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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2022-02-24 19:56:42 +01:00
parent 14b69405a2 42df65d4ec
commit fd936e26ae
13 changed files with 273 additions and 136 deletions
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7
tests/conftest.py
View File

@@ -285,6 +285,9 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
"""
Create some fake trades ...
"""
if use_db:
Trade.query.session.rollback()
def add_trade(trade):
if use_db:
Trade.query.session.add(trade)
@@ -1818,7 +1821,7 @@ def limit_sell_order_open():
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173,
@@ -2825,7 +2828,7 @@ def limit_sell_order_usdt_open():
'id': 'mocked_limit_sell_usdt',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 2.20,

9
tests/optimize/test_backtesting.py
View File

@@ -52,6 +52,13 @@ def trim_dictlist(dict_list, num):
return new
@pytest.fixture(autouse=True)
def backtesting_cleanup() -> None:
yield None
Backtesting.cleanup()
def load_data_test(what, testdatadir):
timerange = TimeRange.parse_timerange('1510694220-1510700340')
data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
@@ -568,8 +575,6 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
trade = backtesting._enter_trade(pair, row=row, direction='long')
assert trade is None
backtesting.cleanup()
def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
default_conf['use_sell_signal'] = False

53
tests/rpc/test_rpc.py
View File

@@ -12,6 +12,7 @@ from freqtrade.enums import State, TradingMode
from freqtrade.enums.signaltype import SignalDirection
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.persistence.pairlock_middleware import PairLocks
from freqtrade.rpc import RPC, RPCException
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -292,8 +293,10 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
assert trade
# Simulate buy & sell
trade.update(limit_buy_order)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -432,28 +435,32 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -512,14 +519,16 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
freqtradebot.enter_positions()
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Update the ticker with a market going up
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up,
get_fee=fee
)
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -771,13 +780,13 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
mocker.patch(
'freqtrade.exchange.Exchange.fetch_order',
side_effect=[{
'id': '1234',
'id': trade.orders[0].order_id,
'status': 'open',
'type': 'limit',
'side': 'buy',
'filled': filled_amount
}, {
'id': '1234',
'id': trade.orders[0].order_id,
'status': 'closed',
'type': 'limit',
'side': 'buy',
@@ -857,10 +866,12 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -891,10 +902,12 @@ def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -963,10 +976,12 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1035,10 +1050,12 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False

1
tests/rpc/test_rpc_apiserver.py
View File

@@ -1189,6 +1189,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
data='{"tradeid": "1"}')
assert_response(rc, 502)
assert rc.json() == {"error": "Error querying /api/v1/forcesell: invalid argument"}
Trade.query.session.rollback()
ftbot.enter_positions()

71
tests/rpc/test_rpc_telegram.py
View File

@@ -424,10 +424,12 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -467,8 +469,8 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -533,10 +535,12 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -580,8 +584,8 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -649,10 +653,12 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -696,8 +702,8 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
trades = Trade.query.all()
for trade in trades:
trade.update(limit_buy_order)
trade.update(limit_sell_order)
trade.update_trade(oobj)
trade.update_trade(oobjs)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -767,7 +773,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
trade = Trade.query.first()
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
context = MagicMock()
# Test with invalid 2nd argument (should silently pass)
context.args = ["aaa"]
@@ -782,7 +790,9 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
# Update the ticker with a market going up
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
trade.update(limit_sell_order)
# 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)
trade.close_date = datetime.now(timezone.utc)
trade.is_open = False
@@ -1303,10 +1313,12 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1332,11 +1344,13 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
trade.enter_tag = "TESTBUY"
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1373,13 +1387,14 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.sell_reason = 'TESTSELL'
# 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)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False
@@ -1417,14 +1432,16 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
trade = Trade.query.first()
assert trade
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
# 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)
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
trade.update_trade(oobj)
trade.close_date = datetime.utcnow()
trade.is_open = False

117
tests/test_freqtradebot.py
View File

@@ -228,7 +228,8 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
freqtrade.enter_positions()
trade = Trade.query.first()
caplog.clear()
trade.update(limit_order['buy'])
oobj = Order.parse_from_ccxt_object(limit_order['buy'], 'ADA/USDT', 'buy')
trade.update_trade(oobj)
#############################################
# stoploss shoud be hit
@@ -299,7 +300,9 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
assert trade.exchange == 'binance'
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_order[enter_side(is_short)])
oobj = Order.parse_from_ccxt_object(
limit_order[enter_side(is_short)], 'ADA/USDT', enter_side(is_short))
trade.update_trade(oobj)
assert trade.open_rate == open_rate
assert trade.amount == 30.0
@@ -1101,11 +1104,17 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
trade.is_short = is_short
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
trade.stoploss_order_id = "100"
trade.orders.append(Order(
ft_order_side='stoploss',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
))
assert trade
stoploss_order_hit = MagicMock(return_value={
'id': 100,
'id': "100",
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
@@ -1832,9 +1841,10 @@ def test_update_trade_state(
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
return_value=order['amount'])
order_id = order['id']
trade = Trade(
open_order_id=123,
open_order_id=order_id,
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
@@ -1843,29 +1853,35 @@ def test_update_trade_state(
exchange="binance",
is_short=is_short
)
trade.orders.append(Order(
ft_order_side=enter_side(is_short),
price=0.01,
order_id=order_id,
))
assert not freqtrade.update_trade_state(trade, None)
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
caplog.clear()
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear()
assert trade.open_order_id is None
assert trade.amount == order['amount']
trade.open_order_id = '123'
trade.open_order_id = order_id
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
assert trade.amount == 90.81
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, '123')
freqtrade.update_trade_state(trade, order_id)
assert log_has_re('Found open order for.*', caplog)
limit_buy_order_usdt_new = deepcopy(limit_order)
@@ -1874,7 +1890,7 @@ def test_update_trade_state(
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt_new)
res = freqtrade.update_trade_state(trade, '123')
res = freqtrade.update_trade_state(trade, order_id)
# Cancelled empty
assert res is True
@@ -1890,6 +1906,8 @@ def test_update_trade_state_withorderdict(
):
order = limit_order[enter_side(is_short)]
trades_for_order[0]['amount'] = initial_amount
order_id = "oid_123456"
order['id'] = order_id
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1905,15 +1923,27 @@ def test_update_trade_state_withorderdict(
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
open_order_id=order_id,
is_open=True,
is_short=is_short
)
freqtrade.update_trade_state(trade, '123456', order)
trade.orders.append(
Order(
ft_order_side=enter_side(is_short),
ft_pair=trade.pair,
ft_is_open=True,
order_id=order_id,
)
)
log_text = r'Applying fee on amount for .*'
freqtrade.update_trade_state(trade, order_id, order)
assert trade.amount != amount
assert trade.amount == order['amount']
if has_rounding_fee:
assert log_has_re(r'Applying fee on amount for .*', caplog)
assert pytest.approx(trade.amount) == 29.992
assert log_has_re(log_text, caplog)
else:
assert pytest.approx(trade.amount) == order['amount']
assert not log_has_re(log_text, caplog)
@pytest.mark.parametrize("is_short", [False, True])
@@ -1974,12 +2004,12 @@ def test_update_trade_state_sell(
fee_open=0.0025,
fee_close=0.0025,
open_date=arrow.utcnow().datetime,
open_order_id="123456",
open_order_id=open_order['id'],
is_open=True,
interest_rate=0.0005,
is_short=is_short
)
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', (enter_side(is_short)))
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
trade.orders.append(order)
assert order.status == 'open'
freqtrade.update_trade_state(trade, trade.open_order_id, l_order)
@@ -2026,7 +2056,8 @@ def test_handle_trade(
assert trade
time.sleep(0.01) # Race condition fix
trade.update(enter_order)
oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], enter_side(is_short))
trade.update_trade(oobj)
assert trade.is_open is True
freqtrade.wallets.update()
@@ -2035,8 +2066,9 @@ def test_handle_trade(
assert freqtrade.handle_trade(trade) is True
assert trade.open_order_id == exit_order['id']
# Simulate fulfilled LIMIT order for trade
trade.update(exit_order)
# Simulate fulfilled LIMIT_SELL order for trade
oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], exit_side(is_short))
trade.update_trade(oobj)
assert trade.close_rate == 2.0 if is_short else 2.2
assert trade.close_profit == close_profit
@@ -2230,8 +2262,10 @@ def test_close_trade(
trade.is_short = is_short
assert trade
trade.update(enter_order)
trade.update(exit_order)
oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], 'sell')
trade.update_trade(oobj)
assert trade.is_open is False
with pytest.raises(DependencyException, match=r'.*closed trade.*'):
@@ -2258,6 +2292,8 @@ def test_check_handle_timedout_buy_usercustom(
) -> None:
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_order_id
default_conf_usdt["unfilledtimeout"] = {"buy": 30,
"sell": 1400} if is_short else {"buy": 1400, "sell": 30}
@@ -2617,6 +2653,7 @@ def test_check_handle_timedout_partial_fee(
# TODO-lev: use is_short or remove it
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial['id'] = open_trade.open_order_id
limit_buy_order_old_partial_canceled['id'] = open_trade.open_order_id
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
@@ -3511,6 +3548,7 @@ def test_sell_profit_only(
fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -3519,7 +3557,7 @@ def test_sell_profit_only(
'last': bid
}),
create_order=MagicMock(side_effect=[
limit_order_open[enter_side(is_short)],
limit_order_open[eside],
{'id': 1234553382},
]),
get_fee=fee,
@@ -3540,7 +3578,8 @@ def test_sell_profit_only(
trade = Trade.query.first()
trade.is_short = is_short
trade.update(limit_order[enter_side(is_short)])
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
assert freqtrade.handle_trade(trade) is handle_first
@@ -3576,7 +3615,9 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_ope
trade = Trade.query.first()
amnt = trade.amount
trade.update(limit_order['buy'])
oobj = Order.parse_from_ccxt_object(limit_order['buy'], limit_order['buy']['symbol'], 'buy')
trade.update_trade(oobj)
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
@@ -3668,6 +3709,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -3676,7 +3718,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
'last': 2.19
}),
create_order=MagicMock(side_effect=[
limit_order_open[enter_side(is_short)],
limit_order_open[eside],
{'id': 1234553382},
]),
get_fee=fee,
@@ -3691,7 +3733,9 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
trade = Trade.query.first()
trade.is_short = is_short
trade.update(limit_order[enter_side(is_short)])
oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
freqtrade.wallets.update()
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
@@ -3786,6 +3830,7 @@ def test_trailing_stop_loss_positive(
enter_price = limit_order[enter_side(is_short)]['price']
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -3794,7 +3839,7 @@ def test_trailing_stop_loss_positive(
'last': enter_price - (-0.01 if is_short else 0.01),
}),
create_order=MagicMock(side_effect=[
limit_order_open[enter_side(is_short)],
limit_order_open[eside],
{'id': 1234553382},
]),
get_fee=fee,
@@ -3813,7 +3858,8 @@ def test_trailing_stop_loss_positive(
trade = Trade.query.first()
trade.is_short = is_short
trade.update(limit_order[enter_side(is_short)])
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
@@ -3880,6 +3926,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
is_short, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = enter_side(is_short)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
@@ -3888,7 +3935,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
'last': 2.0
}),
create_order=MagicMock(side_effect=[
limit_order_open[enter_side(is_short)],
limit_order_open[eside],
{'id': 1234553382},
{'id': 1234553383}
]),
@@ -3906,7 +3953,10 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
trade = Trade.query.first()
trade.is_short = is_short
trade.update(limit_order[enter_side(is_short)])
oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
# Sell due to min_roi_reached
patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
assert freqtrade.handle_trade(trade) is True
@@ -4294,7 +4344,9 @@ def test_order_book_depth_of_market(
assert len(Trade.query.all()) == 1
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_order_open[enter_side(is_short)])
oobj = Order.parse_from_ccxt_object(
limit_order_open[enter_side(is_short)], 'ADA/USDT', enter_side(is_short))
trade.update_trade(oobj)
assert trade.open_rate == ticker_usdt.return_value[ticker_side]
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
@@ -4389,7 +4441,8 @@ def test_order_book_ask_strategy(
assert trade
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
freqtrade.wallets.update()
assert trade.is_open is True

7
tests/test_integration.py
View File

@@ -4,6 +4,7 @@ import pytest
from freqtrade.enums import SellType
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.rpc.rpc import RPC
from freqtrade.strategy.interface import SellCheckTuple
from tests.conftest import get_patched_freqtradebot, patch_get_signal
@@ -94,7 +95,11 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
trades = Trade.query.all()
# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
for trade in trades:
trade.stoploss_order_id = 3
stoploss_order_closed['id'] = '3'
oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss')
trade.orders.append(oobj)
trade.stoploss_order_id = '3'
trade.open_order_id = None
n = freqtrade.exit_positions(trades)

32
tests/test_persistence.py
View File

@@ -474,7 +474,8 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(enter_order)
oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', enter_side)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == open_rate
assert trade.close_profit is None
@@ -487,7 +488,8 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
caplog.clear()
trade.open_order_id = 'something'
trade.update(exit_order)
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == close_rate
assert trade.close_profit == profit
@@ -517,7 +519,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
)
trade.open_order_id = 'something'
trade.update(market_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
assert trade.close_profit is None
@@ -530,7 +533,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
trade.update(market_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.2
assert trade.close_profit == round(0.0945137157107232, 8)
@@ -583,8 +587,12 @@ def test_calc_open_close_trade_price(
trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
trade.update(limit_buy_order_usdt)
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
trade.open_rate = 2.0
trade.close_rate = 2.2
trade.recalc_open_trade_value()
@@ -640,7 +648,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.calc_close_trade_value() == 0.0
@@ -662,7 +671,8 @@ def test_update_open_order(limit_buy_order_usdt):
assert trade.close_date is None
limit_buy_order_usdt['status'] = 'open'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_profit is None
@@ -682,8 +692,9 @@ def test_update_invalid_order(limit_buy_order_usdt):
trading_mode=margin
)
limit_buy_order_usdt['type'] = 'invalid'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'meep')
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order_usdt)
trade.update_trade(oobj)
@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
@@ -737,6 +748,9 @@ def test_calc_open_trade_value(
trading_mode=trading_mode
)
trade.open_order_id = 'open_trade'
oobj = Order.parse_from_ccxt_object(
limit_buy_order_usdt, 'ADA/USDT', 'sell' if is_short else 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == result