# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments """ Unit test file for freqtradebot.py """ import logging import re import time from copy import deepcopy from unittest.mock import MagicMock import arrow import pytest import requests from freqtrade import (DependencyException, OperationalException, TemporaryError, constants) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import SellType, SellCheckTuple from freqtrade.tests.conftest import log_has, patch_coinmarketcap, patch_exchange # 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 """ mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) patch_exchange(mocker) patch_coinmarketcap(mocker) return FreqtradeBot(config) def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: """ :param mocker: mocker to patch IStrategy class :param value: which value IStrategy.get_signal() must return :return: None """ freqtrade.strategy.get_signal = lambda e, s, t: value def patch_RPCManager(mocker) -> MagicMock: """ This function mock RPC manager to avoid repeating this code in almost every tests :param mocker: mocker to patch RPCManager class :return: RPCManager.send_msg MagicMock to track if this method is called """ mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) return rpc_mock # Unit tests def test_freqtradebot_object() -> None: """ Test the FreqtradeBot object has the mandatory public methods """ assert hasattr(FreqtradeBot, 'worker') assert hasattr(FreqtradeBot, 'cleanup') assert hasattr(FreqtradeBot, 'create_trade') assert hasattr(FreqtradeBot, 'get_target_bid') assert hasattr(FreqtradeBot, 'process_maybe_execute_buy') assert hasattr(FreqtradeBot, 'process_maybe_execute_sell') assert hasattr(FreqtradeBot, 'handle_trade') assert hasattr(FreqtradeBot, 'check_handle_timedout') assert hasattr(FreqtradeBot, 'handle_timedout_limit_buy') assert hasattr(FreqtradeBot, 'handle_timedout_limit_sell') assert hasattr(FreqtradeBot, 'execute_sell') def test_freqtradebot(mocker, default_conf) -> None: """ Test __init__, _init_modules, update_state, and get_state methods """ freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.state is State.RUNNING conf = deepcopy(default_conf) conf.pop('initial_state') freqtrade = FreqtradeBot(conf) assert freqtrade.state is State.STOPPED def test_cleanup(mocker, default_conf, caplog) -> None: """ Test clean() method """ mock_cleanup = MagicMock() mocker.patch('freqtrade.persistence.cleanup', mock_cleanup) freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.cleanup() assert log_has('Cleaning up modules ...', caplog.record_tuples) assert mock_cleanup.call_count == 1 def test_worker_running(mocker, default_conf, caplog) -> None: """ Test worker() method. Test when we start the bot """ mock_throttle = MagicMock() mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle) freqtrade = get_patched_freqtradebot(mocker, default_conf) state = freqtrade.worker(old_state=None) assert state is State.RUNNING assert log_has('Changing state to: RUNNING', caplog.record_tuples) assert mock_throttle.call_count == 1 def test_worker_stopped(mocker, default_conf, caplog) -> None: """ Test worker() method. Test when we stop the bot """ mock_throttle = MagicMock() mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle) mock_sleep = mocker.patch('time.sleep', return_value=None) freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.state = State.STOPPED state = freqtrade.worker(old_state=State.RUNNING) assert state is State.STOPPED assert log_has('Changing state to: STOPPED', caplog.record_tuples) assert mock_throttle.call_count == 0 assert mock_sleep.call_count == 1 def test_throttle(mocker, default_conf, caplog) -> None: """ Test _throttle() method """ def func(): """ Test function to throttle """ return 42 caplog.set_level(logging.DEBUG) freqtrade = get_patched_freqtradebot(mocker, default_conf) start = time.time() result = freqtrade._throttle(func, min_secs=0.1) end = time.time() assert result == 42 assert end - start > 0.1 assert log_has('Throttling func for 0.10 seconds', caplog.record_tuples) result = freqtrade._throttle(func, min_secs=-1) assert result == 42 def test_throttle_with_assets(mocker, default_conf) -> None: """ Test _throttle() method when the function passed can have parameters """ def func(nb_assets=-1): """ Test function to throttle """ return nb_assets freqtrade = get_patched_freqtradebot(mocker, default_conf) result = freqtrade._throttle(func, min_secs=0.1, nb_assets=666) assert result == 666 result = freqtrade._throttle(func, min_secs=0.1) assert result == -1 def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None: """ Test _gen_pair_whitelist() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) # mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) # Test to retrieved BTC sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC') assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC'] # Test to retrieve BTC sorted on bidVolume whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume') assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC'] # Test with USDT sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT') assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT'] # Test with ETH (our fixture does not have ETH, so result should be empty) whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH') assert whitelist == [] @pytest.mark.skip(reason="Test not implemented") def test_refresh_whitelist() -> None: """ Test _refresh_whitelist() method """ pass def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test get_trade_stake_amount() method """ patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2) ) freqtrade = FreqtradeBot(default_conf) result = freqtrade._get_trade_stake_amount() assert(result == default_conf['stake_amount']) def test_get_trade_stake_amount_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test get_trade_stake_amount() method """ patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5) ) # test defined stake amount freqtrade = FreqtradeBot(default_conf) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade._get_trade_stake_amount() def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test get_trade_stake_amount() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount']), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT conf['max_open_trades'] = 2 freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) # no open trades, order amount should be 'balance / max_open_trades' result = freqtrade._get_trade_stake_amount() assert result == default_conf['stake_amount'] / conf['max_open_trades'] # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)' freqtrade.create_trade() result = freqtrade._get_trade_stake_amount() assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1) # create 2 trades, order amount should be None freqtrade.create_trade() result = freqtrade._get_trade_stake_amount() assert result is None # set max_open_trades = None, so do not trade conf['max_open_trades'] = 0 freqtrade = FreqtradeBot(conf) result = freqtrade._get_trade_stake_amount() assert result is None def test_get_min_pair_stake_amount(mocker, default_conf) -> None: """ Test get_trade_stake_amount() method """ patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.stoploss = -0.05 # no pair found mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC' }]) ) with pytest.raises(ValueError, match=r'.*get market information.*'): freqtrade._get_min_pair_stake_amount('BNB/BTC', 1) # no 'limits' section mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC' }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # empty 'limits' section mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': {} }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # no cost Min mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {"min": None}, 'amount': {} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # no amount Min mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {}, 'amount': {"min": None} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # empty 'cost'/'amount' section mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {}, 'amount': {} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # min cost is set mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {'min': 2}, 'amount': {} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result == 2 / 0.9 # min amount is set mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {}, 'amount': {'min': 2} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == 2 * 2 / 0.9 # min amount and cost are set (cost is minimal) mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {'min': 2}, 'amount': {'min': 2} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == min(2, 2 * 2) / 0.9 # min amount and cost are set (amount is minial) mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {'min': 8}, 'amount': {'min': 2} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == min(8, 2 * 2) / 0.9 def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) # Save state of current whitelist whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() trade = Trade.query.first() assert trade is not None assert trade.stake_amount == 0.001 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'bittrex' # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073 assert whitelist == default_conf['exchange']['pair_whitelist'] def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade.create_trade() def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=buy_mock, get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['stake_amount'] = 0.0005 freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.create_trade() rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= conf['stake_amount'] def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=buy_mock, get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['stake_amount'] = 0.000000005 freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) result = freqtrade.create_trade() assert result is False def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount']), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['max_open_trades'] = 0 conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) assert freqtrade.create_trade() is False assert freqtrade._get_trade_stake_amount() is None def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['exchange']['pair_whitelist'] = ["ETH/BTC"] conf['exchange']['pair_blacklist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.create_trade() with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'): freqtrade.create_trade() def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test create_trade() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['exchange']['pair_whitelist'] = ["ETH/BTC"] conf['exchange']['pair_blacklist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.create_trade() with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'): freqtrade.create_trade() def test_create_trade_no_signal(default_conf, fee, mocker) -> None: """ Test create_trade() method """ conf = deepcopy(default_conf) conf['dry_run'] = True patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker_history=MagicMock(return_value=20), get_balance=MagicMock(return_value=20), get_fee=fee, ) conf = deepcopy(default_conf) conf['stake_amount'] = 10 freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade, value=(False, False)) Trade.query = MagicMock() Trade.query.filter = MagicMock() assert not freqtrade.create_trade() def test_process_trade_creation(default_conf, ticker, limit_buy_order, markets, fee, mocker, caplog) -> None: """ Test the trade creation in _process() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_order=MagicMock(return_value=limit_buy_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades result = freqtrade._process() assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 trade = trades[0] assert trade is not None assert trade.stake_amount == default_conf['stake_amount'] assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'bittrex' assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073703367 assert log_has( 'Checking buy signals to create a new trade with stake_amount: 0.001000 ...', caplog.record_tuples ) def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when a RequestException happens """ patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) result = freqtrade._process() assert result is False assert sleep_mock.has_calls() def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None: """ Test _process() method when an OperationalException happens """ msg_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(side_effect=OperationalException) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) assert freqtrade.state == State.RUNNING result = freqtrade._process() assert result is False assert freqtrade.state == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status'] def test_process_trade_handling( default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None: """ Test _process() """ patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_order=MagicMock(return_value=limit_buy_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades result = freqtrade._process() assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 result = freqtrade._process() assert result is False def test_balance_fully_ask_side(mocker, default_conf) -> None: """ Test get_target_bid() method """ default_conf['bid_strategy']['ask_last_balance'] = 0.0 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20 def test_balance_fully_last_side(mocker, default_conf) -> None: """ Test get_target_bid() method """ default_conf['bid_strategy']['ask_last_balance'] = 1.0 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10 def test_balance_bigger_last_ask(mocker, default_conf) -> None: """ Test get_target_bid() method """ default_conf['bid_strategy']['ask_last_balance'] = 1.0 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5 def test_process_maybe_execute_buy(mocker, default_conf) -> None: """ Test process_maybe_execute_buy() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True)) assert freqtrade.process_maybe_execute_buy() mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False)) assert not freqtrade.process_maybe_execute_buy() def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None: """ Test exception on process_maybe_execute_buy() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(side_effect=DependencyException) ) freqtrade.process_maybe_execute_buy() log_has('Unable to create trade:', caplog.record_tuples) def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None: """ Test process_maybe_execute_sell() method """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=limit_buy_order['amount']) trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 assert not freqtrade.process_maybe_execute_sell(trade) # Test amount not modified by fee-logic assert not log_has( 'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog.record_tuples ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) # test amount modified by fee-logic assert not freqtrade.process_maybe_execute_sell(trade) trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution assert freqtrade.process_maybe_execute_sell(trade) regexp = re.compile('Found open order for.*') assert filter(regexp.match, caplog.record_tuples) def test_process_maybe_execute_sell_exception(mocker, default_conf, limit_buy_order, caplog) -> None: """ Test the exceptions in process_maybe_execute_sell() """ freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order) trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 # Test raise of OperationalException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=OperationalException() ) freqtrade.process_maybe_execute_sell(trade) assert log_has('could not update trade amount: ', caplog.record_tuples) # Test raise of DependencyException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=DependencyException() ) freqtrade.process_maybe_execute_sell(trade) assert log_has('Unable to sell trade: ', caplog.record_tuples) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, markets, mocker) -> None: """ Test check_handle() method """ patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), sell=MagicMock(return_value={'id': limit_sell_order['id']}), get_fee=fee, get_markets=markets ) patch_coinmarketcap(mocker, value={'price_usd': 15000.0}) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() trade = Trade.query.first() assert trade time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) assert trade.is_open is True patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.open_order_id == limit_sell_order['id'] # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) assert trade.close_rate == 0.00001173 assert trade.close_profit == 0.06201057 assert trade.calc_profit() == 0.00006217 assert trade.close_date is not None def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: """ Test check_handle() method """ conf = deepcopy(default_conf) conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade, value=(True, True)) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() # Buy and Sell triggering, so doing nothing ... trades = Trade.query.all() nb_trades = len(trades) assert nb_trades == 0 # Buy is triggering, so buying ... patch_get_signal(freqtrade, value=(True, False)) freqtrade.create_trade() trades = Trade.query.all() nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True # Buy and Sell are not triggering, so doing nothing ... patch_get_signal(freqtrade, value=(False, False)) assert freqtrade.handle_trade(trades[0]) is False trades = Trade.query.all() nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True # Buy and Sell are triggering, so doing nothing ... patch_get_signal(freqtrade, value=(True, True)) assert freqtrade.handle_trade(trades[0]) is False trades = Trade.query.all() nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True # Sell is triggering, guess what : we are Selling! patch_get_signal(freqtrade, value=(False, True)) trades = Trade.query.all() assert freqtrade.handle_trade(trades[0]) is True def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: """ Test check_handle() method """ caplog.set_level(logging.DEBUG) conf = deepcopy(default_conf) conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade, value=(True, False)) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True freqtrade.create_trade() trade = Trade.query.first() trade.is_open = True # FIX: sniffing logs, suggest handle_trade should not execute_sell # instead that responsibility should be moved out of handle_trade(), # we might just want to check if we are in a sell condition without # executing # if ROI is reached we must sell patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) assert log_has('Required profit reached. Selling..', caplog.record_tuples) def test_handle_trade_experimental( default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: """ Test check_handle() method """ caplog.set_level(logging.DEBUG) conf = deepcopy(default_conf) conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.is_open = True patch_get_signal(freqtrade, value=(False, False)) assert not freqtrade.handle_trade(trade) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) assert log_has('Sell signal received. Selling..', caplog.record_tuples) def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, markets, mocker) -> None: """ Test check_handle() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create trade and sell it freqtrade.create_trade() trade = Trade.query.first() assert trade trade.update(limit_buy_order) trade.update(limit_sell_order) assert trade.is_open is False with pytest.raises(ValueError, match=r'.*closed trade.*'): freqtrade.handle_trade(trade) def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None: """ Test check_handle_timedout() method """ rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(trade_buy) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None: """ Test check_handle_timedout() method """ rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade_sell = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(hours=-5).datetime, close_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=False ) Trade.session.add(trade_sell) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 assert trade_sell.is_open is True def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, mocker) -> None: """ Test check_handle_timedout() method """ rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(trade_buy) # check it does cancel buy orders over the time limit # note this is for a partially-complete buy order freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None: """ Test check_handle_timedout() method when get_order throw an exception """ patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', handle_timedout_limit_buy=MagicMock(), handle_timedout_limit_sell=MagicMock(), ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(trade_buy) regexp = re.compile( 'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, ' 'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most ' 'recent call last):\n.*' ) freqtrade.check_handle_timedout() assert filter(regexp.match, caplog.record_tuples) def test_handle_timedout_limit_buy(mocker, default_conf) -> None: """ Test handle_timedout_limit_buy() method """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) Trade.session = MagicMock() trade = MagicMock() order = {'remaining': 1, 'amount': 1} assert freqtrade.handle_timedout_limit_buy(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 assert not freqtrade.handle_timedout_limit_buy(trade, order) assert cancel_order_mock.call_count == 2 def test_handle_timedout_limit_sell(mocker, default_conf) -> None: """ Test handle_timedout_limit_sell() method """ patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade = MagicMock() order = {'remaining': 1, 'amount': 1} assert freqtrade.handle_timedout_limit_sell(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 assert not freqtrade.handle_timedout_limit_sell(trade, order) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: """ Test execute_sell() method with a ticker going UP """ rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sellreason=SellType.ROI) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.172e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, 'profit_percent': 0.06110514, 'profit_fiat': 0.9189, 'stake_currency': 'BTC', 'fiat_currency': 'USD', } == last_msg def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN """ rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down ) freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'], sellreason=SellType.STOP_LOSS) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.044e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, 'profit_percent': -0.05478343, 'profit_fiat': -0.8238000000000001, 'stake_currency': 'BTC', 'fiat_currency': 'USD', } == last_msg def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty """ rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) freqtrade.config = {} freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sellreason=SellType.ROI) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.172e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, 'profit_percent': 0.06110514, } == last_msg def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: """ Test execute_sell() method with a ticker going DOWN and with a bot config empty """ rpc_mock = patch_RPCManager(mocker) patch_coinmarketcap(mocker, value={'price_usd': 12345.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down ) freqtrade.config = {} freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'], sellreason=SellType.STOP_LOSS) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.044e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, 'profit_percent': -0.05478343, } == last_msg def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.SELL_SIGNAL.value def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when disabled """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': False, } freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.SELL_SIGNAL.value def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.stop_loss_reached = \ lambda current_rate, trade, current_time, current_profit: SellCheckTuple( sell_flag=False, sell_type=SellType.NONE) freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is False def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.0000172, 'ask': 0.0000173, 'last': 0.0000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': False, } freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.SELL_SIGNAL.value def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.0000172, 'ask': 0.0000173, 'last': 0.0000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'ignore_roi_if_buy_signal': True } freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(True, True)) assert freqtrade.handle_trade(trade) is False # Test if buy-signal is absent (should sell due to roi = true) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.ROI.value def test_trailing_stop_loss(default_conf, limit_buy_order, fee, caplog, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000102, 'ask': 0.00000103, 'last': 0.00000102 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, ) conf = deepcopy(default_conf) conf['trailing_stop'] = True print(limit_buy_order) freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True assert log_has( f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, ' f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ buy_price = limit_buy_order['price'] patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': buy_price - 0.000001, 'ask': buy_price - 0.000001, 'last': buy_price - 0.000001 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, ) conf = deepcopy(default_conf) conf['trailing_stop'] = True conf['trailing_stop_positive'] = 0.01 freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) caplog.set_level(logging.DEBUG) # stop-loss not reached assert freqtrade.handle_trade(trade) is False # Raise ticker above buy price mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={ 'bid': buy_price + 0.000003, 'ask': buy_price + 0.000003, 'last': buy_price + 0.000003 })) # stop-loss not reached, adjusted stoploss assert freqtrade.handle_trade(trade) is False assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.26662643', caplog.record_tuples) assert log_has(f'adjusted stop loss', caplog.record_tuples) assert trade.stop_loss == 0.0000138501 mocker.patch('freqtrade.exchange.Exchange.get_ticker', MagicMock(return_value={ 'bid': buy_price + 0.000002, 'ask': buy_price + 0.000002, 'last': buy_price + 0.000002 })) # Lower price again (but still positive) assert freqtrade.handle_trade(trade) is True assert log_has( f'HIT STOP: current price at {buy_price + 0.000002:.6f}, ' f'stop loss is {trade.stop_loss:.6f}, ' f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None: """ Test sell_profit_only feature when enabled and we have a loss """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['experimental'] = { 'ignore_roi_if_buy_signal': False } freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) # Sell due to min_roi_reached patch_get_signal(freqtrade, value=(True, True)) assert freqtrade.handle_trade(trade) is True # Test if buy-signal is absent patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.STOP_LOSS.value def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, caplog, mocker): """ Test get_real_amount - fee in quote currency """ mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', caplog.record_tuples) def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker): """ Test get_real_amount - fee in quote currency """ mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) amount = buy_order_fee['amount'] trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found', caplog.record_tuples) def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker): """ Test get_real_amount - fees in Stake currency """ trades_for_order[0]['fee']['currency'] = 'ETH' patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker): """ Test get_real_amount - Fees in BNB """ trades_for_order[0]['fee']['currency'] = 'BNB' trades_for_order[0]['fee']['cost'] = 0.00094518 patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, mocker): """ Test get_real_amount with split trades (multiple trades for this order) """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2) amount = float(sum(x['amount'] for x in trades_for_order2)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992) from Trades', caplog.record_tuples) def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker): """ Test get_real_amount with split trades (multiple trades for this order) """ limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[trades_for_order]) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996) from Order', caplog.record_tuples) def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker): """ Test get_real_amount with split trades (multiple trades for this order) """ limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004} patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): """ Test get_real_amount - fees in Stake currency """ # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_open_trade(default_conf, mocker): """ Test get_real_amount condition trade.fee_open == 0 or order['status'] == 'open' """ patch_RPCManager(mocker) patch_coinmarketcap(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) amount = 12345 trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) order = { 'id': 'mocked_order', 'amount': amount, 'status': 'open', } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) assert freqtrade.get_real_amount(trade, order) == amount