Adding 30 minutes, 1 hour, 1 day tickers

This commit is contained in:
Jean-Baptiste LE STANG
2018-01-12 17:02:35 +01:00
parent 5a82d99482
commit e2e2005567
12 changed files with 160 additions and 95 deletions

View File

@@ -18,6 +18,7 @@ def default_conf():
"stake_currency": "BTC",
"stake_amount": 0.001,
"fiat_display_currency": "USD",
"ticker_interval": 5,
"dry_run": True,
"minimal_roi": {
"40": 0.0,

View File

@@ -42,6 +42,22 @@ def _clean_test_file(file: str) -> None:
if os.path.isfile(file_swp):
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min'
) not in caplog.record_tuples
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
@@ -51,7 +67,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,

View File

@@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
def test_status_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
# Trigger status while we have a fulfilled order for the open trade
_status(bot=MagicMock(), update=update)
@@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
def test_status_table_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple(
@@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
msg_mock.reset_mock()
# Create some test data
create_trade(15.0)
create_trade(15.0, default_conf['ticker_interval'])
_status_table(bot=MagicMock(), update=update)
@@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
def test_profit_handle(
default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -176,7 +176,7 @@ def test_profit_handle(
msg_mock.reset_mock()
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
@@ -210,7 +210,7 @@ def test_profit_handle(
def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
@@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
def test_forcesell_all_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
# Create some test data
for _ in range(4):
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
rpc_mock.reset_mock()
update.message.text = '/forcesell all'
@@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
def test_forcesell_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,
@@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
def test_performance_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -389,7 +389,7 @@ def test_performance_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -410,7 +410,7 @@ def test_performance_handle(
def test_daily_handle(
default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -427,7 +427,7 @@ def test_daily_handle(
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -460,7 +460,7 @@ def test_daily_handle(
def test_count_handle(default_conf, update, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.rpc.telegram',
@@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
update_state(State.RUNNING)
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
msg_mock.reset_mock()
_count(bot=MagicMock(), update=update)
@@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
def test_performance_handle_invalid(default_conf, update, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
msg_mock = MagicMock()
mocker.patch.multiple('freqtrade.rpc.telegram',
_CONF=default_conf,

View File

@@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.BUY)
assert get_signal('BTC-ETH', SignalType.BUY, 5)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.BUY)
assert not get_signal('BTC-ETH', SignalType.BUY, 5)
def test_returns_latest_sell_signal(mocker):
@@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker):
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
)
assert get_signal('BTC-ETH', SignalType.SELL)
assert get_signal('BTC-ETH', SignalType.SELL, 5)
mocker.patch(
'freqtrade.analyze.analyze_ticker',
return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
)
assert not get_signal('BTC-ETH', SignalType.SELL)
assert not get_signal('BTC-ETH', SignalType.SELL, 5)
def test_get_signal_handles_exceptions(mocker):
@@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker):
mocker.patch('freqtrade.analyze.analyze_ticker',
side_effect=Exception('invalid ticker history '))
assert not get_signal('BTC-ETH', SignalType.BUY)
assert not get_signal('BTC-ETH', SignalType.BUY, 5)

View File

@@ -52,7 +52,7 @@ def test_main_start_hyperopt(mocker):
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -82,7 +82,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is False
assert sleep_mock.has_calls()
@@ -99,7 +99,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
@@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@@ -129,18 +129,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
result = _process(interval=default_conf['ticker_interval'])
assert result is False
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade is not None
@@ -171,7 +171,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
def test_create_trade_minimal_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
buy_mock = mocker.patch(
'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
)
@@ -180,14 +180,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005
create_trade(min_stake_amount)
create_trade(min_stake_amount, default_conf['ticker_interval'])
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -195,12 +195,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -211,12 +211,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -228,12 +228,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
ticker=MagicMock(return_value={'price_usd': 15000.0}),
_cache_symbols=MagicMock(return_value={'BTC': 1}))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
trade.update(limit_buy_order)
assert trade.is_open is True
handle_trade(trade)
assert handle_trade(trade, default_conf['ticker_interval']) is True
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
@@ -272,7 +272,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.is_open = True
@@ -291,12 +291,13 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False)
assert handle_trade(trade, interval=default_conf['ticker_interval'])
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
assert handle_trade(trade, interval=default_conf['ticker_interval'])
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
@@ -304,7 +305,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -313,24 +314,24 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
value_returned = handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False)
value_returned = handle_trade(trade, default_conf['ticker_interval'])
assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
assert handle_trade(trade, default_conf['ticker_interval'])
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -339,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -349,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
handle_trade(trade, default_conf['ticker_interval'])
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
@@ -469,7 +470,7 @@ def test_balance_bigger_last_ask(mocker):
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@@ -481,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -502,7 +503,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -518,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -539,7 +540,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
@@ -548,7 +549,37 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down)
execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch('freqtrade.rpc.init', MagicMock())
rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker)
init(default_conf, create_engine('sqlite://'))
# Create some test data
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
assert trade
@@ -576,7 +607,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -588,11 +619,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
assert handle_trade(trade, default_conf['ticker_interval']) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
@@ -603,7 +634,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -615,11 +646,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
assert handle_trade(trade, default_conf['ticker_interval']) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
@@ -630,7 +661,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -642,11 +673,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is False
assert handle_trade(trade, default_conf['ticker_interval']) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
@@ -657,7 +688,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
@@ -669,8 +700,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
create_trade(0.001, default_conf['ticker_interval'])
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
assert handle_trade(trade, default_conf['ticker_interval']) is True