diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index c0d1a8a2f..6528481d5 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -852,7 +852,7 @@ class Backtesting: # interest_rate=interest_rate, amount_precision=self.exchange.get_precision_amount(pair), price_precision=self.exchange.get_precision_price(pair), - precision_mode=self.self.precision_mode, + precision_mode=self.precision_mode, orders=[], ) diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py index 9a89eaca6..d54a416ef 100644 --- a/tests/conftest_trades_usdt.py +++ b/tests/conftest_trades_usdt.py @@ -81,7 +81,7 @@ def mock_trade_usdt_1(fee, is_short: bool): def mock_order_usdt_2(is_short: bool): return { 'id': f'1235_{direc(is_short)}', - 'symbol': 'ETC/USDT', + 'symbol': 'NEO/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', @@ -95,7 +95,7 @@ def mock_order_usdt_2(is_short: bool): def mock_order_usdt_2_exit(is_short: bool): return { 'id': f'12366_{direc(is_short)}', - 'symbol': 'ETC/USDT', + 'symbol': 'NEO/USDT', 'status': 'closed', 'side': exit_side(is_short), 'type': 'limit', @@ -111,7 +111,7 @@ def mock_trade_usdt_2(fee, is_short: bool): Closed trade... """ trade = Trade( - pair='ETC/USDT', + pair='NEO/USDT', stake_amount=200.0, amount=100.0, amount_requested=100.0, @@ -132,10 +132,10 @@ def mock_trade_usdt_2(fee, is_short: bool): close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short, ) - o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'ETC/USDT', entry_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'NEO/USDT', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object( - mock_order_usdt_2_exit(is_short), 'ETC/USDT', exit_side(is_short)) + mock_order_usdt_2_exit(is_short), 'NEO/USDT', exit_side(is_short)) trade.orders.append(o) return trade @@ -205,7 +205,7 @@ def mock_trade_usdt_3(fee, is_short: bool): def mock_order_usdt_4(is_short: bool): return { 'id': f'prod_buy_12345_{direc(is_short)}', - 'symbol': 'ETC/USDT', + 'symbol': 'NEO/USDT', 'status': 'open', 'side': entry_side(is_short), 'type': 'limit', @@ -221,7 +221,7 @@ def mock_trade_usdt_4(fee, is_short: bool): Simulate prod entry """ trade = Trade( - pair='ETC/USDT', + pair='NEO/USDT', stake_amount=20.0, amount=10.0, amount_requested=10.01, @@ -236,7 +236,7 @@ def mock_trade_usdt_4(fee, is_short: bool): timeframe=5, is_short=is_short, ) - o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'ETC/USDT', entry_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'NEO/USDT', entry_side(is_short)) trade.orders.append(o) return trade diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index d3d08dc8c..5974bee89 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -735,7 +735,7 @@ def test_PerformanceFilter_lookback(mocker, default_conf_usdt, fee, caplog) -> N with time_machine.travel("2021-09-01 05:00:00 +00:00") as t: create_mock_trades_usdt(fee) pm.refresh_pairlist() - assert pm.whitelist == ['XRP/USDT'] + assert pm.whitelist == ['XRP/USDT', 'NEO/USDT'] assert log_has_re(r'Removing pair .* since .* is below .*', caplog) # Move to "outside" of lookback window, so original sorting is restored. @@ -762,8 +762,8 @@ def test_PerformanceFilter_keep_mid_order(mocker, default_conf_usdt, fee, caplog with time_machine.travel("2021-09-01 05:00:00 +00:00") as t: create_mock_trades_usdt(fee) pm.refresh_pairlist() - assert pm.whitelist == ['XRP/USDT', 'ETC/USDT', 'ETH/USDT', 'LTC/USDT', - 'NEO/USDT', 'TKN/USDT', 'ADA/USDT', ] + assert pm.whitelist == ['XRP/USDT', 'NEO/USDT', 'ETH/USDT', 'LTC/USDT', + 'TKN/USDT', 'ADA/USDT', 'ETC/USDT', ] # assert log_has_re(r'Removing pair .* since .* is below .*', caplog) # Move to "outside" of lookback window, so original sorting is restored. diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 64cad6daf..e28f6510d 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -830,7 +830,7 @@ def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None: res = rpc._rpc_performance() assert len(res) == 3 - assert res[0]['pair'] == 'ETC/USDT' + assert res[0]['pair'] == 'NEO/USDT' assert res[0]['count'] == 1 assert res[0]['profit_pct'] == 5.0 diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index ec52aeedd..0be469b75 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -23,9 +23,9 @@ from freqtrade.persistence import Order, PairLocks, Trade from freqtrade.persistence.models import PairLock from freqtrade.plugins.protections.iprotection import ProtectionReturn from freqtrade.worker import Worker -from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, - log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, - patch_wallet, patch_whitelist) +from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot, + get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, + patch_get_signal, patch_wallet, patch_whitelist) from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) @@ -4888,6 +4888,31 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled' +@pytest.mark.usefixtures("init_persistence") +def test_startup_backpopulate_precision(mocker, default_conf_usdt, fee, caplog): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + create_mock_trades_usdt(fee) + + trades = Trade.get_trades().all() + trades[-1].exchange = 'some_other_exchange' + for trade in trades: + assert trade.price_precision is None + assert trade.amount_precision is None + assert trade.precision_mode is None + + freqtrade.startup_backpopulate_precision() + trades = Trade.get_trades().all() + for trade in trades: + if trade.exchange == 'some_other_exchange': + assert trade.price_precision is None + assert trade.amount_precision is None + assert trade.precision_mode is None + else: + assert trade.price_precision is not None + assert trade.amount_precision is not None + assert trade.precision_mode is not None + + @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):