Merge branch 'develop' into feat/short

2021-11-06 15:24:52 +01:00
parent c094ac5762 d99eaccb5a
commit ebc38159b8
57 changed files with 1202 additions and 197 deletions
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -839,8 +839,226 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
    assert len(res) == 1
    assert res[0]['pair'] == 'ETH/BTC'
    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+
+def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                                    limit_sell_order, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_buy_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['buy_tag'] == 'Other'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+    trade.buy_tag = "TEST_TAG"
+    res = rpc._rpc_buy_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['buy_tag'] == 'TEST_TAG'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+
+def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+
+    res = rpc._rpc_buy_tag_performance(None)
+
+    assert len(res) == 2
+    assert res[0]['buy_tag'] == 'TEST1'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+    assert res[1]['buy_tag'] == 'Other'
+    assert res[1]['count'] == 1
+    assert prec_satoshi(res[1]['profit_pct'], 1.0)
+
+    # Test for a specific pair
+    res = rpc._rpc_buy_tag_performance('ETC/BTC')
+    assert len(res) == 1
+    assert res[0]['count'] == 1
+    assert res[0]['buy_tag'] == 'TEST1'
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+
+
+def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                                        limit_sell_order, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_sell_reason_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['sell_reason'] == 'Other'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+    trade.sell_reason = "TEST1"
+    res = rpc._rpc_sell_reason_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['sell_reason'] == 'TEST1'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+
+
+def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+
+    res = rpc._rpc_sell_reason_performance(None)
+
+    assert len(res) == 2
+    assert res[0]['sell_reason'] == 'sell_signal'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+    assert res[1]['sell_reason'] == 'roi'
+    assert res[1]['count'] == 1
+    assert prec_satoshi(res[1]['profit_pct'], 1.0)
+
+    # Test for a specific pair
+    res = rpc._rpc_sell_reason_performance('ETC/BTC')
+    assert len(res) == 1
+    assert res[0]['count'] == 1
+    assert res[0]['sell_reason'] == 'sell_signal'
+    assert prec_satoshi(res[0]['profit_pct'], 0.5)
+
+
+def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                                    limit_sell_order, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_mix_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['mix_tag'] == 'Other Other'
+    assert res[0]['count'] == 1
    assert prec_satoshi(res[0]['profit'], 6.2)

+    trade.buy_tag = "TESTBUY"
+    trade.sell_reason = "TESTSELL"
+    res = rpc._rpc_mix_tag_performance(None)
+
+    assert len(res) == 1
+    assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit'], 6.2)
+
+
+def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    create_mock_trades(fee)
+    rpc = RPC(freqtradebot)
+
+    res = rpc._rpc_mix_tag_performance(None)
+
+    assert len(res) == 2
+    assert res[0]['mix_tag'] == 'TEST1 sell_signal'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit'], 0.5)
+    assert res[1]['mix_tag'] == 'Other roi'
+    assert res[1]['count'] == 1
+    assert prec_satoshi(res[1]['profit'], 1.0)
+
+    # Test for a specific pair
+    res = rpc._rpc_mix_tag_performance('ETC/BTC')
+
+    assert len(res) == 1
+    assert res[0]['count'] == 1
+    assert res[0]['mix_tag'] == 'TEST1 sell_signal'
+    assert prec_satoshi(res[0]['profit'], 0.5)
+

 def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -820,8 +820,10 @@ def test_api_performance(botclient, fee):
    rc = client_get(client, f"{BASE_URI}/performance")
    assert_response(rc)
    assert len(rc.json()) == 2
-    assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_abs': 0.01872279},
-                         {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_abs': -0.1150375}]
+    assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_pct': 7.61,
+                          'profit_ratio': 0.07609203, 'profit_abs': 0.01872279},
+                         {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_pct': -5.57,
+                          'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]


 # TODO-lev: @pytest.mark.parametrize('is_short,side', [
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -93,7 +93,8 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:

    message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], "
                   "['balance'], ['start'], ['stop'], ['forcesell'], ['forcebuy'], ['trades'], "
-                   "['delete'], ['performance'], ['stats'], ['daily'], ['count'], ['locks'], "
+                   "['delete'], ['performance'], ['buys'], ['sells'], ['mix_tags'], "
+                   "['stats'], ['daily'], ['count'], ['locks'], "
                   "['unlock', 'delete_locks'], ['reload_config', 'reload_conf'], "
                   "['show_config', 'show_conf'], ['stopbuy'], "
                   "['whitelist'], ['blacklist'], ['logs'], ['edge'], ['help'], ['version']"
@@ -715,6 +716,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
        'profit_ratio': 0.0629778,
        'stake_currency': 'BTC',
        'fiat_currency': 'USD',
+        'buy_tag': ANY,
        'sell_reason': SellType.FORCE_SELL.value,
        'open_date': ANY,
        'close_date': ANY,
@@ -778,6 +780,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
        'profit_ratio': -0.05482878,
        'stake_currency': 'BTC',
        'fiat_currency': 'USD',
+        'buy_tag': ANY,
        'sell_reason': SellType.FORCE_SELL.value,
        'open_date': ANY,
        'close_date': ANY,
@@ -831,6 +834,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
        'profit_ratio': -0.00408133,
        'stake_currency': 'BTC',
        'fiat_currency': 'USD',
+        'buy_tag': ANY,
        'sell_reason': SellType.FORCE_SELL.value,
        'open_date': ANY,
        'close_date': ANY,
@@ -976,6 +980,102 @@ def test_performance_handle(default_conf, update, ticker, fee,
    assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]


+def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
+                                    limit_buy_order, limit_sell_order, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    trade.buy_tag = "TESTBUY"
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    telegram._buy_tag_performance(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0]
+    assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+
+
+def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
+                                        limit_buy_order, limit_sell_order, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    trade.sell_reason = 'TESTSELL'
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    telegram._sell_reason_performance(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0]
+    assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+
+
+def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
+                                    limit_buy_order, limit_sell_order, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+    )
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    patch_get_signal(freqtradebot)
+
+    # Create some test data
+    freqtradebot.enter_positions()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    trade.buy_tag = "TESTBUY"
+    trade.sell_reason = "TESTSELL"
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    telegram._mix_tag_performance(update=update, context=MagicMock())
+    assert msg_mock.call_count == 1
+    assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
+    assert ('<code>TESTBUY TESTSELL\t0.00006217 BTC (6.20%) (1)</code>'
+            in msg_mock.call_args_list[0][0][0])
+
+
 def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
@@ -1386,6 +1486,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
        'profit_ratio': -0.57405275,
        'stake_currency': 'ETH',
        'fiat_currency': 'USD',
+        'buy_tag': 'buy_signal1',
        'sell_reason': SellType.STOP_LOSS.value,
        'open_date': arrow.utcnow().shift(hours=-1),
        'close_date': arrow.utcnow(),
@@ -1393,6 +1494,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
    assert msg_mock.call_args[0][0] \
        == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
            '*Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
+            '*Buy Tag:* `buy_signal1`\n'
            '*Sell Reason:* `stop_loss`\n'
            '*Duration:* `1:00:00 (60.0 min)`\n'
            '*Amount:* `1333.33333333`\n'
@@ -1416,6 +1518,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
        'profit_amount': -0.05746268,
        'profit_ratio': -0.57405275,
        'stake_currency': 'ETH',
+        'buy_tag': 'buy_signal1',
        'sell_reason': SellType.STOP_LOSS.value,
        'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
        'close_date': arrow.utcnow(),
@@ -1423,6 +1526,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
    assert msg_mock.call_args[0][0] \
        == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
            '*Profit:* `-57.41%`\n'
+            '*Buy Tag:* `buy_signal1`\n'
            '*Sell Reason:* `stop_loss`\n'
            '*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
            '*Amount:* `1333.33333333`\n'
@@ -1487,6 +1591,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
        'profit_ratio': -0.57405275,
        'stake_currency': 'ETH',
        'fiat_currency': 'USD',
+        'buy_tag': 'buy_signal1',
        'sell_reason': SellType.STOP_LOSS.value,
        'open_date': arrow.utcnow().shift(hours=-1),
        'close_date': arrow.utcnow(),
@@ -1578,12 +1683,14 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
        'profit_ratio': -0.57405275,
        'stake_currency': 'ETH',
        'fiat_currency': 'USD',
+        'buy_tag': 'buy_signal1',
        'sell_reason': SellType.STOP_LOSS.value,
        'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
        'close_date': arrow.utcnow(),
    })
    assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
                                        '*Profit:* `-57.41%`\n'
+                                        '*Buy Tag:* `buy_signal1`\n'
                                        '*Sell Reason:* `stop_loss`\n'
                                        '*Duration:* `2:35:03 (155.1 min)`\n'
                                        '*Amount:* `1333.33333333`\n'