# pragma pylint: disable=missing-docstring, C0103 import os import pytest from sqlalchemy import create_engine from freqtrade.persistence import Trade, init, clean_dry_run_db def test_init_create_session(default_conf, mocker): mocker.patch.dict('freqtrade.persistence._CONF', default_conf) # Check if init create a session init(default_conf) assert hasattr(Trade, 'session') assert 'Session' in type(Trade.session).__name__ def test_init_dry_run_db(default_conf, mocker): default_conf.update({'dry_run_db': True}) mocker.patch.dict('freqtrade.persistence._CONF', default_conf) # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) dry_run_db = 'tradesv3.dry_run.sqlite' dry_run_db_swp = dry_run_db + '.swp' if os.path.isfile(dry_run_db): os.rename(dry_run_db, dry_run_db_swp) # Check if the new tradesv3.dry_run.sqlite was created init(default_conf) assert os.path.isfile(dry_run_db) is True # Delete the file made for this unitest and rollback to the previous # tradesv3.dry_run.sqlite file # 1. Delete file from the test if os.path.isfile(dry_run_db): os.remove(dry_run_db) # 2. Rollback to the initial file if os.path.isfile(dry_run_db_swp): os.rename(dry_run_db_swp, dry_run_db) def test_init_dry_run_without_db(default_conf, mocker): default_conf.update({'dry_run_db': False}) mocker.patch.dict('freqtrade.persistence._CONF', default_conf) # First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data) dry_run_db = 'tradesv3.dry_run.sqlite' dry_run_db_swp = dry_run_db + '.swp' if os.path.isfile(dry_run_db): os.rename(dry_run_db, dry_run_db_swp) # Check if the new tradesv3.dry_run.sqlite was created init(default_conf) assert os.path.isfile(dry_run_db) is False # Rollback to the initial 'tradesv3.dry_run.sqlite' file if os.path.isfile(dry_run_db_swp): os.rename(dry_run_db_swp, dry_run_db) def test_init_prod_db(default_conf, mocker): default_conf.update({'dry_run': False}) mocker.patch.dict('freqtrade.persistence._CONF', default_conf) # First, protect the existing 'tradesv3.sqlite' (Do not delete user data) prod_db = 'tradesv3.sqlite' prod_db_swp = prod_db + '.swp' if os.path.isfile(prod_db): os.rename(prod_db, prod_db_swp) # Check if the new tradesv3.sqlite was created init(default_conf) assert os.path.isfile(prod_db) is True # Delete the file made for this unitest and rollback to the previous tradesv3.sqlite file # 1. Delete file from the test if os.path.isfile(prod_db): os.remove(prod_db) # Rollback to the initial 'tradesv3.sqlite' file if os.path.isfile(prod_db_swp): os.rename(prod_db_swp, prod_db) def test_update_with_bittrex(limit_buy_order, limit_sell_order): """ On this test we will buy and sell a crypto currency. Buy - Buy: 90.99181073 Crypto at 0.00001099 BTC (90.99181073*0.00001099 = 0.0009999 BTC) - Buying fee: 0.25% - Total cost of buy trade: 0.001002500 BTC ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025)) Sell - Sell: 90.99181073 Crypto at 0.00001173 BTC (90.99181073*0.00001173 = 0,00106733394 BTC) - Selling fee: 0.25% - Total cost of sell trade: 0.001064666 BTC ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025)) Profit/Loss: +0.000062166 BTC (Sell:0.001064666 - Buy:0.001002500) Profit/Loss percentage: 0.0620 ((0.001064666/0.001002500)-1 = 6.20%) :param limit_buy_order: :param limit_sell_order: :return: """ trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.open_order_id is None assert trade.open_rate == 0.00001099 assert trade.close_profit is None assert trade.close_date is None trade.open_order_id = 'something' trade.update(limit_sell_order) assert trade.open_order_id is None assert trade.close_rate == 0.00001173 assert trade.close_profit == 0.06201057 assert trade.close_date is not None def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.calc_open_trade_price() == 0.001002500 trade.update(limit_sell_order) assert trade.calc_close_trade_price() == 0.0010646656 # Profit in BTC assert trade.calc_profit() == 0.00006217 # Profit in percent assert trade.calc_profit_percent() == 0.06201057 def test_calc_close_trade_price_exception(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.calc_close_trade_price() == 0.0 def test_update_open_order(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=1.00, fee=0.1, exchange="BITTREX", ) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None limit_buy_order['closed'] = False trade.update(limit_buy_order) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None def test_update_invalid_order(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=1.00, fee=0.1, exchange="BITTREX" ) limit_buy_order['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): trade.update(limit_buy_order) def test_calc_open_trade_price(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get the open rate price with the standard fee rate assert trade.calc_open_trade_price() == 0.001002500 # Get the open rate price with a custom fee rate assert trade.calc_open_trade_price(fee=0.003) == 0.001003000 def test_calc_close_trade_price(limit_buy_order, limit_sell_order): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get the close rate price with a custom close rate and a regular fee rate assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318 # Get the close rate price with a custom close rate and a custom fee rate assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704 # Test when we apply a Sell order, and ask price with a custom fee rate trade.update(limit_sell_order) assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972 def test_calc_profit(limit_buy_order, limit_sell_order): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 # Custom closing rate and regular fee rate # Higher than open rate assert trade.calc_profit(rate=0.00001234) == 0.00011753 # Lower than open rate assert trade.calc_profit(rate=0.00000123) == -0.00089086 # Custom closing rate and custom fee rate # Higher than open rate assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697 # Lower than open rate assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092 # Only custom fee without sell order applied with pytest.raises(TypeError): trade.calc_profit(fee=0.003) # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(limit_sell_order) assert trade.calc_profit() == 0.00006217 # Test with a custom fee rate on the close trade assert trade.calc_profit(fee=0.003) == 0.00006163 def test_calc_profit_percent(limit_buy_order, limit_sell_order): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee=0.0025, exchange="BITTREX", ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get percent of profit with a custom rate (Higher than open rate) assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387 # Get percent of profit with a custom rate (Lower than open rate) assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827 # Only custom fee without sell order applied with pytest.raises(TypeError): trade.calc_profit_percent(fee=0.003) # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(limit_sell_order) assert trade.calc_profit_percent() == 0.06201057 # Test with a custom fee rate on the close trade assert trade.calc_profit_percent(fee=0.003) == 0.0614782 def test_clean_dry_run_db(default_conf): init(default_conf, create_engine('sqlite://')) # Simulate dry_run entries trade = Trade( pair='BTC_ETH', stake_amount=0.001, amount=123.0, fee=0.0025, open_rate=0.123, exchange='BITTREX', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( pair='BTC_ETC', stake_amount=0.001, amount=123.0, fee=0.0025, open_rate=0.123, exchange='BITTREX', open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( pair='BTC_ETC', stake_amount=0.001, amount=123.0, fee=0.0025, open_rate=0.123, exchange='BITTREX', open_order_id='prod_buy_12345' ) Trade.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