from unittest.mock import MagicMock import pytest from freqtrade.persistence import Trade from freqtrade.rpc.rpc import RPC from freqtrade.strategy.interface import SellCheckTuple, SellType from tests.conftest import get_patched_freqtradebot, patch_get_signal def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee, limit_buy_order, mocker) -> None: """ Tests workflow of selling stoploss_on_exchange. Sells * first trade as stoploss * 2nd trade is kept * 3rd trade is sold via sell-signal """ default_conf['max_open_trades'] = 3 default_conf['exchange']['name'] = 'binance' stoploss_limit = { 'id': 123, 'info': {} } stoploss_order_open = { "id": "123", "timestamp": 1542707426845, "datetime": "2018-11-20T09:50:26.845Z", "lastTradeTimestamp": None, "symbol": "BTC/USDT", "type": "stop_loss_limit", "side": "sell", "price": 1.08801, "amount": 90.99181074, "cost": 0.0, "average": 0.0, "filled": 0.0, "remaining": 0.0, "status": "open", "fee": None, "trades": None } stoploss_order_closed = stoploss_order_open.copy() stoploss_order_closed['status'] = 'closed' # Sell first trade based on stoploss, keep 2nd and 3rd trade open stoploss_order_mock = MagicMock( side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) # Sell 3rd trade (not called for the first trade) should_sell_mock = MagicMock(side_effect=[ SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)] ) cancel_order_mock = MagicMock() mocker.patch('freqtrade.exchange.Binance.stoploss_limit', stoploss_limit) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, get_order=stoploss_order_mock, cancel_order=cancel_order_mock, ) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), update_trade_state=MagicMock(), _notify_sell=MagicMock(), ) mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock()) mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000)) freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Switch ordertype to market to close trade immediately freqtrade.strategy.order_types['sell'] = 'market' patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() wallets_mock.reset_mock() Trade.session = MagicMock() trades = Trade.query.all() # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) for trade in trades: trade.stoploss_order_id = 3 trade.open_order_id = None n = freqtrade.exit_positions(trades) assert n == 2 assert should_sell_mock.call_count == 2 # Only order for 3rd trade needs to be cancelled assert cancel_order_mock.call_count == 1 # Wallets must be updated between stoploss cancellation and selling. assert wallets_mock.call_count == 2 trade = trades[0] assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert not trade.is_open trade = trades[1] assert not trade.sell_reason assert trade.is_open trade = trades[2] assert trade.sell_reason == SellType.SELL_SIGNAL.value assert not trade.is_open @pytest.mark.parametrize("balance_ratio,result1", [ (1, 200), (0.99, 198), ]) def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, mocker, balance_ratio, result1) -> None: """ Tests workflow unlimited stake-amount Buy 4 trades, forcebuy a 5th trade Sell one trade, calculated stake amount should now be lower than before since one trade was sold at a loss. """ default_conf['max_open_trades'] = 5 default_conf['forcebuy_enable'] = True default_conf['stake_amount'] = 'unlimited' default_conf['tradable_balance_ratio'] = balance_ratio default_conf['dry_run_wallet'] = 1000 default_conf['exchange']['name'] = 'binance' default_conf['telegram']['enabled'] = True mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, ) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), update_trade_state=MagicMock(), _notify_sell=MagicMock(), ) should_sell_mock = MagicMock(side_effect=[ SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL), SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), SellCheckTuple(sell_flag=False, sell_type=SellType.NONE), SellCheckTuple(sell_flag=None, sell_type=SellType.NONE)] ) mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock) freqtrade = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtrade) freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Switch ordertype to market to close trade immediately freqtrade.strategy.order_types['sell'] = 'market' patch_get_signal(freqtrade) # Create 4 trades n = freqtrade.enter_positions() assert n == 4 trades = Trade.query.all() assert len(trades) == 4 assert freqtrade.get_trade_stake_amount('XRP/BTC') == result1 rpc._rpc_forcebuy('TKN/BTC', None) trades = Trade.query.all() assert len(trades) == 5 for trade in trades: assert trade.stake_amount == result1 # Reset trade open order id's trade.open_order_id = None trades = Trade.get_open_trades() assert len(trades) == 5 bals = freqtrade.wallets.get_all_balances() n = freqtrade.exit_positions(trades) assert n == 1 trades = Trade.get_open_trades() # One trade sold assert len(trades) == 4 # stake-amount should now be reduced, since one trade was sold at a loss. assert freqtrade.get_trade_stake_amount('XRP/BTC') < result1 # Validate that balance of sold trade is not in dry-run balances anymore. bals2 = freqtrade.wallets.get_all_balances() assert bals != bals2 assert len(bals) == 6 assert len(bals2) == 5 assert 'LTC' in bals assert 'LTC' not in bals2