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Added test data for buy_tag/sell_reason testing

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This commit is contained in:
theluxaz 2021-10-27 01:29:19 +03:00
parent b51f946ee0
commit e4e75d4861
3 changed files with 242 additions and 12 deletions
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38
tests/conftest.py
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@ -23,11 +23,19 @@ from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import LocalTrade, Trade, init_db
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 import (
mock_trade_1,
mock_trade_2,
mock_trade_3,
mock_trade_4,
mock_trade_5,
mock_trade_6,
mock_trade_7,
mock_trade_8,
mock_trade_9)
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)
from tests.conftest_trades_tags import (mock_trade_tags_1, mock_trade_tags_2, mock_trade_tags_3)
logging.getLogger('').setLevel(logging.INFO)
@ -229,6 +237,30 @@ def create_mock_trades(fee, use_db: bool = True):
Trade.commit()
def create_mock_trades_tags(fee, use_db: bool = True):
"""
Create some fake trades to simulate buy tags and sell reasons
"""
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_tags_1(fee)
add_trade(trade)
trade = mock_trade_tags_2(fee)
add_trade(trade)
trade = mock_trade_tags_3(fee)
add_trade(trade)
if use_db:
Trade.commit()
def create_mock_trades_usdt(fee, use_db: bool = True):
"""
Create some fake trades ...

165
tests/conftest_trades_tags.py Normal file
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@ -0,0 +1,165 @@
from datetime import datetime, timedelta, timezone
from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 3
def mock_order_1():
return {
'id': 'prod_buy_1',
'symbol': 'LTC/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.15,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_order_1_sell():
return {
'id': 'prod_sell_1',
'symbol': 'LTC/BTC',
'status': 'open',
'side': 'sell',
'type': 'limit',
'price': 0.20,
'amount': 2.0,
'filled': 0.0,
'remaining': 2.0,
}
def mock_trade_tags_1(fee):
trade = Trade(
pair='LTC/BTC',
stake_amount=0.001,
amount=2.0,
amount_requested=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=15),
open_rate=0.15,
exchange='binance',
open_order_id='dry_run_buy_123455',
strategy='StrategyTestV2',
timeframe=5,
buy_tag="BUY_TAG1",
sell_reason="SELL_REASON2"
)
o = Order.parse_from_ccxt_object(mock_order_1(), 'LTC/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_1_sell(), 'LTC/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_order_2():
return {
'id': '1239',
'symbol': 'LTC/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.120,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
}
def mock_order_2_sell():
return {
'id': '12392',
'symbol': 'LTC/BTC',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 0.138,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
}
def mock_trade_tags_2(fee):
trade = Trade(
pair='LTC/BTC',
stake_amount=0.001,
amount=100.0,
amount_requested=100.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=13),
open_rate=0.120,
exchange='binance',
open_order_id='dry_run_buy_123456',
strategy='StrategyTestV2',
timeframe=5,
buy_tag="BUY_TAG2",
sell_reason="SELL_REASON1"
)
o = Order.parse_from_ccxt_object(mock_order_2(), 'LTC/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'LTC/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_order_3():
return {
'id': '1235',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_order_3_sell():
return {
'id': '12352',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_tags_3(fee):
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_buy_123457',
strategy='StrategyTestV2',
timeframe=5,
buy_tag="BUY_TAG1",
sell_reason="SELL_REASON2"
)
o = Order.parse_from_ccxt_object(mock_order_3(), 'ETC/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'ETC/BTC', 'sell')
trade.orders.append(o)
return trade

51
tests/rpc/test_rpc.py
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@ -14,7 +14,7 @@ from freqtrade.persistence import Trade
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal, create_mock_trades_tags
# Functions for recurrent object patching
@ -822,10 +822,11 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_performance()
print(str(res))
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
assert prec_satoshi(res[0]['profit'], 6.3)
# TEST FOR TRADES WITH NO BUY TAG
# TEST TRADE WITH ONE BUY_TAG AND OTHER TWO TRADES WITH THE SAME TAG
@ -860,11 +861,43 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_buy_tag_performance(None)
print(str(res))
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['buy_tag'] == 'Other'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
print(Trade.pair)
trade.buy_tag = "TEST_TAG"
res = rpc._rpc_buy_tag_performance(None)
print(str(res))
assert len(res) == 1
assert res[0]['buy_tag'] == 'TEST_TAG'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.3)
def test_buy_tag_performance_handle2(mocker, default_conf, markets, fee):
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets)
)
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades_tags(fee)
rpc = RPC(freqtradebot)
trades = Trade.query.all()
print(str(trades[0].buy_tag))
res = rpc._rpc_performance()
print(res)
assert len(trades) == 1
assert trades[0]['buy_tag'] == 'TEST_TAG'
assert trades[0]['count'] == 1
assert prec_satoshi(trades[0]['profit'], 6.3)
# TEST FOR TRADES WITH NO SELL REASON
# TEST TRADE WITH ONE SELL REASON AND OTHER TWO TRADES WITH THE SAME reason
# TEST THE SAME FOR A PAIR
@ -899,9 +932,9 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
trade.is_open = False
res = rpc._rpc_sell_reason_performance(None)
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
# assert res[0]['pair'] == 'ETH/BTC'
# assert res[0]['count'] == 1
# assert prec_satoshi(res[0]['profit'], 6.2)
# TEST FOR TRADES WITH NO TAGS
# TEST TRADE WITH ONE TAG MIX AND OTHER TWO TRADES WITH THE SAME TAG MIX
@ -937,9 +970,9 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.is_open = False
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 1
assert res[0]['pair'] == 'ETH/BTC'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
# assert res[0]['pair'] == 'ETH/BTC'
# assert res[0]['count'] == 1
# assert prec_satoshi(res[0]['profit'], 6.2)
def test_rpc_count(mocker, default_conf, ticker, fee) -> None: