Adding 30 minutes, 1 hour, 1 day tickers
This commit is contained in:
		| @@ -18,6 +18,7 @@ def default_conf(): | ||||
|         "stake_currency": "BTC", | ||||
|         "stake_amount": 0.001, | ||||
|         "fiat_display_currency": "USD", | ||||
|         "ticker_interval": 5, | ||||
|         "dry_run": True, | ||||
|         "minimal_roi": { | ||||
|             "40": 0.0, | ||||
|   | ||||
| @@ -42,6 +42,22 @@ def _clean_test_file(file: str) -> None: | ||||
|     if os.path.isfile(file_swp): | ||||
|         os.rename(file_swp, file) | ||||
|  | ||||
| def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog): | ||||
|     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|  | ||||
|     exchange._API = Bittrex({'key': '', 'secret': ''}) | ||||
|  | ||||
|     file = 'freqtrade/tests/testdata/BTC_ETH-30.json' | ||||
|     _backup_file(file, copy_file=True) | ||||
|     optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=30) | ||||
|     assert os.path.isfile(file) is True | ||||
|     assert ('freqtrade.optimize', | ||||
|             logging.INFO, | ||||
|             'Download the pair: "BTC_ETH", Interval: 30 min' | ||||
|             ) not in caplog.record_tuples | ||||
|     _clean_test_file(file) | ||||
|  | ||||
|  | ||||
| def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): | ||||
|     mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history) | ||||
| @@ -51,7 +67,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog): | ||||
|  | ||||
|     file = 'freqtrade/tests/testdata/BTC_ETH-5.json' | ||||
|     _backup_file(file, copy_file=True) | ||||
|     optimize.load_data(None, pairs=['BTC_ETH']) | ||||
|     optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5) | ||||
|     assert os.path.isfile(file) is True | ||||
|     assert ('freqtrade.optimize', | ||||
|             logging.INFO, | ||||
|   | ||||
| @@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker): | ||||
|  | ||||
| def test_status_handle(default_conf, update, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
| @@ -102,7 +102,7 @@ def test_status_handle(default_conf, update, ticker, mocker): | ||||
|     msg_mock.reset_mock() | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|     # Trigger status while we have a fulfilled order for the open trade | ||||
|     _status(bot=MagicMock(), update=update) | ||||
|  | ||||
| @@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker): | ||||
|  | ||||
| def test_status_table_handle(default_conf, update, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple( | ||||
| @@ -138,7 +138,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): | ||||
|     msg_mock.reset_mock() | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(15.0) | ||||
|     create_trade(15.0, default_conf['ticker_interval']) | ||||
|  | ||||
|     _status_table(bot=MagicMock(), update=update) | ||||
|  | ||||
| @@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker): | ||||
| def test_profit_handle( | ||||
|         default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
| @@ -176,7 +176,7 @@ def test_profit_handle( | ||||
|     msg_mock.reset_mock() | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|     trade = Trade.query.first() | ||||
|  | ||||
|     # Simulate fulfilled LIMIT_BUY order for trade | ||||
| @@ -210,7 +210,7 @@ def test_profit_handle( | ||||
|  | ||||
| def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
|                           _CONF=default_conf, | ||||
| @@ -225,7 +225,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
| @@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker): | ||||
|  | ||||
| def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
|                           _CONF=default_conf, | ||||
| @@ -262,7 +262,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, m | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     # Decrease the price and sell it | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
| @@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker): | ||||
|  | ||||
| def test_forcesell_all_handle(default_conf, update, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
|                           _CONF=default_conf, | ||||
| @@ -324,7 +324,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): | ||||
|  | ||||
|     # Create some test data | ||||
|     for _ in range(4): | ||||
|         create_trade(0.001) | ||||
|         create_trade(0.001, default_conf['ticker_interval']) | ||||
|     rpc_mock.reset_mock() | ||||
|  | ||||
|     update.message.text = '/forcesell all' | ||||
| @@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker): | ||||
|  | ||||
| def test_forcesell_handle_invalid(default_conf, update, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
|                           _CONF=default_conf, | ||||
| @@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker): | ||||
| def test_performance_handle( | ||||
|         default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
| @@ -389,7 +389,7 @@ def test_performance_handle( | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
|  | ||||
| @@ -410,7 +410,7 @@ def test_performance_handle( | ||||
| def test_daily_handle( | ||||
|         default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
| @@ -427,7 +427,7 @@ def test_daily_handle( | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
|  | ||||
| @@ -460,7 +460,7 @@ def test_daily_handle( | ||||
|  | ||||
| def test_count_handle(default_conf, update, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch.multiple( | ||||
|         'freqtrade.rpc.telegram', | ||||
| @@ -480,7 +480,7 @@ def test_count_handle(default_conf, update, ticker, mocker): | ||||
|     update_state(State.RUNNING) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|     msg_mock.reset_mock() | ||||
|     _count(bot=MagicMock(), update=update) | ||||
|  | ||||
| @@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker): | ||||
|  | ||||
| def test_performance_handle_invalid(default_conf, update, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
|                           _CONF=default_conf, | ||||
|   | ||||
| @@ -42,13 +42,13 @@ def test_returns_latest_buy_signal(mocker): | ||||
|         'freqtrade.analyze.analyze_ticker', | ||||
|         return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}]) | ||||
|     ) | ||||
|     assert get_signal('BTC-ETH', SignalType.BUY) | ||||
|     assert get_signal('BTC-ETH', SignalType.BUY, 5) | ||||
|  | ||||
|     mocker.patch( | ||||
|         'freqtrade.analyze.analyze_ticker', | ||||
|         return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}]) | ||||
|     ) | ||||
|     assert not get_signal('BTC-ETH', SignalType.BUY) | ||||
|     assert not get_signal('BTC-ETH', SignalType.BUY, 5) | ||||
|  | ||||
|  | ||||
| def test_returns_latest_sell_signal(mocker): | ||||
| @@ -57,13 +57,13 @@ def test_returns_latest_sell_signal(mocker): | ||||
|         'freqtrade.analyze.analyze_ticker', | ||||
|         return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}]) | ||||
|     ) | ||||
|     assert get_signal('BTC-ETH', SignalType.SELL) | ||||
|     assert get_signal('BTC-ETH', SignalType.SELL, 5) | ||||
|  | ||||
|     mocker.patch( | ||||
|         'freqtrade.analyze.analyze_ticker', | ||||
|         return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}]) | ||||
|     ) | ||||
|     assert not get_signal('BTC-ETH', SignalType.SELL) | ||||
|     assert not get_signal('BTC-ETH', SignalType.SELL, 5) | ||||
|  | ||||
|  | ||||
| def test_get_signal_handles_exceptions(mocker): | ||||
| @@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker): | ||||
|     mocker.patch('freqtrade.analyze.analyze_ticker', | ||||
|                  side_effect=Exception('invalid ticker history ')) | ||||
|  | ||||
|     assert not get_signal('BTC-ETH', SignalType.BUY) | ||||
|     assert not get_signal('BTC-ETH', SignalType.BUY, 5) | ||||
|   | ||||
| @@ -52,7 +52,7 @@ def test_main_start_hyperopt(mocker): | ||||
| def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
|                           get_ticker=ticker, | ||||
| @@ -64,7 +64,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m | ||||
|     trades = Trade.query.filter(Trade.is_open.is_(True)).all() | ||||
|     assert not trades | ||||
|  | ||||
|     result = _process() | ||||
|     result = _process(interval=default_conf['ticker_interval']) | ||||
|     assert result is True | ||||
|  | ||||
|     trades = Trade.query.filter(Trade.is_open.is_(True)).all() | ||||
| @@ -82,7 +82,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m | ||||
| def test_process_exchange_failures(default_conf, ticker, health, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -90,7 +90,7 @@ def test_process_exchange_failures(default_conf, ticker, health, mocker): | ||||
|                           get_wallet_health=health, | ||||
|                           buy=MagicMock(side_effect=requests.exceptions.RequestException)) | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     result = _process() | ||||
|     result = _process(interval=default_conf['ticker_interval']) | ||||
|     assert result is False | ||||
|     assert sleep_mock.has_calls() | ||||
|  | ||||
| @@ -99,7 +99,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): | ||||
|     msg_mock = MagicMock() | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
|                           get_ticker=ticker, | ||||
| @@ -108,7 +108,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker): | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     assert get_state() == State.RUNNING | ||||
|  | ||||
|     result = _process() | ||||
|     result = _process(interval=default_conf['ticker_interval']) | ||||
|     assert result is False | ||||
|     assert get_state() == State.STOPPED | ||||
|     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] | ||||
| @@ -129,18 +129,18 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m | ||||
|  | ||||
|     trades = Trade.query.filter(Trade.is_open.is_(True)).all() | ||||
|     assert not trades | ||||
|     result = _process() | ||||
|     result = _process(interval=default_conf['ticker_interval']) | ||||
|     assert result is True | ||||
|     trades = Trade.query.filter(Trade.is_open.is_(True)).all() | ||||
|     assert len(trades) == 1 | ||||
|  | ||||
|     result = _process() | ||||
|     result = _process(interval=default_conf['ticker_interval']) | ||||
|     assert result is False | ||||
|  | ||||
|  | ||||
| def test_create_trade(default_conf, ticker, limit_buy_order, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -150,7 +150,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): | ||||
|     whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade is not None | ||||
| @@ -171,7 +171,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker): | ||||
| def test_create_trade_minimal_amount(default_conf, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     buy_mock = mocker.patch( | ||||
|         'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy') | ||||
|     ) | ||||
| @@ -180,14 +180,14 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker): | ||||
|                           get_ticker=ticker) | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     min_stake_amount = 0.0005 | ||||
|     create_trade(min_stake_amount) | ||||
|     create_trade(min_stake_amount, default_conf['ticker_interval']) | ||||
|     rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] | ||||
|     assert rate * amount >= min_stake_amount | ||||
|  | ||||
|  | ||||
| def test_create_trade_no_stake_amount(default_conf, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -195,12 +195,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker): | ||||
|                           buy=MagicMock(return_value='mocked_limit_buy'), | ||||
|                           get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) | ||||
|     with pytest.raises(DependencyException, match=r'.*stake amount.*'): | ||||
|         create_trade(default_conf['stake_amount']) | ||||
|         create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) | ||||
|  | ||||
|  | ||||
| def test_create_trade_no_pairs(default_conf, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -211,12 +211,12 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker): | ||||
|         conf = copy.deepcopy(default_conf) | ||||
|         conf['exchange']['pair_whitelist'] = [] | ||||
|         mocker.patch.dict('freqtrade.main._CONF', conf) | ||||
|         create_trade(default_conf['stake_amount']) | ||||
|         create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) | ||||
|  | ||||
|  | ||||
| def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -228,12 +228,12 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): | ||||
|         conf['exchange']['pair_whitelist'] = ["BTC_ETH"] | ||||
|         conf['exchange']['pair_blacklist'] = ["BTC_ETH"] | ||||
|         mocker.patch.dict('freqtrade.main._CONF', conf) | ||||
|         create_trade(default_conf['stake_amount']) | ||||
|         create_trade(default_conf['stake_amount'], default_conf['ticker_interval']) | ||||
|  | ||||
|  | ||||
| def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -248,7 +248,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): | ||||
|                           ticker=MagicMock(return_value={'price_usd': 15000.0}), | ||||
|                           _cache_symbols=MagicMock(return_value={'BTC': 1})) | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
| @@ -256,7 +256,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): | ||||
|     trade.update(limit_buy_order) | ||||
|     assert trade.is_open is True | ||||
|  | ||||
|     handle_trade(trade) | ||||
|     assert handle_trade(trade, default_conf['ticker_interval']) is True | ||||
|     assert trade.open_order_id == 'mocked_limit_sell' | ||||
|  | ||||
|     # Simulate fulfilled LIMIT_SELL order for trade | ||||
| @@ -272,7 +272,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): | ||||
|     default_conf.update({'experimental': {'use_sell_signal': True}}) | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|  | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -281,7 +281,7 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): | ||||
|     mocker.patch('freqtrade.main.min_roi_reached', return_value=True) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     trade.is_open = True | ||||
| @@ -291,12 +291,13 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog): | ||||
|     #      we might just want to check if we are in a sell condition without | ||||
|     #      executing | ||||
|     # if ROI is reached we must sell | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) | ||||
|     assert handle_trade(trade) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) | ||||
|     assert handle_trade(trade, interval=default_conf['ticker_interval']) | ||||
|     assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples | ||||
|     # if ROI is reached we must sell even if sell-signal is not signalled | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     assert handle_trade(trade) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     assert handle_trade(trade, interval=default_conf['ticker_interval']) | ||||
|  | ||||
|     assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples | ||||
|  | ||||
|  | ||||
| @@ -304,7 +305,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): | ||||
|     default_conf.update({'experimental': {'use_sell_signal': True}}) | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|  | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -313,24 +314,24 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog): | ||||
|     mocker.patch('freqtrade.main.min_roi_reached', return_value=False) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     trade.is_open = True | ||||
|  | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) | ||||
|     value_returned = handle_trade(trade) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: False) | ||||
|     value_returned = handle_trade(trade, default_conf['ticker_interval']) | ||||
|     assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples | ||||
|     assert value_returned is False | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     assert handle_trade(trade) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     assert handle_trade(trade, default_conf['ticker_interval']) | ||||
|     s = 'Executing sell due to sell signal ...' | ||||
|     assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples | ||||
|  | ||||
|  | ||||
| def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -339,7 +340,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo | ||||
|  | ||||
|     # Create trade and sell it | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
| @@ -349,7 +350,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mo | ||||
|     assert trade.is_open is False | ||||
|  | ||||
|     with pytest.raises(ValueError, match=r'.*closed trade.*'): | ||||
|         handle_trade(trade) | ||||
|         handle_trade(trade, default_conf['ticker_interval']) | ||||
|  | ||||
|  | ||||
| def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker): | ||||
| @@ -469,7 +470,7 @@ def test_balance_bigger_last_ask(mocker): | ||||
|  | ||||
| def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch('freqtrade.rpc.init', MagicMock()) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
| @@ -481,7 +482,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
| @@ -502,7 +503,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): | ||||
|  | ||||
| def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch('freqtrade.rpc.init', MagicMock()) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.rpc.telegram', | ||||
| @@ -518,7 +519,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
| @@ -539,7 +540,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): | ||||
|  | ||||
| def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch('freqtrade.rpc.init', MagicMock()) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
| @@ -548,7 +549,37 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker) | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
|  | ||||
|     # Decrease the price and sell it | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
|                           get_ticker=ticker_sell_down) | ||||
|  | ||||
|     execute_sell(trade=trade, limit=ticker_sell_down()['bid']) | ||||
|  | ||||
|     assert rpc_mock.call_count == 2 | ||||
|     assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] | ||||
|     assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] | ||||
|     assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] | ||||
|     assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] | ||||
|  | ||||
|  | ||||
| def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch('freqtrade.rpc.init', MagicMock()) | ||||
|     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
|                           get_ticker=ticker) | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|  | ||||
|     # Create some test data | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     assert trade | ||||
| @@ -576,7 +607,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): | ||||
|  | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.min_roi_reached', return_value=False) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -588,11 +619,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): | ||||
|                           buy=MagicMock(return_value='mocked_limit_buy')) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     trade.update(limit_buy_order) | ||||
|     assert handle_trade(trade) is True | ||||
|     assert handle_trade(trade, default_conf['ticker_interval']) is True | ||||
|  | ||||
|  | ||||
| def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): | ||||
| @@ -603,7 +634,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): | ||||
|  | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.min_roi_reached', return_value=False) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -615,11 +646,11 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): | ||||
|                           buy=MagicMock(return_value='mocked_limit_buy')) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     trade.update(limit_buy_order) | ||||
|     assert handle_trade(trade) is True | ||||
|     assert handle_trade(trade, default_conf['ticker_interval']) is True | ||||
|  | ||||
|  | ||||
| def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): | ||||
| @@ -630,7 +661,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): | ||||
|  | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.min_roi_reached', return_value=False) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -642,11 +673,11 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): | ||||
|                           buy=MagicMock(return_value='mocked_limit_buy')) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     trade.update(limit_buy_order) | ||||
|     assert handle_trade(trade) is False | ||||
|     assert handle_trade(trade, default_conf['ticker_interval']) is False | ||||
|  | ||||
|  | ||||
| def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): | ||||
| @@ -657,7 +688,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): | ||||
|  | ||||
|     mocker.patch.dict('freqtrade.main._CONF', default_conf) | ||||
|     mocker.patch('freqtrade.main.min_roi_reached', return_value=False) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) | ||||
|     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t, i: True) | ||||
|     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) | ||||
|     mocker.patch.multiple('freqtrade.main.exchange', | ||||
|                           validate_pairs=MagicMock(), | ||||
| @@ -669,8 +700,8 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): | ||||
|                           buy=MagicMock(return_value='mocked_limit_buy')) | ||||
|  | ||||
|     init(default_conf, create_engine('sqlite://')) | ||||
|     create_trade(0.001) | ||||
|     create_trade(0.001, default_conf['ticker_interval']) | ||||
|  | ||||
|     trade = Trade.query.first() | ||||
|     trade.update(limit_buy_order) | ||||
|     assert handle_trade(trade) is True | ||||
|     assert handle_trade(trade, default_conf['ticker_interval']) is True | ||||
|   | ||||
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