# pragma pylint: disable=missing-docstring import json import logging import re from copy import deepcopy from datetime import datetime from functools import reduce from typing import List from unittest.mock import MagicMock, PropertyMock import arrow import pytest from telegram import Chat, Message, Update from freqtrade import constants, persistence from freqtrade.arguments import Arguments from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.exchange import Exchange from freqtrade.freqtradebot import FreqtradeBot from freqtrade.resolvers import ExchangeResolver from freqtrade.worker import Worker logging.getLogger('').setLevel(logging.INFO) def log_has(line, logs): # caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar') # and we want to match line against foobar in the tuple return reduce(lambda a, b: a or b, filter(lambda x: x[2] == line, logs), False) def log_has_re(line, logs): return reduce(lambda a, b: a or b, filter(lambda x: re.match(line, x[2]), logs), False) def get_args(args) -> List[str]: return Arguments(args, '').get_parsed_arg() def patch_exchange(mocker, api_mock=None, id='bittrex') -> None: mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) if api_mock: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) else: mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange: patch_exchange(mocker, api_mock, id) config["exchange"]["name"] = id try: exchange = ExchangeResolver(id.title(), config).exchange except ImportError: exchange = Exchange(config) return exchange def patch_wallet(mocker, free=999.9) -> None: mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock( return_value=free )) def patch_edge(mocker) -> None: # "ETH/BTC", # "LTC/BTC", # "XRP/BTC", # "NEO/BTC" mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( return_value={ 'NEO/BTC': PairInfo(-0.20, 0.66, 3.71, 0.50, 1.71, 10, 25), 'LTC/BTC': PairInfo(-0.21, 0.66, 3.71, 0.50, 1.71, 11, 20), } )) mocker.patch('freqtrade.edge.Edge.calculate', MagicMock(return_value=True)) def get_patched_edge(mocker, config) -> Edge: patch_edge(mocker) edge = Edge(config) return edge # Functions for recurrent object patching def patch_freqtradebot(mocker, config) -> None: """ 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()) persistence.init(config['db_url']) patch_exchange(mocker, None) mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock()) mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: patch_freqtradebot(mocker, config) return FreqtradeBot(config) def get_patched_worker(mocker, config) -> Worker: patch_freqtradebot(mocker, config) return Worker(args=None, config=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 freqtrade.exchange.refresh_latest_ohlcv = lambda p: None @pytest.fixture(autouse=True) def patch_coinmarketcap(mocker) -> None: """ Mocker to coinmarketcap to speed up tests :param mocker: mocker to patch coinmarketcap class :return: None """ tickermock = MagicMock(return_value={'price_usd': 12345.0}) listmock = MagicMock(return_value={'data': [{'id': 1, 'name': 'Bitcoin', 'symbol': 'BTC', 'website_slug': 'bitcoin'}, {'id': 1027, 'name': 'Ethereum', 'symbol': 'ETH', 'website_slug': 'ethereum'} ]}) mocker.patch.multiple( 'freqtrade.rpc.fiat_convert.Market', ticker=tickermock, listings=listmock, ) @pytest.fixture(scope="function") def default_conf(): """ Returns validated configuration suitable for most tests """ configuration = { "max_open_trades": 1, "stake_currency": "BTC", "stake_amount": 0.001, "fiat_display_currency": "USD", "ticker_interval": '5m', "dry_run": True, "minimal_roi": { "40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04 }, "stoploss": -0.10, "unfilledtimeout": { "buy": 10, "sell": 30 }, "bid_strategy": { "ask_last_balance": 0.0, "use_order_book": False, "order_book_top": 1, "check_depth_of_market": { "enabled": False, "bids_to_ask_delta": 1 } }, "ask_strategy": { "use_order_book": False, "order_book_min": 1, "order_book_max": 1 }, "exchange": { "name": "bittrex", "enabled": True, "key": "key", "secret": "secret", "pair_whitelist": [ "ETH/BTC", "LTC/BTC", "XRP/BTC", "NEO/BTC" ], "pair_blacklist": [ "DOGE/BTC", "HOT/BTC", ] }, "telegram": { "enabled": True, "token": "token", "chat_id": "0" }, "initial_state": "running", "db_url": "sqlite://", "loglevel": logging.DEBUG, } return configuration @pytest.fixture def update(): _update = Update(0) _update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0)) return _update @pytest.fixture def fee(): return MagicMock(return_value=0.0025) @pytest.fixture def ticker(): return MagicMock(return_value={ 'bid': 0.00001098, 'ask': 0.00001099, 'last': 0.00001098, }) @pytest.fixture def ticker_sell_up(): return MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172, }) @pytest.fixture def ticker_sell_down(): return MagicMock(return_value={ 'bid': 0.00001044, 'ask': 0.00001043, 'last': 0.00001044, }) @pytest.fixture def markets(): return { 'ETH/BTC': { 'id': 'ethbtc', 'symbol': 'ETH/BTC', 'base': 'ETH', 'quote': 'BTC', 'active': True, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, 'TKN/BTC': { 'id': 'tknbtc', 'symbol': 'TKN/BTC', 'base': 'TKN', 'quote': 'BTC', 'active': True, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, 'BLK/BTC': { 'id': 'blkbtc', 'symbol': 'BLK/BTC', 'base': 'BLK', 'quote': 'BTC', 'active': True, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, 'LTC/BTC': { 'id': 'ltcbtc', 'symbol': 'LTC/BTC', 'base': 'LTC', 'quote': 'BTC', 'active': False, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, 'XRP/BTC': { 'id': 'xrpbtc', 'symbol': 'XRP/BTC', 'base': 'XRP', 'quote': 'BTC', 'active': False, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, 'NEO/BTC': { 'id': 'neobtc', 'symbol': 'NEO/BTC', 'base': 'NEO', 'quote': 'BTC', 'active': False, 'precision': { 'price': 8, 'amount': 8, 'cost': 8, }, 'lot': 0.00000001, 'limits': { 'amount': { 'min': 0.01, 'max': 1000, }, 'price': 500000, 'cost': { 'min': 1, 'max': 500000, }, }, 'info': '', }, 'BTT/BTC': { 'id': 'BTTBTC', 'symbol': 'BTT/BTC', 'base': 'BTT', 'quote': 'BTC', 'active': True, 'precision': { 'base': 8, 'quote': 8, 'amount': 0, 'price': 8 }, 'limits': { 'amount': { 'min': 1.0, 'max': 90000000.0 }, 'price': { 'min': None, 'max': None }, 'cost': { 'min': 0.001, 'max': None } }, 'info': "", }, 'ETH/USDT': { 'id': 'USDT-ETH', 'symbol': 'ETH/USDT', 'base': 'ETH', 'quote': 'USDT', 'precision': { 'amount': 8, 'price': 8 }, 'limits': { 'amount': { 'min': 0.02214286, 'max': None }, 'price': { 'min': 1e-08, 'max': None } }, 'active': True, 'info': "" }, 'LTC/USDT': { 'id': 'USDT-LTC', 'symbol': 'LTC/USDT', 'base': 'LTC', 'quote': 'USDT', 'active': True, 'precision': { 'amount': 8, 'price': 8 }, 'limits': { 'amount': { 'min': 0.06646786, 'max': None }, 'price': { 'min': 1e-08, 'max': None } }, 'info': "" } } @pytest.fixture def markets_empty(): return MagicMock(return_value=[]) @pytest.fixture(scope='function') def limit_buy_order(): return { 'id': 'mocked_limit_buy', 'type': 'limit', 'side': 'buy', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture(scope='function') def market_buy_order(): return { 'id': 'mocked_market_buy', 'type': 'market', 'side': 'buy', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004099, 'amount': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture def market_sell_order(): return { 'id': 'mocked_limit_sell', 'type': 'market', 'side': 'sell', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00004173, 'amount': 91.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture def limit_buy_order_old(): return { 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', 'pair': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, 'status': 'open' } @pytest.fixture def limit_sell_order_old(): return { 'id': 'mocked_limit_sell_old', 'type': 'limit', 'side': 'sell', 'pair': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 90.99181073, 'status': 'open' } @pytest.fixture def limit_buy_order_old_partial(): return { 'id': 'mocked_limit_buy_old_partial', 'type': 'limit', 'side': 'buy', 'pair': 'ETH/BTC', 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), 'price': 0.00001099, 'amount': 90.99181073, 'remaining': 67.99181073, 'status': 'open' } @pytest.fixture def limit_sell_order(): return { 'id': 'mocked_limit_sell', 'type': 'limit', 'side': 'sell', 'pair': 'mocked', 'datetime': arrow.utcnow().isoformat(), 'price': 0.00001173, 'amount': 90.99181073, 'remaining': 0.0, 'status': 'closed' } @pytest.fixture def order_book_l2(): return MagicMock(return_value={ 'bids': [ [0.043936, 10.442], [0.043935, 31.865], [0.043933, 11.212], [0.043928, 0.088], [0.043925, 10.0], [0.043921, 10.0], [0.04392, 37.64], [0.043899, 0.066], [0.043885, 0.676], [0.04387, 22.758] ], 'asks': [ [0.043949, 0.346], [0.04395, 0.608], [0.043951, 3.948], [0.043954, 0.288], [0.043958, 9.277], [0.043995, 1.566], [0.044, 0.588], [0.044002, 0.992], [0.044003, 0.095], [0.04402, 37.64] ], 'timestamp': None, 'datetime': None, 'nonce': 288004540 }) @pytest.fixture def ticker_history_list(): return [ [ 1511686200000, # unix timestamp ms 8.794e-05, # open 8.948e-05, # high 8.794e-05, # low 8.88e-05, # close 0.0877869, # volume (in quote currency) ], [ 1511686500000, 8.88e-05, 8.942e-05, 8.88e-05, 8.893e-05, 0.05874751, ], [ 1511686800000, 8.891e-05, 8.893e-05, 8.875e-05, 8.877e-05, 0.7039405 ] ] @pytest.fixture def ticker_history(ticker_history_list): return parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True) @pytest.fixture def tickers(): return MagicMock(return_value={ 'ETH/BTC': { 'symbol': 'ETH/BTC', 'timestamp': 1522014806207, 'datetime': '2018-03-25T21:53:26.207Z', 'high': 0.061697, 'low': 0.060531, 'bid': 0.061588, 'bidVolume': 3.321, 'ask': 0.061655, 'askVolume': 0.212, 'vwap': 0.06105296, 'open': 0.060809, 'close': 0.060761, 'first': None, 'last': 0.061588, 'change': 1.281, 'percentage': None, 'average': None, 'baseVolume': 111649.001, 'quoteVolume': 6816.50176926, 'info': {} }, 'TKN/BTC': { 'symbol': 'TKN/BTC', 'timestamp': 1522014806169, 'datetime': '2018-03-25T21:53:26.169Z', 'high': 0.01885, 'low': 0.018497, 'bid': 0.018799, 'bidVolume': 8.38, 'ask': 0.018802, 'askVolume': 15.0, 'vwap': 0.01869197, 'open': 0.018585, 'close': 0.018573, 'last': 0.018799, 'baseVolume': 81058.66, 'quoteVolume': 2247.48374509, }, 'BLK/BTC': { 'symbol': 'BLK/BTC', 'timestamp': 1522014806072, 'datetime': '2018-03-25T21:53:26.720Z', 'high': 0.007745, 'low': 0.007512, 'bid': 0.007729, 'bidVolume': 0.01, 'ask': 0.007743, 'askVolume': 21.37, 'vwap': 0.00761466, 'open': 0.007653, 'close': 0.007652, 'first': None, 'last': 0.007743, 'change': 1.176, 'percentage': None, 'average': None, 'baseVolume': 295152.26, 'quoteVolume': 1515.14631229, 'info': {} }, 'LTC/BTC': { 'symbol': 'LTC/BTC', 'timestamp': 1523787258992, 'datetime': '2018-04-15T10:14:19.992Z', 'high': 0.015978, 'low': 0.0157, 'bid': 0.015954, 'bidVolume': 12.83, 'ask': 0.015957, 'askVolume': 0.49, 'vwap': 0.01581636, 'open': 0.015823, 'close': 0.01582, 'first': None, 'last': 0.015951, 'change': 0.809, 'percentage': None, 'average': None, 'baseVolume': 88620.68, 'quoteVolume': 1401.65697943, 'info': {} }, 'BTT/BTC': { 'symbol': 'BTT/BTC', 'timestamp': 1550936557206, 'datetime': '2019-02-23T15:42:37.206Z', 'high': 0.00000026, 'low': 0.00000024, 'bid': 0.00000024, 'bidVolume': 2446894197.0, 'ask': 0.00000025, 'askVolume': 2447913837.0, 'vwap': 0.00000025, 'open': 0.00000026, 'close': 0.00000024, 'last': 0.00000024, 'previousClose': 0.00000026, 'change': -0.00000002, 'percentage': -7.692, 'average': None, 'baseVolume': 4886464537.0, 'quoteVolume': 1215.14489611, 'info': {} }, 'ETH/USDT': { 'symbol': 'ETH/USDT', 'timestamp': 1522014804118, 'datetime': '2018-03-25T21:53:24.118Z', 'high': 530.88, 'low': 512.0, 'bid': 529.73, 'bidVolume': 0.2, 'ask': 530.21, 'askVolume': 0.2464, 'vwap': 521.02438405, 'open': 527.27, 'close': 528.42, 'first': None, 'last': 530.21, 'change': 0.558, 'percentage': None, 'average': None, 'baseVolume': 72300.0659, 'quoteVolume': 37670097.3022171, 'info': {} }, 'TKN/USDT': { 'symbol': 'TKN/USDT', 'timestamp': 1522014806198, 'datetime': '2018-03-25T21:53:26.198Z', 'high': 8718.0, 'low': 8365.77, 'bid': 8603.64, 'bidVolume': 0.15846, 'ask': 8603.67, 'askVolume': 0.069147, 'vwap': 8536.35621697, 'open': 8680.0, 'close': 8680.0, 'first': None, 'last': 8603.67, 'change': -0.879, 'percentage': None, 'average': None, 'baseVolume': 30414.604298, 'quoteVolume': 259629896.48584127, 'info': {} }, 'BLK/USDT': { 'symbol': 'BLK/USDT', 'timestamp': 1522014806145, 'datetime': '2018-03-25T21:53:26.145Z', 'high': 66.95, 'low': 63.38, 'bid': 66.473, 'bidVolume': 4.968, 'ask': 66.54, 'askVolume': 2.704, 'vwap': 65.0526901, 'open': 66.43, 'close': 66.383, 'first': None, 'last': 66.5, 'change': 0.105, 'percentage': None, 'average': None, 'baseVolume': 294106.204, 'quoteVolume': 19132399.743954, 'info': {} }, 'LTC/USDT': { 'symbol': 'LTC/USDT', 'timestamp': 1523787257812, 'datetime': '2018-04-15T10:14:18.812Z', 'high': 129.94, 'low': 124.0, 'bid': 129.28, 'bidVolume': 0.03201, 'ask': 129.52, 'askVolume': 0.14529, 'vwap': 126.92838682, 'open': 127.0, 'close': 127.1, 'first': None, 'last': 129.28, 'change': 1.795, 'percentage': None, 'average': None, 'baseVolume': 59698.79897, 'quoteVolume': 29132399.743954, 'info': {} } }) @pytest.fixture def result(): with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file: return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True) # FIX: # Create an fixture/function # that inserts a trade of some type and open-status # return the open-order-id # See tests in rpc/main that could use this @pytest.fixture(scope="function") def trades_for_order(): return [{'info': {'id': 34567, 'orderId': 123456, 'price': '0.24544100', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', 'time': 1521663363189, 'isBuyer': True, 'isMaker': False, 'isBestMatch': True}, 'timestamp': 1521663363189, 'datetime': '2018-03-21T20:16:03.189Z', 'symbol': 'LTC/ETH', 'id': '34567', 'order': '123456', 'type': None, 'side': 'buy', 'price': 0.245441, 'cost': 1.963528, 'amount': 8.0, 'fee': {'cost': 0.008, 'currency': 'LTC'}}] @pytest.fixture(scope="function") def trades_for_order2(): return [{'info': {'id': 34567, 'orderId': 123456, 'price': '0.24544100', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', 'time': 1521663363189, 'isBuyer': True, 'isMaker': False, 'isBestMatch': True}, 'timestamp': 1521663363189, 'datetime': '2018-03-21T20:16:03.189Z', 'symbol': 'LTC/ETH', 'id': '34567', 'order': '123456', 'type': None, 'side': 'buy', 'price': 0.245441, 'cost': 1.963528, 'amount': 4.0, 'fee': {'cost': 0.004, 'currency': 'LTC'}}, {'info': {'id': 34567, 'orderId': 123456, 'price': '0.24544100', 'qty': '8.00000000', 'commission': '0.00800000', 'commissionAsset': 'LTC', 'time': 1521663363189, 'isBuyer': True, 'isMaker': False, 'isBestMatch': True}, 'timestamp': 1521663363189, 'datetime': '2018-03-21T20:16:03.189Z', 'symbol': 'LTC/ETH', 'id': '34567', 'order': '123456', 'type': None, 'side': 'buy', 'price': 0.245441, 'cost': 1.963528, 'amount': 4.0, 'fee': {'cost': 0.004, 'currency': 'LTC'}}] @pytest.fixture def buy_order_fee(): return { 'id': 'mocked_limit_buy_old', 'type': 'limit', 'side': 'buy', 'pair': 'mocked', 'datetime': str(arrow.utcnow().shift(minutes=-601).datetime), 'price': 0.245441, 'amount': 8.0, 'remaining': 90.99181073, 'status': 'closed', 'fee': None } @pytest.fixture(scope="function") def edge_conf(default_conf): conf = deepcopy(default_conf) conf['max_open_trades'] = -1 conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT conf['edge'] = { "enabled": True, "process_throttle_secs": 1800, "calculate_since_number_of_days": 14, "capital_available_percentage": 0.5, "allowed_risk": 0.01, "stoploss_range_min": -0.01, "stoploss_range_max": -0.1, "stoploss_range_step": -0.01, "maximum_winrate": 0.80, "minimum_expectancy": 0.20, "min_trade_number": 15, "max_trade_duration_minute": 1440, "remove_pumps": False } return conf @pytest.fixture def rpc_balance(): return { 'BTC': { 'total': 12.0, 'free': 12.0, 'used': 0.0 }, 'ETH': { 'total': 0.0, 'free': 0.0, 'used': 0.0 }, 'USDT': { 'total': 10000.0, 'free': 10000.0, 'used': 0.0 }, 'LTC': { 'total': 10.0, 'free': 10.0, 'used': 0.0 }, 'XRP': { 'total': 1.0, 'free': 1.0, 'used': 0.0 }, 'EUR': { 'total': 10.0, 'free': 10.0, 'used': 0.0 }, }