adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Added is_short to conf tests

Browse Source
This commit is contained in:
Sam Germain
2021-09-14 21:08:15 -06:00
parent d3ab2f887f
commit d604757056
4 changed files with 179 additions and 127 deletions
Download Patch File Download Diff File Expand all files Collapse all files

131
tests/conftest_trades.py
View File

@@ -6,12 +6,24 @@ from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 6
def mock_order_1():
def enter_side(is_short: bool):
return "sell" if is_short else "buy"
def exit_side(is_short: bool):
return "buy" if is_short else "sell"
def direc(is_short: bool):
return "short" if is_short else "long"
def mock_order_1(is_short: bool):
return {
'id': '1234',
'id': f'1234_{direc(is_short)}',
'symbol': 'ETH/BTC',
'status': 'closed',
'side': 'buy',
'side': enter_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -20,7 +32,7 @@ def mock_order_1():
}
def mock_trade_1(fee):
def mock_trade_1(fee, is_short: bool):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
@@ -32,21 +44,22 @@ def mock_trade_1(fee):
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_buy_12345',
open_order_id=f'dry_run_buy_{direc(is_short)}_12345',
strategy='StrategyTestV2',
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', enter_side(is_short))
trade.orders.append(o)
return trade
def mock_order_2():
def mock_order_2(is_short: bool):
return {
'id': '1235',
'id': f'1235_{direc(is_short)}',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'side': enter_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -55,12 +68,12 @@ def mock_order_2():
}
def mock_order_2_sell():
def mock_order_2_sell(is_short: bool):
return {
'id': '12366',
'id': f'12366_{direc(is_short)}',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'side': exit_side(is_short),
'type': 'limit',
'price': 0.128,
'amount': 123.0,
@@ -69,7 +82,7 @@ def mock_order_2_sell():
}
def mock_trade_2(fee):
def mock_trade_2(fee, is_short: bool):
"""
Closed trade...
"""
@@ -82,30 +95,31 @@ def mock_trade_2(fee):
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.005,
close_profit_abs=0.000584127,
close_profit=-0.005 if is_short else 0.005,
close_profit_abs=-0.005584127 if is_short else 0.000584127,
exchange='binance',
is_open=False,
open_order_id='dry_run_sell_12345',
open_order_id=f'dry_run_sell_{direc(is_short)}_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),
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', enter_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETC/BTC', 'sell')
o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short))
trade.orders.append(o)
return trade
def mock_order_3():
def mock_order_3(is_short: bool):
return {
'id': '41231a12a',
'id': f'41231a12a_{direc(is_short)}',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'side': enter_side(is_short),
'type': 'limit',
'price': 0.05,
'amount': 123.0,
@@ -114,12 +128,12 @@ def mock_order_3():
}
def mock_order_3_sell():
def mock_order_3_sell(is_short: bool):
return {
'id': '41231a666a',
'id': f'41231a666a_{direc(is_short)}',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'sell',
'side': exit_side(is_short),
'type': 'stop_loss_limit',
'price': 0.06,
'average': 0.06,
@@ -129,7 +143,7 @@ def mock_order_3_sell():
}
def mock_trade_3(fee):
def mock_trade_3(fee, is_short: bool):
"""
Closed trade
"""
@@ -142,8 +156,8 @@ def mock_trade_3(fee):
fee_close=fee.return_value,
open_rate=0.05,
close_rate=0.06,
close_profit=0.01,
close_profit_abs=0.000155,
close_profit=-0.01 if is_short else 0.01,
close_profit_abs=-0.001155 if is_short else 0.000155,
exchange='binance',
is_open=False,
strategy='StrategyTestV2',
@@ -151,20 +165,21 @@ def mock_trade_3(fee):
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', enter_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'XRP/BTC', 'sell')
o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short))
trade.orders.append(o)
return trade
def mock_order_4():
def mock_order_4(is_short: bool):
return {
'id': 'prod_buy_12345',
'id': f'prod_buy_{direc(is_short)}_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': 'buy',
'side': enter_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -173,7 +188,7 @@ def mock_order_4():
}
def mock_trade_4(fee):
def mock_trade_4(fee, is_short: bool):
"""
Simulate prod entry
"""
@@ -188,21 +203,22 @@ def mock_trade_4(fee):
is_open=True,
open_rate=0.123,
exchange='binance',
open_order_id='prod_buy_12345',
open_order_id=f'prod_buy_{direc(is_short)}_12345',
strategy='StrategyTestV2',
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', enter_side(is_short))
trade.orders.append(o)
return trade
def mock_order_5():
def mock_order_5(is_short: bool):
return {
'id': 'prod_buy_3455',
'id': f'prod_buy_{direc(is_short)}_3455',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'side': enter_side(is_short),
'type': 'limit',
'price': 0.123,
'amount': 123.0,
@@ -211,12 +227,12 @@ def mock_order_5():
}
def mock_order_5_stoploss():
def mock_order_5_stoploss(is_short: bool):
return {
'id': 'prod_stoploss_3455',
'id': f'prod_stoploss_{direc(is_short)}_3455',
'symbol': 'XRP/BTC',
'status': 'open',
'side': 'sell',
'side': exit_side(is_short),
'type': 'stop_loss_limit',
'price': 0.123,
'amount': 123.0,
@@ -225,7 +241,7 @@ def mock_order_5_stoploss():
}
def mock_trade_5(fee):
def mock_trade_5(fee, is_short: bool):
"""
Simulate prod entry with stoploss
"""
@@ -241,22 +257,23 @@ def mock_trade_5(fee):
open_rate=0.123,
exchange='binance',
strategy='SampleStrategy',
stoploss_order_id='prod_stoploss_3455',
stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', enter_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_5_stoploss(), 'XRP/BTC', 'stoploss')
o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss')
trade.orders.append(o)
return trade
def mock_order_6():
def mock_order_6(is_short: bool):
return {
'id': 'prod_buy_6',
'id': f'prod_buy_{direc(is_short)}_6',
'symbol': 'LTC/BTC',
'status': 'closed',
'side': 'buy',
'side': enter_side(is_short),
'type': 'limit',
'price': 0.15,
'amount': 2.0,
@@ -265,23 +282,23 @@ def mock_order_6():
}
def mock_order_6_sell():
def mock_order_6_sell(is_short: bool):
return {
'id': 'prod_sell_6',
'id': f'prod_sell_{direc(is_short)}_6',
'symbol': 'LTC/BTC',
'status': 'open',
'side': 'sell',
'side': exit_side(is_short),
'type': 'limit',
'price': 0.20,
'price': 0.15 if is_short else 0.20,
'amount': 2.0,
'filled': 0.0,
'remaining': 2.0,
}
def mock_trade_6(fee):
def mock_trade_6(fee, is_short: bool):
"""
Simulate prod entry with open sell order
Simulate prod entry with open exit order
"""
trade = Trade(
pair='LTC/BTC',
@@ -295,12 +312,12 @@ def mock_trade_6(fee):
open_rate=0.15,
exchange='binance',
strategy='SampleStrategy',
open_order_id="prod_sell_6",
open_order_id=f"prod_sell_{direc(is_short)}_6",
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell')
o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short))
trade.orders.append(o)
return trade