From dadd134200bdcca66456e0795d92c12841fb8e87 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Fri, 17 Sep 2021 02:25:58 -0600 Subject: [PATCH] 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')