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Merge branch 'develop' into margin-db

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This commit is contained in:
Sam Germain
2021-08-02 23:58:44 -06:00
parent ef429afb6f dfc17f2bd1
commit d88e2ae603
50 changed files with 827 additions and 587 deletions
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196
tests/test_persistence.py
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@@ -69,7 +69,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
def test_enter_exit_side(fee):
trade = Trade(
id=2,
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=0.001,
open_rate=0.01,
amount=5,
@@ -94,10 +94,10 @@ def test_enter_exit_side(fee):
def test__set_stop_loss_isolated_liq(fee):
trade = Trade(
id=2,
pair='ETH/BTC',
stake_amount=0.001,
open_rate=0.01,
amount=5,
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
@@ -227,7 +227,7 @@ def test_interest(market_buy_order_usdt, fee):
"""
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=20.0,
amount=30.0,
open_rate=2.0,
@@ -404,7 +404,7 @@ def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
trade = Trade(
id=2,
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -498,7 +498,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
trade = Trade(
id=2,
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -519,7 +519,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r'pair=ETH/BTC, amount=30.00000000, '
r'pair=ADA/USDT, amount=30.00000000, '
r"is_short=False, leverage=1.0, open_rate=2.00000000, open_since=.*\).",
caplog)
@@ -531,14 +531,14 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=30.00000000, "
r"pair=ADA/USDT, amount=30.00000000, "
r"is_short=False, leverage=1.0, open_rate=2.00000000, open_since=.*\).",
caplog)
caplog.clear()
trade = Trade(
id=226531,
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=20.0,
open_rate=2.0,
amount=30.0,
@@ -561,7 +561,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
assert trade.close_date is None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=226531, "
r"pair=ETH/BTC, amount=30.00000000, "
r"pair=ADA/USDT, amount=30.00000000, "
r"is_short=True, leverage=3.0, open_rate=2.20000000, open_since=.*\).",
caplog)
caplog.clear()
@@ -573,7 +573,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
assert trade.close_profit == round(0.2589996297562085, 8)
assert trade.close_date is not None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=226531, "
r"pair=ETH/BTC, amount=30.00000000, "
r"pair=ADA/USDT, amount=30.00000000, "
r"is_short=True, leverage=3.0, open_rate=2.20000000, open_since=.*\).",
caplog)
caplog.clear()
@@ -583,7 +583,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
trade = Trade(
id=1,
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -601,7 +601,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=30.00000000, is_short=False, leverage=1.0, "
r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
r"open_rate=2.00000000, open_since=.*\).",
caplog)
@@ -614,7 +614,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=30.00000000, is_short=False, leverage=1.0, "
r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
r"open_rate=2.00000000, open_since=.*\).",
caplog)
@@ -622,7 +622,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -685,7 +685,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
@pytest.mark.usefixtures("init_persistence")
def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -710,14 +710,14 @@ def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
# Close should NOT update close_date if the trade has been closed already
assert trade.is_open is False
trade.close_date = new_date
trade.close(0.02)
trade.close(2.2)
assert trade.close_date == new_date
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -734,7 +734,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
@pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order_usdt):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
@@ -758,7 +758,7 @@ def test_update_open_order(limit_buy_order_usdt):
@pytest.mark.usefixtures("init_persistence")
def test_update_invalid_order(limit_buy_order_usdt):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
@@ -788,7 +788,7 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
# 1x, 3x: 30 * 2 + 30 * 2 * 0.003 = 60.18 quote
# -1x,-3x: 30 * 2 - 30 * 2 * 0.003 = 59.82 quote
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
@@ -823,7 +823,7 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
@@ -1007,7 +1007,7 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
"""
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
@@ -1109,7 +1109,7 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
@@ -1214,7 +1214,7 @@ def test_clean_dry_run_db(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
@@ -1259,96 +1259,6 @@ def test_clean_dry_run_db(default_conf, fee):
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
def test_migrate_old(mocker, default_conf, fee):
"""
Test Database migration(starting with old pairformat)
"""
amount = 103.223
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, open_order_id, fee,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'BTC_ETC', 1, '123123', {fee},
0.00258580, {stake}, {amount},
'2017-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, close_rate, stake_amount, amount, open_date)
VALUES ('binance', 'BTC_ETC', 0, {fee},
0.00258580, 0.00268580, {stake}, {amount},
'2017-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(insert_table_old))
connection.execute(text(insert_table_old2))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
assert trade.timeframe is None
trade = Trade.query.filter(Trade.id == 2).first()
assert trade.close_rate is not None
assert trade.is_open == 0
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.close_rate is not None
assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
assert trade.sell_order_status is None
# Should've created one order
assert len(Order.query.all()) == 1
order = Order.query.first()
assert order.order_id == '123123'
assert order.ft_order_side == 'buy'
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
@@ -1571,9 +1481,9 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
def test_adjust_stop_loss(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
pair='ADA/USDT',
stake_amount=30.0,
amount=30,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
@@ -1623,7 +1533,7 @@ def test_adjust_stop_loss(fee):
def test_adjust_stop_loss_short(fee):
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=0.001,
amount=5,
fee_open=fee.return_value,
@@ -1677,9 +1587,9 @@ def test_adjust_stop_loss_short(fee):
def test_adjust_min_max_rates(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
pair='ADA/USDT',
stake_amount=30.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
@@ -1735,7 +1645,7 @@ def test_to_json(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
@@ -1744,13 +1654,14 @@ def test_to_json(default_conf, fee):
open_date=arrow.utcnow().shift(hours=-2).datetime,
open_rate=0.123,
exchange='binance',
buy_tag=None,
open_order_id='dry_run_buy_12345'
)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'ETH/BTC',
'pair': 'ADA/USDT',
'is_open': None,
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
@@ -1793,6 +1704,7 @@ def test_to_json(default_conf, fee):
'min_rate': None,
'max_rate': None,
'strategy': None,
'buy_tag': None,
'timeframe': None,
'exchange': 'binance',
'leverage': None,
@@ -1813,6 +1725,7 @@ def test_to_json(default_conf, fee):
close_date=arrow.utcnow().shift(hours=-1).datetime,
open_rate=0.123,
close_rate=0.125,
buy_tag='buys_signal_001',
exchange='binance',
)
result = trade.to_json()
@@ -1862,6 +1775,7 @@ def test_to_json(default_conf, fee):
'sell_reason': None,
'sell_order_status': None,
'strategy': None,
'buy_tag': 'buys_signal_001',
'timeframe': None,
'exchange': 'binance',
'leverage': None,
@@ -1874,11 +1788,11 @@ def test_to_json(default_conf, fee):
def test_stoploss_reinitialization(default_conf, fee):
init_db(default_conf['db_url'])
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
pair='ADA/USDT',
stake_amount=30.0,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
amount=30.0,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
@@ -1934,7 +1848,7 @@ def test_stoploss_reinitialization(default_conf, fee):
def test_stoploss_reinitialization_short(default_conf, fee):
init_db(default_conf['db_url'])
trade = Trade(
pair='ETH/BTC',
pair='ADA/USDT',
stake_amount=0.001,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
@@ -1993,11 +1907,11 @@ def test_stoploss_reinitialization_short(default_conf, fee):
def test_update_fee(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
pair='ADA/USDT',
stake_amount=30.0,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
amount=30.0,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
@@ -2032,11 +1946,11 @@ def test_update_fee(fee):
def test_fee_updated(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
pair='ADA/USDT',
stake_amount=30.0,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
amount=30.0,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
@@ -2164,16 +2078,16 @@ def test_get_best_pair_lev(fee):
@pytest.mark.usefixtures("init_persistence")
def test_update_order_from_ccxt(caplog):
# Most basic order return (only has orderid)
o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy')
o = Order.parse_from_ccxt_object({'id': '1234'}, 'ADA/USDT', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_pair == 'ADA/USDT'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.ft_is_open
ccxt_order = {
'id': '1234',
'side': 'buy',
'symbol': 'ETH/BTC',
'symbol': 'ADA/USDT',
'type': 'limit',
'price': 1234.5,
'amount': 20.0,
@@ -2182,9 +2096,9 @@ def test_update_order_from_ccxt(caplog):
'status': 'open',
'timestamp': 1599394315123
}
o = Order.parse_from_ccxt_object(ccxt_order, 'ETH/BTC', 'buy')
o = Order.parse_from_ccxt_object(ccxt_order, 'ADA/USDT', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_pair == 'ADA/USDT'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.order_type == 'limit'