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Add minimal pair stake amount check

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This commit is contained in:
Anton
2018-06-17 02:23:12 +03:00
parent 708320318c
commit eb909068c5
6 changed files with 388 additions and 88 deletions
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251
freqtrade/tests/test_freqtradebot.py
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@@ -255,20 +255,12 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf,
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade._get_trade_stake_amount()
# test UNLIMITED_STAKE_AMOUNT
conf = deepcopy(default_conf)
conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
conf['max_open_trades'] = 2
freqtrade = FreqtradeBot(conf)
with pytest.raises(DependencyException, match=r'.*is lower than minimal.*'):
freqtrade._get_trade_stake_amount()
def test_get_trade_stake_amount_unlimited_amount(default_conf,
ticker,
limit_buy_order,
fee,
markets,
mocker) -> None:
"""
Test get_trade_stake_amount() method
@@ -283,6 +275,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@@ -314,28 +307,119 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf,
assert result is None
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_get_min_pair_stake_amount(mocker, default_conf) -> None:
"""
Test create_trade() method
Test get_trade_stake_amount() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
get_fee=fee,
)
mocker.patch('freqtrade.freqtradebot.exchange.validate_pairs', MagicMock())
mocker.patch('freqtrade.freqtradebot.Analyze.get_stoploss', MagicMock(return_value=-0.05))
freqtrade = FreqtradeBot(default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade()
# no pair found
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC'
}])
)
with pytest.raises(ValueError, match=r'.*get market information.*'):
freqtrade._get_min_pair_stake_amount('BNB/BTC', 1)
# no 'limits' section
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC'
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'limits' section
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# empty 'cost'/'amount' section
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result is None
# min cost is set
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 2},
'amount': {}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1)
assert result == 2 / 0.9
# min amount is set
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {},
'amount': {'min': 2}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == 2 * 2 / 0.9
# min amount and cost are set (cost is minimal)
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 2},
'amount': {'min': 2}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == min(2, 2 * 2) / 0.9
# min amount and cost are set (amount is minial)
mocker.patch(
'freqtrade.freqtradebot.exchange.get_markets',
MagicMock(return_value=[{
'symbol': 'ETH/BTC',
'limits': {
'cost': {'min': 8},
'amount': {'min': 2}
}
}])
)
result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2)
assert result == min(8, 2 * 2) / 0.9
def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@@ -348,6 +432,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
# Save state of current whitelist
@@ -371,7 +456,31 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade()
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@@ -385,6 +494,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee,
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@@ -396,7 +506,34 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee,
assert rate * amount >= conf['stake_amount']
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.000000005
freqtrade = FreqtradeBot(conf)
result = freqtrade.create_trade()
assert result is False
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@@ -410,6 +547,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order, fee,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount']),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['max_open_trades'] = 0
@@ -421,7 +559,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order, fee,
assert freqtrade._get_trade_stake_amount() is None
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@@ -434,6 +572,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@@ -448,7 +587,7 @@ def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocke
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
limit_buy_order, fee, mocker) -> None:
limit_buy_order, fee, markets, mocker) -> None:
"""
Test create_trade() method
"""
@@ -461,6 +600,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
@@ -736,7 +876,8 @@ def test_process_maybe_execute_sell_exception(mocker, default_conf,
assert log_has('Unable to sell trade: ', caplog.record_tuples)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None:
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
"""
Test check_handle() method
"""
@@ -752,7 +893,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee
get_fee=fee,
get_markets=markets
)
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
@@ -780,7 +922,8 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mock
assert trade.close_date is not None
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test check_handle() method
"""
@@ -797,6 +940,7 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(conf)
@@ -838,7 +982,8 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee,
assert freqtrade.handle_trade(trades[0]) is True
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None:
"""
Test check_handle() method
"""
@@ -855,6 +1000,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
@@ -875,7 +1021,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, ca
def test_handle_trade_experimental(
default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
"""
Test check_handle() method
"""
@@ -892,6 +1038,7 @@ def test_handle_trade_experimental(
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
@@ -909,7 +1056,8 @@ def test_handle_trade_experimental(
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, mocker) -> None:
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order,
fee, markets, mocker) -> None:
"""
Test check_handle() method
"""
@@ -922,6 +1070,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fe
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@@ -1160,7 +1309,7 @@ def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
assert cancel_order_mock.call_count == 1
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going UP
"""
@@ -1171,7 +1320,8 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
freqtrade = FreqtradeBot(default_conf)
@@ -1201,7 +1351,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN
"""
@@ -1213,7 +1363,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@@ -1242,7 +1393,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
ticker_sell_up, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
@@ -1253,7 +1404,8 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@@ -1283,7 +1435,7 @@ def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
ticker_sell_down, mocker) -> None:
ticker_sell_down, markets, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
@@ -1294,7 +1446,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
get_fee=fee,
get_markets=markets
)
freqtrade = FreqtradeBot(default_conf)
@@ -1321,7 +1474,8 @@ def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled
"""
@@ -1339,6 +1493,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['experimental'] = {
@@ -1354,7 +1509,8 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mock
assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when disabled
"""
@@ -1372,6 +1528,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['experimental'] = {
@@ -1387,7 +1544,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, moc
assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
@@ -1405,6 +1562,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)
conf['experimental'] = {
@@ -1420,7 +1578,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker
assert freqtrade.handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
@@ -1438,6 +1596,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocke
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
get_markets=markets
)
conf = deepcopy(default_conf)