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Merge branch 'feat/short' into funding-fee-dry-run

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This commit is contained in:
Sam Germain
2021-11-14 03:15:22 -06:00
parent 867ac3f82a 8cfc531b32
commit e7fad04eb9
17 changed files with 104 additions and 128 deletions
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2
tests/conftest_trades.py
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@@ -488,7 +488,7 @@ def leverage_trade(fee):
open_order_id='dry_run_leverage_buy_12368',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal', # TODO-lev: Update to exit/close reason
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
close_date=datetime.now(tz=timezone.utc),
interest_rate=0.0005

18
tests/exchange/test_exchange.py
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@@ -3253,16 +3253,16 @@ def test_validate_trading_mode_and_collateral(
("binance", "spot", {}),
("binance", "margin", {"options": {"defaultType": "margin"}}),
("binance", "futures", {"options": {"defaultType": "future"}}),
("kraken", "spot", {}),
("kraken", "margin", {}),
("kraken", "futures", {}),
("ftx", "spot", {}),
("ftx", "margin", {}),
("ftx", "futures", {}),
("bittrex", "spot", {}),
("gateio", "spot", {}),
("gateio", "margin", {"options": {"defaultType": "margin"}}),
("bibox", "spot", {"has": {"fetchCurrencies": False}}),
("bibox", "margin", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "margin"}}),
("bibox", "futures", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "swap"}}),
("bybit", "futures", {"options": {"defaultType": "linear"}}),
("ftx", "futures", {"options": {"defaultType": "swap"}}),
("gateio", "futures", {"options": {"defaultType": "swap"}}),
("hitbtc", "futures", {"options": {"defaultType": "swap"}}),
("kraken", "futures", {"options": {"defaultType": "swap"}}),
("kucoin", "futures", {"options": {"defaultType": "swap"}}),
("okex", "futures", {"options": {"defaultType": "swap"}}),
])
def test__ccxt_config(
default_conf,

22
tests/rpc/test_rpc_apiserver.py
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@@ -586,10 +586,10 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
assert rc.json()['total_trades'] == 2
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_api_trade_single(botclient, mocker, fee, ticker, markets):
@pytest.mark.parametrize('is_short', [True, False])
def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):
ftbot, client = botclient
patch_get_signal(ftbot)
patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
markets=PropertyMock(return_value=markets),
@@ -599,7 +599,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
assert_response(rc, 404)
assert rc.json()['detail'] == 'Trade not found.'
create_mock_trades(fee, False)
create_mock_trades(fee, is_short=is_short)
Trade.query.session.flush()
rc = client_get(client, f"{BASE_URI}/trade/3")
@@ -607,10 +607,10 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
assert rc.json()['trade_id'] == 3
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_api_delete_trade(botclient, mocker, fee, markets):
@pytest.mark.parametrize('is_short', [True, False])
def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
ftbot, client = botclient
patch_get_signal(ftbot)
patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
mocker.patch.multiple(
@@ -749,10 +749,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
}
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_api_stats(botclient, mocker, ticker, fee, markets,):
@pytest.mark.parametrize('is_short', [True, False])
def test_api_stats(botclient, mocker, ticker, fee, markets, is_short):
ftbot, client = botclient
patch_get_signal(ftbot)
patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value=ticker),
@@ -766,7 +766,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
assert 'durations' in rc.json()
assert 'sell_reasons' in rc.json()
create_mock_trades(fee, False)
create_mock_trades(fee, is_short=is_short)
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)

6
tests/rpc/test_rpc_telegram.py
View File

@@ -1294,8 +1294,8 @@ def test_telegram_trades(mocker, update, default_conf, fee):
msg_mock.call_args_list[0][0][0]))
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_telegram_delete_trade(mocker, update, default_conf, fee):
@pytest.mark.parametrize('is_short', [True, False])
def test_telegram_delete_trade(mocker, update, default_conf, fee, is_short):
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
context = MagicMock()
@@ -1305,7 +1305,7 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee):
assert "Trade-id not set." in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee, False)
create_mock_trades(fee, is_short)
context = MagicMock()
context.args = [1]

19
tests/strategy/test_default_strategy.py
View File

@@ -1,5 +1,6 @@
from datetime import datetime
import pytest
from pandas import DataFrame
from freqtrade.persistence.models import Trade
@@ -7,7 +8,7 @@ from freqtrade.persistence.models import Trade
from .strats.strategy_test_v3 import StrategyTestV3
def test_strategy_test_v2_structure():
def test_strategy_test_v3_structure():
assert hasattr(StrategyTestV3, 'minimal_roi')
assert hasattr(StrategyTestV3, 'stoploss')
assert hasattr(StrategyTestV3, 'timeframe')
@@ -16,7 +17,11 @@ def test_strategy_test_v2_structure():
assert hasattr(StrategyTestV3, 'populate_sell_trend')
def test_strategy_test_v2(result, fee):
@pytest.mark.parametrize('is_short,side', [
(True, 'short'),
(False, 'long'),
])
def test_strategy_test_v3(result, fee, is_short, side):
strategy = StrategyTestV3({})
metadata = {'pair': 'ETH/BTC'}
@@ -32,16 +37,18 @@ def test_strategy_test_v2(result, fee):
open_rate=19_000,
amount=0.1,
pair='ETH/BTC',
fee_open=fee.return_value
fee_open=fee.return_value,
is_short=is_short
)
assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc',
current_time=datetime.utcnow(), side='long') is True
current_time=datetime.utcnow(),
side=side) is True
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', sell_reason='roi',
current_time=datetime.utcnow()) is True
current_time=datetime.utcnow(),
side=side) is True
# TODO-lev: Test for shorts?
assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss

40
tests/test_persistence.py
View File

@@ -1907,12 +1907,12 @@ def test_get_total_closed_profit(fee, use_db):
@pytest.mark.usefixtures("init_persistence")
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
@pytest.mark.parametrize('is_short', [True, False])
@pytest.mark.parametrize('use_db', [True, False])
def test_get_trades_proxy(fee, use_db):
def test_get_trades_proxy(fee, use_db, is_short):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, False, use_db)
create_mock_trades(fee, is_short, use_db)
trades = Trade.get_trades_proxy()
assert len(trades) == 6
@@ -2042,48 +2042,48 @@ def test_update_order_from_ccxt(caplog):
@pytest.mark.usefixtures("init_persistence")
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_select_order(fee):
create_mock_trades(fee, False)
@pytest.mark.parametrize('is_short', [True, False])
def test_select_order(fee, is_short):
create_mock_trades(fee, is_short)
trades = Trade.get_trades().all()
# Open buy order, no sell order
order = trades[0].select_order('buy', True)
order = trades[0].select_order(trades[0].enter_side, True)
assert order is None
order = trades[0].select_order('buy', False)
order = trades[0].select_order(trades[0].enter_side, False)
assert order is not None
order = trades[0].select_order('sell', None)
order = trades[0].select_order(trades[0].exit_side, None)
assert order is None
# closed buy order, and open sell order
order = trades[1].select_order('buy', True)
order = trades[1].select_order(trades[1].enter_side, True)
assert order is None
order = trades[1].select_order('buy', False)
order = trades[1].select_order(trades[1].enter_side, False)
assert order is not None
order = trades[1].select_order('buy', None)
order = trades[1].select_order(trades[1].enter_side, None)
assert order is not None
order = trades[1].select_order('sell', True)
order = trades[1].select_order(trades[1].exit_side, True)
assert order is None
order = trades[1].select_order('sell', False)
order = trades[1].select_order(trades[1].exit_side, False)
assert order is not None
# Has open buy order
order = trades[3].select_order('buy', True)
order = trades[3].select_order(trades[3].enter_side, True)
assert order is not None
order = trades[3].select_order('buy', False)
order = trades[3].select_order(trades[3].enter_side, False)
assert order is None
# Open sell order
order = trades[4].select_order('buy', True)
order = trades[4].select_order(trades[4].enter_side, True)
assert order is None
order = trades[4].select_order('buy', False)
order = trades[4].select_order(trades[4].enter_side, False)
assert order is not None
order = trades[4].select_order('sell', True)
order = trades[4].select_order(trades[4].exit_side, True)
assert order is not None
assert order.ft_order_side == 'stoploss'
order = trades[4].select_order('sell', False)
order = trades[4].select_order(trades[4].exit_side, False)
assert order is None