Add test for precision backpopulation

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=[],
                 )
 

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
 

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',
+        assert pm.whitelist == ['XRP/USDT', 'NEO/USDT', 'ETH/USDT', 'LTC/USDT',
-                                'NEO/USDT', 'TKN/USDT', 'ADA/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.

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
 

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,
+from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot,
-                            log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
+                            get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange,
-                            patch_wallet, patch_whitelist)
+                            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):