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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2021-11-18 20:20:01 +01:00
parent 8638e6fe47 5fb0f53539
commit f40221dd9f
49 changed files with 1112 additions and 363 deletions
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10
tests/rpc/test_rpc.py
View File

@@ -1018,7 +1018,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert len(res) == 1
assert res[0]['mix_tag'] == 'Other Other'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.buy_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
@@ -1027,7 +1027,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert len(res) == 1
assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit'], 6.2)
assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
@@ -1046,10 +1046,10 @@ def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
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 prec_satoshi(res[0]['profit_pct'], 0.5)
assert res[1]['mix_tag'] == 'Other roi'
assert res[1]['count'] == 1
assert prec_satoshi(res[1]['profit'], 1.0)
assert prec_satoshi(res[1]['profit_pct'], 1.0)
# Test for a specific pair
res = rpc._rpc_mix_tag_performance('ETC/BTC')
@@ -1057,7 +1057,7 @@ def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
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)
assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:

19
tests/rpc/test_rpc_apiserver.py
View File

@@ -521,7 +521,7 @@ def test_api_locks(botclient):
assert rc.json()['lock_count'] == 0
def test_api_show_config(botclient, mocker):
def test_api_show_config(botclient):
ftbot, client = botclient
patch_get_signal(ftbot)
@@ -537,6 +537,8 @@ def test_api_show_config(botclient, mocker):
assert not rc.json()['trailing_stop']
assert 'bid_strategy' in rc.json()
assert 'ask_strategy' in rc.json()
assert 'unfilledtimeout' in rc.json()
assert 'version' in rc.json()
def test_api_daily(botclient, mocker, ticker, fee, markets):
@@ -704,7 +706,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'is_short,expected',
[(
True,
{'best_pair': 'ETC/BTC', 'best_rate': -0.5, 'profit_all_coin': 43.61269123,
{'best_pair': 'ETC/BTC', 'best_rate': -0.5, 'best_pair_profit_ratio': -0.005,
'profit_all_coin': 43.61269123,
'profit_all_fiat': 538398.67323435, 'profit_all_percent_mean': 66.41,
'profit_all_ratio_mean': 0.664109545, 'profit_all_percent_sum': 398.47,
'profit_all_ratio_sum': 3.98465727, 'profit_all_percent': 4.36,
@@ -716,7 +719,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
),
(
False,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'profit_all_coin': -44.0631579,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
'profit_all_coin': -44.0631579,
'profit_all_fiat': -543959.6842755, 'profit_all_percent_mean': -66.41,
'profit_all_ratio_mean': -0.6641100666666667, 'profit_all_percent_sum': -398.47,
'profit_all_ratio_sum': -3.9846604, 'profit_all_percent': -4.41,
@@ -728,7 +732,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
),
(
None,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'profit_all_coin': -14.43790415,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'best_pair_profit_ratio': 0.01,
'profit_all_coin': -14.43790415,
'profit_all_fiat': -178235.92673175, 'profit_all_percent_mean': 0.08,
'profit_all_ratio_mean': 0.000835751666666662, 'profit_all_percent_sum': 0.5,
'profit_all_ratio_sum': 0.005014509999999972, 'profit_all_percent': -1.44,
@@ -763,6 +768,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
assert rc.json() == {
'avg_duration': ANY,
'best_pair': expected['best_pair'],
'best_pair_profit_ratio': expected['best_pair_profit_ratio'],
'best_rate': expected['best_rate'],
'first_trade_date': ANY,
'first_trade_timestamp': ANY,
@@ -1185,7 +1191,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
assert isinstance(rc.json()['columns'], list)
assert rc.json()['columns'] == ['date', 'open', 'high',
'low', 'close', 'volume', 'sma', 'buy', 'sell',
'__date_ts', '_buy_signal_open', '_sell_signal_open']
'__date_ts', '_buy_signal_close', '_sell_signal_close']
assert 'pair' in rc.json()
assert rc.json()['pair'] == 'XRP/BTC'
@@ -1196,7 +1202,8 @@ def test_api_pair_candles(botclient, ohlcv_history):
[['2017-11-26 08:50:00', 8.794e-05, 8.948e-05, 8.794e-05, 8.88e-05, 0.0877869,
None, 0, 0, 1511686200000, None, None],
['2017-11-26 08:55:00', 8.88e-05, 8.942e-05, 8.88e-05,
8.893e-05, 0.05874751, 8.886500000000001e-05, 1, 0, 1511686500000, 8.88e-05, None],
8.893e-05, 0.05874751, 8.886500000000001e-05, 1, 0, 1511686500000, 8.893e-05,
None],
['2017-11-26 09:00:00', 8.891e-05, 8.893e-05, 8.875e-05, 8.877e-05,
0.7039405, 8.885e-05, 0, 0, 1511686800000, None, None]

316
tests/rpc/test_rpc_telegram.py
View File

@@ -4,7 +4,7 @@
import logging
import re
from datetime import datetime
from datetime import datetime, timedelta
from functools import reduce
from random import choice, randint
from string import ascii_uppercase
@@ -94,10 +94,11 @@ 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'], ['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']"
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
"['stopbuy'], ['whitelist'], ['blacklist'], "
"['logs'], ['edge'], ['help'], ['version']"
"]")
assert log_has(message_str, caplog)
@@ -188,16 +189,16 @@ def test_telegram_status(default_conf, update, mocker) -> None:
'amount': 90.99181074,
'stake_amount': 90.99181074,
'buy_tag': None,
'close_profit_pct': None,
'close_profit_ratio': None,
'profit': -0.0059,
'profit_pct': -0.59,
'profit_ratio': -0.0059,
'initial_stop_loss_abs': 1.098e-05,
'stop_loss_abs': 1.099e-05,
'sell_order_status': None,
'initial_stop_loss_pct': -0.05,
'initial_stop_loss_ratio': -0.0005,
'stoploss_current_dist': 1e-08,
'stoploss_current_dist_pct': -0.02,
'stop_loss_pct': -0.01,
'stoploss_current_dist_ratio': -0.0002,
'stop_loss_ratio': -0.0001,
'open_order': '(limit buy rem=0.00000000)',
'is_open': True
}]),
@@ -354,7 +355,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
context.args = ["2"]
telegram._daily(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Daily' in msg_mock.call_args_list[0][0][0]
assert "Daily Profit over the last 2 days</b>:" in msg_mock.call_args_list[0][0][0]
assert 'Day ' in msg_mock.call_args_list[0][0][0]
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
@@ -366,7 +368,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
context.args = []
telegram._daily(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Daily' in msg_mock.call_args_list[0][0][0]
assert "Daily Profit over the last 7 days</b>:" in msg_mock.call_args_list[0][0][0]
assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
@@ -422,7 +424,242 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
context = MagicMock()
context.args = ["today"]
telegram._daily(update=update, context=context)
assert str('Daily Profit over the last 7 days') in msg_mock.call_args_list[0][0][0]
assert str('Daily Profit over the last 7 days</b>:') in msg_mock.call_args_list[0][0][0]
def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
default_conf['max_open_trades'] = 1
mocker.patch(
'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
return_value=15000.0
)
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)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
# Try valid data
# /weekly 2
context = MagicMock()
context.args = ["2"]
telegram._weekly(update=update, context=context)
assert msg_mock.call_count == 1
assert "Weekly Profit over the last 2 weeks (starting from Monday)</b>:" \
in msg_mock.call_args_list[0][0][0]
assert 'Monday ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date()
first_iso_day_of_current_week = today - timedelta(days=today.weekday())
assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 1 trade') in msg_mock.call_args_list[0][0][0]
assert str(' 0 trade') in msg_mock.call_args_list[0][0][0]
# Reset msg_mock
msg_mock.reset_mock()
context.args = []
telegram._weekly(update=update, context=context)
assert msg_mock.call_count == 1
assert "Weekly Profit over the last 8 weeks (starting from Monday)</b>:" \
in msg_mock.call_args_list[0][0][0]
assert 'Weekly' in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 1 trade') in msg_mock.call_args_list[0][0][0]
assert str(' 0 trade') in msg_mock.call_args_list[0][0][0]
# Reset msg_mock
msg_mock.reset_mock()
freqtradebot.config['max_open_trades'] = 2
# Add two other trades
n = freqtradebot.enter_positions()
assert n == 2
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
# /weekly 1
# By default, the 8 previous weeks are shown
# So the previous modified trade should be excluded from the stats
context = MagicMock()
context.args = ["1"]
telegram._weekly(update=update, context=context)
assert str(' 0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 2.798 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 3 trades') in msg_mock.call_args_list[0][0][0]
def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
# Try invalid data
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
# /weekly -3
context = MagicMock()
context.args = ["-3"]
telegram._weekly(update=update, context=context)
assert msg_mock.call_count == 1
assert 'must be an integer greater than 0' in msg_mock.call_args_list[0][0][0]
# Try invalid data
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
# /weekly this week
context = MagicMock()
context.args = ["this week"]
telegram._weekly(update=update, context=context)
assert str('Weekly Profit over the last 8 weeks (starting from Monday)</b>:') \
in msg_mock.call_args_list[0][0][0]
def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
default_conf['max_open_trades'] = 1
mocker.patch(
'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
return_value=15000.0
)
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)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
# Try valid data
# /monthly 2
context = MagicMock()
context.args = ["2"]
telegram._monthly(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Monthly Profit over the last 2 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0]
today = datetime.utcnow().date()
current_month = f"{today.year}-{today.month} "
assert current_month in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 1 trade') in msg_mock.call_args_list[0][0][0]
assert str(' 0 trade') in msg_mock.call_args_list[0][0][0]
# Reset msg_mock
msg_mock.reset_mock()
context.args = []
telegram._monthly(update=update, context=context)
assert msg_mock.call_count == 1
# Default to 6 months
assert 'Monthly Profit over the last 6 months</b>:' in msg_mock.call_args_list[0][0][0]
assert 'Month ' in msg_mock.call_args_list[0][0][0]
assert current_month in msg_mock.call_args_list[0][0][0]
assert str(' 0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 0.933 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 1 trade') in msg_mock.call_args_list[0][0][0]
assert str(' 0 trade') in msg_mock.call_args_list[0][0][0]
# Reset msg_mock
msg_mock.reset_mock()
freqtradebot.config['max_open_trades'] = 2
# Add two other trades
n = freqtradebot.enter_positions()
assert n == 2
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.close_date = datetime.utcnow()
trade.is_open = False
# /monthly 12
context = MagicMock()
context.args = ["12"]
telegram._monthly(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0]
assert str(' 0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
assert str(' 2.798 USD') in msg_mock.call_args_list[0][0][0]
assert str(' 3 trades') in msg_mock.call_args_list[0][0][0]
# The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
# Since we loaded the last 12 months, any month should appear
assert str('-09') in msg_mock.call_args_list[0][0][0]
def test_monthly_wrong_input(default_conf, update, ticker, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker
)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
# Try invalid data
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
# /monthly -3
context = MagicMock()
context.args = ["-3"]
telegram._monthly(update=update, context=context)
assert msg_mock.call_count == 1
assert 'must be an integer greater than 0' in msg_mock.call_args_list[0][0][0]
# Try invalid data
msg_mock.reset_mock()
freqtradebot.state = State.RUNNING
# /monthly february
context = MagicMock()
context.args = ["february"]
telegram._monthly(update=update, context=context)
assert str('Monthly Profit over the last 6 months</b>:') in msg_mock.call_args_list[0][0][0]
def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
@@ -495,7 +732,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
# assert 'No trades yet.' in msg_mock.call_args_list[0][0][0]
assert 'No trades yet.' in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
# Create some test data
@@ -1453,17 +1690,25 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY_FILL,
'buy_tag': 'buy_signal_01',
'trade_id': 1,
'buy_tag': 'buy_signal_01',
'exchange': 'Binance',
'pair': 'ETH/USDT',
'open_rate': 200,
'stake_amount': 100,
'amount': 0.5,
'open_date': arrow.utcnow().datetime
'pair': 'ETH/BTC',
'stake_amount': 0.001,
# 'stake_amount_fiat': 0.0,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'open_rate': 1.099e-05,
'amount': 1333.3333333333335,
'open_date': arrow.utcnow().shift(hours=-1)
})
assert (msg_mock.call_args[0][0] == '\N{LARGE CIRCLE} *Binance:* '
'Buy order for ETH/USDT (#1) filled for 200.')
assert msg_mock.call_args[0][0] \
== '\N{CHECK MARK} *Binance:* Bought ETH/BTC (#1)\n' \
'*Buy Tag:* `buy_signal_01`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00001099`\n' \
'*Total:* `(0.00100000 BTC, 12.345 USD)`'
def test_send_msg_sell_notification(default_conf, mocker) -> None:
@@ -1494,7 +1739,7 @@ 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'
'*Unrealized 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'
@@ -1526,7 +1771,7 @@ 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'
'*Unrealized Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
@@ -1580,25 +1825,30 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
'type': RPCMessageType.SELL_FILL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'pair': 'KEY/ETH',
'gain': 'loss',
'limit': 3.201e-05,
'amount': 0.1,
'amount': 1333.3333333333335,
'order_type': 'market',
'open_rate': 500,
'close_rate': 550,
'current_rate': 3.201e-05,
'open_rate': 7.5e-05,
'close_rate': 3.201e-05,
'profit_amount': -0.05746268,
'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),
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] \
== ('\N{LARGE CIRCLE} *Binance:* Sell order for ETH/USDT (#1) filled for 550.')
== ('\N{WARNING SIGN} *Binance:* Sold 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'
'*Close Rate:* `0.00003201`'
)
def test_send_msg_status_notification(default_conf, mocker) -> None:
@@ -1690,7 +1940,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
'close_date': arrow.utcnow(),
})
assert msg_mock.call_args[0][0] == ('\N{WARNING SIGN} *Binance:* Selling KEY/ETH (#1)\n'
'*Profit:* `-57.41%`\n'
'*Unrealized Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `2:35:03 (155.1 min)`\n'