# pragma pylint: disable=missing-docstring, C0103 import logging from datetime import datetime, timedelta, timezone from math import isclose from pathlib import Path from types import FunctionType from unittest.mock import MagicMock import arrow import pytest from sqlalchemy import create_engine, inspect, text from freqtrade import constants from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db from tests.conftest import create_mock_trades, create_mock_trades_usdt, log_has, log_has_re def test_init_create_session(default_conf): # Check if init create a session init_db(default_conf['db_url'], default_conf['dry_run']) assert hasattr(Trade, '_session') assert 'scoped_session' in type(Trade._session).__name__ def test_init_custom_db_url(default_conf, tmpdir): # Update path to a value other than default, but still in-memory filename = f"{tmpdir}/freqtrade2_test.sqlite" assert not Path(filename).is_file() default_conf.update({'db_url': f'sqlite:///{filename}'}) init_db(default_conf['db_url'], default_conf['dry_run']) assert Path(filename).is_file() def test_init_invalid_db_url(default_conf): # Update path to a value other than default, but still in-memory default_conf.update({'db_url': 'unknown:///some.url'}) with pytest.raises(OperationalException, match=r'.*no valid database URL*'): init_db(default_conf['db_url'], default_conf['dry_run']) def test_init_prod_db(default_conf, mocker): default_conf.update({'dry_run': False}) default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL}) create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock()) init_db(default_conf['db_url'], default_conf['dry_run']) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' def test_init_dryrun_db(default_conf, tmpdir): filename = f"{tmpdir}/freqtrade2_prod.sqlite" assert not Path(filename).is_file() default_conf.update({ 'dry_run': True, 'db_url': f'sqlite:///{filename}' }) init_db(default_conf['db_url'], default_conf['dry_run']) assert Path(filename).is_file() @pytest.mark.usefixtures("init_persistence") def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog): """ On this test we will buy and sell a crypto currency. fee: 0.25% quote open_rate: 2.00 quote close_rate: 2.20 quote amount: = 30.0 crypto stake_amount 60.0 quote borrowed 0 quote open_value: (amount * open_rate) + (amount * open_rate * fee) 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote close_value: (amount * close_rate) - (amount * close_rate * fee) - interest (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835 total_profit: close_value - open_value 65.835 - 60.15 = 5.685 total_profit_ratio: ((close_value/open_value) - 1) * leverage ((65.835 / 60.15) - 1) * 1 = 0.0945137157107232 """ trade = Trade( id=2, pair='ADA/USDT', stake_amount=60.0, open_rate=2.0, amount=30.0, is_open=True, open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', ) assert trade.open_order_id is None assert trade.close_profit is None assert trade.close_date is None trade.open_order_id = 'something' trade.update(limit_buy_order_usdt) assert trade.open_order_id is None assert trade.open_rate == 2.00 assert trade.close_profit is None assert trade.close_date is None assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, " r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).", caplog) caplog.clear() trade.open_order_id = 'something' trade.update(limit_sell_order_usdt) assert trade.open_order_id is None assert trade.close_rate == 2.20 assert trade.close_profit == round(0.0945137157107232, 8) assert trade.close_date is not None assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, " r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).", caplog) caplog.clear() @pytest.mark.usefixtures("init_persistence") def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog): trade = Trade( id=1, pair='ADA/USDT', stake_amount=60.0, open_rate=2.0, amount=30.0, is_open=True, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().datetime, exchange='binance', ) trade.open_order_id = 'something' trade.update(market_buy_order_usdt) assert trade.open_order_id is None assert trade.open_rate == 2.0 assert trade.close_profit is None assert trade.close_date is None assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, " r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).", caplog) caplog.clear() trade.is_open = True trade.open_order_id = 'something' trade.update(market_sell_order_usdt) assert trade.open_order_id is None assert trade.close_rate == 2.2 assert trade.close_profit == round(0.0945137157107232, 8) assert trade.close_date is not None assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, " r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).", caplog) @pytest.mark.usefixtures("init_persistence") def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee): trade = Trade( pair='ADA/USDT', stake_amount=60.0, open_rate=2.0, amount=30.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', ) trade.open_order_id = 'something' trade.update(limit_buy_order_usdt) assert trade._calc_open_trade_value() == 60.15 trade.update(limit_sell_order_usdt) assert isclose(trade.calc_close_trade_value(), 65.835) # Profit in USDT assert trade.calc_profit() == 5.685 # Profit in percent assert trade.calc_profit_ratio() == round(0.0945137157107232, 8) @pytest.mark.usefixtures("init_persistence") def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee): trade = Trade( pair='ADA/USDT', stake_amount=60.0, open_rate=2.0, amount=30.0, is_open=True, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.Arrow(2020, 2, 1, 15, 5, 1).datetime, exchange='binance', ) assert trade.close_profit is None assert trade.close_date is None assert trade.is_open is True trade.close(2.2) assert trade.is_open is False assert trade.close_profit == round(0.0945137157107232, 8) assert trade.close_date is not None new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime, assert trade.close_date != new_date # Close should NOT update close_date if the trade has been closed already assert trade.is_open is False trade.close_date = new_date trade.close(2.2) assert trade.close_date == new_date @pytest.mark.usefixtures("init_persistence") def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee): trade = Trade( pair='ADA/USDT', stake_amount=60.0, open_rate=2.0, amount=30.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', ) trade.open_order_id = 'something' trade.update(limit_buy_order_usdt) assert trade.calc_close_trade_value() == 0.0 @pytest.mark.usefixtures("init_persistence") def test_update_open_order(limit_buy_order_usdt): trade = Trade( pair='ADA/USDT', stake_amount=60.0, open_rate=2.0, amount=30.0, fee_open=0.1, fee_close=0.1, exchange='binance', ) assert trade.open_order_id is None assert trade.close_profit is None assert trade.close_date is None limit_buy_order_usdt['status'] = 'open' trade.update(limit_buy_order_usdt) assert trade.open_order_id is None assert trade.close_profit is None assert trade.close_date is None @pytest.mark.usefixtures("init_persistence") def test_update_invalid_order(limit_buy_order_usdt): trade = Trade( pair='ADA/USDT', stake_amount=60.0, amount=30.0, open_rate=2.0, fee_open=0.1, fee_close=0.1, exchange='binance', ) limit_buy_order_usdt['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): trade.update(limit_buy_order_usdt) @pytest.mark.usefixtures("init_persistence") def test_calc_open_trade_value(limit_buy_order_usdt, fee): """ fee: 0.25 %, 0.3% quote open_rate: 2.00 quote amount: = 30.0 crypto stake_amount 60.0 quote open_value: (amount * open_rate) + (amount * open_rate * fee) 0.25% fee 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote 0.3% fee 30 * 2 + 30 * 2 * 0.003 = 60.18 quote """ trade = Trade( pair='ADA/USDT', stake_amount=60.0, amount=30.0, open_rate=2.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order_usdt) # Buy @ 2.0 # Get the open rate price with the standard fee rate assert trade._calc_open_trade_value() == 60.15 trade.fee_open = 0.003 # Get the open rate price with a custom fee rate assert trade._calc_open_trade_value() == 60.18 @pytest.mark.usefixtures("init_persistence") def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee): trade = Trade( pair='ADA/USDT', stake_amount=60.0, amount=30.0, open_rate=2.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order_usdt) # Buy @ 2.0 # Get the close rate price with a custom close rate and a regular fee rate assert trade.calc_close_trade_value(rate=2.5) == 74.8125 # Get the close rate price with a custom close rate and a custom fee rate assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775 # Test when we apply a Sell order, and ask price with a custom fee rate trade.update(limit_sell_order_usdt) assert trade.calc_close_trade_value(fee=0.005) == 65.67 @pytest.mark.usefixtures("init_persistence") def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee): """ arguments: fee: 0.25% quote 0.30% quote open_rate: 2.0 quote close_rate: 1.9 quote 2.1 quote 2.2 quote amount: = 30.0 crypto stake_amount 60.0 quote open_value: (amount * open_rate) + (amount * open_rate * fee) 0.0025 fee 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote 0.003 fee: Is only applied to close rate in this test close_value: equations: (amount_closed * close_rate) - (amount_closed * close_rate * fee) 2.1 quote (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) = 62.8425 1.9 quote (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) = 56.8575 2.2 quote (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835 total_profit: equations: close_value - open_value 2.1 quote 62.8425 - 60.15 = 2.6925 1.9 quote 56.8575 - 60.15 = -3.2925 2.2 quote 65.835 - 60.15 = 5.685 total_profit_ratio: equations: ((close_value/open_value) - 1) * leverage 2.1 quote (62.8425 / 60.15) - 1 = 0.04476309226932673 1.9 quote (56.8575 / 60.15) - 1 = -0.05473815461346632 2.2 quote (65.835 / 60.15) - 1 = 0.0945137157107232 fee: 0.003 close_value: 2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811 1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829 2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802 total_profit fee: 0.003 2.1 quote: 62.811 - 60.15 = 2.6610000000000014 1.9 quote: 56.829 - 60.15 = -3.320999999999998 2.2 quote: 65.802 - 60.15 = 5.652000000000008 total_profit_ratio fee: 0.003 2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927 1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293 2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565 """ trade = Trade( pair='ADA/USDT', stake_amount=60.0, amount=30.0, open_rate=2.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', ) trade.open_order_id = 'something' trade.update(limit_buy_order_usdt) # Buy @ 2.0 # Custom closing rate and regular fee rate # Higher than open rate - 2.1 quote assert trade.calc_profit(rate=2.1) == 2.6925 # Lower than open rate - 1.9 quote assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8) # fee 0.003 # Higher than open rate - 2.1 quote assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661 # Lower than open rate - 1.9 quote assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8) # Test when we apply a Sell order. Sell higher than open rate @ 2.2 trade.update(limit_sell_order_usdt) assert trade.calc_profit() == round(5.684999999999995, 8) # Test with a custom fee rate on the close trade assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8) @pytest.mark.usefixtures("init_persistence") def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee): trade = Trade( pair='ADA/USDT', stake_amount=60.0, amount=30.0, open_rate=2.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance' ) trade.open_order_id = 'something' trade.update(limit_buy_order_usdt) # Buy @ 2.0 # Higher than open rate - 2.1 quote assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8) # Lower than open rate - 1.9 quote assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8) # fee 0.003 # Higher than open rate - 2.1 quote assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8) # Lower than open rate - 1.9 quote assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8) # Test when we apply a Sell order. Sell higher than open rate @ 2.2 trade.update(limit_sell_order_usdt) assert trade.calc_profit_ratio() == round(0.0945137157107232, 8) # Test with a custom fee rate on the close trade assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8) trade.open_trade_value = 0.0 assert trade.calc_profit_ratio(fee=0.003) == 0.0 @pytest.mark.usefixtures("init_persistence") def test_clean_dry_run_db(default_conf, fee): # Simulate dry_run entries trade = Trade( pair='ADA/USDT', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='binance', open_order_id='dry_run_buy_12345' ) Trade.query.session.add(trade) trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='binance', open_order_id='dry_run_sell_12345' ) Trade.query.session.add(trade) # Simulate prod entry trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='binance', open_order_id='prod_buy_12345' ) Trade.query.session.add(trade) # We have 3 entries: 2 dry_run, 1 prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3 clean_dry_run_db() # We have now only the prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 def test_migrate_new(mocker, default_conf, fee, caplog): """ Test Database migration (starting with new pairformat) """ caplog.set_level(logging.DEBUG) amount = 103.223 # Always create all columns apart from the last! create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, stop_loss FLOAT, initial_stop_loss FLOAT, max_rate FLOAT, sell_reason VARCHAR, strategy VARCHAR, ticker_interval INTEGER, stoploss_order_id VARCHAR, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date, stop_loss, initial_stop_loss, max_rate, ticker_interval, open_order_id, stoploss_order_id) VALUES ('binance', 'ETC/BTC', 1, {fee}, 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000', 0.0, 0.0, 0.0, '5m', 'buy_order', 'stop_order_id222') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) # Create table using the old format with engine.begin() as connection: connection.execute(text(create_table_old)) connection.execute(text("create index ix_trades_is_open on trades(is_open)")) connection.execute(text("create index ix_trades_pair on trades(pair)")) connection.execute(text(insert_table_old)) # fake previous backup connection.execute(text("create table trades_bak as select * from trades")) connection.execute(text("create table trades_bak1 as select * from trades")) # Run init to test migration init_db(default_conf['db_url'], default_conf['dry_run']) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.amount_requested == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "binance" assert trade.max_rate == 0.0 assert trade.min_rate is None assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert trade.sell_reason is None assert trade.strategy is None assert trade.timeframe == '5m' assert trade.stoploss_order_id == 'stop_order_id222' assert trade.stoploss_last_update is None assert log_has("trying trades_bak1", caplog) assert log_has("trying trades_bak2", caplog) assert log_has("Running database migration for trades - backup: trades_bak2", caplog) assert trade.open_trade_value == trade._calc_open_trade_value() assert trade.close_profit_abs is None assert log_has("Moving open orders to Orders table.", caplog) orders = Order.query.all() assert len(orders) == 2 assert orders[0].order_id == 'buy_order' assert orders[0].ft_order_side == 'buy' assert orders[1].order_id == 'stop_order_id222' assert orders[1].ft_order_side == 'stoploss' caplog.clear() # Drop latest column with engine.begin() as connection: connection.execute(text("alter table orders rename to orders_bak")) inspector = inspect(engine) with engine.begin() as connection: for index in inspector.get_indexes('orders_bak'): connection.execute(text(f"drop index {index['name']}")) # Recreate table connection.execute(text(""" CREATE TABLE orders ( id INTEGER NOT NULL, ft_trade_id INTEGER, ft_order_side VARCHAR NOT NULL, ft_pair VARCHAR NOT NULL, ft_is_open BOOLEAN NOT NULL, order_id VARCHAR NOT NULL, status VARCHAR, symbol VARCHAR, order_type VARCHAR, side VARCHAR, price FLOAT, amount FLOAT, filled FLOAT, remaining FLOAT, cost FLOAT, order_date DATETIME, order_filled_date DATETIME, order_update_date DATETIME, PRIMARY KEY (id), CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id), FOREIGN KEY(ft_trade_id) REFERENCES trades (id) ) """)) connection.execute(text(""" insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, remaining, cost, order_date, order_filled_date, order_update_date) select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status, symbol, order_type, side, price, amount, filled, remaining, cost, order_date, order_filled_date, order_update_date from orders_bak """)) # Run init to test migration init_db(default_conf['db_url'], default_conf['dry_run']) assert log_has("trying orders_bak1", caplog) orders = Order.query.all() assert len(orders) == 2 assert orders[0].order_id == 'buy_order' assert orders[0].ft_order_side == 'buy' assert orders[1].order_id == 'stop_order_id222' assert orders[1].ft_order_side == 'stoploss' def test_migrate_mid_state(mocker, default_conf, fee, caplog): """ Test Database migration (starting with new pairformat) """ caplog.set_level(logging.DEBUG) amount = 103.223 create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee_open FLOAT NOT NULL, fee_close FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee}, 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine) # Create table using the old format with engine.begin() as connection: connection.execute(text(create_table_old)) connection.execute(text(insert_table_old)) # Run init to test migration init_db(default_conf['db_url'], default_conf['dry_run']) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "binance" assert trade.max_rate == 0.0 assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert trade.open_trade_value == trade._calc_open_trade_value() assert log_has("trying trades_bak0", caplog) assert log_has("Running database migration for trades - backup: trades_bak0", caplog) def test_adjust_stop_loss(fee): trade = Trade( pair='ADA/USDT', stake_amount=30.0, amount=30, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', open_rate=1, max_rate=1, ) trade.adjust_stop_loss(trade.open_rate, 0.05, True) assert trade.stop_loss == 0.95 assert trade.stop_loss_pct == -0.05 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 # Get percent of profit with a lower rate trade.adjust_stop_loss(0.96, 0.05) assert trade.stop_loss == 0.95 assert trade.stop_loss_pct == -0.05 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 # Get percent of profit with a custom rate (Higher than open rate) trade.adjust_stop_loss(1.3, -0.1) assert round(trade.stop_loss, 8) == 1.17 assert trade.stop_loss_pct == -0.1 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 # current rate lower again ... should not change trade.adjust_stop_loss(1.2, 0.1) assert round(trade.stop_loss, 8) == 1.17 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 # current rate higher... should raise stoploss trade.adjust_stop_loss(1.4, 0.1) assert round(trade.stop_loss, 8) == 1.26 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 # Initial is true but stop_loss set - so doesn't do anything trade.adjust_stop_loss(1.7, 0.1, True) assert round(trade.stop_loss, 8) == 1.26 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 assert trade.stop_loss_pct == -0.1 def test_adjust_min_max_rates(fee): trade = Trade( pair='ADA/USDT', stake_amount=30.0, amount=30.0, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', open_rate=1, ) trade.adjust_min_max_rates(trade.open_rate, trade.open_rate) assert trade.max_rate == 1 assert trade.min_rate == 1 # check min adjusted, max remained trade.adjust_min_max_rates(0.96, 0.96) assert trade.max_rate == 1 assert trade.min_rate == 0.96 # check max adjusted, min remains trade.adjust_min_max_rates(1.05, 1.05) assert trade.max_rate == 1.05 assert trade.min_rate == 0.96 # current rate "in the middle" - no adjustment trade.adjust_min_max_rates(1.03, 1.03) assert trade.max_rate == 1.05 assert trade.min_rate == 0.96 # current rate "in the middle" - no adjustment trade.adjust_min_max_rates(1.10, 0.91) assert trade.max_rate == 1.10 assert trade.min_rate == 0.91 @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize('use_db', [True, False]) def test_get_open(fee, use_db): Trade.use_db = use_db Trade.reset_trades() create_mock_trades(fee, use_db) assert len(Trade.get_open_trades()) == 4 Trade.use_db = True @pytest.mark.usefixtures("init_persistence") def test_to_json(default_conf, fee): # Simulate dry_run entries trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, open_rate=0.123, exchange='binance', buy_tag=None, open_order_id='dry_run_buy_12345' ) result = trade.to_json() assert isinstance(result, dict) assert result == {'trade_id': None, 'pair': 'ETH/BTC', 'is_open': None, 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'open_timestamp': int(trade.open_date.timestamp() * 1000), 'open_order_id': 'dry_run_buy_12345', 'close_date': None, 'close_timestamp': None, 'open_rate': 0.123, 'open_rate_requested': None, 'open_trade_value': 15.1668225, 'fee_close': 0.0025, 'fee_close_cost': None, 'fee_close_currency': None, 'fee_open': 0.0025, 'fee_open_cost': None, 'fee_open_currency': None, 'close_rate': None, 'close_rate_requested': None, 'amount': 123.0, 'amount_requested': 123.0, 'stake_amount': 0.001, 'trade_duration': None, 'trade_duration_s': None, 'close_profit': None, 'close_profit_pct': None, 'close_profit_abs': None, 'profit_ratio': None, 'profit_pct': None, 'profit_abs': None, 'sell_reason': None, 'sell_order_status': None, 'stop_loss_abs': None, 'stop_loss_ratio': None, 'stop_loss_pct': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss_abs': None, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'min_rate': None, 'max_rate': None, 'strategy': None, 'buy_tag': None, 'timeframe': None, 'exchange': 'binance', } # Simulate dry_run entries trade = Trade( pair='XRP/BTC', stake_amount=0.001, amount=100.0, amount_requested=101.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, close_date=arrow.utcnow().shift(hours=-1).datetime, open_rate=0.123, close_rate=0.125, buy_tag='buys_signal_001', exchange='binance', ) result = trade.to_json() assert isinstance(result, dict) assert result == {'trade_id': None, 'pair': 'XRP/BTC', 'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"), 'open_timestamp': int(trade.open_date.timestamp() * 1000), 'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"), 'close_timestamp': int(trade.close_date.timestamp() * 1000), 'open_rate': 0.123, 'close_rate': 0.125, 'amount': 100.0, 'amount_requested': 101.0, 'stake_amount': 0.001, 'trade_duration': 60, 'trade_duration_s': 3600, 'stop_loss_abs': None, 'stop_loss_pct': None, 'stop_loss_ratio': None, 'stoploss_order_id': None, 'stoploss_last_update': None, 'stoploss_last_update_timestamp': None, 'initial_stop_loss_abs': None, 'initial_stop_loss_pct': None, 'initial_stop_loss_ratio': None, 'close_profit': None, 'close_profit_pct': None, 'close_profit_abs': None, 'profit_ratio': None, 'profit_pct': None, 'profit_abs': None, 'close_rate_requested': None, 'fee_close': 0.0025, 'fee_close_cost': None, 'fee_close_currency': None, 'fee_open': 0.0025, 'fee_open_cost': None, 'fee_open_currency': None, 'is_open': None, 'max_rate': None, 'min_rate': None, 'open_order_id': None, 'open_rate_requested': None, 'open_trade_value': 12.33075, 'sell_reason': None, 'sell_order_status': None, 'strategy': None, 'buy_tag': 'buys_signal_001', 'timeframe': None, 'exchange': 'binance', } def test_stoploss_reinitialization(default_conf, fee): init_db(default_conf['db_url']) trade = Trade( pair='ADA/USDT', stake_amount=30.0, fee_open=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, amount=30.0, fee_close=fee.return_value, exchange='binance', open_rate=1, max_rate=1, ) trade.adjust_stop_loss(trade.open_rate, 0.05, True) assert trade.stop_loss == 0.95 assert trade.stop_loss_pct == -0.05 assert trade.initial_stop_loss == 0.95 assert trade.initial_stop_loss_pct == -0.05 Trade.query.session.add(trade) # Lower stoploss Trade.stoploss_reinitialization(0.06) trades = Trade.get_open_trades() assert len(trades) == 1 trade_adj = trades[0] assert trade_adj.stop_loss == 0.94 assert trade_adj.stop_loss_pct == -0.06 assert trade_adj.initial_stop_loss == 0.94 assert trade_adj.initial_stop_loss_pct == -0.06 # Raise stoploss Trade.stoploss_reinitialization(0.04) trades = Trade.get_open_trades() assert len(trades) == 1 trade_adj = trades[0] assert trade_adj.stop_loss == 0.96 assert trade_adj.stop_loss_pct == -0.04 assert trade_adj.initial_stop_loss == 0.96 assert trade_adj.initial_stop_loss_pct == -0.04 # Trailing stoploss (move stoplos up a bit) trade.adjust_stop_loss(1.02, 0.04) assert trade_adj.stop_loss == 0.9792 assert trade_adj.initial_stop_loss == 0.96 Trade.stoploss_reinitialization(0.04) trades = Trade.get_open_trades() assert len(trades) == 1 trade_adj = trades[0] # Stoploss should not change in this case. assert trade_adj.stop_loss == 0.9792 assert trade_adj.stop_loss_pct == -0.04 assert trade_adj.initial_stop_loss == 0.96 assert trade_adj.initial_stop_loss_pct == -0.04 def test_update_fee(fee): trade = Trade( pair='ADA/USDT', stake_amount=30.0, fee_open=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, amount=30.0, fee_close=fee.return_value, exchange='binance', open_rate=1, max_rate=1, ) fee_cost = 0.15 fee_currency = 'BTC' fee_rate = 0.0075 assert trade.fee_open_currency is None assert not trade.fee_updated('buy') assert not trade.fee_updated('sell') trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy') assert trade.fee_updated('buy') assert not trade.fee_updated('sell') assert trade.fee_open_currency == fee_currency assert trade.fee_open_cost == fee_cost assert trade.fee_open == fee_rate # Setting buy rate should "guess" close rate assert trade.fee_close == fee_rate assert trade.fee_close_currency is None assert trade.fee_close_cost is None fee_rate = 0.0076 trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell') assert trade.fee_updated('buy') assert trade.fee_updated('sell') assert trade.fee_close == 0.0076 assert trade.fee_close_cost == fee_cost assert trade.fee_close == fee_rate def test_fee_updated(fee): trade = Trade( pair='ADA/USDT', stake_amount=30.0, fee_open=fee.return_value, open_date=arrow.utcnow().shift(hours=-2).datetime, amount=30.0, fee_close=fee.return_value, exchange='binance', open_rate=1, max_rate=1, ) assert trade.fee_open_currency is None assert not trade.fee_updated('buy') assert not trade.fee_updated('sell') assert not trade.fee_updated('asdf') trade.update_fee(0.15, 'BTC', 0.0075, 'buy') assert trade.fee_updated('buy') assert not trade.fee_updated('sell') assert trade.fee_open_currency is not None assert trade.fee_close_currency is None trade.update_fee(0.15, 'ABC', 0.0075, 'sell') assert trade.fee_updated('buy') assert trade.fee_updated('sell') assert not trade.fee_updated('asfd') @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize('use_db', [True, False]) def test_total_open_trades_stakes(fee, use_db): Trade.use_db = use_db Trade.reset_trades() res = Trade.total_open_trades_stakes() assert res == 0 create_mock_trades(fee, use_db) res = Trade.total_open_trades_stakes() assert res == 0.004 Trade.use_db = True @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize('use_db', [True, False]) def test_get_total_closed_profit(fee, use_db): Trade.use_db = use_db Trade.reset_trades() res = Trade.get_total_closed_profit() assert res == 0 create_mock_trades(fee, use_db) res = Trade.get_total_closed_profit() assert res == 0.000739127 Trade.use_db = True @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize('use_db', [True, False]) def test_get_trades_proxy(fee, use_db): Trade.use_db = use_db Trade.reset_trades() create_mock_trades(fee, use_db) trades = Trade.get_trades_proxy() assert len(trades) == 6 assert isinstance(trades[0], Trade) trades = Trade.get_trades_proxy(is_open=True) assert len(trades) == 4 assert trades[0].is_open trades = Trade.get_trades_proxy(is_open=False) assert len(trades) == 2 assert not trades[0].is_open opendate = datetime.now(tz=timezone.utc) - timedelta(minutes=15) assert len(Trade.get_trades_proxy(open_date=opendate)) == 3 Trade.use_db = True def test_get_trades_backtest(): Trade.use_db = False with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"): Trade.get_trades([]) Trade.use_db = True @pytest.mark.usefixtures("init_persistence") def test_get_overall_performance(fee): create_mock_trades(fee) res = Trade.get_overall_performance() assert len(res) == 2 assert 'pair' in res[0] assert 'profit' in res[0] assert 'count' in res[0] @pytest.mark.usefixtures("init_persistence") def test_get_best_pair(fee): res = Trade.get_best_pair() assert res is None create_mock_trades(fee) res = Trade.get_best_pair() assert len(res) == 2 assert res[0] == 'XRP/BTC' assert res[1] == 0.01 @pytest.mark.usefixtures("init_persistence") def test_get_exit_order_count(fee): create_mock_trades_usdt(fee) trade = Trade.get_trades([Trade.pair == 'ETC/USDT']).first() assert trade.get_exit_order_count() == 1 @pytest.mark.usefixtures("init_persistence") def test_update_order_from_ccxt(caplog): # Most basic order return (only has orderid) o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy') assert isinstance(o, Order) assert o.ft_pair == 'ETH/BTC' assert o.ft_order_side == 'buy' assert o.order_id == '1234' assert o.ft_is_open ccxt_order = { 'id': '1234', 'side': 'buy', 'symbol': 'ETH/BTC', 'type': 'limit', 'price': 1234.5, 'amount': 20.0, 'filled': 9, 'remaining': 11, 'status': 'open', 'timestamp': 1599394315123 } o = Order.parse_from_ccxt_object(ccxt_order, 'ETH/BTC', 'buy') assert isinstance(o, Order) assert o.ft_pair == 'ETH/BTC' assert o.ft_order_side == 'buy' assert o.order_id == '1234' assert o.order_type == 'limit' assert o.price == 1234.5 assert o.filled == 9 assert o.remaining == 11 assert o.order_date is not None assert o.ft_is_open assert o.order_filled_date is None # Order is unfilled, "filled" not set # https://github.com/freqtrade/freqtrade/issues/5404 ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'}) o.update_from_ccxt_object(ccxt_order) # Order has been closed ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'}) o.update_from_ccxt_object(ccxt_order) assert o.filled == 20.0 assert o.remaining == 0.0 assert not o.ft_is_open assert o.order_filled_date is not None ccxt_order.update({'id': 'somethingelse'}) with pytest.raises(DependencyException, match=r"Order-id's don't match"): o.update_from_ccxt_object(ccxt_order) message = "aaaa is not a valid response object." assert not log_has(message, caplog) Order.update_orders([o], 'aaaa') assert log_has(message, caplog) # Call regular update - shouldn't fail. Order.update_orders([o], {'id': '1234'}) @pytest.mark.usefixtures("init_persistence") def test_select_order(fee): create_mock_trades(fee) trades = Trade.get_trades().all() # Open buy order, no sell order order = trades[0].select_order('buy', True) assert order is None order = trades[0].select_order('buy', False) assert order is not None order = trades[0].select_order('sell', None) assert order is None # closed buy order, and open sell order order = trades[1].select_order('buy', True) assert order is None order = trades[1].select_order('buy', False) assert order is not None order = trades[1].select_order('buy', None) assert order is not None order = trades[1].select_order('sell', True) assert order is None order = trades[1].select_order('sell', False) assert order is not None # Has open buy order order = trades[3].select_order('buy', True) assert order is not None order = trades[3].select_order('buy', False) assert order is None # Open sell order order = trades[4].select_order('buy', True) assert order is None order = trades[4].select_order('buy', False) assert order is not None order = trades[4].select_order('sell', True) assert order is not None assert order.ft_order_side == 'stoploss' order = trades[4].select_order('sell', False) assert order is None def test_Trade_object_idem(): assert issubclass(Trade, LocalTrade) trade = vars(Trade) localtrade = vars(LocalTrade) excludes = ( 'delete', 'session', 'commit', 'query', 'open_date', 'get_best_pair', 'get_overall_performance', 'get_total_closed_profit', 'total_open_trades_stakes', 'get_sold_trades_without_assigned_fees', 'get_open_trades_without_assigned_fees', 'get_open_order_trades', 'get_trades', 'get_sell_reason_performance', 'get_buy_tag_performance', 'get_mix_tag_performance', ) # Parent (LocalTrade) should have the same attributes for item in trade: # Exclude private attributes and open_date (as it's not assigned a default) if (not item.startswith('_') and item not in excludes): assert item in localtrade # Fails if only a column is added without corresponding parent field for item in localtrade: if (not item.startswith('__') and item not in ('trades', 'trades_open', 'total_profit') and type(getattr(LocalTrade, item)) not in (property, FunctionType)): assert item in trade def test_recalc_trade_from_orders(fee): o1_amount = 100 o1_rate = 1 o1_cost = o1_amount * o1_rate o1_fee_cost = o1_cost * fee.return_value o1_trade_val = o1_cost + o1_fee_cost trade = Trade( pair='ADA/USDT', stake_amount=o1_cost, open_date=arrow.utcnow().shift(hours=-2).datetime, amount=o1_amount, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', open_rate=o1_rate, max_rate=o1_rate, ) assert fee.return_value == 0.0025 assert trade._calc_open_trade_value() == o1_trade_val assert trade.amount == o1_amount assert trade.stake_amount == o1_cost assert trade.open_rate == o1_rate assert trade.open_trade_value == o1_trade_val # Calling without orders should not throw exceptions and change nothing trade.recalc_trade_from_orders() assert trade.amount == o1_amount assert trade.stake_amount == o1_cost assert trade.open_rate == o1_rate assert trade.open_trade_value == o1_trade_val trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy') assert len(trade.orders) == 0 # Check with 1 order order1 = Order( ft_order_side='buy', ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", side="buy", price=o1_rate, average=o1_rate, filled=o1_amount, remaining=0, cost=o1_amount, order_date=trade.open_date, order_filled_date=trade.open_date, ) trade.orders.append(order1) trade.recalc_trade_from_orders() # Calling recalc with single initial order should not change anything assert trade.amount == o1_amount assert trade.stake_amount == o1_amount assert trade.open_rate == o1_rate assert trade.fee_open_cost == o1_fee_cost assert trade.open_trade_value == o1_trade_val # One additional adjustment / DCA order o2_amount = 125 o2_rate = 0.9 o2_cost = o2_amount * o2_rate o2_fee_cost = o2_cost * fee.return_value o2_trade_val = o2_cost + o2_fee_cost order2 = Order( ft_order_side='buy', ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", side="buy", price=o2_rate, average=o2_rate, filled=o2_amount, remaining=0, cost=o2_cost, order_date=arrow.utcnow().shift(hours=-1).datetime, order_filled_date=arrow.utcnow().shift(hours=-1).datetime, ) trade.orders.append(order2) trade.recalc_trade_from_orders() # Validate that the trade now has new averaged open price and total values avg_price = (o1_cost + o2_cost) / (o1_amount + o2_amount) assert trade.amount == o1_amount + o2_amount assert trade.stake_amount == o1_amount + o2_cost assert trade.open_rate == avg_price assert trade.fee_open_cost == o1_fee_cost + o2_fee_cost assert trade.open_trade_value == o1_trade_val + o2_trade_val # Let's try with multiple additional orders o3_amount = 150 o3_rate = 0.85 o3_cost = o3_amount * o3_rate o3_fee_cost = o3_cost * fee.return_value o3_trade_val = o3_cost + o3_fee_cost order3 = Order( ft_order_side='buy', ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", side="buy", price=o3_rate, average=o3_rate, filled=o3_amount, remaining=0, cost=o3_cost, order_date=arrow.utcnow().shift(hours=-1).datetime, order_filled_date=arrow.utcnow().shift(hours=-1).datetime, ) trade.orders.append(order3) trade.recalc_trade_from_orders() # Validate that the sum is still correct and open rate is averaged avg_price = (o1_cost + o2_cost + o3_cost) / (o1_amount + o2_amount + o3_amount) assert trade.amount == o1_amount + o2_amount + o3_amount assert trade.stake_amount == o1_cost + o2_cost + o3_cost assert trade.open_rate == avg_price assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val # Just to make sure sell orders are ignored, let's calculate one more time. sell1 = Order( ft_order_side='sell', ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", side="sell", price=avg_price + 0.95, average=avg_price + 0.95, filled=o1_amount + o2_amount + o3_amount, remaining=0, cost=o1_cost + o2_cost + o3_cost, order_date=trade.open_date, order_filled_date=trade.open_date, ) trade.orders.append(sell1) trade.recalc_trade_from_orders() avg_price = (o1_cost + o2_cost + o3_cost) / (o1_amount + o2_amount + o3_amount) assert trade.amount == o1_amount + o2_amount + o3_amount assert trade.stake_amount == o1_cost + o2_cost + o3_cost assert trade.open_rate == avg_price assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val def test_recalc_trade_from_orders_ignores_bad_orders(fee): o1_amount = 100 o1_rate = 1 o1_cost = o1_amount * o1_rate o1_fee_cost = o1_cost * fee.return_value o1_trade_val = o1_cost + o1_fee_cost trade = Trade( pair='ADA/USDT', stake_amount=o1_cost, open_date=arrow.utcnow().shift(hours=-2).datetime, amount=o1_amount, fee_open=fee.return_value, fee_close=fee.return_value, exchange='binance', open_rate=o1_rate, max_rate=o1_rate, ) trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy') # Check with 1 order order1 = Order( ft_order_side='buy', ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", side="buy", price=o1_rate, average=o1_rate, filled=o1_amount, remaining=0, cost=o1_amount, order_date=trade.open_date, order_filled_date=trade.open_date, ) trade.orders.append(order1) trade.recalc_trade_from_orders() # Calling recalc with single initial order should not change anything assert trade.amount == o1_amount assert trade.stake_amount == o1_amount assert trade.open_rate == o1_rate assert trade.fee_open_cost == o1_fee_cost assert trade.open_trade_value == o1_trade_val order2 = Order( ft_order_side='buy', ft_pair=trade.pair, ft_is_open=True, status="closed", symbol=trade.pair, order_type="market", side="buy", price=1, average=2, filled=3, remaining=4, cost=5, order_date=arrow.utcnow().shift(hours=-1).datetime, order_filled_date=arrow.utcnow().shift(hours=-1).datetime, ) trade.orders.append(order2) trade.recalc_trade_from_orders() # Validate that the trade values have not been changed assert trade.amount == o1_amount assert trade.stake_amount == o1_amount assert trade.open_rate == o1_rate assert trade.fee_open_cost == o1_fee_cost assert trade.open_trade_value == o1_trade_val # Let's try with some other orders order3 = Order( ft_order_side='buy', ft_pair=trade.pair, ft_is_open=False, status="cancelled", symbol=trade.pair, order_type="market", side="buy", price=1, average=2, filled=3, remaining=4, cost=5, order_date=arrow.utcnow().shift(hours=-1).datetime, order_filled_date=arrow.utcnow().shift(hours=-1).datetime, ) trade.orders.append(order3) trade.recalc_trade_from_orders() # Validate that the order values still are ignoring orders 2 and 3 assert trade.amount == o1_amount assert trade.stake_amount == o1_amount assert trade.open_rate == o1_rate assert trade.fee_open_cost == o1_fee_cost assert trade.open_trade_value == o1_trade_val # Just to make sure sell orders are ignored, let's calculate one more time. sell1 = Order( ft_order_side='sell', ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", side="sell", price=4, average=3, filled=2, remaining=1, cost=5, order_date=trade.open_date, order_filled_date=trade.open_date, ) trade.orders.append(sell1) trade.recalc_trade_from_orders() assert trade.amount == o1_amount assert trade.stake_amount == o1_amount assert trade.open_rate == o1_rate assert trade.fee_open_cost == o1_fee_cost assert trade.open_trade_value == o1_trade_val