from datetime import datetime, timedelta, timezone from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 def entry_side(is_short: bool): return "sell" if is_short else "buy" def exit_side(is_short: bool): return "buy" if is_short else "sell" def direc(is_short: bool): return "short" if is_short else "long" def mock_order_usdt_1(is_short: bool): return { 'id': f'1234_{direc(is_short)}', 'symbol': 'ADA/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', 'price': 2.0, 'amount': 10.0, 'filled': 10.0, 'remaining': 0.0, } def mock_trade_usdt_1(fee, is_short: bool): trade = Trade( pair='ADA/USDT', stake_amount=20.0, amount=10.0, amount_requested=10.0, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_rate=2.0, exchange='binance', open_order_id=f'1234_{direc(is_short)}', strategy='StrategyTestV2', timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'ADA/USDT', entry_side(is_short)) trade.orders.append(o) return trade def mock_order_usdt_2(is_short: bool): return { 'id': f'1235_{direc(is_short)}', 'symbol': 'ETC/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', 'price': 2.0, 'amount': 100.0, 'filled': 100.0, 'remaining': 0.0, } def mock_order_usdt_2_exit(is_short: bool): return { 'id': f'12366_{direc(is_short)}', 'symbol': 'ETC/USDT', 'status': 'closed', 'side': exit_side(is_short), 'type': 'limit', 'price': 2.05, 'amount': 100.0, 'filled': 100.0, 'remaining': 0.0, } def mock_trade_usdt_2(fee, is_short: bool): """ Closed trade... """ trade = Trade( pair='ETC/USDT', stake_amount=200.0, amount=100.0, amount_requested=100.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=2.0, close_rate=2.05, close_profit=5.0, close_profit_abs=3.9875, exchange='binance', is_open=False, open_order_id=f'12366_{direc(is_short)}', strategy='StrategyTestV2', timeframe=5, exit_reason='exit_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'ETC/USDT', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object( mock_order_usdt_2_exit(is_short), 'ETC/USDT', exit_side(is_short)) trade.orders.append(o) return trade def mock_order_usdt_3(is_short: bool): return { 'id': f'41231a12a_{direc(is_short)}', 'symbol': 'XRP/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', 'price': 1.0, 'amount': 30.0, 'filled': 30.0, 'remaining': 0.0, } def mock_order_usdt_3_exit(is_short: bool): return { 'id': f'41231a666a_{direc(is_short)}', 'symbol': 'XRP/USDT', 'status': 'closed', 'side': exit_side(is_short), 'type': 'stop_loss_limit', 'price': 1.1, 'average': 1.1, 'amount': 30.0, 'filled': 30.0, 'remaining': 0.0, } def mock_trade_usdt_3(fee, is_short: bool): """ Closed trade """ trade = Trade( pair='XRP/USDT', stake_amount=30.0, amount=30.0, amount_requested=30.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=1.0, close_rate=1.1, close_profit=10.0, close_profit_abs=9.8425, exchange='binance', is_open=False, strategy='StrategyTestV2', timeframe=5, exit_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), 'XRP/USDT', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_usdt_3_exit(is_short), 'XRP/USDT', exit_side(is_short)) trade.orders.append(o) return trade def mock_order_usdt_4(is_short: bool): return { 'id': f'prod_buy_12345_{direc(is_short)}', 'symbol': 'ETC/USDT', 'status': 'open', 'side': entry_side(is_short), 'type': 'limit', 'price': 2.0, 'amount': 10.0, 'filled': 0.0, 'remaining': 30.0, } def mock_trade_usdt_4(fee, is_short: bool): """ Simulate prod entry """ trade = Trade( pair='ETC/USDT', stake_amount=20.0, amount=10.0, amount_requested=10.01, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), is_open=True, open_rate=2.0, exchange='binance', open_order_id=f'prod_buy_12345_{direc(is_short)}', strategy='StrategyTestV2', timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'ETC/USDT', entry_side(is_short)) trade.orders.append(o) return trade def mock_order_usdt_5(is_short: bool): return { 'id': f'prod_buy_3455_{direc(is_short)}', 'symbol': 'XRP/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', 'price': 2.0, 'amount': 10.0, 'filled': 10.0, 'remaining': 0.0, } def mock_order_usdt_5_stoploss(is_short: bool): return { 'id': f'prod_stoploss_3455_{direc(is_short)}', 'symbol': 'XRP/USDT', 'status': 'open', 'side': exit_side(is_short), 'type': 'stop_loss_limit', 'price': 2.0, 'amount': 10.0, 'filled': 0.0, 'remaining': 30.0, } def mock_trade_usdt_5(fee, is_short: bool): """ Simulate prod entry with stoploss """ trade = Trade( pair='XRP/USDT', stake_amount=20.0, amount=10.0, amount_requested=10.01, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), is_open=True, open_rate=2.0, exchange='binance', strategy='SampleStrategy', stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}', timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), 'XRP/USDT', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), 'XRP/USDT', 'stoploss') trade.orders.append(o) return trade def mock_order_usdt_6(is_short: bool): return { 'id': f'prod_entry_6_{direc(is_short)}', 'symbol': 'LTC/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', 'price': 10.0, 'amount': 2.0, 'filled': 2.0, 'remaining': 0.0, } def mock_order_usdt_6_exit(is_short: bool): return { 'id': f'prod_exit_6_{direc(is_short)}', 'symbol': 'LTC/USDT', 'status': 'open', 'side': exit_side(is_short), 'type': 'limit', 'price': 12.0, 'amount': 2.0, 'filled': 0.0, 'remaining': 2.0, } def mock_trade_usdt_6(fee, is_short: bool): """ Simulate prod entry with open sell order """ trade = Trade( pair='LTC/USDT', stake_amount=20.0, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_rate=10.0, exchange='binance', strategy='SampleStrategy', open_order_id=f'prod_exit_6_{direc(is_short)}', timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), 'LTC/USDT', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_usdt_6_exit(is_short), 'LTC/USDT', exit_side(is_short)) trade.orders.append(o) return trade def mock_order_usdt_7(is_short: bool): return { 'id': f'prod_entry_7_{direc(is_short)}', 'symbol': 'LTC/USDT', 'status': 'closed', 'side': entry_side(is_short), 'type': 'limit', 'price': 10.0, 'amount': 2.0, 'filled': 2.0, 'remaining': 0.0, } def mock_order_usdt_7_exit(is_short: bool): return { 'id': f'prod_exit_7_{direc(is_short)}', 'symbol': 'LTC/USDT', 'status': 'closed', 'side': exit_side(is_short), 'type': 'limit', 'price': 8.0, 'amount': 2.0, 'filled': 2.0, 'remaining': 0.0, } def mock_trade_usdt_7(fee, is_short: bool): """ Simulate prod entry with open sell order """ trade = Trade( pair='LTC/USDT', stake_amount=20.0, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=False, open_rate=10.0, close_rate=8.0, close_profit=-0.2, close_profit_abs=-4.0, exchange='binance', strategy='SampleStrategy', open_order_id=f'prod_exit_7_{direc(is_short)}', timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'LTC/USDT', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_usdt_7_exit(is_short), 'LTC/USDT', exit_side(is_short)) trade.orders.append(o) return trade