Change ticker_interval from integer to string (1m, 5m, 1d, ...)
This commit is contained in:
enenn
parent
1c64b7b0a7
commit
e6181fee0e
@ -17,7 +17,7 @@ The table below will list all configuration parameters.
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| `max_open_trades` | 3 | Yes | Number of trades open your bot will have.
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| `stake_currency` | BTC | Yes | Crypto-currency used for trading.
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| `stake_amount` | 0.05 | Yes | Amount of crypto-currency your bot will use for each trade. Per default, the bot will use (0.05 BTC x 3) = 0.15 BTC in total will be always engaged.
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| `ticker_interval` | [1, 5, 30, 60, 1440] | No | The ticker interval to use (1min, 5 min, 30 min, 1 hour or 1 day). Defaut is 5 minutes
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| `ticker_interval` | 5m | No | The ticker interval to use (1m, 5m, 30m, 1h or 1d). Default is 5 minutes (5m).
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| `fiat_display_currency` | USD | Yes | Fiat currency used to show your profits. More information below.
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| `dry_run` | true | Yes | Define if the bot must be in Dry-run or production mode.
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| `minimal_roi` | See below | No | Set the threshold in percent the bot will use to sell a trade. More information below. If set, this parameter will override `minimal_roi` from your strategy file.
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@ -554,7 +554,7 @@ def main(sysargv=sys.argv[1:]) -> int:
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_process,
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min_secs=_CONF['internals'].get('process_throttle_secs', 10),
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nb_assets=args.dynamic_whitelist,
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interval=int(_CONF.get('ticker_interval', 5))
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interval=_CONF.get('ticker_interval', '5m')
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)
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old_state = new_state
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except KeyboardInterrupt:
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@ -60,6 +60,10 @@ def common_datearray(dfs):
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return np.sort(arr, axis=0)
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def ticker_interval_to_minutes(interval) -> int:
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return TICKER_INTERVAL_MINUTES[interval]
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def file_dump_json(filename, data) -> None:
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with open(filename, 'w') as fp:
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json.dump(data, fp)
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@ -216,11 +220,10 @@ def backtesting_options(parser: argparse.ArgumentParser) -> None:
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)
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parser.add_argument(
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'-i', '--ticker-interval',
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help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
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help='specify ticker interval (1m, 5m, 30m, 1h, 12h)',
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dest='ticker_interval',
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default=5,
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type=int,
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metavar='INT',
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default='5m',
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type=str
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)
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parser.add_argument(
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'--realistic-simulation',
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@ -330,6 +333,20 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
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hyperopt_options(hyperopt_cmd)
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TICKER_INTERVAL_MINUTES = {
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'1m': 1,
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'5m': 5,
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'15m': 15,
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'30m': 30,
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'1h': 60,
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'2h': 120,
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'4h': 240,
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'6h': 360,
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'12h': 720,
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'1d': 1440,
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'1w': 10080,
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}
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# Required json-schema for user specified config
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CONF_SCHEMA = {
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'type': 'object',
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@ -49,7 +49,7 @@ def generate_text_table(
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len(result.index),
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result.profit_percent.mean() * 100.0,
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result.profit_BTC.sum(),
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result.duration.mean() * ticker_interval,
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result.duration.mean() * misc.ticker_interval_to_minutes(ticker_interval),
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len(result[result.profit_BTC > 0]),
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len(result[result.profit_BTC < 0])
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])
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@ -60,7 +60,7 @@ def generate_text_table(
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len(results.index),
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results.profit_percent.mean() * 100.0,
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results.profit_BTC.sum(),
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results.duration.mean() * ticker_interval,
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results.duration.mean() * misc.ticker_interval_to_minutes(ticker_interval),
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len(results[results.profit_BTC > 0]),
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len(results[results.profit_BTC < 0])
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])
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@ -30,7 +30,7 @@ def default_conf():
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"stake_currency": "BTC",
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"stake_amount": 0.001,
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"fiat_display_currency": "USD",
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"ticker_interval": 5,
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"ticker_interval": "5m",
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"dry_run": True,
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"minimal_roi": {
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"40": 0.0,
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@ -198,6 +198,36 @@ def limit_sell_order():
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}
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@pytest.fixture
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def ticker_history_api():
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return [
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[
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1511686200000, # unix timestamp ms
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8.794e-05, # open
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8.948e-05, # high
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8.794e-05, # low
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8.88e-05, # close
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0.0877869, # volume (in quote currency)
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],
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[
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1511686500000,
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8.88e-05,
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8.942e-05,
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8.88e-05,
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8.893e-05,
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0.05874751,
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],
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[
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1511686800,
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8.891e-05,
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8.893e-05,
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8.875e-05,
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8.877e-05,
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0.7039405
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]
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]
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@pytest.fixture
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def ticker_history():
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return [
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@ -263,7 +293,7 @@ def ticker_history_without_bv():
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@pytest.fixture
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def result():
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with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file:
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with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
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return parse_ticker_dataframe(json.load(data_file))
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@ -216,13 +216,26 @@ def test_get_ticker(default_conf, mocker):
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def test_get_ticker_history(default_conf, mocker):
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api_mock = MagicMock()
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tick = 123
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tick = [
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[
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1511686200000, # unix timestamp ms
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1, # open
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2, # high
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3, # low
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4, # close
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5, # volume (in quote currency)
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]
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]
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api_mock.fetch_ohlcv = MagicMock(return_value=tick)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# retrieve original ticker
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ticks = get_ticker_history('ETH/BTC', int(default_conf['ticker_interval']))
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assert ticks == 123
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ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
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assert ticks[0]['O'] == 1
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assert ticks[0]['H'] == 2
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assert ticks[0]['L'] == 3
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assert ticks[0]['C'] == 4
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assert ticks[0]['V'] == 5
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# change the ticker
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# tick = 999
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@ -230,7 +243,7 @@ def test_get_ticker_history(default_conf, mocker):
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# mocker.patch('freqtrade.exchange._API', api_mock)
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# ensure caching will still return the original ticker
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# ticks = get_ticker_history('ETH/BTC', int(default_conf['ticker_interval']))
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# ticks = get_ticker_history('ETH/BTC', default_conf['ticker_interval'])
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# assert ticks == 123
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@ -29,8 +29,8 @@ def test_generate_text_table():
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'loss': [0, 0]
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}
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)
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print(generate_text_table({'ETH/BTC': {}}, results, 'BTC', 5))
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assert generate_text_table({'ETH/BTC': {}}, results, 'BTC', 5) == (
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print(generate_text_table({'ETH/BTC': {}}, results, 'BTC', '5m'))
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assert generate_text_table({'ETH/BTC': {}}, results, 'BTC', '5m') == (
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'pair buy count avg profit % total profit BTC avg duration profit loss\n' # noqa
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'------- ----------- -------------- ------------------ -------------- -------- ------\n' # noqa
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'ETH/BTC 2 15.00 0.60000000 100.0 2 0\n' # noqa
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@ -39,7 +39,7 @@ def test_generate_text_table():
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def test_get_timeframe(default_strategy):
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data = preprocess(optimize.load_data(
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None, ticker_interval=1, pairs=['UNITTEST/BTC']))
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None, ticker_interval='1m', pairs=['UNITTEST/BTC']))
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min_date, max_date = get_timeframe(data)
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assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
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assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
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@ -51,7 +51,7 @@ def test_backtest(default_strategy, default_conf, mocker):
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get_fee=MagicMock(return_value=0.0025))
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exchange._API = ccxt.binance()
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data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
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data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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@ -67,7 +67,7 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
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exchange._API = ccxt.binance()
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# Run a backtesting for an exiting 5min ticker_interval
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data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'])
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data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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@ -78,20 +78,20 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
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def load_data_test(what):
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timerange = ((None, 'line'), None, -100)
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data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'], timerange=timerange)
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data = optimize.load_data(None, ticker_interval='1m',
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pairs=['UNITTEST/BTC'], timerange=timerange)
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pair = data['UNITTEST/BTC']
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datalen = len(pair)
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# Depending on the what parameter we now adjust the
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# loaded data looks:
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# pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123,
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# 'C': 0.123, 'V': 123.123,
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# 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
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# 'T': '2017-11-04T23:02:00.000000'}]
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base = 0.001
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if what == 'raise':
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return {'UNITTEST/BTC':
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[{'T': pair[x]['T'], # Keep old dates
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'V': pair[x]['V'], # Keep old volume
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'BV': pair[x]['BV'], # keep too
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'O': x * base, # But replace O,H,L,C
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'H': x * base + 0.0001,
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'L': x * base - 0.0001,
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@ -100,7 +100,6 @@ def load_data_test(what):
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return {'UNITTEST/BTC':
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[{'T': pair[x]['T'], # Keep old dates
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'V': pair[x]['V'], # Keep old volume
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'BV': pair[x]['BV'], # keep too
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'O': 1 - x * base, # But replace O,H,L,C
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'H': 1 - x * base + 0.0001,
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'L': 1 - x * base - 0.0001,
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@ -110,7 +109,6 @@ def load_data_test(what):
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return {'UNITTEST/BTC':
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[{'T': pair[x]['T'], # Keep old dates
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'V': pair[x]['V'], # Keep old volume
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'BV': pair[x]['BV'], # keep too
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# But replace O,H,L,C
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'O': math.sin(x * hz) / 1000 + base,
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'H': math.sin(x * hz) / 1000 + base + 0.0001,
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@ -131,23 +129,6 @@ def simple_backtest(config, contour, num_results):
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assert len(results) == num_results
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# Test backtest on offline data
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# loaded by freqdata/optimize/__init__.py::load_data()
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def test_backtest2(default_conf, mocker, default_strategy):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
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get_fee=MagicMock(return_value=0.0025))
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data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 10,
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'realistic': True})
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assert not results.empty
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def test_processed(default_conf, mocker, default_strategy):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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dict_of_tickerrows = load_data_test('raise')
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@ -170,7 +151,7 @@ def test_backtest_pricecontours(default_conf, mocker, default_strategy):
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def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
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tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', 1, timerange=timerange)
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tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
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pairdata = {'UNITTEST/BTC': tickerdata}
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return pairdata
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@ -182,7 +163,7 @@ def test_backtest_start(default_conf, mocker, caplog):
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mocker.patch.multiple('freqtrade.optimize',
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load_data=mocked_load_data)
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args = MagicMock()
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args.ticker_interval = 1
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args.ticker_interval = '1m'
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args.level = 10
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args.live = False
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args.datadir = None
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@ -6,8 +6,9 @@ import logging
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import ccxt
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import uuid
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from shutil import copyfile
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from freqtrade.strategy.strategy import Strategy
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from freqtrade import exchange, optimize
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from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
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from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
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download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, file_dump_json
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# Change this if modifying UNITTEST/BTC testdatafile
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@ -53,11 +54,11 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
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file = 'freqtrade/tests/testdata/UNITTEST_BTC-30m.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval=30)
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optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "ETH/BTC", Interval: 30 min') not in caplog.record_tuples
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'Downloading the pair: "ETH/BTC", Interval: 30 min') not in caplog.record_tuples
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_clean_test_file(file)
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@ -67,13 +68,13 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/ETH_BTC-5.json'
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file = 'freqtrade/tests/testdata/ETH_BTC-5m.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval=5)
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optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='5m')
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "ETH/BTC", Interval: 5 min') not in caplog.record_tuples
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'Downloading the pair: "ETH/BTC", Interval: 5 min') not in caplog.record_tuples
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_clean_test_file(file)
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@ -83,9 +84,9 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/ETH_BTC-1.json'
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file = 'freqtrade/tests/testdata/ETH_BTC-1m.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, ticker_interval=1, pairs=['ETH/BTC'])
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optimize.load_data(None, ticker_interval='1m', pairs=['ETH/BTC'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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@ -99,13 +100,13 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/MEME_BTC-1.json'
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file = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
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_backup_file(file)
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optimize.load_data(None, ticker_interval=1, pairs=['MEME/BTC'])
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optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "MEME/BTC", Interval: 1 min') in caplog.record_tuples
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'Downloading the pair: "MEME/BTC", Interval: 1m') in caplog.record_tuples
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_clean_test_file(file)
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@ -118,10 +119,10 @@ def test_download_pairs(default_conf, ticker_history, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1.json'
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file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5.json'
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file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1.json'
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file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5.json'
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file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
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file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
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file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1m.json'
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file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5m.json'
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||||
_backup_file(file1_1)
|
||||
_backup_file(file1_5)
|
||||
@ -131,7 +132,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
|
||||
assert os.path.isfile(file1_1) is False
|
||||
assert os.path.isfile(file2_1) is False
|
||||
|
||||
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval=1) is True
|
||||
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
|
||||
|
||||
assert os.path.isfile(file1_1) is True
|
||||
assert os.path.isfile(file2_1) is True
|
||||
@ -143,7 +144,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
|
||||
assert os.path.isfile(file1_5) is False
|
||||
assert os.path.isfile(file2_5) is False
|
||||
|
||||
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval=5) is True
|
||||
assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
|
||||
|
||||
assert os.path.isfile(file1_5) is True
|
||||
assert os.path.isfile(file2_5) is True
|
||||
@ -160,18 +161,18 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
exchange._API = ccxt.binance({'key': '', 'secret': ''})
|
||||
|
||||
file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1.json'
|
||||
file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5.json'
|
||||
file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
|
||||
file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
|
||||
_backup_file(file1_1)
|
||||
_backup_file(file1_5)
|
||||
|
||||
download_pairs(None, pairs=['MEME/BTC'], ticker_interval=1)
|
||||
download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m')
|
||||
# clean files freshly downloaded
|
||||
_clean_test_file(file1_1)
|
||||
_clean_test_file(file1_5)
|
||||
assert ('freqtrade.optimize.__init__',
|
||||
logging.INFO,
|
||||
'Failed to download the pair: "MEME/BTC", Interval: 1 min') in caplog.record_tuples
|
||||
'Failed to download the pair: "MEME/BTC", Interval: 1m') in caplog.record_tuples
|
||||
|
||||
|
||||
def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
|
||||
@ -180,37 +181,37 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
|
||||
exchange._API = ccxt.binance({'key': '', 'secret': ''})
|
||||
|
||||
# Download a 1 min ticker file
|
||||
file1 = 'freqtrade/tests/testdata/XEL_BTC-1.json'
|
||||
file1 = 'freqtrade/tests/testdata/XEL_BTC-1m.json'
|
||||
_backup_file(file1)
|
||||
download_backtesting_testdata(None, pair="XEL/BTC", interval=1)
|
||||
download_backtesting_testdata(None, pair="XEL/BTC", interval='1m')
|
||||
assert os.path.isfile(file1) is True
|
||||
_clean_test_file(file1)
|
||||
|
||||
# Download a 5 min ticker file
|
||||
file2 = 'freqtrade/tests/testdata/STORJ_BTC-5.json'
|
||||
file2 = 'freqtrade/tests/testdata/STORJ_BTC-5m.json'
|
||||
_backup_file(file2)
|
||||
|
||||
download_backtesting_testdata(None, pair="STORJ/BTC", interval=5)
|
||||
download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m')
|
||||
assert os.path.isfile(file2) is True
|
||||
_clean_test_file(file2)
|
||||
|
||||
|
||||
def test_download_backtesting_testdata2(mocker):
|
||||
tick = [{'T': 'bar'}, {'T': 'foo'}]
|
||||
tick = [{'T': 'foo'}, {'T': 'bar'}] # invalid response
|
||||
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
||||
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
|
||||
assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval=1)
|
||||
assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval=3)
|
||||
assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval='1m')
|
||||
assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval='3m')
|
||||
|
||||
|
||||
def test_load_tickerdata_file():
|
||||
# 7 does not exist in either format.
|
||||
assert not load_tickerdata_file(None, 'UNITTEST/BTC', 7)
|
||||
# 1 exists only as a .json
|
||||
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
|
||||
# 7m does not exist in either format.
|
||||
assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
|
||||
# 1m exists only as a .json
|
||||
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
|
||||
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
|
||||
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
|
||||
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', 8)
|
||||
# 8m.json is empty and will fail if it's loaded. 8m.json.gz is a copy of 1m.json
|
||||
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
|
||||
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
|
||||
|
||||
|
||||
@ -218,19 +219,22 @@ def test_init(default_conf, mocker):
|
||||
conf = {'exchange': {'pair_whitelist': []}}
|
||||
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
|
||||
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
|
||||
ticker_interval=int(default_conf['ticker_interval']))
|
||||
ticker_interval=default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe():
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': tick}
|
||||
|
||||
strategy = Strategy()
|
||||
strategy.init({})
|
||||
data = optimize.tickerdata_to_dataframe(tickerlist)
|
||||
assert len(data['UNITTEST/BTC']) == 100
|
||||
|
||||
|
||||
def test_trim_tickerlist():
|
||||
with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file:
|
||||
with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
|
||||
ticker_list = json.load(data_file)
|
||||
ticker_list_len = len(ticker_list)
|
||||
|
||||
@ -275,7 +279,6 @@ def test_trim_tickerlist():
|
||||
|
||||
|
||||
def test_file_dump_json():
|
||||
|
||||
file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4()))
|
||||
data = {'bar': 'foo'}
|
||||
|
||||
|
||||
@ -103,7 +103,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
|
||||
msg_mock.reset_mock()
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
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)
|
||||
|
||||
@ -139,7 +139,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
|
||||
msg_mock.reset_mock()
|
||||
|
||||
# Create some test data
|
||||
create_trade(15.0, int(default_conf['ticker_interval']))
|
||||
create_trade(15.0, default_conf['ticker_interval'])
|
||||
|
||||
_status_table(bot=MagicMock(), update=update)
|
||||
|
||||
@ -178,7 +178,7 @@ def test_profit_handle(
|
||||
msg_mock.reset_mock()
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
trade = Trade.query.first()
|
||||
|
||||
# Simulate fulfilled LIMIT_BUY order for trade
|
||||
@ -226,7 +226,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -265,7 +265,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
# Decrease the price and sell it
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
@ -329,7 +329,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
|
||||
|
||||
# Create some test data
|
||||
for _ in range(4):
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
rpc_mock.reset_mock()
|
||||
|
||||
update.message.text = '/forcesell all'
|
||||
@ -395,7 +395,7 @@ def test_performance_handle(
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
@ -433,7 +433,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, limit_sell_
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
|
||||
@ -460,8 +460,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, limit_sell_
|
||||
# Reset msg_mock
|
||||
msg_mock.reset_mock()
|
||||
# Add two other trades
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trades = Trade.query.all()
|
||||
for trade in trades:
|
||||
@ -534,7 +534,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
|
||||
update_state(State.RUNNING)
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
msg_mock.reset_mock()
|
||||
_count(bot=MagicMock(), update=update)
|
||||
|
||||
|
||||
@ -7,7 +7,7 @@ from freqtrade.analyze import parse_ticker_dataframe
|
||||
|
||||
@pytest.fixture
|
||||
def result():
|
||||
with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file:
|
||||
with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
|
||||
return parse_ticker_dataframe(json.load(data_file))
|
||||
|
||||
|
||||
|
||||
@ -44,13 +44,13 @@ def test_returns_latest_buy_signal(mocker):
|
||||
'freqtrade.analyze.analyze_ticker',
|
||||
return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
|
||||
)
|
||||
assert get_signal('ETH/BTC', 5) == (True, False)
|
||||
assert get_signal('ETH/BTC', '5m') == (True, False)
|
||||
|
||||
mocker.patch(
|
||||
'freqtrade.analyze.analyze_ticker',
|
||||
return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
|
||||
)
|
||||
assert get_signal('ETH/BTC', 5) == (False, True)
|
||||
assert get_signal('ETH/BTC', '5m') == (False, True)
|
||||
|
||||
|
||||
def test_returns_latest_sell_signal(mocker):
|
||||
@ -59,18 +59,18 @@ def test_returns_latest_sell_signal(mocker):
|
||||
'freqtrade.analyze.analyze_ticker',
|
||||
return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
|
||||
)
|
||||
assert get_signal('ETH/BTC', 5) == (False, True)
|
||||
assert get_signal('ETH/BTC', '5m') == (False, True)
|
||||
|
||||
mocker.patch(
|
||||
'freqtrade.analyze.analyze_ticker',
|
||||
return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
|
||||
)
|
||||
assert get_signal('ETH/BTC', 5) == (True, False)
|
||||
assert get_signal('ETH/BTC', '5m') == (True, False)
|
||||
|
||||
|
||||
def test_get_signal_empty(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
|
||||
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
||||
assert (False, False) == get_signal('foo', default_conf['ticker_interval'])
|
||||
assert tt.log_has('Empty ticker history for pair foo',
|
||||
caplog.record_tuples)
|
||||
|
||||
@ -79,7 +79,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker',
|
||||
side_effect=ValueError('xyz'))
|
||||
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
||||
assert (False, False) == get_signal('foo', default_conf['ticker_interval'])
|
||||
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
@ -87,7 +87,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
|
||||
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
|
||||
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
||||
assert (False, False) == get_signal('xyz', default_conf['ticker_interval'])
|
||||
assert tt.log_has('Empty dataframe for pair xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
@ -98,7 +98,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog):
|
||||
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
|
||||
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
|
||||
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
||||
assert (False, False) == get_signal('xyz', default_conf['ticker_interval'])
|
||||
assert tt.log_has('Too old dataframe for pair xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
@ -108,7 +108,7 @@ def test_get_signal_handles_exceptions(mocker):
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker',
|
||||
side_effect=Exception('invalid ticker history '))
|
||||
|
||||
assert get_signal('ETH/BTC', 5) == (False, False)
|
||||
assert get_signal('ETH/BTC', '5m') == (False, False)
|
||||
|
||||
|
||||
def test_parse_ticker_dataframe(ticker_history, ticker_history_without_bv):
|
||||
|
||||
@ -8,7 +8,7 @@ _pairs = ['ETH/BTC']
|
||||
|
||||
|
||||
def load_dataframe_pair(pairs):
|
||||
ld = freqtrade.optimize.load_data(None, ticker_interval=5, pairs=pairs)
|
||||
ld = freqtrade.optimize.load_data(None, ticker_interval='5m', pairs=pairs)
|
||||
assert isinstance(ld, dict)
|
||||
assert isinstance(pairs[0], str)
|
||||
dataframe = ld[pairs[0]]
|
||||
|
||||
@ -31,7 +31,7 @@ def test_parse_args_backtesting(mocker):
|
||||
assert call_args.loglevel == 20
|
||||
assert call_args.subparser == 'backtesting'
|
||||
assert call_args.func is not None
|
||||
assert call_args.ticker_interval == 5
|
||||
assert call_args.ticker_interval == '5m'
|
||||
|
||||
|
||||
def test_main_start_hyperopt(mocker):
|
||||
@ -49,9 +49,9 @@ def test_main_start_hyperopt(mocker):
|
||||
def test_process_maybe_execute_buy(default_conf, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.create_trade', return_value=True)
|
||||
assert main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
|
||||
assert main.process_maybe_execute_buy(default_conf['ticker_interval'])
|
||||
mocker.patch('freqtrade.main.create_trade', return_value=False)
|
||||
assert not main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
|
||||
assert not main.process_maybe_execute_buy(default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_process_maybe_execute_sell(default_conf, mocker):
|
||||
@ -60,17 +60,17 @@ def test_process_maybe_execute_sell(default_conf, mocker):
|
||||
mocker.patch('freqtrade.exchange.get_order', return_value=1)
|
||||
trade = MagicMock()
|
||||
trade.open_order_id = '123'
|
||||
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
||||
assert not main.process_maybe_execute_sell(trade, default_conf['ticker_interval'])
|
||||
trade.is_open = True
|
||||
trade.open_order_id = None
|
||||
# Assert we call handle_trade() if trade is feasible for execution
|
||||
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
||||
assert main.process_maybe_execute_sell(trade, default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
|
||||
main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
|
||||
main.process_maybe_execute_buy(default_conf['ticker_interval'])
|
||||
tt.log_has('Unable to create trade:', caplog.record_tuples)
|
||||
|
||||
|
||||
@ -88,7 +88,7 @@ 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(interval=int(default_conf['ticker_interval']))
|
||||
result = _process(interval=default_conf['ticker_interval'])
|
||||
assert result is True
|
||||
|
||||
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
||||
@ -113,7 +113,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker):
|
||||
get_ticker=ticker,
|
||||
buy=MagicMock(side_effect=requests.exceptions.RequestException))
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
result = _process(interval=int(default_conf['ticker_interval']))
|
||||
result = _process(interval=default_conf['ticker_interval'])
|
||||
assert result is False
|
||||
assert sleep_mock.has_calls()
|
||||
|
||||
@ -130,7 +130,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
assert get_state() == State.RUNNING
|
||||
|
||||
result = _process(interval=int(default_conf['ticker_interval']))
|
||||
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]
|
||||
@ -149,12 +149,12 @@ 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(interval=int(default_conf['ticker_interval']))
|
||||
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(interval=int(default_conf['ticker_interval']))
|
||||
result = _process(interval=default_conf['ticker_interval'])
|
||||
assert result is False
|
||||
|
||||
|
||||
@ -170,7 +170,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade is not None
|
||||
@ -200,7 +200,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
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
|
||||
|
||||
@ -215,7 +215,7 @@ 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'], int(default_conf['ticker_interval']))
|
||||
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_create_trade_no_pairs(default_conf, ticker, mocker):
|
||||
@ -231,7 +231,7 @@ 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'], int(default_conf['ticker_interval']))
|
||||
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
|
||||
@ -248,7 +248,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
|
||||
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
|
||||
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
|
||||
mocker.patch.dict('freqtrade.main._CONF', conf)
|
||||
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
|
||||
create_trade(default_conf['stake_amount'], default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_create_trade_no_signal(default_conf, mocker):
|
||||
@ -262,7 +262,7 @@ def test_create_trade_no_signal(default_conf, mocker):
|
||||
stake_amount = 10
|
||||
Trade.query = MagicMock()
|
||||
Trade.query.filter = MagicMock()
|
||||
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
|
||||
assert not create_trade(stake_amount, default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||
@ -283,7 +283,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -292,7 +292,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||
assert trade.is_open is True
|
||||
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
||||
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
|
||||
@ -317,7 +317,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
|
||||
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
|
||||
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
# Buy and Sell triggering, so doing nothing ...
|
||||
trades = Trade.query.all()
|
||||
@ -326,7 +326,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
|
||||
|
||||
# Buy is triggering, so buying ...
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
trades = Trade.query.all()
|
||||
nb_trades = len(trades)
|
||||
assert nb_trades == 1
|
||||
@ -334,7 +334,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
|
||||
|
||||
# Buy and Sell are not triggering, so doing nothing ...
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
|
||||
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
|
||||
assert handle_trade(trades[0], default_conf['ticker_interval']) is False
|
||||
trades = Trade.query.all()
|
||||
nb_trades = len(trades)
|
||||
assert nb_trades == 1
|
||||
@ -342,7 +342,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
|
||||
|
||||
# Buy and Sell are triggering, so doing nothing ...
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
|
||||
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
|
||||
assert handle_trade(trades[0], default_conf['ticker_interval']) is False
|
||||
trades = Trade.query.all()
|
||||
nb_trades = len(trades)
|
||||
assert nb_trades == 1
|
||||
@ -351,7 +351,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker):
|
||||
# Sell is triggering, guess what : we are Selling!
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
trades = Trade.query.all()
|
||||
assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
|
||||
assert handle_trade(trades[0], default_conf['ticker_interval']) is True
|
||||
|
||||
|
||||
def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
||||
@ -367,7 +367,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.is_open = True
|
||||
@ -378,11 +378,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
|
||||
# executing
|
||||
# if ROI is reached we must sell
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
|
||||
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: (False, True))
|
||||
assert handle_trade(trade, interval=int(default_conf['ticker_interval']))
|
||||
assert handle_trade(trade, interval=default_conf['ticker_interval'])
|
||||
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
|
||||
|
||||
|
||||
@ -399,16 +399,16 @@ 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, int(default_conf['ticker_interval']))
|
||||
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, False))
|
||||
value_returned = handle_trade(trade, int(default_conf['ticker_interval']))
|
||||
value_returned = handle_trade(trade, default_conf['ticker_interval'])
|
||||
assert value_returned is False
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, int(default_conf['ticker_interval']))
|
||||
assert handle_trade(trade, default_conf['ticker_interval'])
|
||||
s = 'Executing sell due to sell signal ...'
|
||||
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
|
||||
|
||||
@ -424,7 +424,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -434,7 +434,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
handle_trade(trade, default_conf['ticker_interval'])
|
||||
|
||||
|
||||
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker):
|
||||
@ -600,7 +600,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -640,7 +640,7 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -673,7 +673,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, ticker_sell_d
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -706,7 +706,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
|
||||
init(default_conf, create_engine('sqlite://'))
|
||||
|
||||
# Create some test data
|
||||
create_trade(0.001, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
assert trade
|
||||
@ -750,12 +750,12 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, int(default_conf['ticker_interval'])) 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):
|
||||
@ -779,12 +779,12 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, int(default_conf['ticker_interval'])) 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):
|
||||
@ -808,12 +808,12 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, int(default_conf['ticker_interval'])) 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):
|
||||
@ -837,9 +837,9 @@ 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, int(default_conf['ticker_interval']))
|
||||
create_trade(0.001, default_conf['ticker_interval'])
|
||||
|
||||
trade = Trade.query.first()
|
||||
trade.update(limit_buy_order)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, True))
|
||||
assert handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
||||
assert handle_trade(trade, default_conf['ticker_interval']) is True
|
||||
|
||||
@ -113,7 +113,7 @@ def test_parse_args_backtesting_custom():
|
||||
'-c', 'test_conf.json',
|
||||
'backtesting',
|
||||
'--live',
|
||||
'--ticker-interval', '1',
|
||||
'--ticker-interval', '1m',
|
||||
'--refresh-pairs-cached']
|
||||
call_args = parse_args(args, '')
|
||||
assert call_args.config == 'test_conf.json'
|
||||
@ -121,7 +121,7 @@ def test_parse_args_backtesting_custom():
|
||||
assert call_args.loglevel == 20
|
||||
assert call_args.subparser == 'backtesting'
|
||||
assert call_args.func is not None
|
||||
assert call_args.ticker_interval == 1
|
||||
assert call_args.ticker_interval == '1m'
|
||||
assert call_args.refresh_pairs is True
|
||||
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user