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Use ticker_interval defined in Strategy() instead of a mix between strategy and config file (#540)

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This commit is contained in:
Gérald LONLAS 2018-03-15 15:48:22 -07:00 committed by Michael Egger
parent c94f55807b
commit e6732e01e1
6 changed files with 98 additions and 92 deletions
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7
freqtrade/analyze.py
View File

@ -77,6 +77,13 @@ class Analyze(object):
""" """
return self.strategy.populate_sell_trend(dataframe=dataframe) return self.strategy.populate_sell_trend(dataframe=dataframe)
def get_ticker_interval(self) -> int:
"""
Return ticker interval to use
:return: Ticker interval value to use
"""
return self.strategy.ticker_interval
def analyze_ticker(self, ticker_history: List[Dict]) -> DataFrame: def analyze_ticker(self, ticker_history: List[Dict]) -> DataFrame:
""" """
Parses the given ticker history and returns a populated DataFrame Parses the given ticker history and returns a populated DataFrame

35
freqtrade/freqtradebot.py
View File

@ -125,17 +125,9 @@ class FreqtradeBot(object):
Constants.DYNAMIC_WHITELIST Constants.DYNAMIC_WHITELIST
) )
interval = int(
self.config.get(
'ticker_interval',
Constants.TICKER_INTERVAL
)
)
self._throttle(func=self._process, self._throttle(func=self._process,
min_secs=min_secs, min_secs=min_secs,
nb_assets=nb_assets, nb_assets=nb_assets)
interval=interval)
return new_state return new_state
def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any: def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
@ -154,7 +146,7 @@ class FreqtradeBot(object):
time.sleep(duration) time.sleep(duration)
return result return result
def _process(self, interval: int, nb_assets: Optional[int] = 0) -> bool: def _process(self, nb_assets: Optional[int] = 0) -> bool:
""" """
Queries the persistence layer for open trades and handles them, Queries the persistence layer for open trades and handles them,
otherwise a new trade is created. otherwise a new trade is created.
@ -179,11 +171,11 @@ class FreqtradeBot(object):
# First process current opened trades # First process current opened trades
for trade in trades: for trade in trades:
state_changed |= self.process_maybe_execute_sell(trade, interval) state_changed |= self.process_maybe_execute_sell(trade)
# Then looking for buy opportunities # Then looking for buy opportunities
if len(trades) < self.config['max_open_trades']: if len(trades) < self.config['max_open_trades']:
state_changed = self.process_maybe_execute_buy(interval) state_changed = self.process_maybe_execute_buy()
if 'unfilledtimeout' in self.config: if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders # Check and handle any timed out open orders
@ -263,9 +255,7 @@ class FreqtradeBot(object):
balance = self.config['bid_strategy']['ask_last_balance'] balance = self.config['bid_strategy']['ask_last_balance']
return ticker['ask'] + balance * (ticker['last'] - ticker['ask']) return ticker['ask'] + balance * (ticker['last'] - ticker['ask'])
# TODO: Remove the two parameters and use the value already in conf['stake_amount'] and def create_trade(self) -> bool:
# int(conf['ticker_interval'])
def create_trade(self, stake_amount: float, interval: int) -> bool:
""" """
Checks the implemented trading indicator(s) for a randomly picked pair, Checks the implemented trading indicator(s) for a randomly picked pair,
if one pair triggers the buy_signal a new trade record gets created if one pair triggers the buy_signal a new trade record gets created
@ -273,6 +263,9 @@ class FreqtradeBot(object):
:param interval: Ticker interval used for Analyze :param interval: Ticker interval used for Analyze
:return: True if a trade object has been created and persisted, False otherwise :return: True if a trade object has been created and persisted, False otherwise
""" """
stake_amount = self.config['stake_amount']
interval = self.analyze.get_ticker_interval()
self.logger.info( self.logger.info(
'Checking buy signals to create a new trade with stake_amount: %f ...', 'Checking buy signals to create a new trade with stake_amount: %f ...',
stake_amount stake_amount
@ -343,14 +336,14 @@ class FreqtradeBot(object):
Trade.session.flush() Trade.session.flush()
return True return True
def process_maybe_execute_buy(self, interval: int) -> bool: def process_maybe_execute_buy(self) -> bool:
""" """
Tries to execute a buy trade in a safe way Tries to execute a buy trade in a safe way
:return: True if executed :return: True if executed
""" """
try: try:
# Create entity and execute trade # Create entity and execute trade
if self.create_trade(float(self.config['stake_amount']), interval): if self.create_trade():
return True return True
self.logger.info('Found no buy signals for whitelisted currencies. Trying again..') self.logger.info('Found no buy signals for whitelisted currencies. Trying again..')
@ -359,7 +352,7 @@ class FreqtradeBot(object):
self.logger.warning('Unable to create trade: %s', exception) self.logger.warning('Unable to create trade: %s', exception)
return False return False
def process_maybe_execute_sell(self, trade: Trade, interval: int) -> bool: def process_maybe_execute_sell(self, trade: Trade) -> bool:
""" """
Tries to execute a sell trade Tries to execute a sell trade
:return: True if executed :return: True if executed
@ -372,10 +365,10 @@ class FreqtradeBot(object):
if trade.is_open and trade.open_order_id is None: if trade.is_open and trade.open_order_id is None:
# Check if we can sell our current pair # Check if we can sell our current pair
return self.handle_trade(trade, interval) return self.handle_trade(trade)
return False return False
def handle_trade(self, trade: Trade, interval: int) -> bool: def handle_trade(self, trade: Trade) -> bool:
""" """
Sells the current pair if the threshold is reached and updates the trade record. Sells the current pair if the threshold is reached and updates the trade record.
:return: True if trade has been sold, False otherwise :return: True if trade has been sold, False otherwise
@ -389,7 +382,7 @@ class FreqtradeBot(object):
(buy, sell) = (False, False) (buy, sell) = (False, False)
if self.config.get('experimental', {}).get('use_sell_signal'): if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(trade.pair, interval) (buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell): if self.analyze.should_sell(trade, current_rate, datetime.utcnow(), buy, sell):
self.execute_sell(trade, current_rate) self.execute_sell(trade, current_rate)

2
freqtrade/strategy/strategy.py
View File

@ -64,7 +64,7 @@ class Strategy(object):
# Optimal stoploss designed for the strategy # Optimal stoploss designed for the strategy
self.stoploss = float(self.custom_strategy.stoploss) self.stoploss = float(self.custom_strategy.stoploss)
self.ticker_interval = self.custom_strategy.ticker_interval self.ticker_interval = int(self.custom_strategy.ticker_interval)
def _load_strategy(self, strategy_name: str) -> None: def _load_strategy(self, strategy_name: str) -> None:
""" """

18
freqtrade/tests/rpc/test_rpc.py
View File

@ -51,7 +51,7 @@ def test_rpc_trade_status(default_conf, ticker, mocker) -> None:
assert error assert error
assert 'no active trade' in result assert 'no active trade' in result
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
(error, result) = rpc.rpc_trade_status() (error, result) = rpc.rpc_trade_status()
assert not error assert not error
trade = result[0] trade = result[0]
@ -99,7 +99,7 @@ def test_rpc_status_table(default_conf, ticker, mocker) -> None:
assert error assert error
assert '*Status:* `no active order`' in result assert '*Status:* `no active order`' in result
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
(error, result) = rpc.rpc_status_table() (error, result) = rpc.rpc_status_table()
assert 'just now' in result['Since'].all() assert 'just now' in result['Since'].all()
assert 'BTC_ETH' in result['Pair'].all() assert 'BTC_ETH' in result['Pair'].all()
@ -127,7 +127,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, limit_buy_order, limit_s
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -188,7 +188,7 @@ def test_rpc_trade_statistics(
assert stats.find('no closed trade') >= 0 assert stats.find('no closed trade') >= 0
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order) trade.update(limit_buy_order)
@ -247,7 +247,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, ticker_sell_u
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order) trade.update(limit_buy_order)
@ -427,7 +427,7 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
assert not error assert not error
assert res == '' assert res == ''
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
(error, res) = rpc.rpc_forcesell('all') (error, res) = rpc.rpc_forcesell('all')
assert not error assert not error
assert res == '' assert res == ''
@ -462,7 +462,7 @@ def test_rpc_forcesell(default_conf, ticker, mocker) -> None:
assert res == '' assert res == ''
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
# make an limit-sell open trade # make an limit-sell open trade
mocker.patch( mocker.patch(
'freqtrade.freqtradebot.exchange.get_order', 'freqtrade.freqtradebot.exchange.get_order',
@ -497,7 +497,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order,
rpc = RPC(freqtradebot) rpc = RPC(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -540,7 +540,7 @@ def test_rpc_count(mocker, default_conf, ticker) -> None:
assert nb_trades == 0 assert nb_trades == 0
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
(error, trades) = rpc.rpc_count() (error, trades) = rpc.rpc_count()
nb_trades = len(trades) nb_trades = len(trades)
assert not error assert not error

28
freqtrade/tests/rpc/test_rpc_telegram.py
View File

@ -266,7 +266,7 @@ def test_status(default_conf, update, mocker, ticker) -> None:
# Create some test data # Create some test data
for _ in range(3): for _ in range(3):
freqtradebot.create_trade(0.001, 5) freqtradebot.create_trade()
telegram._status(bot=MagicMock(), update=update) telegram._status(bot=MagicMock(), update=update)
assert msg_mock.call_count == 3 assert msg_mock.call_count == 3
@ -314,7 +314,7 @@ def test_status_handle(default_conf, update, ticker, mocker) -> None:
msg_mock.reset_mock() msg_mock.reset_mock()
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
# Trigger status while we have a fulfilled order for the open trade # Trigger status while we have a fulfilled order for the open trade
telegram._status(bot=MagicMock(), update=update) telegram._status(bot=MagicMock(), update=update)
@ -342,7 +342,9 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
) )
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
freqtradebot = FreqtradeBot(default_conf, create_engine('sqlite://')) conf = deepcopy(default_conf)
conf['stake_amount'] = 15.0
freqtradebot = FreqtradeBot(conf, create_engine('sqlite://'))
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
freqtradebot.update_state(State.STOPPED) freqtradebot.update_state(State.STOPPED)
@ -358,7 +360,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker) -> None:
msg_mock.reset_mock() msg_mock.reset_mock()
# Create some test data # Create some test data
freqtradebot.create_trade(15.0, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
telegram._status_table(bot=MagicMock(), update=update) telegram._status_table(bot=MagicMock(), update=update)
@ -399,7 +401,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -426,8 +428,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order,
# Reset msg_mock # Reset msg_mock
msg_mock.reset_mock() msg_mock.reset_mock()
# Add two other trades # Add two other trades
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
trades = Trade.query.all() trades = Trade.query.all()
for trade in trades: for trade in trades:
@ -512,7 +514,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up,
msg_mock.reset_mock() msg_mock.reset_mock()
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade # Simulate fulfilled LIMIT_BUY order for trade
@ -764,7 +766,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker)
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -803,7 +805,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
# Decrease the price and sell it # Decrease the price and sell it
mocker.patch.multiple( mocker.patch.multiple(
@ -847,7 +849,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker) -> None:
# Create some test data # Create some test data
for _ in range(4): for _ in range(4):
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
rpc_mock.reset_mock() rpc_mock.reset_mock()
update.message.text = '/forcesell all' update.message.text = '/forcesell all'
@ -925,7 +927,7 @@ def test_performance_handle(default_conf, update, ticker, limit_buy_order,
telegram = Telegram(freqtradebot) telegram = Telegram(freqtradebot)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -995,7 +997,7 @@ def test_count_handle(default_conf, update, ticker, mocker) -> None:
freqtradebot.update_state(State.RUNNING) freqtradebot.update_state(State.RUNNING)
# Create some test data # Create some test data
freqtradebot.create_trade(0.001, int(default_conf['ticker_interval'])) freqtradebot.create_trade()
msg_mock.reset_mock() msg_mock.reset_mock()
telegram._count(bot=MagicMock(), update=update) telegram._count(bot=MagicMock(), update=update)

100
freqtrade/tests/test_freqtradebot.py
View File

@ -255,7 +255,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None:
# Save state of current whitelist # Save state of current whitelist
whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade is not None assert trade is not None
@ -287,12 +287,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker) -> None:
get_ticker=ticker, get_ticker=ticker,
buy=buy_mock buy=buy_mock
) )
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
min_stake_amount = 0.0005 conf = deepcopy(default_conf)
freqtrade.create_trade(min_stake_amount, int(default_conf['ticker_interval'])) conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= min_stake_amount assert rate * amount >= conf['stake_amount']
def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None: def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None:
@ -312,7 +314,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker) -> None:
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
with pytest.raises(DependencyException, match=r'.*stake amount.*'): with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) freqtrade.create_trade()
def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None: def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None:
@ -334,10 +336,10 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None:
conf['exchange']['pair_blacklist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'): with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
freqtrade.create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval'])) freqtrade.create_trade()
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> None: def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> None:
@ -359,10 +361,10 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) ->
conf['exchange']['pair_blacklist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'): with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
freqtrade.create_trade(conf['stake_amount'], int(conf['ticker_interval'])) freqtrade.create_trade()
def test_create_trade_no_signal(default_conf, mocker) -> None: def test_create_trade_no_signal(default_conf, mocker) -> None:
@ -381,12 +383,14 @@ def test_create_trade_no_signal(default_conf, mocker) -> None:
get_ticker_history=MagicMock(return_value=20), get_ticker_history=MagicMock(return_value=20),
get_balance=MagicMock(return_value=20) get_balance=MagicMock(return_value=20)
) )
conf = deepcopy(default_conf)
conf['stake_amount'] = 10
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
stake_amount = 10
Trade.query = MagicMock() Trade.query = MagicMock()
Trade.query.filter = MagicMock() Trade.query.filter = MagicMock()
assert not freqtrade.create_trade(stake_amount, int(conf['ticker_interval'])) assert not freqtrade.create_trade()
def test_process_trade_creation(default_conf, ticker, limit_buy_order, def test_process_trade_creation(default_conf, ticker, limit_buy_order,
@ -410,7 +414,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order,
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades assert not trades
result = freqtrade._process(interval=int(default_conf['ticker_interval'])) result = freqtrade._process()
assert result is True assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@ -447,7 +451,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
result = freqtrade._process(interval=int(default_conf['ticker_interval'])) result = freqtrade._process()
assert result is False assert result is False
assert sleep_mock.has_calls() assert sleep_mock.has_calls()
@ -469,7 +473,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker) ->
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
assert freqtrade.get_state() == State.RUNNING assert freqtrade.get_state() == State.RUNNING
result = freqtrade._process(interval=int(default_conf['ticker_interval'])) result = freqtrade._process()
assert result is False assert result is False
assert freqtrade.get_state() == State.STOPPED assert freqtrade.get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
@ -494,12 +498,12 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades assert not trades
result = freqtrade._process(interval=int(default_conf['ticker_interval'])) result = freqtrade._process()
assert result is True assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all() trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1 assert len(trades) == 1
result = freqtrade._process(interval=int(default_conf['ticker_interval'])) result = freqtrade._process()
assert result is False assert result is False
@ -537,10 +541,10 @@ def test_process_maybe_execute_buy(mocker, default_conf) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True))
assert freqtrade.process_maybe_execute_buy(int(default_conf['ticker_interval'])) assert freqtrade.process_maybe_execute_buy()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False)) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
assert not freqtrade.process_maybe_execute_buy(int(default_conf['ticker_interval'])) assert not freqtrade.process_maybe_execute_buy()
def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None: def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None:
@ -553,7 +557,7 @@ def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> No
'freqtrade.freqtradebot.FreqtradeBot.create_trade', 'freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(side_effect=DependencyException) MagicMock(side_effect=DependencyException)
) )
freqtrade.process_maybe_execute_buy(int(default_conf['ticker_interval'])) freqtrade.process_maybe_execute_buy()
log_has('Unable to create trade:', caplog.record_tuples) log_has('Unable to create trade:', caplog.record_tuples)
@ -568,11 +572,11 @@ def test_process_maybe_execute_sell(mocker, default_conf) -> None:
trade = MagicMock() trade = MagicMock()
trade.open_order_id = '123' trade.open_order_id = '123'
assert not freqtrade.process_maybe_execute_sell(trade, int(default_conf['ticker_interval'])) assert not freqtrade.process_maybe_execute_sell(trade)
trade.is_open = True trade.is_open = True
trade.open_order_id = None trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution # Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade, int(default_conf['ticker_interval'])) assert freqtrade.process_maybe_execute_sell(trade)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -> None: def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -> None:
@ -597,7 +601,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -606,7 +610,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -
assert trade.is_open is True assert trade.is_open is True
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True assert freqtrade.handle_trade(trade) is True
assert trade.open_order_id == 'mocked_limit_sell' assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade # Simulate fulfilled LIMIT_SELL order for trade
@ -638,7 +642,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None:
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
# Buy and Sell triggering, so doing nothing ... # Buy and Sell triggering, so doing nothing ...
trades = Trade.query.all() trades = Trade.query.all()
@ -647,7 +651,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None:
# Buy is triggering, so buying ... # Buy is triggering, so buying ...
patch_get_signal(mocker, value=(True, False)) patch_get_signal(mocker, value=(True, False))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trades = Trade.query.all() trades = Trade.query.all()
nb_trades = len(trades) nb_trades = len(trades)
assert nb_trades == 1 assert nb_trades == 1
@ -655,7 +659,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None:
# Buy and Sell are not triggering, so doing nothing ... # Buy and Sell are not triggering, so doing nothing ...
patch_get_signal(mocker, value=(False, False)) patch_get_signal(mocker, value=(False, False))
assert freqtrade.handle_trade(trades[0], int(default_conf['ticker_interval'])) is False assert freqtrade.handle_trade(trades[0]) is False
trades = Trade.query.all() trades = Trade.query.all()
nb_trades = len(trades) nb_trades = len(trades)
assert nb_trades == 1 assert nb_trades == 1
@ -663,7 +667,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None:
# Buy and Sell are triggering, so doing nothing ... # Buy and Sell are triggering, so doing nothing ...
patch_get_signal(mocker, value=(True, True)) patch_get_signal(mocker, value=(True, True))
assert freqtrade.handle_trade(trades[0], int(default_conf['ticker_interval'])) is False assert freqtrade.handle_trade(trades[0]) is False
trades = Trade.query.all() trades = Trade.query.all()
nb_trades = len(trades) nb_trades = len(trades)
assert nb_trades == 1 assert nb_trades == 1
@ -672,7 +676,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None:
# Sell is triggering, guess what : we are Selling! # Sell is triggering, guess what : we are Selling!
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
trades = Trade.query.all() trades = Trade.query.all()
assert freqtrade.handle_trade(trades[0], int(default_conf['ticker_interval'])) is True assert freqtrade.handle_trade(trades[0]) is True
def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None: def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None:
@ -695,7 +699,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.is_open = True trade.is_open = True
@ -706,7 +710,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None:
# executing # executing
# if ROI is reached we must sell # if ROI is reached we must sell
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, interval=int(default_conf['ticker_interval'])) assert freqtrade.handle_trade(trade)
assert log_has('Required profit reached. Selling..', caplog.record_tuples) assert log_has('Required profit reached. Selling..', caplog.record_tuples)
@ -730,16 +734,16 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False) mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.is_open = True trade.is_open = True
patch_get_signal(mocker, value=(False, False)) patch_get_signal(mocker, value=(False, False))
assert not freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) assert not freqtrade.handle_trade(trade)
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) assert freqtrade.handle_trade(trade)
assert log_has('Sell signal received. Selling..', caplog.record_tuples) assert log_has('Sell signal received. Selling..', caplog.record_tuples)
@ -759,7 +763,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create trade and sell it # Create trade and sell it
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -769,7 +773,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo
assert trade.is_open is False assert trade.is_open is False
with pytest.raises(ValueError, match=r'.*closed trade.*'): with pytest.raises(ValueError, match=r'.*closed trade.*'):
freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) freqtrade.handle_trade(trade)
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker) -> None: def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker) -> None:
@ -1004,7 +1008,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None:
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data # Create some test data
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -1044,7 +1048,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> No
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data # Create some test data
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -1082,7 +1086,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up,
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data # Create some test data
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -1122,7 +1126,7 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker,
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data # Create some test data
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
assert trade assert trade
@ -1168,12 +1172,12 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) -
'sell_profit_only': True, 'sell_profit_only': True,
} }
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) -> None: def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) -> None:
@ -1200,12 +1204,12 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker)
'sell_profit_only': False, 'sell_profit_only': False,
} }
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> None: def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> None:
@ -1232,12 +1236,12 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) ->
'sell_profit_only': True, 'sell_profit_only': True,
} }
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is False assert freqtrade.handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> None: def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> None:
@ -1266,9 +1270,9 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) ->
} }
freqtrade = FreqtradeBot(conf, create_engine('sqlite://')) freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade(0.001, int(default_conf['ticker_interval'])) freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True)) patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True assert freqtrade.handle_trade(trade) is True