 +156,12 @@ def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, li if expected[i] is not None: limit_buy_order_usdt_open['id'] = str(i) - result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC') + 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 +169,7 @@ 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) @@ -208,7 +208,7 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, 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 ... + # mocking the ticker_usdt: price is falling ... buy_price = limit_buy_order_usdt['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -238,24 +238,24 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, 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['stake_amount'] = 10.0 + 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 == 10.0 assert trade.is_open assert trade.open_date is not None @@ -263,19 +263,19 @@ 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 == 10.0 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() == 20.0 -def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, 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), ) @@ -284,7 +284,7 @@ def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mock 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 @@ -302,21 +302,21 @@ def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mock assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] -def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt, +def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_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', [ @@ -326,7 +326,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt (UNLIMITED_STAKE_AMOUNT, False, True, 0), ]) def test_create_trade_minimal_amount( - default_conf, ticker, limit_buy_order_usdt_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) @@ -334,47 +334,47 @@ def test_create_trade_minimal_amount( 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_usdt_open, fee, +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, + 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_usd @pytest.mark.usefixtures("init_persistence") -def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_usdt, 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, + 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_u 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 +448,32 @@ 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, value=(False, False, None)) 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_usdt_open, +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'] = 10.0 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + 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 +484,47 @@ 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_usdt_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, + 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_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_usdt, limit_buy_order_usdt_open, +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, + 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 +536,45 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limi 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 == 5.0 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: 10.0 ...', 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 +584,17 @@ 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_usdt_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, + 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 +609,23 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open, assert len(trades) == 1 -def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_usdt, +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, + 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 +639,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_u 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 +656,17 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_u 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, ) @@ -677,7 +677,7 @@ 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) @@ -687,13 +687,13 @@ 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_usdt, limit_buy_order_usdt_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 @@ -711,7 +711,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_bu 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 @@ -853,8 +853,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_bu assert trade.open_rate_requested == 10 -def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_usdt) -> 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={ @@ -868,7 +868,7 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_ 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) @@ -885,7 +885,7 @@ 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_usdt) -> 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)) @@ -897,7 +897,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) -> 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() @@ -912,7 +912,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) -> assert trade.is_open is True -def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, +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) @@ -934,7 +934,7 @@ 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 @@ -1032,7 +1032,7 @@ 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, +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) @@ -1055,7 +1055,7 @@ 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() @@ -1071,7 +1071,7 @@ 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, +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) @@ -1094,7 +1094,7 @@ 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 @@ -1119,10 +1119,10 @@ 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, +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) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( @@ -1258,10 +1258,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, 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=4.56621004, - pair='ETH/BTC', + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.95 ) @@ -1278,7 +1278,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, assert freqtrade.handle_trade(trade) is True -def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, +def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1304,9 +1304,9 @@ 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 @@ -1339,7 +1339,7 @@ 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) - 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 @@ -1350,7 +1350,7 @@ 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) 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") @@ -1449,10 +1449,10 @@ def test_handle_stoploss_on_exchange_custom_stop( 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=5.26315789, - pair='ETH/BTC', + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96 ) @@ -1583,12 +1583,12 @@ 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 buy 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', @@ -1601,11 +1601,11 @@ 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_usdt, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_exit_positions(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_usdt) @@ -1630,14 +1630,14 @@ def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> N assert n == 0 -def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +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 @@ -1647,11 +1647,11 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, ca ) n = freqtrade.exit_positions(trades) assert n == 0 - assert log_has('Unable to sell trade ETH/BTC: ', caplog) + assert log_has('Unable to sell trade ETH/USDT: ', caplog) -def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, 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_usdt) @@ -1727,9 +1727,9 @@ def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, l assert log_has_re(r'Applying fee on amount for .*', caplog) -def test_update_trade_state_exception(mocker, default_conf, +def test_update_trade_state_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) trade = MagicMock() @@ -1745,8 +1745,8 @@ 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)) @@ -1761,7 +1761,7 @@ 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_usdt_open, +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!! @@ -1771,7 +1771,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde patch_exchange(mocker) amount = limit_sell_order_usdt["amount"] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) wallet_mock.reset_mock() trade = Trade( pair='LTC/ETH', @@ -1796,7 +1796,7 @@ 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_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt, +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) @@ -1813,7 +1813,7 @@ def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_ ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -1839,13 +1839,13 @@ def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_ assert trade.close_date is not None -def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_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_usdt_open, {'id': 1234553382}, @@ -1853,7 +1853,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_o get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, value=(True, True, None)) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -1894,14 +1894,14 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_o assert freqtrade.handle_trade(trades[0]) is True -def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_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_usdt_open, {'id': 1234553382}, @@ -1909,7 +1909,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_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=True) @@ -1925,18 +1925,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open, # if ROI is reached we must sell patch_get_signal(freqtrade, value=(False, True, None)) 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_usdt_open, +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_usdt_open, limit_sell_order_usdt_open, @@ -1944,7 +1944,7 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt 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 +1957,21 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt patch_get_signal(freqtrade, value=(False, True, None)) 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_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt, +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, + 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 @@ -1988,8 +1988,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order 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 +2001,9 @@ 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, +def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, fee, mocker) -> None: - default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} + 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 +2014,13 @@ 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 +2057,7 @@ 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 +2066,12 @@ 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 +2087,7 @@ 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 +2096,12 @@ 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) @@ -2115,7 +2115,7 @@ 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, +def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() @@ -2123,12 +2123,12 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord 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 +2141,19 @@ 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, +def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, open_trade) -> None: - default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} + 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 +2190,18 @@ 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 @@ -2220,7 +2220,7 @@ 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, +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) @@ -2229,11 +2229,11 @@ 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 +2249,7 @@ 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 +2259,11 @@ 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 +2278,7 @@ 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 +2287,12 @@ 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'] @@ -2317,7 +2317,7 @@ 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, +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) @@ -2325,14 +2325,14 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, 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 +2357,7 @@ 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_usdt, 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() @@ -2369,11 +2369,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt, ) 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_usdt) @@ -2385,7 +2385,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt, caplog) -def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) -> 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_usdt) @@ -2395,7 +2395,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) 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() @@ -2430,7 +2430,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) @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) @@ -2438,7 +2438,7 @@ 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() @@ -2455,7 +2455,7 @@ 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_usdt, +def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_buy_order_usdt, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2465,7 +2465,7 @@ 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() @@ -2483,7 +2483,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_ 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() @@ -2493,7 +2493,7 @@ 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', @@ -2528,13 +2528,13 @@ 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'] @@ -2544,17 +2544,17 @@ 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) @@ -2569,10 +2569,10 @@ 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 @@ -2580,7 +2580,7 @@ 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 @@ -2590,7 +2590,7 @@ 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, @@ -2608,17 +2608,17 @@ 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 @@ -2630,10 +2630,10 @@ 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 @@ -2642,7 +2642,7 @@ 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, @@ -2660,18 +2660,18 @@ 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, +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) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) @@ -2686,7 +2686,7 @@ 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) @@ -2694,7 +2694,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ # Set a custom exit price freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05 - 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 @@ -2707,7 +2707,7 @@ 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, @@ -2725,18 +2725,18 @@ 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 @@ -2748,15 +2748,15 @@ 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'], + 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 @@ -2766,7 +2766,7 @@ 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, @@ -2785,8 +2785,8 @@ 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)) @@ -2797,7 +2797,7 @@ 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, ) @@ -2818,10 +2818,10 @@ 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, +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={ @@ -2834,7 +2834,7 @@ 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, @@ -2843,7 +2843,7 @@ 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) @@ -2860,10 +2860,10 @@ 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() @@ -2872,14 +2872,14 @@ 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, @@ -2895,7 +2895,7 @@ 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) @@ -2944,18 +2944,18 @@ 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 @@ -2967,11 +2967,11 @@ 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 @@ -2983,7 +2983,7 @@ 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, @@ -3002,13 +3002,13 @@ 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}, @@ -3026,11 +3026,11 @@ 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 @@ -3047,7 +3047,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value), ]) def test_sell_profit_only( - default_conf, limit_buy_order_usdt, limit_buy_order_usdt_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) @@ -3064,12 +3064,12 @@ def test_sell_profit_only( ]), 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) @@ -3089,7 +3089,7 @@ def test_sell_profit_only( assert freqtrade.handle_trade(trade) is True -def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_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) @@ -3107,7 +3107,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_o 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) @@ -3128,7 +3128,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_o (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 @@ -3144,7 +3144,7 @@ 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 sell."): @@ -3161,15 +3161,15 @@ 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 @@ -3181,12 +3181,12 @@ 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. @@ -3196,7 +3196,7 @@ 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_usdt, limit_buy_order_usdt_open, +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) @@ -3213,9 +3213,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_ ]), 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) @@ -3233,7 +3233,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_ assert trade.sell_reason == SellType.ROI.value -def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt, +def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3250,9 +3250,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o ]), 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) @@ -3260,7 +3260,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o 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': 2.0 * 1.5, @@ -3283,7 +3283,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True # TODO: Does this make sense? How is stoploss 2.7? - assert log_has("ETH/BTC - HIT STOP: current price at 2.200000, stoploss is 2.700000, " + 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 @@ -3293,7 +3293,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o (0.011, False, 2.0394), (0.055, True, 1.8), ]) -def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, +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) @@ -3311,14 +3311,14 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b ]), get_fee=fee, ) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.01 + default_conf_usdt['trailing_stop'] = True + default_conf_usdt['trailing_stop_positive'] = 0.01 if offset: - default_conf['trailing_stop_positive_offset'] = offset - default_conf['trailing_only_offset_is_reached'] = trail_if_reached - patch_whitelist(mocker, default_conf) + 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() @@ -3329,7 +3329,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b # stop-loss not reached 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={ @@ -3341,13 +3341,13 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b # stop-loss not reached, adjusted stoploss assert freqtrade.handle_trade(trade) is False # TODO: is 0.0249% correct? Shouldn't it be higher? - caplog_text = f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%" + 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/BTC - Adjusting stoploss...", caplog) + assert not log_has("ETH/USDT - Adjusting stoploss...", caplog) else: assert log_has(caplog_text, caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) + assert log_has("ETH/USDT - Adjusting stoploss...", caplog) assert trade.stop_loss == second_sl caplog.clear() @@ -3361,10 +3361,10 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b ) assert freqtrade.handle_trade(trade) is False assert log_has( - f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%", + f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%", caplog ) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) + assert log_has("ETH/USDT - Adjusting stoploss...", caplog) mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', @@ -3377,13 +3377,13 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b # 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 + 0.02:.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 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, +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) @@ -3402,10 +3402,10 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, li 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) @@ -3423,7 +3423,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, li 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( @@ -3435,7 +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) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) @@ -3444,7 +3444,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe caplog) -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') @@ -3459,7 +3459,7 @@ 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 @@ -3469,7 +3469,7 @@ 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'] @@ -3482,7 +3482,7 @@ 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 @@ -3492,7 +3492,7 @@ 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 @@ -3511,8 +3511,8 @@ 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) @@ -3530,9 +3530,9 @@ 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() @@ -3550,7 +3550,7 @@ 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, ): @@ -3562,7 +3562,7 @@ 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', @@ -3575,8 +3575,8 @@ 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}) @@ -3600,7 +3600,7 @@ 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): +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} @@ -3615,13 +3615,13 @@ 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_usdt) == amount -def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker): +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 @@ -3636,14 +3636,14 @@ 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_usdt) -def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee, +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_usdt = deepcopy(buy_order_fee) @@ -3660,14 +3660,14 @@ 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_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', @@ -3684,7 +3684,7 @@ 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 @@ -3696,7 +3696,7 @@ 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, caplog, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) @@ -3709,7 +3709,7 @@ 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 @@ -3721,23 +3721,23 @@ 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_usdt_open, limit_buy_order_usdt, +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['bid_strategy']['check_depth_of_market']['enabled'] = True - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 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, + 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() @@ -3746,7 +3746,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_o assert trade is None else: assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 10.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -3757,43 +3757,43 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_o trade.update(limit_buy_order_usdt) assert trade.open_rate == 2.0 - assert whitelist == default_conf['exchange']['pair_whitelist'] + 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 """ @@ -3802,27 +3802,27 @@ 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_usdt_open, limit_buy_order_usdt, fee, +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( @@ -3838,7 +3838,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_ ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -3863,22 +3863,22 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_ 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 @@ -3890,21 +3890,21 @@ 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_usdt_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'] = 0.002 + 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, + 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 @@ -3922,15 +3922,15 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_ @pytest.mark.usefixtures("init_persistence") -def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt): - 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_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 @@ -3940,8 +3940,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, @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 @@ -3956,8 +3956,8 @@ 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() @@ -3982,8 +3982,8 @@ 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, @@ -4081,8 +4081,8 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, 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) @@ -4119,9 +4119,9 @@ 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', @@ -4217,10 +4217,10 @@ 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" From 43339f1660557f6538f05addb464a502ac074b5f Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sun, 26 Sep 2021 13:43:01 -0600 Subject: [PATCH 12/29] A lot of the usdt freqtradebot tests pass now --- tests/conftest.py | 8 ++-- tests/test_freqtradebot.py | 90 ++++++++++++++++++++------------------ 2 files changed, 51 insertions(+), 47 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index f2da68dd2..4ef0dfcb4 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -441,7 +441,7 @@ def ticker_sell_down(): def ticker_usdt(): return MagicMock(return_value={ 'bid': 2.0, - 'ask': 2.01, + 'ask': 2.1, 'last': 2.0, }) @@ -449,9 +449,9 @@ def ticker_usdt(): @pytest.fixture def ticker_usdt_sell_up(): return MagicMock(return_value={ - 'bid': 2.19, - 'ask': 2.2, - 'last': 2.19, + 'bid': 2.2, + 'ask': 2.3, + 'last': 2.2, }) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2a96783bc..07f1288ed 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -320,8 +320,8 @@ def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_ @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), ]) @@ -2592,14 +2592,15 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 91.07468123, + 'limit': 2.2, + 'amount': 5.0, '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, + # TODO: Double check that profit_amount and profit_ratio are correct + 'profit_amount': 0.9475, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -2638,20 +2639,21 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] + # TODO: Should be a loss, but comes out as a gain assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'loss', - 'limit': 1.044e-05, - 'amount': 91.07468123, + 'limit': 2.01, + 'amount': 5.0, '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': -0.000125, + 'profit_ratio': -1.247e-05, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2692,7 +2694,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe 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_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)) @@ -2709,14 +2711,14 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.170e-05, - 'amount': 91.07468123, + 'limit': 2.25, + 'amount': 5.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, + 'open_rate': 2.0, + 'current_rate': 2.3, 'profit_amount': 6.041e-05, - 'profit_ratio': 0.06025919, - 'stake_currency': 'BTC', + 'profit_ratio': 0.07262344, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.SELL_SIGNAL.value, 'open_date': ANY, @@ -2755,27 +2757,28 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt, freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Setting trade stoploss to 0.01 - trade.stop_loss = 0.00001099 * 0.99 + 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 last_msg = rpc_mock.call_args_list[-1][0][0] + # TODO: Are these values correct? assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'loss', - 'limit': 1.08801e-05, - 'amount': 91.07468123, + 'limit': 1.98, + 'amount': 5.0, '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': -0.14975, + 'profit_ratio': -0.01493766, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2975,24 +2978,25 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert not trade.is_open - assert trade.close_profit == 0.0620716 + assert trade.close_profit == 0.09451372 # TODO: Check this is correct assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-1][0][0] + # TODO: Is this correct? assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 91.07468123, + 'limit': 2.2, + 'amount': 5.0, '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': 0.9475, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -3893,7 +3897,7 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker): 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_usdt['dry_run_wallet'] = 0.002 + default_conf_usdt['dry_run_wallet'] = 20.0 default_conf_usdt['max_open_trades'] = 2 default_conf_usdt['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) @@ -3906,7 +3910,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ 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') == 20.0 n = bot.enter_positions() assert n == 2 @@ -3916,8 +3920,8 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ 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 \(10.0 USDT\)", caplog) From 2ee87f8c66cb4b998ba986acd2dfc8729ece5e8f Mon Sep 17 00:00:00 2001 From: Rokas Kupstys Date: Thu, 30 Sep 2021 10:00:56 +0300 Subject: [PATCH 13/29] Fix failing USDT tests due to not enough open markets. --- tests/conftest.py | 78 ++++++++++++++++++++++++++++++++++++++++++++++- 1 file changed, 77 insertions(+), 1 deletion(-) diff --git a/tests/conftest.py b/tests/conftest.py index 4ef0dfcb4..9c500e05c 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -387,7 +387,8 @@ def get_default_conf_usdt(testdatadir): "ETH/USDT", "LTC/USDT", "XRP/USDT", - "NEO/USDT" + "NEO/USDT", + "TKN/USDT", ], "pair_blacklist": [ "DOGE/USDT", @@ -696,6 +697,81 @@ 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', From 89613702697de80c1ecbd3f7cd75271b4116dea8 Mon Sep 17 00:00:00 2001 From: Rokas Kupstys Date: Thu, 30 Sep 2021 10:01:25 +0300 Subject: [PATCH 14/29] Fix failing test due to not updated expected values. --- tests/test_freqtradebot.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 07f1288ed..579dc1b43 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2672,8 +2672,10 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf_usdt) - freqtrade = FreqtradeBot(default_conf_usdt) + 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) @@ -2716,8 +2718,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 6.041e-05, - 'profit_ratio': 0.07262344, + 'profit_amount': 1.196875, + 'profit_ratio': 0.11938903, 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.SELL_SIGNAL.value, From c820db4c60f6973554e232b52c06ed6e726dd8d0 Mon Sep 17 00:00:00 2001 From: Rokas Kupstys Date: Thu, 30 Sep 2021 11:12:15 +0300 Subject: [PATCH 15/29] Fix couple more usdt tests which failed due to ticker prices causing roi being hit, but tests did not expect that to happen. --- tests/conftest.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tests/conftest.py b/tests/conftest.py index 9c500e05c..0e5e7c933 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -442,7 +442,7 @@ def ticker_sell_down(): def ticker_usdt(): return MagicMock(return_value={ 'bid': 2.0, - 'ask': 2.1, + 'ask': 2.02, 'last': 2.0, }) From 107fa911a5ef371e675a5d679ab511f1a93579b5 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Thu, 30 Sep 2021 02:34:00 -0600 Subject: [PATCH 16/29] Fixed test_tsl_on_exchange_compatible_with_edge --- tests/test_freqtradebot.py | 22 ++++++++++++---------- 1 file changed, 12 insertions(+), 10 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 579dc1b43..bfa3ac353 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1483,9 +1483,9 @@ 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': 1.9, + 'bid': 2.19, 'ask': 2.2, - 'last': 1.9 + 'last': 2.19 }), create_order=MagicMock(side_effect=[ {'id': limit_buy_order_usdt['id']}, @@ -1540,7 +1540,7 @@ 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 == 2.178 + assert isclose(trade.stop_loss, 1.76) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() @@ -1549,15 +1549,15 @@ 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': 1.9 * 0.95, + 'bid': 2.19 * 0.95, 'ask': 2.2 * 0.95, - 'last': 1.9 * 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 == 2.178 + assert isclose(trade.stop_loss, 1.76) # stoploss on exchange should not be canceled cancel_order_mock.assert_not_called() @@ -1575,10 +1575,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # stoploss should be set to 1% as trailing is on 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, - pair='NEO/BTC', - order_types=freqtrade.strategy.order_types, - stop_price=4.4 * 0.99) + stoploss_order_mock.assert_called_once_with( + amount=11.41438356, + pair='NEO/BTC', + order_types=freqtrade.strategy.order_types, + stop_price=4.4 * 0.99 + ) @pytest.mark.parametrize('return_value,side_effect,log_message', [ From 6f8e66117bcc0babd0aeef9c03a15b9ee6fc2e11 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Thu, 30 Sep 2021 03:19:28 -0600 Subject: [PATCH 17/29] flake8 isort --- tests/test_freqtradebot.py | 153 ++++++++++++++++++++++--------------- 1 file changed, 91 insertions(+), 62 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index bfa3ac353..6f0fe5e90 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -23,9 +23,9 @@ from freqtrade.worker import Worker from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, patch_wallet, patch_whitelist) -from tests.conftest_trades import ( - MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, - mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) +from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, + mock_order_3, mock_order_3_sell, mock_order_4, + mock_order_5_stoploss, mock_order_6_sell) def patch_RPCManager(mocker) -> MagicMock: @@ -135,8 +135,10 @@ def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None: (True, 27, 3, 0.5, [10, 10, 6.73]), (True, 22, 3, 1, [10, 10, 0.0]), ]) -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: +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( @@ -363,8 +365,8 @@ def test_create_trade_minimal_amount( (["ETH/USDT"], 1), # No pairs left ([], 0), # No pairs in whitelist ]) -def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_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( @@ -459,8 +461,10 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None: @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_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_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_usdt['max_open_trades'] = max_open @@ -484,7 +488,8 @@ def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mock assert len(trades) == max(int(max_open * modifier), 0) -def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_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_usdt['max_open_trades'] = 4 @@ -513,8 +518,8 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limi assert len(trades) == 4 -def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_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( @@ -584,7 +589,8 @@ def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) - assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status'] -def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_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( @@ -690,7 +696,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0] -def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_buy_order_usdt_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_usdt) @@ -1278,8 +1285,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, assert freqtrade.handle_trade(trade) is True -def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf_usdt, fee, caplog, - limit_buy_order_usdt, limit_sell_order_usdt) -> None: +def test_handle_stoploss_on_exchange_trailing_error( + mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt +) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_exchange(mocker) @@ -1701,8 +1709,8 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap (30.0 + 1e-14, True), (8.0, False) ]) -def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, 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!! @@ -1798,8 +1806,8 @@ def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell assert order.status == 'closed' -def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt, - 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( @@ -1963,8 +1971,8 @@ def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_ caplog) -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: +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( @@ -2003,8 +2011,8 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog): assert ftbot.strategy.analyze.call_count == 1 -def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, - fee, mocker) -> None: +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) @@ -2117,8 +2125,8 @@ def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_or assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog) -def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, - fee, mocker) -> None: +def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, + open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) @@ -2143,8 +2151,8 @@ def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, lim assert nb_trades == 1 -def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, - open_trade) -> None: +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() @@ -2222,8 +2230,8 @@ def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_o assert freqtrade.strategy.check_sell_timeout.call_count == 0 -def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, 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() @@ -2319,8 +2327,8 @@ def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_ assert pytest.approx(trades[0].fee_open) == 0.001 -def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, 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) @@ -2359,7 +2367,8 @@ def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, op assert trades[0].fee_open == fee() -def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, 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() @@ -2546,7 +2555,8 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' -def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_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( @@ -2611,7 +2621,8 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ } == last_msg -def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_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( @@ -2664,8 +2675,8 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd } == last_msg -def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, ticker_usdt_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( @@ -2731,8 +2742,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe } == last_msg -def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt, ticker_usdt, fee, - ticker_usdt_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( @@ -2825,8 +2836,8 @@ 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_usdt, ticker_usdt, fee, ticker_usdt_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_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) @@ -3169,7 +3180,8 @@ def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet assert wallet_update.call_count == 1 -def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_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( @@ -3204,8 +3216,8 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog) -def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_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( @@ -3301,8 +3313,10 @@ def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_ (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: +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) @@ -3391,8 +3405,8 @@ def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, li assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_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( @@ -3431,7 +3445,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd assert trade.sell_reason == SellType.SELL_SIGNAL.value -def test_get_real_amount_quote(default_conf_usdt, 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( @@ -3608,7 +3623,8 @@ def test_get_real_amount_multi( assert trade.fee_close_currency is None -def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker): +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} @@ -3629,7 +3645,8 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_ assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount -def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker): +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 @@ -3651,8 +3668,8 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o freqtrade.get_real_amount(trade, limit_buy_order_usdt) -def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, 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_usdt = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 @@ -3671,8 +3688,11 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount changes by fee amount. - assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), 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_usdt, fee, mocker): @@ -3729,8 +3749,10 @@ def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker, (0.1, False), (100, True), ]) -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): +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) @@ -3821,8 +3843,9 @@ def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) -> assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) is False -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: +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 """ @@ -3898,7 +3921,8 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker): @pytest.mark.usefixtures("init_persistence") -def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog): +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_usdt['dry_run_wallet'] = 20.0 @@ -3930,11 +3954,16 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ @pytest.mark.usefixtures("init_persistence") -def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt): +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_usdt, limit_buy_order_usdt, limit_sell_order_usdt]) + 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') From 96d09b5615c14fd442394060d844be2c898056a6 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Fri, 1 Oct 2021 03:10:43 -0600 Subject: [PATCH 18/29] Fixed breaking rpc tests --- tests/rpc/test_rpc.py | 2 +- tests/rpc/test_rpc_apiserver.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 0ba42c4ce..f8c923958 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -1003,7 +1003,7 @@ 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 7c98b2df7..045f91bb8 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": {}, From e5e1e49f5327753ed9e7525c5cdca838e2c3ab66 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Oct 2021 08:58:33 +0200 Subject: [PATCH 19/29] Remove some unused test parameters --- tests/test_freqtradebot.py | 14 ++++++-------- 1 file changed, 6 insertions(+), 8 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6f0fe5e90..02c913bc3 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -115,7 +115,7 @@ def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None: assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) -def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None: +def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -243,7 +243,6 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker, def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - default_conf_usdt['stake_amount'] = 10.0 default_conf_usdt['max_open_trades'] = 2 mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -304,8 +303,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] -def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, - 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_usdt['stake_amount'] * 0.5) @@ -1477,7 +1475,7 @@ def test_handle_stoploss_on_exchange_custom_stop( assert freqtrade.handle_trade(trade) is True -def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, +def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set @@ -2125,7 +2123,7 @@ def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_or assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog) -def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, +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() @@ -3253,7 +3251,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, assert trade.sell_reason == SellType.ROI.value -def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, +def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3724,7 +3722,7 @@ def test_get_real_amount_open_trade(default_conf_usdt, 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_usdt, 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) From 022839b728fafdf2f1a83d514fb0c9acd027db54 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Oct 2021 13:17:10 +0200 Subject: [PATCH 20/29] remove unnecessary test --- tests/test_freqtradebot.py | 26 -------------------------- 1 file changed, 26 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 02c913bc3..c169d8597 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -1612,32 +1612,6 @@ def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect, assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist']) -def test_exit_positions(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_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_usdt['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 30.0 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_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) From 5fdeca812d28891a915507362ffcc9f36ccb4cb0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Oct 2021 14:30:24 +0200 Subject: [PATCH 21/29] Combine most hyperopt-loss tests to one --- tests/optimize/conftest.py | 13 ++-- tests/optimize/test_hyperoptloss.py | 92 +++++------------------------ 2 files changed, 23 insertions(+), 82 deletions(-) diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 5c5171c3a..690934b07 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -39,16 +39,17 @@ 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/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'], + '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], + 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], '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, 3, 1, 9, 26, 3, 478039), + datetime(2019, 4, 1, 9, 26, 3, 478039), ] } ) 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 From 77388eb423f8867aa63860ace494dd85505dd416 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Oct 2021 15:23:48 +0200 Subject: [PATCH 22/29] Improve generate_test_data to make it easier to use --- tests/optimize/conftest.py | 20 ++++++++++++++------ tests/strategy/test_strategy_helpers.py | 4 ++-- 2 files changed, 16 insertions(+), 8 deletions(-) diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 690934b07..13d90b36f 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -39,17 +39,25 @@ def hyperopt(hyperopt_conf, mocker): def hyperopt_results(): return pd.DataFrame( { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'], + '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, 2, 1, 8, 55, 0), + datetime(2019, 3, 1, 9, 15, 0), + datetime(2019, 4, 1, 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, 4, 1, 9, 26, 3, 478039), - ] + datetime(2019, 1, 1, 9, 25, 0), + datetime(2019, 2, 1, 9, 25, 0), + datetime(2019, 3, 1, 9, 25, 0), + datetime(2019, 4, 1, 9, 25, 0), + ], } ) 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, From 3b5cc5f01584329b3d9b0bd47cc71dbf97e8e3d1 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 2 Oct 2021 15:36:51 +0200 Subject: [PATCH 23/29] Improve dates used for hyperopt tests --- tests/optimize/conftest.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 13d90b36f..8c7fa3ac9 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -48,16 +48,16 @@ def hyperopt_results(): 'open_date': [ datetime(2019, 1, 1, 9, 15, 0), - datetime(2019, 2, 1, 8, 55, 0), - datetime(2019, 3, 1, 9, 15, 0), - datetime(2019, 4, 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, 25, 0), - datetime(2019, 2, 1, 9, 25, 0), - datetime(2019, 3, 1, 9, 25, 0), - datetime(2019, 4, 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), ], } ) From 057a187231bf5d90d0d2494d66934593d01133e8 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sat, 2 Oct 2021 20:32:51 -0600 Subject: [PATCH 24/29] Removed uneccessary TODOs --- tests/test_freqtradebot.py | 4 ---- 1 file changed, 4 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index c169d8597..f80ffeba2 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2581,7 +2581,6 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, - # TODO: Double check that profit_amount and profit_ratio are correct 'profit_amount': 0.9475, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', @@ -2624,7 +2623,6 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] - # TODO: Should be a loss, but comes out as a gain assert { 'type': RPCMessageType.SELL, 'trade_id': 1, @@ -2751,7 +2749,6 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] - # TODO: Are these values correct? assert { 'type': RPCMessageType.SELL, 'trade_id': 1, @@ -3274,7 +3271,6 @@ def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True - # TODO: Does this make sense? How is stoploss 2.7? 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 From 93679db7c4bc63d9c6541d90e36dd361e6b26568 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sat, 2 Oct 2021 20:33:46 -0600 Subject: [PATCH 25/29] Removed ... TODOs --- tests/test_freqtradebot.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index f80ffeba2..97f8e92c8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2962,11 +2962,10 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert not trade.is_open - assert trade.close_profit == 0.09451372 # TODO: Check this is correct + assert trade.close_profit == 0.09451372 assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-1][0][0] - # TODO: Is this correct? assert { 'type': RPCMessageType.SELL, 'trade_id': 1, @@ -3330,7 +3329,6 @@ def test_trailing_stop_loss_positive( ) # stop-loss not reached, adjusted stoploss assert freqtrade.handle_trade(trade) is False - # TODO: is 0.0249% correct? Shouldn't it be higher? 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) From 908dee961d091b4ec9bb299d658011a557540c69 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sat, 2 Oct 2021 20:37:05 -0600 Subject: [PATCH 26/29] Changed test values in test_sell_profit_only to usdt like values --- tests/test_freqtradebot.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 97f8e92c8..3f14c75c4 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3026,12 +3026,12 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u # Enable profit (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_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, From 058c7b3e992971bf53f752309ff0dcc91cefe542 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Sat, 2 Oct 2021 20:43:32 -0600 Subject: [PATCH 27/29] Fixed odd test_execute_entry where the filled coins were higher than the amount --- tests/test_freqtradebot.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 3f14c75c4..b518c02ad 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -773,10 +773,10 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, # In case of rejected or expired order and partially filled limit_buy_order_usdt['status'] = 'expired' limit_buy_order_usdt['amount'] = 30.0 - limit_buy_order_usdt['filled'] = 80.99181073 + 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'] = 40.495905365 + 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_usdt)) @@ -785,7 +785,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, 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_usdt['status'] = 'open' From 9e77a739fa18218de4d5efc89bd910a5ac7cdc02 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 Oct 2021 09:22:50 +0200 Subject: [PATCH 28/29] Change usdt stake_amount to 60$ --- tests/conftest.py | 2 +- tests/test_freqtradebot.py | 62 +++++++++++++++++++------------------- 2 files changed, 32 insertions(+), 32 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 0e5e7c933..49534c88d 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -376,7 +376,7 @@ def get_default_conf(testdatadir): def get_default_conf_usdt(testdatadir): configuration = get_default_conf(testdatadir) configuration.update({ - "stake_amount": 10.0, + "stake_amount": 60.0, "stake_currency": "USDT", "exchange": { "name": "binance", diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index b518c02ad..f57e35ca1 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -126,14 +126,14 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None: @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [ - (False, 20, 2, 0.5, [10, None]), - (True, 20, 2, 0.5, [10, 9.8]), - (False, 30, 3, 0.5, [10, 10, None]), - (True, 30, 3, 0.5, [10, 10, 9.7]), - (False, 22, 3, 0.5, [10, 10, None]), - (True, 22, 3, 0.5, [10, 10, 0.0]), - (True, 27, 3, 0.5, [10, 10, 6.73]), - (True, 22, 3, 1, [10, 10, 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_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open, @@ -256,7 +256,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None @@ -264,11 +264,11 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - trade = Trade.query.order_by(Trade.id.desc()).first() assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None - assert Trade.total_open_trades_stakes() == 20.0 + assert Trade.total_open_trades_stakes() == 120.0 def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None: @@ -289,7 +289,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -467,7 +467,7 @@ def test_create_trades_multiple_trades( patch_exchange(mocker) default_conf_usdt['max_open_trades'] = max_open default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio - default_conf_usdt['dry_run_wallet'] = 10.0 * max_open + default_conf_usdt['dry_run_wallet'] = 60.0 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -544,10 +544,10 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_ assert trade.open_date is not None assert trade.exchange == 'binance' assert trade.open_rate == 2.0 - assert trade.amount == 5.0 + assert trade.amount == 30.0 assert log_has( - 'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...', + 'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...', caplog ) @@ -1265,7 +1265,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=4.56621004, + amount=27.39726027, pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.95 @@ -1457,7 +1457,7 @@ def test_handle_stoploss_on_exchange_custom_stop( cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=5.26315789, + amount=31.57894736, pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96 @@ -2577,11 +2577,11 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.2, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 0.9475, + 'profit_amount': 5.685, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2630,11 +2630,11 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd 'pair': 'ETH/USDT', 'gain': 'loss', 'limit': 2.01, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.0, - 'profit_amount': -0.000125, + 'profit_amount': -0.00075, 'profit_ratio': -1.247e-05, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2697,11 +2697,11 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.25, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 1.196875, + 'profit_amount': 7.18125, 'profit_ratio': 0.11938903, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2756,11 +2756,11 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( 'pair': 'ETH/USDT', 'gain': 'loss', 'limit': 1.98, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.0, - 'profit_amount': -0.14975, + 'profit_amount': -0.8985, 'profit_ratio': -0.01493766, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2973,11 +2973,11 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.2, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'market', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 0.9475, + 'profit_amount': 5.685, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -3742,7 +3742,7 @@ def test_order_book_depth_of_market( assert trade is None else: assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -3891,7 +3891,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ caplog): default_conf_usdt['dry_run'] = True # Initialize to 2 times stake amount - default_conf_usdt['dry_run_wallet'] = 20.0 + 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) @@ -3904,7 +3904,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ bot = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(bot) - assert bot.wallets.get_free('USDT') == 20.0 + assert bot.wallets.get_free('USDT') == 120.0 n = bot.enter_positions() assert n == 2 @@ -3915,7 +3915,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ n = bot.enter_positions() assert n == 0 assert log_has_re(r"Unable to create trade for XRP/USDT: " - r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)", + r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)", caplog) From 126c29198888508c563536a8d5e6221d2bcb36e9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 3 Oct 2021 09:32:53 +0200 Subject: [PATCH 29/29] Improve docs closes #5654 --- docs/docker_quickstart.md | 1 + 1 file changed, 1 insertion(+) 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).