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Merge branch 'feat/short' into pr/samgermain/5780

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This commit is contained in:
Matthias
2021-12-02 07:09:37 +01:00
parent 134b129d9d f71b7a4e76
commit f4d0abc51a
49 changed files with 600 additions and 350 deletions
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2
tests/conftest.py
View File

@@ -215,8 +215,6 @@ def patch_get_signal(
) -> None:
"""
:param mocker: mocker to patch IStrategy class
:param value: which value IStrategy.get_signal() must return
(buy, sell, buy_tag)
:return: None
"""
# returns (Signal-direction, signaname)

6
tests/conftest_trades.py
View File

@@ -102,7 +102,7 @@ def mock_trade_2(fee, is_short: bool):
open_order_id=f'dry_run_sell_{direc(is_short)}_12345',
strategy='StrategyTestV3',
timeframe=5,
buy_tag='TEST1',
enter_tag='TEST1',
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
@@ -258,7 +258,7 @@ def mock_trade_5(fee, is_short: bool):
open_rate=0.123,
exchange='binance',
strategy='SampleStrategy',
buy_tag='TEST1',
enter_tag='TEST1',
stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455',
timeframe=5,
is_short=is_short
@@ -314,7 +314,7 @@ def mock_trade_6(fee, is_short: bool):
open_rate=0.15,
exchange='binance',
strategy='SampleStrategy',
buy_tag='TEST2',
enter_tag='TEST2',
open_order_id=f"prod_sell_{direc(is_short)}_6",
timeframe=5,
is_short=is_short

11
tests/exchange/test_exchange.py
View File

@@ -1747,6 +1747,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
assert len(res) == len(pairs)
assert exchange._api_async.fetch_ohlcv.call_count == 0
exchange.required_candle_call_count = 1
assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
f"timeframe {pairs[0][1]}, candleType ...",
caplog)
@@ -1755,6 +1756,14 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
cache=False
)
assert len(res) == 3
assert exchange._api_async.fetch_ohlcv.call_count == 3
# Test the same again, should NOT return from cache!
exchange._api_async.fetch_ohlcv.reset_mock()
res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
cache=False)
assert len(res) == 3
assert exchange._api_async.fetch_ohlcv.call_count == 3
@pytest.mark.asyncio
@@ -1852,7 +1861,7 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
assert len(res) == 1
# Test that each is in list at least once as order is not guaranteed
assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
assert log_has("Async code raised an exception: TypeError", caplog)
assert log_has("Async code raised an exception: TypeError()", caplog)
def test_get_next_limit_in_list():

1
tests/optimize/__init__.py
View File

@@ -36,6 +36,7 @@ class BTContainer(NamedTuple):
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
use_custom_stoploss: bool = False
leverage: float = 1.0
def _get_frame_time_from_offset(offset):

25
tests/optimize/test_backtest_detail.py
View File

@@ -536,6 +536,23 @@ tc33 = BTContainer(data=[
)]
)
# Test 34: (copy of test25 with leverage)
# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%.
# Sell-signal wins over stoploss
tc34 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
TESTS = [
tc0,
tc1,
@@ -571,6 +588,7 @@ TESTS = [
tc31,
tc32,
tc33,
tc34,
# TODO-lev: Add tests for short here
]
@@ -593,14 +611,19 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Binance.get_max_leverage", return_value=100)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
if data.leverage > 1.0:
# TODO-lev: Should we initialize this properly??
backtesting._can_short = True
backtesting.strategy.advise_entry = lambda a, m: frame
backtesting.strategy.advise_exit = lambda a, m: frame
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
backtesting.strategy.leverage = lambda **kwargs: data.leverage
caplog.set_level(logging.DEBUG)
pair = "UNITTEST/BTC"
@@ -621,6 +644,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.buy_tag == trade.enter_tag
assert res.enter_tag == trade.enter_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

8
tests/optimize/test_backtesting.py
View File

@@ -441,7 +441,8 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
Backtesting(default_conf)
default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
with pytest.raises(OperationalException,
match=r'VolumePairList not allowed for backtesting\..*StaticPairlist.*'):
Backtesting(default_conf)
default_conf.update({
@@ -473,7 +474,8 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
default_conf['timerange'] = '20180101-20180102'
default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
with pytest.raises(OperationalException,
match=r'VolumePairList not allowed for backtesting\..*StaticPairlist.*'):
Backtesting(default_conf)
default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
@@ -698,7 +700,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'min_rate': [0.10370188, 0.10300000000000001],
'max_rate': [0.10501, 0.1038888],
'is_open': [False, False],
'buy_tag': [None, None],
'enter_tag': [None, None],
"is_short": [False, False],
})
pd.testing.assert_frame_equal(results, expected)

17
tests/plugins/test_pairlist.py
View File

@@ -7,6 +7,7 @@ import pytest
import time_machine
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.enums.runmode import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -657,6 +658,22 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
assert log_has("PerformanceFilter is not available in this mode.", caplog)
def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
whitelist_conf['pairlists'] = [
{"method": "StaticPairList"},
{"method": "ShuffleFilter", "seed": 42}
]
exchange = get_patched_exchange(mocker, whitelist_conf)
PairListManager(exchange, whitelist_conf)
assert log_has("Backtesting mode detected, applying seed value: 42", caplog)
caplog.clear()
whitelist_conf['runmode'] = RunMode.DRY_RUN
PairListManager(exchange, whitelist_conf)
assert not log_has("Backtesting mode detected, applying seed value: 42", caplog)
assert log_has("Live mode detected, not applying seed.", caplog)
@pytest.mark.usefixtures("init_persistence")
def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')

32
tests/rpc/test_rpc.py
View File

@@ -70,6 +70,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY,
'strategy': ANY,
'buy_tag': ANY,
'enter_tag': ANY,
'timeframe': 5,
'open_order_id': ANY,
'close_date': None,
@@ -143,6 +144,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'max_rate': ANY,
'strategy': ANY,
'buy_tag': ANY,
'enter_tag': ANY,
'timeframe': ANY,
'open_order_id': ANY,
'close_date': None,
@@ -842,8 +844,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
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:
def test_enter_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',
@@ -869,23 +871,23 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_buy_tag_performance(None)
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 1
assert res[0]['buy_tag'] == 'Other'
assert res[0]['enter_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)
trade.enter_tag = "TEST_TAG"
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 1
assert res[0]['buy_tag'] == 'TEST_TAG'
assert res[0]['enter_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):
def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -896,21 +898,21 @@ def test_buy_tag_performance_handle_2(mocker, default_conf, markets, fee):
create_mock_trades(fee)
rpc = RPC(freqtradebot)
res = rpc._rpc_buy_tag_performance(None)
res = rpc._rpc_enter_tag_performance(None)
assert len(res) == 2
assert res[0]['buy_tag'] == 'TEST1'
assert res[0]['enter_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]['enter_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')
res = rpc._rpc_enter_tag_performance('ETC/BTC')
assert len(res) == 1
assert res[0]['count'] == 1
assert res[0]['buy_tag'] == 'TEST1'
assert res[0]['enter_tag'] == 'TEST1'
assert prec_satoshi(res[0]['profit_pct'], 0.5)
@@ -1020,7 +1022,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.buy_tag = "TESTBUY"
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
res = rpc._rpc_mix_tag_performance(None)
@@ -1107,7 +1109,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
rpc._rpc_forcebuy(pair, 0.0001)
pair = 'XRP/BTC'
trade = rpc._rpc_forcebuy(pair, 0.0001)
trade = rpc._rpc_forcebuy(pair, 0.0001, order_type='limit')
assert isinstance(trade, Trade)
assert trade.pair == pair
assert trade.open_rate == 0.0001

2
tests/rpc/test_rpc_apiserver.py
View File

@@ -958,6 +958,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'enter_tag': None,
'timeframe': 5,
'exchange': 'binance',
}
@@ -1116,6 +1117,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
'enter_tag': None,
'timeframe': 5,
'exchange': 'binance',
}

110
tests/rpc/test_rpc_telegram.py
View File

@@ -24,6 +24,7 @@ from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.loggers import setup_logging
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc import RPC
from freqtrade.rpc.rpc import RPCException
from freqtrade.rpc.telegram import Telegram, authorized_only
from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_patched_freqtradebot,
log_has, log_has_re, patch_exchange, patch_get_signal, patch_whitelist)
@@ -93,7 +94,7 @@ 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'], "
"['delete'], ['performance'], ['buys', 'entries'], ['sells'], ['mix_tags'], "
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
@@ -189,6 +190,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
'amount': 90.99181074,
'stake_amount': 90.99181074,
'buy_tag': None,
'enter_tag': None,
'close_profit_ratio': None,
'profit': -0.0059,
'profit_ratio': -0.0059,
@@ -937,7 +939,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
telegram._forcesell(update=update, context=context)
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0]
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@@ -954,6 +956,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
@@ -1001,7 +1004,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
assert msg_mock.call_count == 4
last_msg = msg_mock.call_args_list[-1][0][0]
last_msg = msg_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@@ -1018,6 +1021,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
@@ -1055,7 +1059,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
# Called for each trade 2 times
assert msg_mock.call_count == 8
msg = msg_mock.call_args_list[1][0][0]
msg = msg_mock.call_args_list[0][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@@ -1072,6 +1076,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': SellType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
@@ -1187,8 +1192,8 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
assert fbuy_mock.call_count == 1
def test_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
def test_telegram_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1217,8 +1222,8 @@ 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:
def test_telegram_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,
@@ -1235,21 +1240,33 @@ def test_buy_tag_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.buy_tag = "TESTBUY"
trade.enter_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())
context = MagicMock()
telegram._enter_tag_performance(update=update, context=context)
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]
context.args = [trade.pair]
telegram._enter_tag_performance(update=update, context=context)
assert msg_mock.call_count == 2
def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_enter_tag_performance',
side_effect=RPCException('Error'))
telegram._enter_tag_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_telegram_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,
@@ -1272,15 +1289,27 @@ def test_sell_reason_performance_handle(default_conf, update, ticker, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._sell_reason_performance(update=update, context=MagicMock())
context = MagicMock()
telegram._sell_reason_performance(update=update, context=context)
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]
context.args = [trade.pair]
telegram._sell_reason_performance(update=update, context=context)
assert msg_mock.call_count == 2
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_sell_reason_performance',
side_effect=RPCException('Error'))
telegram._sell_reason_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" 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:
def test_telegram_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,
@@ -1297,7 +1326,7 @@ def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.buy_tag = "TESTBUY"
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
# Simulate fulfilled LIMIT_SELL order for trade
@@ -1306,12 +1335,25 @@ def test_mix_tag_performance_handle(default_conf, update, ticker, fee,
trade.close_date = datetime.utcnow()
trade.is_open = False
telegram._mix_tag_performance(update=update, context=MagicMock())
context = MagicMock()
telegram._mix_tag_performance(update=update, context=context)
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])
context.args = [trade.pair]
telegram._mix_tag_performance(update=update, context=context)
assert msg_mock.call_count == 2
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_mix_tag_performance',
side_effect=RPCException('Error'))
telegram._mix_tag_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
mocker.patch.multiple(
@@ -1598,7 +1640,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
msg = {
'type': RPCMessageType.BUY,
'trade_id': 1,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'exchange': 'Binance',
'pair': 'ETH/BTC',
'limit': 1.099e-05,
@@ -1616,7 +1658,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
telegram.send_msg(msg)
assert msg_mock.call_args[0][0] \
== '\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n' \
'*Buy Tag:* `buy_signal_01`\n' \
'*Enter Tag:* `buy_signal_01`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00001099`\n' \
'*Current Rate:* `0.00001099`\n' \
@@ -1644,7 +1686,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY_CANCEL,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@@ -1691,7 +1733,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY_FILL,
'trade_id': 1,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'exchange': 'Binance',
'pair': 'ETH/BTC',
'stake_amount': 0.001,
@@ -1705,7 +1747,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] \
== '\N{CHECK MARK} *Binance:* Bought ETH/BTC (#1)\n' \
'*Buy Tag:* `buy_signal_01`\n' \
'*Enter Tag:* `buy_signal_01`\n' \
'*Amount:* `1333.33333333`\n' \
'*Open Rate:* `0.00001099`\n' \
'*Total:* `(0.00100000 BTC, 12.345 USD)`'
@@ -1732,7 +1774,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'buy_tag': 'buy_signal1',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(),
@@ -1740,7 +1782,7 @@ 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'
'*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1:00:00 (60.0 min)`\n'
'*Amount:* `1333.33333333`\n'
@@ -1764,7 +1806,7 @@ 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',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
@@ -1772,7 +1814,7 @@ 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'
'*Unrealized Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
'*Amount:* `1333.33333333`\n'
@@ -1835,7 +1877,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
'profit_amount': -0.05746268,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'buy_tag': 'buy_signal1',
'enter_tag': 'buy_signal1',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
@@ -1843,7 +1885,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker) -> None:
assert msg_mock.call_args[0][0] \
== ('\N{WARNING SIGN} *Binance:* Sold KEY/ETH (#1)\n'
'*Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `1 day, 2:30:00 (1590.0 min)`\n'
'*Amount:* `1333.33333333`\n'
@@ -1894,7 +1936,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
telegram.send_msg({
'type': RPCMessageType.BUY,
'buy_tag': 'buy_signal_01',
'enter_tag': 'buy_signal_01',
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
@@ -1909,7 +1951,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
'open_date': arrow.utcnow().shift(hours=-1)
})
assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n'
'*Buy Tag:* `buy_signal_01`\n'
'*Enter Tag:* `buy_signal_01`\n'
'*Amount:* `1333.33333333`\n'
'*Open Rate:* `0.00001099`\n'
'*Current Rate:* `0.00001099`\n'
@@ -1935,14 +1977,14 @@ 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',
'enter_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'
'*Unrealized Profit:* `-57.41%`\n'
'*Buy Tag:* `buy_signal1`\n'
'*Enter Tag:* `buy_signal1`\n'
'*Sell Reason:* `stop_loss`\n'
'*Duration:* `2:35:03 (155.1 min)`\n'
'*Amount:* `1333.33333333`\n'

12
tests/rpc/test_rpc_webhook.py
View File

@@ -292,3 +292,15 @@ def test__send_msg_with_json_format(default_conf, mocker, caplog):
webhook._send_msg(msg)
assert post.call_args[1] == {'json': msg}
def test__send_msg_with_raw_format(default_conf, mocker, caplog):
default_conf["webhook"] = get_webhook_dict()
default_conf["webhook"]["format"] = "raw"
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
msg = {'data': 'Hello'}
post = MagicMock()
mocker.patch("freqtrade.rpc.webhook.post", post)
webhook._send_msg(msg)
assert post.call_args[1] == {'data': msg['data'], 'headers': {'Content-Type': 'text/plain'}}

7
tests/test_freqtradebot.py
View File

@@ -2869,6 +2869,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'amount': amt,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': 2.01 if is_short else 2.3,
'profit_amount': 0.29554455 if is_short else 5.685,
@@ -2925,6 +2926,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'amount': 29.70297029 if is_short else 30.0,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -5.65990099 if is_short else -0.00075,
@@ -3002,6 +3004,7 @@ def test_execute_trade_exit_custom_exit_price(
'amount': amount,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': profit_amount,
@@ -3066,6 +3069,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'amount': 29.70297029 if is_short else 30.0,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -0.3 if is_short else -0.8985,
@@ -3308,7 +3312,7 @@ def test_execute_trade_exit_market_order(
assert trade.close_profit == profit_ratio
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0]
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
@@ -3319,6 +3323,7 @@ def test_execute_trade_exit_market_order(
'amount': round(amount, 9),
'order_type': 'market',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': profit_amount,

3
tests/test_misc.py
View File

@@ -67,6 +67,9 @@ def test_file_load_json(mocker, testdatadir) -> None:
@pytest.mark.parametrize("pair,expected_result", [
("ETH/BTC", 'ETH_BTC'),
("ETH/USDT", 'ETH_USDT'),
("ETH/USDT:USDT", 'ETH_USDT_USDT'), # swap with USDT as settlement currency
("ETH/USDT:USDT-210625", 'ETH_USDT_USDT_210625'), # expiring futures
("Fabric Token/ETH", 'Fabric_Token_ETH'),
("ETHH20", 'ETHH20'),
(".XBTBON2H", '_XBTBON2H'),

8
tests/test_persistence.py
View File

@@ -1551,7 +1551,7 @@ def test_to_json(default_conf, fee):
open_date=arrow.utcnow().shift(hours=-2).datetime,
open_rate=0.123,
exchange='binance',
buy_tag=None,
enter_tag=None,
open_order_id='dry_run_buy_12345'
)
result = trade.to_json()
@@ -1602,6 +1602,7 @@ def test_to_json(default_conf, fee):
'max_rate': None,
'strategy': None,
'buy_tag': None,
'enter_tag': None,
'timeframe': None,
'exchange': 'binance',
'leverage': None,
@@ -1624,7 +1625,7 @@ def test_to_json(default_conf, fee):
close_date=arrow.utcnow().shift(hours=-1).datetime,
open_rate=0.123,
close_rate=0.125,
buy_tag='buys_signal_001',
enter_tag='buys_signal_001',
exchange='binance',
)
result = trade.to_json()
@@ -1675,6 +1676,7 @@ def test_to_json(default_conf, fee):
'sell_order_status': None,
'strategy': None,
'buy_tag': 'buys_signal_001',
'enter_tag': 'buys_signal_001',
'timeframe': None,
'exchange': 'binance',
'leverage': None,
@@ -2116,7 +2118,7 @@ def test_Trade_object_idem():
'get_open_order_trades',
'get_trades',
'get_sell_reason_performance',
'get_buy_tag_performance',
'get_enter_tag_performance',
'get_mix_tag_performance',
)