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added 2nd unit test

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This commit is contained in:
Kavinkumar 2022-03-03 15:21:17 +05:30
parent 988a9f05f2
commit f67b1b4fcf
4 changed files with 93 additions and 33 deletions
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6
freqtrade/freqtradebot.py
View File

@ -460,6 +460,7 @@ class FreqtradeBot(LoggingMixin):
else:
logger.debug("Max adjustment entries is set to unlimited.")
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_rate_sell = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
current_profit = trade.calc_profit_ratio(current_rate)
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
@ -470,7 +471,8 @@ class FreqtradeBot(LoggingMixin):
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake_amount, max_stake=max_stake_amount)
current_profit=current_profit, min_stake=min_stake_amount,
max_stake=max_stake_amount, current_rate_sell=current_rate_sell)
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
@ -487,7 +489,7 @@ class FreqtradeBot(LoggingMixin):
}
self.rpc.send_msg(msg)
return
amount = -stake_amount / current_rate
amount = -stake_amount / current_rate_sell
if trade.amount - amount < min_stake_amount:
logger.info('Remaining amount would be too small')
return

14
freqtrade/persistence/models.py
View File

@ -539,14 +539,14 @@ class LocalTrade():
amount = buy_amount
if is_closed:
b_order.filled -= amount
b_order.order_update_date = datetime.now(timezone.utc)
sell_amount -= amount
profit += self.calc_profit2(buy_rate, sell_rate, amount)
if is_closed:
b_order2 = orders[idx]
amount2 = b_order2.filled or b_order2.amount
b_order2.average = (b_order2.average * amount2 - profit) / amount2
amount2 = b_order2.safe_amount_after_fee
b_order2.average = (b_order2.average * amount2 - profit / (1 + self.fee_open)) / amount2
b_order2.order_update_date = datetime.now(timezone.utc)
self.update_order(b_order2)
if is_non_bt: Order.query.session.commit()
self.recalc_trade_from_orders()
@ -693,8 +693,13 @@ class LocalTrade():
def recalc_trade_from_orders(self):
# mdebug
# import json
import json
# logger.info(json.dumps(self.to_json(), indent =4))
if len(self.select_filled_orders('buy')) < 2 and 0:
# Just in case, still recalc open trade value
# needs to remove
self.recalc_open_trade_value()
return
total_amount = 0.0
total_stake = 0.0
for o in self.orders:
@ -719,6 +724,7 @@ class LocalTrade():
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
# logger.info(json.dumps(self.to_json(), indent =4))
# mdebug
def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
"""

26
tests/rpc/test_rpc.py
View File

@ -279,7 +279,8 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
# Simulate buy & sell
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
@ -419,7 +420,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Update the ticker with a market going up
mocker.patch.multiple(
@ -435,7 +437,8 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Update the ticker with a market going up
mocker.patch.multiple(
@ -503,8 +506,10 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up,
@ -850,7 +855,8 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -886,7 +892,8 @@ def test_buy_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
@ -960,8 +967,8 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
@ -1034,7 +1041,8 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.open_rate = oobj.safe_price
trade.amount = oobj.safe_amount_after_fee
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')

80
tests/test_freqtradebot.py
View File

@ -4620,7 +4620,6 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade
assert trade.open_order_id is None
assert trade.is_open
print(trade.is_open)
assert trade.amount == 22
assert trade.stake_amount == 203.5625
assert pytest.approx(trade.open_rate) == 9.252840909090908
@ -4635,7 +4634,11 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
return
"""
buy 100 @ 11
sell 50 @ 8
sell 50 @ 16
"""
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
@ -4693,8 +4696,8 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == 11
assert trade.stake_amount == 1100
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
# Assume it does nothing since order is closed and trade is open
freqtrade.update_closed_trades_without_assigned_fees()
@ -4703,8 +4706,8 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == 11
assert trade.stake_amount == 1100
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
assert not trade.fee_updated('buy')
freqtrade.check_handle_timedout()
@ -4713,21 +4716,23 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
assert trade
assert trade.is_open is True
assert trade.open_order_id is None
assert trade.open_rate == 11
assert trade.stake_amount == 1100
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
assert not trade.fee_updated('buy')
amount = 50
ask = 8
closed_sell_dca_order_1 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': 8,
'average': 8,
'amount': 50,
'filled': 50,
'cost': 120,
'price': ask,
'average': ask,
'amount': amount,
'filled': amount,
'cost': amount * ask,
'ft_is_open': False,
'id': '601',
'order_id': '601'
@ -4738,18 +4743,16 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_1))
assert freqtrade.execute_trade_exit(trade=trade, limit=8,
assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
sub_trade_amt=50)
sub_trade_amt=amount)
trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected (averaged dca)
trade = Trade.query.first()
assert trade
assert trade.open_order_id is None
assert trade.amount == 100
assert trade.stake_amount == 1100
assert pytest.approx(trade.open_rate) == 11.0
orders = Order.query.all()
assert orders
@ -4758,6 +4761,47 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
order = trade.select_order('sell', False)
assert order.order_id == '601'
amount = 50
ask = 16
closed_sell_dca_order_2 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': ask,
'average': ask,
'amount': amount,
'filled': amount,
'cost': amount * ask,
'ft_is_open': False,
'id': '602',
'order_id': '602'
}
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=closed_sell_dca_order_2))
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
MagicMock(return_value=closed_sell_dca_order_2))
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_2))
assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS),
sub_trade_amt=amount)
# Assert trade is as expected (averaged dca)
trade = Trade.query.first()
assert trade
assert trade.open_order_id is None
assert trade.close_profit_abs == 94.25
orders = Order.query.all()
assert orders
assert len(orders) == 3
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '602'
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({