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Merge branch 'develop' into split_btanalysis_load_trades

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This commit is contained in:
Matthias
2019-06-24 07:15:14 +02:00
parent cc56d0e0fc c9a76be532
commit eba7327058
15 changed files with 197 additions and 134 deletions
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17
freqtrade/tests/conftest.py
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@@ -5,6 +5,7 @@ import re
from copy import deepcopy
from datetime import datetime
from functools import reduce
from pathlib import Path
from typing import List
from unittest.mock import MagicMock, PropertyMock
@@ -60,7 +61,7 @@ def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchang
patch_exchange(mocker, api_mock, id)
config["exchange"]["name"] = id
try:
exchange = ExchangeResolver(id.title(), config).exchange
exchange = ExchangeResolver(id, config).exchange
except ImportError:
exchange = Exchange(config)
return exchange
@@ -110,11 +111,23 @@ def patch_freqtradebot(mocker, config) -> None:
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: FreqtradeBot
"""
patch_freqtradebot(mocker, config)
return FreqtradeBot(config)
def get_patched_worker(mocker, config) -> Worker:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: Worker
"""
patch_freqtradebot(mocker, config)
return Worker(args=None, config=config)
@@ -865,7 +878,7 @@ def tickers():
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
with Path('freqtrade/tests/testdata/UNITTEST_BTC-1m.json').open('r') as data_file:
return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True)
# FIX:

4
freqtrade/tests/exchange/test_exchange.py
View File

@@ -124,14 +124,14 @@ def test_exchange_resolver(default_conf, mocker, caplog):
caplog.record_tuples)
caplog.clear()
exchange = ExchangeResolver('Kraken', default_conf).exchange
exchange = ExchangeResolver('kraken', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Kraken)
assert not isinstance(exchange, Binance)
assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
caplog.record_tuples)
exchange = ExchangeResolver('Binance', default_conf).exchange
exchange = ExchangeResolver('binance', default_conf).exchange
assert isinstance(exchange, Exchange)
assert isinstance(exchange, Binance)
assert not isinstance(exchange, Kraken)

8
freqtrade/tests/strategy/test_strategy.py
View File

@@ -75,14 +75,10 @@ def test_load_strategy_byte64(result):
def test_load_strategy_invalid_directory(result, caplog):
resolver = StrategyResolver()
extra_dir = path.join('some', 'path')
extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
assert (
'freqtrade.resolvers.strategy_resolver',
logging.WARNING,
'Path "{}" does not exist'.format(extra_dir),
) in caplog.record_tuples
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog.record_tuples)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})

143
freqtrade/tests/test_freqtradebot.py
View File

@@ -19,47 +19,13 @@ from freqtrade.persistence import Trade
from freqtrade.rpc import RPCMessageType
from freqtrade.state import State
from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge,
patch_exchange, patch_get_signal,
patch_wallet)
from freqtrade.tests.conftest import (get_patched_freqtradebot,
get_patched_worker, log_has, log_has_re,
patch_edge, patch_exchange,
patch_get_signal, patch_wallet)
from freqtrade.worker import Worker
# Functions for recurrent object patching
def patch_freqtradebot(mocker, config) -> None:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
patch_exchange(mocker)
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: FreqtradeBot
"""
patch_freqtradebot(mocker, config)
return FreqtradeBot(config)
def get_patched_worker(mocker, config) -> Worker:
"""
This function patches _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: Worker
"""
patch_freqtradebot(mocker, config)
return Worker(args=None, config=config)
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
@@ -1176,6 +1142,77 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, caplog,
stop_price=0.00002344 * 0.95)
def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
markets, limit_buy_order,
limit_sell_order) -> None:
# When trailing stoploss is set
stoploss_limit = MagicMock(return_value={'id': 13434334})
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee,
markets=PropertyMock(return_value=markets),
stoploss_limit=stoploss_limit
)
# enabling TSL
default_conf['trailing_stop'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.stoploss = -0.05
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "abcd"
trade.stop_loss = 0.2
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None)
stoploss_order_hanging = {
'id': "abcd",
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.1'
}
}
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hanging)
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*",
caplog.record_tuples)
# Still try to create order
assert stoploss_limit.call_count == 1
# Fail creating stoploss order
caplog.clear()
cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_order", MagicMock())
mocker.patch("freqtrade.exchange.Exchange.stoploss_limit", side_effect=DependencyException())
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
assert cancel_mock.call_count == 1
assert log_has_re(r"Could create trailing stoploss order for pair ETH/BTC\..*",
caplog.record_tuples)
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None:
@@ -2108,6 +2145,36 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
} == last_msg
def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee,
markets, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException())
sellmock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
markets=PropertyMock(return_value=markets),
sell=sellmock
)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
freqtrade.create_trade()
trade = Trade.query.first()
Trade.session = MagicMock()
freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd"
freqtrade.execute_sell(trade=trade, limit=1234,
sell_reason=SellType.STOP_LOSS)
assert sellmock.call_count == 1
assert log_has('Could not cancel stoploss order abcd', caplog.record_tuples)
def test_execute_sell_with_stoploss_on_exchange(default_conf,
ticker, fee, ticker_sell_up,
markets, mocker) -> None: