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This commit is contained in:
misagh
2018-12-01 10:43:26 +01:00
parent 8ff82e3dac 24f573f3b0
commit f100432fe8
23 changed files with 717 additions and 122 deletions
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227
freqtrade/tests/test_freqtradebot.py
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@@ -874,6 +874,100 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non
assert call_args['amount'] == stake_amount / fix_price
def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=limit_buy_order['amount'])
stoploss_limit = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
trade = MagicMock()
trade.open_order_id = None
trade.stoploss_order_id = None
trade.is_open = True
freqtrade.process_maybe_execute_sell(trade)
assert trade.stoploss_order_id == '13434334'
assert stoploss_limit.call_count == 1
assert trade.is_open is True
def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
markets, limit_buy_order, limit_sell_order) -> None:
stoploss_limit = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
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,
get_markets=markets,
stoploss_limit=stoploss_limit
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# First case: when stoploss is not yet set but the order is open
# should get the stoploss order id immediately
# and should return false as no trade actually happened
trade = MagicMock()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss_limit.call_count == 1
assert trade.stoploss_order_id == "13434334"
# Second case: when stoploss is set but it is not yet hit
# should do nothing and return false
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id == 100
# Third case: when stoploss is set and it is hit
# should unset stoploss_order_id and return true
# as a trade actually happened
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
assert trade
stoploss_order_hit = MagicMock(return_value={
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
'average': 2
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is True
assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
assert trade.stoploss_order_id is None
assert trade.is_open is False
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
@@ -1469,8 +1563,9 @@ def test_execute_sell_down_live(default_conf, ticker, fee,
} == last_msg
def test_execute_sell_down_dry_run(default_conf, ticker, fee,
ticker_sell_down, markets, mocker) -> None:
def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
ticker_sell_down,
markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1495,15 +1590,16 @@ def test_execute_sell_down_dry_run(default_conf, ticker, fee,
)
default_conf['dry_run'] = True
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Setting trade stoploss to 0.01
trade.stop_loss = 0.00001099 * 0.99
trade.stop_loss = 0.00001099 * 0.99
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellType.STOP_LOSS)
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL_NOTIFICATION,
'exchange': 'Bittrex',
@@ -1521,6 +1617,129 @@ def test_execute_sell_down_dry_run(default_conf, ticker, fee,
} == last_msg
def test_execute_sell_with_stoploss_on_exchange(default_conf,
ticker, fee, ticker_sell_up,
markets, mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
)
stoploss_limit = MagicMock(return_value={
'id': 123,
'info': {
'foo': 'bar'
}
})
cancel_order = MagicMock(return_value=True)
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
freqtrade.process_maybe_execute_sell(trade)
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=ticker_sell_up
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellType.SELL_SIGNAL)
trade = Trade.query.first()
assert trade
assert cancel_order.call_count == 1
assert rpc_mock.call_count == 2
def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
ticker, fee,
limit_buy_order,
markets, mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
_load_markets=MagicMock(return_value={}),
get_ticker=ticker,
get_fee=fee,
get_markets=markets
)
stoploss_limit = MagicMock(return_value={
'id': 123,
'info': {
'foo': 'bar'
}
})
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
freqtrade.process_maybe_execute_sell(trade)
assert trade
assert trade.stoploss_order_id == '123'
assert trade.open_order_id is None
# Assuming stoploss on exchnage is hit
# stoploss_order_id should become None
# and trade should be sold at the price of stoploss
stoploss_limit_executed = MagicMock(return_value={
"id": "123",
"timestamp": 1542707426845,
"datetime": "2018-11-20T09:50:26.845Z",
"lastTradeTimestamp": None,
"symbol": "BTC/USDT",
"type": "stop_loss_limit",
"side": "sell",
"price": 1.08801,
"amount": 90.99181074,
"cost": 99.0000000032274,
"average": 1.08801,
"filled": 90.99181074,
"remaining": 0.0,
"status": "closed",
"fee": None,
"trades": None
})
mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
freqtrade.process_maybe_execute_sell(trade)
assert trade.stoploss_order_id is None
assert trade.is_open is False
print(trade.sell_reason)
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 1
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
ticker_sell_up, markets, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)