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Update SellType to ExitType

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This commit is contained in:
Matthias
2022-03-25 06:55:37 +01:00
parent c07883b1f9
commit dcfa3e8648
24 changed files with 226 additions and 226 deletions
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74
tests/test_freqtradebot.py
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@@ -13,7 +13,7 @@ import pytest
from pandas import DataFrame
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import (CandleType, ExitCheckTuple, RPCMessageType, RunMode, SellType,
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode,
SignalDirection, State)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
@@ -236,7 +236,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
assert freqtrade.handle_trade(trade) is not ignore_strat_sl
if not ignore_strat_sl:
assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
assert trade.sell_reason == SellType.STOP_LOSS.value
assert trade.sell_reason == ExitType.STOP_LOSS.value
def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
@@ -1209,7 +1209,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == str(SellType.EMERGENCY_SELL)
assert trade.sell_reason == str(ExitType.EMERGENCY_SELL)
@pytest.mark.parametrize("is_short", [False, True])
@@ -1292,7 +1292,7 @@ def test_create_stoploss_order_invalid_order(
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
assert trade.sell_reason == SellType.EMERGENCY_SELL.value
assert trade.sell_reason == ExitType.EMERGENCY_SELL.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
assert log_has("Exiting the trade forcefully", caplog)
@@ -1304,7 +1304,7 @@ def test_create_stoploss_order_invalid_order(
# Rpc is sending first buy, then sell
assert rpc_mock.call_count == 2
assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == ExitType.EMERGENCY_SELL.value
assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
@@ -2274,7 +2274,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
caplog.clear()
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
assert log_has("ETH/USDT - Required profit reached. sell_type=ExitType.ROI",
caplog)
@@ -2316,7 +2316,7 @@ def test_handle_trade_use_sell_signal(
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL",
assert log_has("ETH/USDT - Sell signal received. sell_type=ExitType.SELL_SIGNAL",
caplog)
@@ -3100,7 +3100,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
freqtrade.execute_trade_exit(
trade=trade,
limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
exit_check=ExitCheckTuple(exit_type=SellType.ROI)
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@@ -3112,7 +3112,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
freqtrade.execute_trade_exit(
trade=trade,
limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
exit_check=ExitCheckTuple(exit_type=SellType.ROI)
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@@ -3137,7 +3137,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'profit_ratio': 0.00493809 if is_short else 0.09451372,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
'sell_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3173,7 +3173,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
)
freqtrade.execute_trade_exit(
trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'],
exit_check=ExitCheckTuple(exit_type=SellType.STOP_LOSS))
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -3196,7 +3196,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'profit_ratio': -0.0945681 if is_short else -1.247e-05,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
'sell_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3248,7 +3248,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=SellType.SELL_SIGNAL)
exit_check=ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)
)
# Sell price must be different to default bid price
@@ -3276,7 +3276,7 @@ def test_execute_trade_exit_custom_exit_price(
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': SellType.SELL_SIGNAL.value,
'sell_reason': ExitType.SELL_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3319,7 +3319,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99
freqtrade.execute_trade_exit(
trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down())['bid'],
exit_check=ExitCheckTuple(exit_type=SellType.STOP_LOSS))
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -3343,7 +3343,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'profit_ratio': -0.00501253 if is_short else -0.01493766,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
'sell_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3379,7 +3379,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
trade.stoploss_order_id = "abcd"
freqtrade.execute_trade_exit(trade=trade, limit=1234,
exit_check=ExitCheckTuple(exit_type=SellType.STOP_LOSS))
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert create_order_mock.call_count == 2
assert log_has('Could not cancel stoploss order abcd', caplog)
@@ -3434,7 +3434,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=SellType.STOP_LOSS)
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
)
trade = Trade.query.first()
@@ -3510,7 +3510,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 3
if is_short:
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT
@@ -3579,7 +3579,7 @@ def test_execute_trade_exit_market_order(
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=SellType.ROI)
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert not trade.is_open
@@ -3606,7 +3606,7 @@ def test_execute_trade_exit_market_order(
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
'sell_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3643,7 +3643,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
fetch_ticker=ticker_usdt_sell_up
)
sell_reason = ExitCheckTuple(exit_type=SellType.ROI)
sell_reason = ExitCheckTuple(exit_type=ExitType.ROI)
assert not freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
@@ -3654,18 +3654,18 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [
# Enable profit
(True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, True),
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True),
# # Disable profit
(False, 3.19, 3.2, True, False, SellType.SELL_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, SellType.SELL_SIGNAL.value, True),
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, True),
# # Enable loss
# # * Shouldn't this be SellType.STOP_LOSS.value
# # * Shouldn't this be ExitType.STOP_LOSS.value
(True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True),
# Disable loss
(False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value, True),
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True),
])
def test_sell_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
@@ -3693,11 +3693,11 @@ def test_sell_profit_only(
})
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
if sell_type == SellType.SELL_SIGNAL.value:
if sell_type == ExitType.SELL_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=ExitCheckTuple(
exit_type=SellType.NONE))
exit_type=ExitType.NONE))
freqtrade.enter_positions()
trade = Trade.query.first()
@@ -3816,7 +3816,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=SellType.STOP_LOSS)
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
)
trade.close(ticker_usdt_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair)
@@ -3874,7 +3874,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value
assert trade.sell_reason == ExitType.ROI.value
@pytest.mark.parametrize("is_short,val1,val2", [
@@ -3936,7 +3936,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
caplog)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
@@ -4042,7 +4042,7 @@ def test_trailing_stop_loss_positive(
f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
f"trade opened at {2.2 if is_short else 2.0}00000",
caplog)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize("is_short", [False, True])
@@ -4088,7 +4088,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
# Test if entry-signal is absent
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value
assert trade.sell_reason == ExitType.ROI.value
def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
@@ -5145,7 +5145,7 @@ def test_update_funding_fees(
trade=trade,
# The values of the next 2 params are irrelevant for this test
limit=ticker_usdt_sell_up()['bid'],
exit_check=ExitCheckTuple(exit_type=SellType.ROI)
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert trade.funding_fees == pytest.approx(sum(
trade.amount *