changes some tests to use usdt values

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 = [

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