Added is_short to conf tests
This commit is contained in:
Sam Germain
parent
d3ab2f887f
commit
d604757056
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@ -727,7 +727,6 @@ class Exchange:
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if not self.exchange_has('fetchL2OrderBook'):
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return True
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ob = self.fetch_l2_order_book(pair, 1)
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breakpoint()
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if side == 'buy':
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price = ob['asks'][0][0]
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logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
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@ -29,6 +29,14 @@ from tests.conftest_trades import (leverage_trade, mock_trade_1, mock_trade_2, m
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mock_trade_4, mock_trade_5, mock_trade_6, short_trade)
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def enter_side(is_short: bool):
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return "sell" if is_short else "buy"
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def exit_side(is_short: bool):
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return "buy" if is_short else "sell"
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logging.getLogger('').setLevel(logging.INFO)
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@ -216,7 +224,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, enter_long=True, exit_long=False,
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freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
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def create_mock_trades(fee, use_db: bool = True):
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def create_mock_trades(fee, is_short: bool, use_db: bool = True):
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"""
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Create some fake trades ...
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"""
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@ -227,22 +235,22 @@ def create_mock_trades(fee, use_db: bool = True):
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LocalTrade.add_bt_trade(trade)
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# Simulate dry_run entries
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trade = mock_trade_1(fee)
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trade = mock_trade_1(fee, is_short)
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add_trade(trade)
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trade = mock_trade_2(fee)
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trade = mock_trade_2(fee, is_short)
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add_trade(trade)
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trade = mock_trade_3(fee)
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trade = mock_trade_3(fee, is_short)
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add_trade(trade)
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trade = mock_trade_4(fee)
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trade = mock_trade_4(fee, is_short)
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add_trade(trade)
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trade = mock_trade_5(fee)
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trade = mock_trade_5(fee, is_short)
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add_trade(trade)
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trade = mock_trade_6(fee)
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trade = mock_trade_6(fee, is_short)
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add_trade(trade)
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if use_db:
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@ -6,12 +6,24 @@ from freqtrade.persistence.models import Order, Trade
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MOCK_TRADE_COUNT = 6
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def mock_order_1():
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def enter_side(is_short: bool):
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return "sell" if is_short else "buy"
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def exit_side(is_short: bool):
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return "buy" if is_short else "sell"
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def direc(is_short: bool):
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return "short" if is_short else "long"
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def mock_order_1(is_short: bool):
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return {
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'id': '1234',
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'id': f'1234_{direc(is_short)}',
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'symbol': 'ETH/BTC',
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'status': 'closed',
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'side': 'buy',
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'side': enter_side(is_short),
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'type': 'limit',
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'price': 0.123,
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'amount': 123.0,
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@ -20,7 +32,7 @@ def mock_order_1():
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}
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def mock_trade_1(fee):
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def mock_trade_1(fee, is_short: bool):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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@ -32,21 +44,22 @@ def mock_trade_1(fee):
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
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open_rate=0.123,
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exchange='binance',
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open_order_id='dry_run_buy_12345',
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open_order_id=f'dry_run_buy_{direc(is_short)}_12345',
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strategy='StrategyTestV2',
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timeframe=5,
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is_short=is_short
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)
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o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', enter_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_2():
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def mock_order_2(is_short: bool):
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return {
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'id': '1235',
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'id': f'1235_{direc(is_short)}',
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'symbol': 'ETC/BTC',
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'status': 'closed',
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'side': 'buy',
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'side': enter_side(is_short),
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'type': 'limit',
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'price': 0.123,
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'amount': 123.0,
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@ -55,12 +68,12 @@ def mock_order_2():
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}
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def mock_order_2_sell():
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def mock_order_2_sell(is_short: bool):
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return {
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'id': '12366',
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'id': f'12366_{direc(is_short)}',
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'symbol': 'ETC/BTC',
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'status': 'closed',
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'side': 'sell',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 0.128,
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'amount': 123.0,
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@ -69,7 +82,7 @@ def mock_order_2_sell():
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}
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def mock_trade_2(fee):
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def mock_trade_2(fee, is_short: bool):
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"""
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Closed trade...
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"""
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@ -82,30 +95,31 @@ def mock_trade_2(fee):
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fee_close=fee.return_value,
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open_rate=0.123,
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close_rate=0.128,
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close_profit=0.005,
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close_profit_abs=0.000584127,
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close_profit=-0.005 if is_short else 0.005,
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close_profit_abs=-0.005584127 if is_short else 0.000584127,
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exchange='binance',
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is_open=False,
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open_order_id='dry_run_sell_12345',
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open_order_id=f'dry_run_sell_{direc(is_short)}_12345',
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strategy='StrategyTestV2',
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timeframe=5,
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sell_reason='sell_signal',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
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is_short=is_short
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)
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o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', enter_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETC/BTC', 'sell')
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o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_3():
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def mock_order_3(is_short: bool):
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return {
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'id': '41231a12a',
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'id': f'41231a12a_{direc(is_short)}',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'buy',
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'side': enter_side(is_short),
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'type': 'limit',
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'price': 0.05,
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'amount': 123.0,
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@ -114,12 +128,12 @@ def mock_order_3():
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}
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def mock_order_3_sell():
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def mock_order_3_sell(is_short: bool):
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return {
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'id': '41231a666a',
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'id': f'41231a666a_{direc(is_short)}',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'sell',
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'side': exit_side(is_short),
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'type': 'stop_loss_limit',
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'price': 0.06,
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'average': 0.06,
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@ -129,7 +143,7 @@ def mock_order_3_sell():
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}
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def mock_trade_3(fee):
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def mock_trade_3(fee, is_short: bool):
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"""
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Closed trade
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"""
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@ -142,8 +156,8 @@ def mock_trade_3(fee):
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fee_close=fee.return_value,
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open_rate=0.05,
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close_rate=0.06,
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close_profit=0.01,
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close_profit_abs=0.000155,
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close_profit=-0.01 if is_short else 0.01,
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close_profit_abs=-0.001155 if is_short else 0.000155,
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exchange='binance',
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is_open=False,
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strategy='StrategyTestV2',
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@ -151,20 +165,21 @@ def mock_trade_3(fee):
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sell_reason='roi',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc),
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is_short=is_short
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)
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o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', enter_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'XRP/BTC', 'sell')
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o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_4():
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def mock_order_4(is_short: bool):
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return {
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'id': 'prod_buy_12345',
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'id': f'prod_buy_{direc(is_short)}_12345',
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'symbol': 'ETC/BTC',
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'status': 'open',
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'side': 'buy',
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'side': enter_side(is_short),
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'type': 'limit',
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'price': 0.123,
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'amount': 123.0,
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@ -173,7 +188,7 @@ def mock_order_4():
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}
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def mock_trade_4(fee):
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def mock_trade_4(fee, is_short: bool):
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"""
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Simulate prod entry
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"""
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@ -188,21 +203,22 @@ def mock_trade_4(fee):
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is_open=True,
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open_rate=0.123,
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exchange='binance',
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open_order_id='prod_buy_12345',
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open_order_id=f'prod_buy_{direc(is_short)}_12345',
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strategy='StrategyTestV2',
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timeframe=5,
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is_short=is_short
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)
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o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', enter_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_5():
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def mock_order_5(is_short: bool):
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return {
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'id': 'prod_buy_3455',
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'id': f'prod_buy_{direc(is_short)}_3455',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'buy',
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'side': enter_side(is_short),
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'type': 'limit',
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'price': 0.123,
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'amount': 123.0,
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@ -211,12 +227,12 @@ def mock_order_5():
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}
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def mock_order_5_stoploss():
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def mock_order_5_stoploss(is_short: bool):
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return {
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'id': 'prod_stoploss_3455',
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'id': f'prod_stoploss_{direc(is_short)}_3455',
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'symbol': 'XRP/BTC',
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'status': 'open',
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'side': 'sell',
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'side': exit_side(is_short),
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'type': 'stop_loss_limit',
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'price': 0.123,
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'amount': 123.0,
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@ -225,7 +241,7 @@ def mock_order_5_stoploss():
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}
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def mock_trade_5(fee):
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def mock_trade_5(fee, is_short: bool):
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"""
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Simulate prod entry with stoploss
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"""
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@ -241,22 +257,23 @@ def mock_trade_5(fee):
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open_rate=0.123,
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exchange='binance',
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strategy='SampleStrategy',
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stoploss_order_id='prod_stoploss_3455',
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stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
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timeframe=5,
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is_short=is_short
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)
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o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', enter_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_5_stoploss(), 'XRP/BTC', 'stoploss')
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o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss')
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trade.orders.append(o)
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return trade
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def mock_order_6():
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def mock_order_6(is_short: bool):
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return {
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'id': 'prod_buy_6',
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'id': f'prod_buy_{direc(is_short)}_6',
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'symbol': 'LTC/BTC',
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'status': 'closed',
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'side': 'buy',
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'side': enter_side(is_short),
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'type': 'limit',
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'price': 0.15,
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'amount': 2.0,
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@ -265,23 +282,23 @@ def mock_order_6():
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}
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def mock_order_6_sell():
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def mock_order_6_sell(is_short: bool):
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return {
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'id': 'prod_sell_6',
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'id': f'prod_sell_{direc(is_short)}_6',
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'symbol': 'LTC/BTC',
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'status': 'open',
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'side': 'sell',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 0.20,
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'price': 0.15 if is_short else 0.20,
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'amount': 2.0,
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'filled': 0.0,
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'remaining': 2.0,
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}
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def mock_trade_6(fee):
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def mock_trade_6(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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Simulate prod entry with open exit order
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"""
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trade = Trade(
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pair='LTC/BTC',
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@ -295,12 +312,12 @@ def mock_trade_6(fee):
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open_rate=0.15,
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exchange='binance',
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strategy='SampleStrategy',
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open_order_id="prod_sell_6",
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open_order_id=f"prod_sell_{direc(is_short)}_6",
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timeframe=5,
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)
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o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy')
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o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell')
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o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short))
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trade.orders.append(o)
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return trade
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@ -28,6 +28,14 @@ from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2,
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mock_order_5_stoploss, mock_order_6_sell)
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def enter_side(is_short: bool):
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return "sell" if is_short else "buy"
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def exit_side(is_short: bool):
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return "buy" if is_short else "sell"
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def patch_RPCManager(mocker) -> MagicMock:
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"""
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This function mock RPC manager to avoid repeating this code in almost every tests
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@ -2394,8 +2402,8 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
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@pytest.mark.parametrize("is_short", [False, True])
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def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade, is_short,
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fee, mocker) -> None:
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def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
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is_short, fee, mocker) -> None:
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rpc_mock = patch_RPCManager(mocker)
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cancel_order_mock = MagicMock()
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patch_exchange(mocker)
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@ -2421,8 +2429,8 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
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@pytest.mark.parametrize("is_short", [False, True])
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def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, is_short,
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open_trade) -> None:
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def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker,
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is_short, open_trade) -> None:
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default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
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rpc_mock = patch_RPCManager(mocker)
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cancel_order_mock = MagicMock()
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|
|
@ -2502,8 +2510,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, is_short,
|
||||
mocker, caplog) -> None:
|
||||
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
|
||||
is_short, mocker, caplog) -> None:
|
||||
""" Handle sell order cancelled on exchange"""
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
cancel_order_mock = MagicMock()
|
||||
|
|
@ -2602,9 +2610,10 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, is_short,
|
||||
limit_buy_order_old_partial, trades_for_order,
|
||||
limit_buy_order_old_partial_canceled, mocker) -> None:
|
||||
def test_check_handle_timedout_partial_except(
|
||||
default_conf, ticker, open_trade, caplog, fee, is_short, limit_buy_order_old_partial,
|
||||
trades_for_order, limit_buy_order_old_partial_canceled, mocker
|
||||
) -> None:
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
|
||||
patch_exchange(mocker)
|
||||
|
|
@ -2642,7 +2651,8 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
|
|||
assert trades[0].fee_open == fee()
|
||||
|
||||
|
||||
def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog, is_short) -> None:
|
||||
def test_check_handle_timedout_exception(default_conf, ticker, open_trade,
|
||||
mocker, caplog) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
cancel_order_mock = MagicMock()
|
||||
|
|
@ -2664,7 +2674,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
|
|||
|
||||
freqtrade.check_handle_timedout()
|
||||
assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
|
||||
r"is_short=False, leverage=1.0, "
|
||||
f"is_short=False, leverage=1.0, "
|
||||
r"open_rate=0.00001099, open_since="
|
||||
f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
|
||||
r"\) due to Traceback \(most recent call last\):\n*",
|
||||
|
|
@ -2905,7 +2915,8 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker, is_short) -> None:
|
||||
def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down,
|
||||
mocker, is_short) -> None:
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -3120,8 +3131,8 @@ def test_execute_trade_exit_sloe_cancel_exception(
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, is_short,
|
||||
mocker) -> None:
|
||||
def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
|
||||
is_short, mocker) -> None:
|
||||
|
||||
default_conf['exchange']['name'] = 'binance'
|
||||
rpc_mock = patch_RPCManager(mocker)
|
||||
|
|
@ -3343,8 +3354,8 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open, is_short,
|
||||
fee, mocker) -> None:
|
||||
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open,
|
||||
is_short, fee, mocker) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -3384,8 +3395,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_buy_order_open, is_short,
|
||||
fee, mocker) -> None:
|
||||
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_buy_order_open,
|
||||
is_short, fee, mocker) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -3419,8 +3430,8 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_order_open, is_short,
|
||||
fee, mocker) -> None:
|
||||
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_order_open,
|
||||
is_short, fee, mocker) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -3453,8 +3464,8 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open, is_short,
|
||||
fee, mocker) -> None:
|
||||
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open,
|
||||
is_short, fee, mocker) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -3577,7 +3588,8 @@ def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog, is_short) -> None:
|
||||
def test_locked_pairs(default_conf, ticker, fee,
|
||||
ticker_sell_down, mocker, caplog, is_short) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -3707,8 +3719,8 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee, is_short,
|
||||
caplog, mocker) -> None:
|
||||
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
|
||||
is_short, caplog, mocker) -> None:
|
||||
buy_price = limit_buy_order['price']
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
|
|
@ -3769,8 +3781,8 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee, is_short,
|
||||
caplog, mocker) -> None:
|
||||
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
|
||||
is_short, caplog, mocker) -> None:
|
||||
buy_price = limit_buy_order['price']
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
|
|
@ -3897,8 +3909,8 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, is_short,
|
||||
fee, mocker) -> None:
|
||||
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
|
||||
is_short, fee, mocker) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
mocker.patch.multiple(
|
||||
|
|
@ -4311,8 +4323,8 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
|
|||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order, is_short,
|
||||
fee, mocker, order_book_l2):
|
||||
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
|
||||
is_short, fee, mocker, order_book_l2):
|
||||
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
|
||||
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
|
||||
patch_RPCManager(mocker)
|
||||
|
|
@ -4516,7 +4528,8 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
|
|||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog, is_short):
|
||||
def test_sync_wallet_dry_run(
|
||||
mocker, default_conf, ticker, fee, limit_buy_order_open, caplog, is_short):
|
||||
default_conf['dry_run'] = True
|
||||
# Initialize to 2 times stake amount
|
||||
default_conf['dry_run_wallet'] = 0.002
|
||||
|
|
@ -4549,7 +4562,8 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
|
|||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order, is_short):
|
||||
def test_cancel_all_open_orders(
|
||||
mocker, default_conf, fee, limit_buy_order, limit_sell_order, is_short):
|
||||
default_conf['cancel_open_orders_on_exit'] = True
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
||||
side_effect=[
|
||||
|
|
@ -4558,7 +4572,7 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
|
|||
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
|
||||
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
create_mock_trades(fee)
|
||||
create_mock_trades(fee, is_short=is_short)
|
||||
trades = Trade.query.all()
|
||||
assert len(trades) == MOCK_TRADE_COUNT
|
||||
freqtrade.cancel_all_open_orders()
|
||||
|
|
@ -4567,13 +4581,14 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
|
|||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_check_for_open_trades(mocker, default_conf, fee):
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_check_for_open_trades(mocker, default_conf, fee, is_short):
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
|
||||
freqtrade.check_for_open_trades()
|
||||
assert freqtrade.rpc.send_msg.call_count == 0
|
||||
|
||||
create_mock_trades(fee)
|
||||
create_mock_trades(fee, is_short)
|
||||
trade = Trade.query.first()
|
||||
trade.is_open = True
|
||||
|
||||
|
|
@ -4582,10 +4597,11 @@ def test_check_for_open_trades(mocker, default_conf, fee):
|
|||
assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
|
||||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_update_open_orders(mocker, default_conf, fee, caplog):
|
||||
def test_update_open_orders(mocker, default_conf, fee, caplog, is_short):
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
create_mock_trades(fee)
|
||||
create_mock_trades(fee, is_short=is_short)
|
||||
|
||||
freqtrade.update_open_orders()
|
||||
assert not log_has_re(r"Error updating Order .*", caplog)
|
||||
|
|
@ -4598,7 +4614,7 @@ def test_update_open_orders(mocker, default_conf, fee, caplog):
|
|||
caplog.clear()
|
||||
|
||||
assert len(Order.get_open_orders()) == 3
|
||||
matching_buy_order = mock_order_4()
|
||||
matching_buy_order = mock_order_4(is_short=is_short)
|
||||
matching_buy_order.update({
|
||||
'status': 'closed',
|
||||
})
|
||||
|
|
@ -4620,19 +4636,20 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee, i
|
|||
|
||||
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
||||
side_effect=[
|
||||
patch_with_fee(mock_order_2_sell()),
|
||||
patch_with_fee(mock_order_3_sell()),
|
||||
patch_with_fee(mock_order_1()),
|
||||
patch_with_fee(mock_order_2()),
|
||||
patch_with_fee(mock_order_3()),
|
||||
patch_with_fee(mock_order_4()),
|
||||
patch_with_fee(mock_order_2_sell(is_short=is_short)),
|
||||
patch_with_fee(mock_order_3_sell(is_short=is_short)),
|
||||
patch_with_fee(mock_order_1(is_short=is_short)),
|
||||
patch_with_fee(mock_order_2(is_short=is_short)),
|
||||
patch_with_fee(mock_order_3(is_short=is_short)),
|
||||
patch_with_fee(mock_order_4(is_short=is_short)),
|
||||
]
|
||||
)
|
||||
|
||||
create_mock_trades(fee)
|
||||
create_mock_trades(fee, is_short=is_short)
|
||||
trades = Trade.get_trades().all()
|
||||
assert len(trades) == MOCK_TRADE_COUNT
|
||||
for trade in trades:
|
||||
trade.is_short = is_short
|
||||
assert trade.fee_open_cost is None
|
||||
assert trade.fee_open_currency is None
|
||||
assert trade.fee_close_cost is None
|
||||
|
|
@ -4659,7 +4676,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee, i
|
|||
for trade in trades:
|
||||
if trade.is_open:
|
||||
# Exclude Trade 4 - as the order is still open.
|
||||
if trade.select_order('buy', False):
|
||||
if trade.select_order(enter_side(is_short), False):
|
||||
assert trade.fee_open_cost is not None
|
||||
assert trade.fee_open_currency is not None
|
||||
else:
|
||||
|
|
@ -4677,15 +4694,23 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog, is_short):
|
|||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
|
||||
|
||||
create_mock_trades(fee)
|
||||
create_mock_trades(fee, is_short=is_short)
|
||||
trades = Trade.get_trades().all()
|
||||
|
||||
freqtrade.reupdate_enter_order_fees(trades[0])
|
||||
assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
|
||||
assert log_has_re(
|
||||
f"Trying to reupdate {enter_side(is_short)} "
|
||||
r"fees for .*",
|
||||
caplog
|
||||
)
|
||||
assert mock_uts.call_count == 1
|
||||
assert mock_uts.call_args_list[0][0][0] == trades[0]
|
||||
assert mock_uts.call_args_list[0][0][1] == mock_order_1()['id']
|
||||
assert log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
|
||||
assert mock_uts.call_args_list[0][0][1] == mock_order_1(is_short=is_short)['id']
|
||||
assert log_has_re(
|
||||
f"Updating {enter_side(is_short)}-fee on trade "
|
||||
r".* for order .*\.",
|
||||
caplog
|
||||
)
|
||||
mock_uts.reset_mock()
|
||||
caplog.clear()
|
||||
|
||||
|
|
@ -4700,22 +4725,24 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog, is_short):
|
|||
amount=20,
|
||||
open_rate=0.01,
|
||||
exchange='binance',
|
||||
is_short=is_short
|
||||
)
|
||||
Trade.query.session.add(trade)
|
||||
|
||||
freqtrade.reupdate_enter_order_fees(trade)
|
||||
assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
|
||||
assert log_has_re(f"Trying to reupdate {enter_side(is_short)} fees for "
|
||||
r".*", caplog)
|
||||
assert mock_uts.call_count == 0
|
||||
assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
|
||||
assert not log_has_re(f"Updating {enter_side(is_short)}-fee on trade "
|
||||
r".* for order .*\.", caplog)
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_handle_insufficient_funds(mocker, default_conf, fee, is_short):
|
||||
def test_handle_insufficient_funds(mocker, default_conf, fee):
|
||||
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
||||
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)
|
||||
create_mock_trades(fee, is_short=False)
|
||||
trades = Trade.get_trades().all()
|
||||
|
||||
# Trade 0 has only a open buy order, no closed order
|
||||
|
|
@ -4761,8 +4788,9 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short):
|
|||
def reset_open_orders(trade):
|
||||
trade.open_order_id = None
|
||||
trade.stoploss_order_id = None
|
||||
trade.is_short = is_short
|
||||
|
||||
create_mock_trades(fee)
|
||||
create_mock_trades(fee, is_short=is_short)
|
||||
trades = Trade.get_trades().all()
|
||||
|
||||
caplog.clear()
|
||||
|
|
@ -4774,7 +4802,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short):
|
|||
assert trade.stoploss_order_id is None
|
||||
|
||||
freqtrade.refind_lost_order(trade)
|
||||
order = mock_order_1()
|
||||
order = mock_order_1(is_short=is_short)
|
||||
assert log_has_re(r"Order Order(.*order_id=" + order['id'] + ".*) is no longer open.", caplog)
|
||||
assert mock_fo.call_count == 0
|
||||
assert mock_uts.call_count == 0
|
||||
|
|
@ -4792,7 +4820,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short):
|
|||
assert trade.stoploss_order_id is None
|
||||
|
||||
freqtrade.refind_lost_order(trade)
|
||||
order = mock_order_4()
|
||||
order = mock_order_4(is_short=is_short)
|
||||
assert log_has_re(r"Trying to refind Order\(.*", caplog)
|
||||
assert mock_fo.call_count == 0
|
||||
assert mock_uts.call_count == 0
|
||||
|
|
@ -4810,7 +4838,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short):
|
|||
assert trade.stoploss_order_id is None
|
||||
|
||||
freqtrade.refind_lost_order(trade)
|
||||
order = mock_order_5_stoploss()
|
||||
order = mock_order_5_stoploss(is_short=is_short)
|
||||
assert log_has_re(r"Trying to refind Order\(.*", caplog)
|
||||
assert mock_fo.call_count == 1
|
||||
assert mock_uts.call_count == 1
|
||||
|
|
@ -4829,7 +4857,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short):
|
|||
assert trade.stoploss_order_id is None
|
||||
|
||||
freqtrade.refind_lost_order(trade)
|
||||
order = mock_order_6_sell()
|
||||
order = mock_order_6_sell(is_short=is_short)
|
||||
assert log_has_re(r"Trying to refind Order\(.*", caplog)
|
||||
assert mock_fo.call_count == 1
|
||||
assert mock_uts.call_count == 1
|
||||
|
|
@ -4842,7 +4870,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short):
|
|||
# Test error case
|
||||
mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
||||
side_effect=ExchangeError())
|
||||
order = mock_order_5_stoploss()
|
||||
order = mock_order_5_stoploss(is_short=is_short)
|
||||
|
||||
freqtrade.refind_lost_order(trades[4])
|
||||
assert log_has(f"Error updating {order['id']}.", caplog)
|
||||
|
|
|
|||
Loading…
Reference in New Issue