# pragma pylint: disable=missing-docstring import json import logging from datetime import datetime from functools import reduce from typing import Dict, Optional from unittest.mock import MagicMock, PropertyMock import arrow import pytest from telegram import Chat, Message, Update from freqtrade import constants from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.exchange import Exchange from freqtrade.edge import Edge, PairInfo from freqtrade.freqtradebot import FreqtradeBot logging.getLogger('').setLevel(logging.INFO) def log_has(line, logs): # caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar') # and we want to match line against foobar in the tuple return reduce(lambda a, b: a or b, filter(lambda x: x[2] == line, logs), False) def patch_exchange(mocker, api_mock=None, id='bittrex') -> None: mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) if api_mock: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) else: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange: patch_exchange(mocker, api_mock, id) exchange = Exchange(config) return exchange def patch_wallet(mocker, free=999.9) -> None: mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock( return_value=free )) def patch_edge(mocker) -> None: # "ETH/BTC", # "LTC/BTC", # "XRP/BTC", # "NEO/BTC" mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( return_value={ 'NEO/BTC': PairInfo(-0.20, 0.66, 3.71, 0.50, 1.71, 10, 25), 'LTC/BTC': PairInfo(-0.21, 0.66, 3.71, 0.50, 1.71, 11, 20), } )) mocker.patch('freqtrade.edge.Edge.calculate', MagicMock(return_value=True)) def get_patched_edge(mocker, config) -> Edge: patch_edge(mocker) edge = Edge(config) return edge # Functions for recurrent object patching def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: """ This function patch _init_modules() to not call dependencies :param mocker: a Mocker object to apply patches :param config: Config to pass to the bot :return: None """ patch_coinmarketcap(mocker, {'price_usd': 12345.0}) mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) patch_exchange(mocker, None) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) return FreqtradeBot(config) def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None: """ Mocker to coinmarketcap to speed up tests :param mocker: mocker to patch coinmarketcap class :return: None """ tickermock = MagicMock(return_value={'price_usd': 12345.0}) listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC', 'website_slug': 'bitcoin'}, {'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH', 'website_slug': 'ethereum'} ]}) mocker.patch.multiple( 'freqtrade.rpc.fiat_convert.Market', ticker=tickermock, listings=listmock, ) @pytest.fixture(scope="function") def default_conf(): """ Returns validated configuration suitable for most tests """ configuration = { "max_open_trades": 1, "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", "ticker_interval": '5m', "dry_run": True, "minimal_roi": { "40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04 }, "stoploss": -0.10, "unfilledtimeout": { "buy": 10, "sell": 30 }, "bid_strategy": { "ask_last_balance": 0.0, "use_order_book": False, "order_book_top": 1, "check_depth_of_market": { "enabled": False, "bids_to_ask_delta": 1 } }, "ask_strategy": { "use_order_book": False, "order_book_min": 1, "order_book_max": 1 }, "exchange": { "name": "bittrex", "enabled": True, "key": "key", "secret": "secret", "pair_whitelist": [ "ETH/BTC", "LTC/BTC", "XRP/BTC", "NEO/BTC" ] }, "telegram": { "enabled": True, "token": "token", "chat_id": "0" }, "initial_state": "running", "db_url": "sqlite://", "loglevel": logging.DEBUG, } return configuration @pytest.fixture def update(): _update = Update(0) _update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0)) return _update @pytest.fixture def fee(): return MagicMock(return_value=0.0025) @pytest.fixture def ticker(): return MagicMock(return_value={ 'bid': 0.00001098, 'ask': 0.00001099, 'last': 0.00001098, }) @pytest.fixture def ticker_sell_up(): return MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172, }) @pytest.fixture def ticker_sell_down(): return MagicMock(return_value={ 'bid': 0.00001044, 'ask': 0.00001043, 'last': 0.00001044, }) @pytest.fixture def markets(): return MagicMock(return_value=[ { 'id': 'ethbtc', 'symbol': 'ETH/BTC', 'base': 'ETH', 'quote': 'BTC', 'active': True, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, { 'id': 'tknbtc', 'symbol': 'TKN/BTC', 'base': 'TKN', 'quote': 'BTC', 'active': True, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, { 'id': 'blkbtc', 'symbol': 'BLK/BTC', 'base': 'BLK', 'quote': 'BTC', 'active': True, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, { 'id': 'ltcbtc', 'symbol': 'LTC/BTC', 'base': 'LTC', 'quote': 'BTC', 'active': False, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, { 'id': 'xrpbtc', 'symbol': 'XRP/BTC', 'base': 'XRP', 'quote': 'BTC', 'active': False, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, { 'id': 'neobtc', 'symbol': 'NEO/BTC', 'base': 'NEO', 'quote': 'BTC', 'active': False, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', } ]) @pytest.fixture def markets_empty(): return MagicMock(return_value=[]) @pytest.fixture(scope='function') def limit_buy_order(): return { 'id': 'mocked_limit_buy', 'type': 'limit', 'side': 'buy', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture(scope='function') def market_buy_order(): return { 'id': 'mocked_market_buy', 'type': 'market', 'side': 'buy', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004099, 'amount': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture def market_sell_order(): return { 'id': 'mocked_limit_sell', 'type': 'market', 'side': 'sell', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004173, 'amount': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture def limit_buy_order_old(): return { 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', 'pair': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, 'status': 'open' } @pytest.fixture def limit_sell_order_old(): return { 'id': 'mocked_limit_sell_old', 'type': 'limit', 'side': 'sell', 'pair': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, 'status': 'open' } @pytest.fixture def limit_buy_order_old_partial(): return { 'id': 'mocked_limit_buy_old_partial', 'type': 'limit', 'side': 'buy', 'pair': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 67.99181073, 'status': 'open' } @pytest.fixture def limit_sell_order(): return { 'id': 'mocked_limit_sell', 'type': 'limit', 'side': 'sell', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001173, 'amount': 90.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture def order_book_l2(): return MagicMock(return_value={ 'bids': [ [0.043936, 10.442], [0.043935, 31.865], [0.043933, 11.212], [0.043928, 0.088], [0.043925, 10.0], [0.043921, 10.0], [0.04392, 37.64], [0.043899, 0.066], [0.043885, 0.676], [0.04387, 22.758] ], 'asks': [ [0.043949, 0.346], [0.04395, 0.608], [0.043951, 3.948], [0.043954, 0.288], [0.043958, 9.277], [0.043995, 1.566], [0.044, 0.588], [0.044002, 0.992], [0.044003, 0.095], [0.04402, 37.64] ], 'timestamp': None, 'datetime': None, 'nonce': 288004540 }) @pytest.fixture def ticker_history_list(): return [ [ 1511686200000, # unix timestamp ms 8.794e-05, # open 8.948e-05, # high 8.794e-05, # low 8.88e-05, # close 0.0877869, # volume (in quote currency) ], [ 1511686500000, 8.88e-05, 8.942e-05, 8.88e-05, 8.893e-05, 0.05874751, ], [ 1511686800000, 8.891e-05, 8.893e-05, 8.875e-05, 8.877e-05, 0.7039405 ] ] @pytest.fixture def ticker_history(ticker_history_list): return parse_ticker_dataframe(ticker_history_list, "5m", True) @pytest.fixture def tickers(): return MagicMock(return_value={ 'ETH/BTC': { 'symbol': 'ETH/BTC', 'timestamp': 1522014806207, 'datetime': '2018-03-25T21:53:26.207Z', 'high': 0.061697, 'low': 0.060531, 'bid': 0.061588, 'bidVolume': 3.321, 'ask': 0.061655, 'askVolume': 0.212, 'vwap': 0.06105296, 'open': 0.060809, 'close': 0.060761, 'first': None, 'last': 0.061588, 'change': 1.281, 'percentage': None, 'average': None, 'baseVolume': 111649.001, 'quoteVolume': 6816.50176926, 'info': {} }, 'TKN/BTC': { 'symbol': 'TKN/BTC', 'timestamp': 1522014806169, 'datetime': '2018-03-25T21:53:26.169Z', 'high': 0.01885, 'low': 0.018497, 'bid': 0.018799, 'bidVolume': 8.38, 'ask': 0.018802, 'askVolume': 15.0, 'vwap': 0.01869197, 'open': 0.018585, 'close': 0.018573, 'baseVolume': 81058.66, 'quoteVolume': 2247.48374509, }, 'BLK/BTC': { 'symbol': 'BLK/BTC', 'timestamp': 1522014806072, 'datetime': '2018-03-25T21:53:26.720Z', 'high': 0.007745, 'low': 0.007512, 'bid': 0.007729, 'bidVolume': 0.01, 'ask': 0.007743, 'askVolume': 21.37, 'vwap': 0.00761466, 'open': 0.007653, 'close': 0.007652, 'first': None, 'last': 0.007743, 'change': 1.176, 'percentage': None, 'average': None, 'baseVolume': 295152.26, 'quoteVolume': 1515.14631229, 'info': {} }, 'LTC/BTC': { 'symbol': 'LTC/BTC', 'timestamp': 1523787258992, 'datetime': '2018-04-15T10:14:19.992Z', 'high': 0.015978, 'low': 0.0157, 'bid': 0.015954, 'bidVolume': 12.83, 'ask': 0.015957, 'askVolume': 0.49, 'vwap': 0.01581636, 'open': 0.015823, 'close': 0.01582, 'first': None, 'last': 0.015951, 'change': 0.809, 'percentage': None, 'average': None, 'baseVolume': 88620.68, 'quoteVolume': 1401.65697943, 'info': {} }, 'ETH/USDT': { 'symbol': 'ETH/USDT', 'timestamp': 1522014804118, 'datetime': '2018-03-25T21:53:24.118Z', 'high': 530.88, 'low': 512.0, 'bid': 529.73, 'bidVolume': 0.2, 'ask': 530.21, 'askVolume': 0.2464, 'vwap': 521.02438405, 'open': 527.27, 'close': 528.42, 'first': None, 'last': 530.21, 'change': 0.558, 'percentage': None, 'average': None, 'baseVolume': 72300.0659, 'quoteVolume': 37670097.3022171, 'info': {} }, 'TKN/USDT': { 'symbol': 'TKN/USDT', 'timestamp': 1522014806198, 'datetime': '2018-03-25T21:53:26.198Z', 'high': 8718.0, 'low': 8365.77, 'bid': 8603.64, 'bidVolume': 0.15846, 'ask': 8603.67, 'askVolume': 0.069147, 'vwap': 8536.35621697, 'open': 8680.0, 'close': 8680.0, 'first': None, 'last': 8603.67, 'change': -0.879, 'percentage': None, 'average': None, 'baseVolume': 30414.604298, 'quoteVolume': 259629896.48584127, 'info': {} }, 'BLK/USDT': { 'symbol': 'BLK/USDT', 'timestamp': 1522014806145, 'datetime': '2018-03-25T21:53:26.145Z', 'high': 66.95, 'low': 63.38, 'bid': 66.473, 'bidVolume': 4.968, 'ask': 66.54, 'askVolume': 2.704, 'vwap': 65.0526901, 'open': 66.43, 'close': 66.383, 'first': None, 'last': 66.5, 'change': 0.105, 'percentage': None, 'average': None, 'baseVolume': 294106.204, 'quoteVolume': 19132399.743954, 'info': {} }, 'LTC/USDT': { 'symbol': 'LTC/USDT', 'timestamp': 1523787257812, 'datetime': '2018-04-15T10:14:18.812Z', 'high': 129.94, 'low': 124.0, 'bid': 129.28, 'bidVolume': 0.03201, 'ask': 129.52, 'askVolume': 0.14529, 'vwap': 126.92838682, 'open': 127.0, 'close': 127.1, 'first': None, 'last': 129.28, 'change': 1.795, 'percentage': None, 'average': None, 'baseVolume': 59698.79897, 'quoteVolume': 29132399.743954, 'info': {} } }) @pytest.fixture def result(): with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: return parse_ticker_dataframe(json.load(data_file), '1m', True) # FIX: # Create an fixture/function # that inserts a trade of some type and open-status # return the open-order-id # See tests in rpc/main that could use this @pytest.fixture(scope="function") def trades_for_order(): return [{'info': {'id': 34567, 'orderId': 123456, 'price': '0.24544100', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', 'time': 1521663363189, 'isBuyer': True, 'isMaker': False, 'isBestMatch': True}, 'timestamp': 1521663363189, 'datetime': '2018-03-21T20:16:03.189Z', 'symbol': 'LTC/ETH', 'id': '34567', 'order': '123456', 'type': None, 'side': 'buy', 'price': 0.245441, 'cost': 1.963528, 'amount': 8.0, 'fee': {'cost': 0.008, 'currency': 'LTC'}}] @pytest.fixture(scope="function") def trades_for_order2(): return [{'info': {'id': 34567, 'orderId': 123456, 'price': '0.24544100', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', 'time': 1521663363189, 'isBuyer': True, 'isMaker': False, 'isBestMatch': True}, 'timestamp': 1521663363189, 'datetime': '2018-03-21T20:16:03.189Z', 'symbol': 'LTC/ETH', 'id': '34567', 'order': '123456', 'type': None, 'side': 'buy', 'price': 0.245441, 'cost': 1.963528, 'amount': 4.0, 'fee': {'cost': 0.004, 'currency': 'LTC'}}, {'info': {'id': 34567, 'orderId': 123456, 'price': '0.24544100', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', 'time': 1521663363189, 'isBuyer': True, 'isMaker': False, 'isBestMatch': True}, 'timestamp': 1521663363189, 'datetime': '2018-03-21T20:16:03.189Z', 'symbol': 'LTC/ETH', 'id': '34567', 'order': '123456', 'type': None, 'side': 'buy', 'price': 0.245441, 'cost': 1.963528, 'amount': 4.0, 'fee': {'cost': 0.004, 'currency': 'LTC'}}] @pytest.fixture def buy_order_fee(): return { 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', 'pair': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.245441, 'amount': 8.0, 'remaining': 90.99181073, 'status': 'closed', 'fee': None } @pytest.fixture(scope="function") def edge_conf(default_conf): default_conf['max_open_trades'] = -1 default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT default_conf['edge'] = { "enabled": True, "process_throttle_secs": 1800, "calculate_since_number_of_days": 14, "capital_available_percentage": 0.5, "allowed_risk": 0.01, "stoploss_range_min": -0.01, "stoploss_range_max": -0.1, "stoploss_range_step": -0.01, "maximum_winrate": 0.80, "minimum_expectancy": 0.20, "min_trade_number": 15, "max_trade_duration_minute": 1440, "remove_pumps": False } return default_conf