# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments from freqtrade.persistence.models import Order import logging import time from copy import deepcopy from math import isclose from unittest.mock import ANY, MagicMock, PropertyMock import arrow import pytest from freqtrade.constants import (CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT) from freqtrade.exceptions import (DependencyException, ExchangeError, InvalidOrderException, OperationalException, PricingError, TemporaryError) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import RunMode, State from freqtrade.strategy.interface import SellCheckTuple, SellType from freqtrade.worker import Worker from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, patch_wallet, patch_whitelist) 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_state(mocker, default_conf, markets) -> None: mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.state is State.RUNNING default_conf.pop('initial_state') freqtrade = FreqtradeBot(default_conf) assert freqtrade.state is State.STOPPED def test_process_stopped(mocker, default_conf) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') freqtrade.process_stopped() assert coo_mock.call_count == 0 default_conf['cancel_open_orders_on_exit'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.process_stopped() assert coo_mock.call_count == 1 def test_bot_cleanup(mocker, default_conf, caplog) -> None: mock_cleanup = mocker.patch('freqtrade.persistence.cleanup') coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.cleanup() assert log_has('Cleaning up modules ...', caplog) assert mock_cleanup.call_count == 1 assert coo_mock.call_count == 0 freqtrade.config['cancel_open_orders_on_exit'] = True freqtrade.cleanup() assert coo_mock.call_count == 1 def test_order_dict_dry_run(default_conf, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2) ) conf = default_conf.copy() conf['runmode'] = RunMode.DRY_RUN conf['order_types'] = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': True, } freqtrade = FreqtradeBot(conf) assert freqtrade.strategy.order_types['stoploss_on_exchange'] caplog.clear() # is left untouched conf = default_conf.copy() conf['runmode'] = RunMode.DRY_RUN conf['order_types'] = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, } freqtrade = FreqtradeBot(conf) assert not freqtrade.strategy.order_types['stoploss_on_exchange'] assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) def test_order_dict_live(default_conf, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2) ) conf = default_conf.copy() conf['runmode'] = RunMode.LIVE conf['order_types'] = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': True, } freqtrade = FreqtradeBot(conf) assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) assert freqtrade.strategy.order_types['stoploss_on_exchange'] caplog.clear() # is left untouched conf = default_conf.copy() conf['runmode'] = RunMode.LIVE conf['order_types'] = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, } freqtrade = FreqtradeBot(conf) assert not freqtrade.strategy.order_types['stoploss_on_exchange'] assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2) ) freqtrade = FreqtradeBot(default_conf) result = freqtrade.get_trade_stake_amount('ETH/BTC') assert result == default_conf['stake_amount'] @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [ (False, 0.002, 2, 0.5, [0.001, None]), (True, 0.002, 2, 0.5, [0.001, 0.00098]), (False, 0.003, 3, 0.5, [0.001, 0.001, None]), (True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]), (False, 0.0022, 3, 0.5, [0.001, 0.001, None]), (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]), (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]), (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]), ]) def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open, amend_last, wallet, max_open, lsamr, expected) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee ) default_conf['dry_run_wallet'] = wallet default_conf['amend_last_stake_amount'] = amend_last default_conf['last_stake_amount_min_ratio'] = lsamr freqtrade = FreqtradeBot(default_conf) for i in range(0, max_open): if expected[i] is not None: limit_buy_order_open['id'] = str(i) result = freqtrade.get_trade_stake_amount('ETH/BTC') assert pytest.approx(result) == expected[i] freqtrade.execute_buy('ETH/BTC', result) else: with pytest.raises(DependencyException): freqtrade.get_trade_stake_amount('ETH/BTC') def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade.get_trade_stake_amount('ETH/BTC') @pytest.mark.parametrize("balance_ratio,result1", [ (1, 0.005), (0.99, 0.00495), (0.50, 0.0025), ]) def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee ) conf = deepcopy(default_conf) conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT conf['dry_run_wallet'] = 0.01 conf['max_open_trades'] = 2 conf['tradable_balance_ratio'] = balance_ratio freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) # no open trades, order amount should be 'balance / max_open_trades' result = freqtrade.get_trade_stake_amount('ETH/BTC') assert result == result1 # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)' freqtrade.execute_buy('ETH/BTC', result) result = freqtrade.get_trade_stake_amount('LTC/BTC') assert result == result1 # create 2 trades, order amount should be None freqtrade.execute_buy('LTC/BTC', result) result = freqtrade.get_trade_stake_amount('XRP/BTC') assert result == 0 # set max_open_trades = None, so do not trade conf['max_open_trades'] = 0 freqtrade = FreqtradeBot(conf) result = freqtrade.get_trade_stake_amount('NEO/BTC') assert result == 0 def test_edge_called_in_process(mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_edge(mocker) def _refresh_whitelist(list): return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] patch_exchange(mocker) freqtrade = FreqtradeBot(edge_conf) freqtrade.pairlists._validate_whitelist = _refresh_whitelist patch_get_signal(freqtrade) freqtrade.process() assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC'] def test_edge_overrides_stake_amount(mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['dry_run_wallet'] = 999.9 freqtrade = FreqtradeBot(edge_conf) assert freqtrade.get_trade_stake_amount('NEO/BTC') == (999.9 * 0.5 * 0.01) / 0.20 assert freqtrade.get_trade_stake_amount('LTC/BTC') == (999.9 * 0.5 * 0.01) / 0.21 def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['max_open_trades'] = float('inf') # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2 # Thus, if price falls 21%, stoploss should be triggered # # mocking the ticker: price is falling ... buy_price = limit_buy_order['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': buy_price * 0.79, 'ask': buy_price * 0.79, 'last': buy_price * 0.79 }), get_fee=fee, ) ############################################# # Create a trade with "limit_buy_order" price freqtrade = FreqtradeBot(edge_conf) freqtrade.active_pair_whitelist = ['NEO/BTC'] patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.update(limit_buy_order) ############################################# # stoploss shoud be hit assert freqtrade.handle_trade(trade) is True assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog) assert trade.sell_reason == SellType.STOP_LOSS.value def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee, mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['max_open_trades'] = float('inf') # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2 # Thus, if price falls 15%, stoploss should not be triggered # # mocking the ticker: price is falling ... buy_price = limit_buy_order['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': buy_price * 0.85, 'ask': buy_price * 0.85, 'last': buy_price * 0.85 }), get_fee=fee, ) ############################################# # Create a trade with "limit_buy_order" price freqtrade = FreqtradeBot(edge_conf) freqtrade.active_pair_whitelist = ['NEO/BTC'] patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.update(limit_buy_order) ############################################# # stoploss shoud not be hit assert freqtrade.handle_trade(trade) is False def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['stake_amount'] = 0.00098751 default_conf['max_open_trades'] = 2 mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade is not None assert trade.stake_amount == 0.00098751 assert trade.is_open assert trade.open_date is not None freqtrade.enter_positions() trade = Trade.query.order_by(Trade.id.desc()).first() assert trade is not None assert trade.stake_amount == 0.00098751 assert trade.is_open assert trade.open_date is not None assert Trade.total_open_trades_stakes() == 1.97502e-03 def test_get_min_pair_stake_amount(mocker, default_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.stoploss = -0.05 markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}} # no pair found mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) with pytest.raises(ValueError, match=r'.*get market information.*'): freqtrade._get_min_pair_stake_amount('BNB/BTC', 1) # no 'limits' section result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # empty 'limits' section markets["ETH/BTC"]["limits"] = {} mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # no cost Min markets["ETH/BTC"]["limits"] = { 'cost': {"min": None}, 'amount': {} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # no amount Min markets["ETH/BTC"]["limits"] = { 'cost': {}, 'amount': {"min": None} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # empty 'cost'/'amount' section markets["ETH/BTC"]["limits"] = { 'cost': {}, 'amount': {} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # min cost is set markets["ETH/BTC"]["limits"] = { 'cost': {'min': 2}, 'amount': {} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result == 2 / 0.9 # min amount is set markets["ETH/BTC"]["limits"] = { 'cost': {}, 'amount': {'min': 2} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) 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) markets["ETH/BTC"]["limits"] = { 'cost': {'min': 2}, 'amount': {'min': 2} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == max(2, 2 * 2) / 0.9 # min amount and cost are set (amount is minial) markets["ETH/BTC"]["limits"] = { 'cost': {'min': 8}, 'amount': {'min': 2} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == max(8, 2 * 2) / 0.9 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.stoploss = -0.05 markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}} # Real Binance data markets["ETH/BTC"]["limits"] = { 'cost': {'min': 0.0001}, 'amount': {'min': 0.001} } mocker.patch( 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 0.020405) assert round(result, 8) == round(max(0.0001, 0.001 * 0.020405) / 0.9, 8) def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) # Save state of current whitelist whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade('ETH/BTC') 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, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade.create_trade('ETH/BTC') def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) buy_mock = MagicMock(return_value=limit_buy_order_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=buy_mock, get_fee=fee, ) default_conf['stake_amount'] = 0.0005 freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade('ETH/BTC') rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount'] assert rate * amount <= default_conf['stake_amount'] def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) buy_mock = MagicMock(return_value=limit_buy_order_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=buy_mock, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) freqtrade.config['stake_amount'] = 0.000000005 patch_get_signal(freqtrade) assert not freqtrade.create_trade('ETH/BTC') def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_balance=MagicMock(return_value=default_conf['stake_amount']), get_fee=fee, ) default_conf['max_open_trades'] = 0 default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) assert not freqtrade.create_trade('ETH/BTC') assert freqtrade.get_trade_stake_amount('ETH/BTC') == 0 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) n = freqtrade.enter_positions() assert n == 1 assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog) n = freqtrade.enter_positions() assert n == 0 assert log_has_re(r"No currency pair in active pair whitelist.*", caplog) def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, ) default_conf['exchange']['pair_whitelist'] = [] freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) n = freqtrade.enter_positions() assert n == 0 assert log_has("Active pair whitelist is empty.", caplog) def test_create_trade_no_signal(default_conf, fee, mocker) -> None: default_conf['dry_run'] = True patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_balance=MagicMock(return_value=20), get_fee=fee, ) default_conf['stake_amount'] = 10 freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade, value=(False, False)) Trade.query = MagicMock() Trade.query.filter = MagicMock() assert not freqtrade.create_trade('ETH/BTC') @pytest.mark.parametrize("max_open", range(0, 5)) @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)]) def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_open, max_open, tradable_balance_ratio, modifier) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['max_open_trades'] = max_open default_conf['tradable_balance_ratio'] = tradable_balance_ratio default_conf['dry_run_wallet'] = 0.001 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) n = freqtrade.enter_positions() trades = Trade.get_open_trades() # Expected trades should be max_open * a modified value # depending on the configured tradable_balance assert n == max(int(max_open * modifier), 0) assert len(trades) == max(int(max_open * modifier), 0) def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf['max_open_trades'] = 4 mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create 2 existing trades freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount']) freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount']) assert len(Trade.get_open_trades()) == 2 # Change order_id for new orders limit_buy_order_open['id'] = '123444' # Create 2 new trades using create_trades assert freqtrade.create_trade('ETH/BTC') assert freqtrade.create_trade('NEO/BTC') trades = Trade.get_open_trades() assert len(trades) == 4 def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), fetch_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 freqtrade.process() 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 == 0.00001098 assert trade.amount == 91.07468123 assert log_has( 'Buy signal found: about create a new trade with stake_amount: 0.001 ...', caplog ) def test_process_exchange_failures(default_conf, ticker, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) worker = Worker(args=None, config=default_conf) patch_get_signal(worker.freqtrade) worker._process_running() assert sleep_mock.has_calls() def test_process_operational_exception(default_conf, ticker, mocker) -> None: msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(side_effect=OperationalException) ) worker = Worker(args=None, config=default_conf) patch_get_signal(worker.freqtrade) assert worker.freqtrade.state == State.RUNNING worker._process_running() assert worker.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_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), fetch_order=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades freqtrade.process() trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 # Nothing happened ... freqtrade.process() assert len(trades) == 1 def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, fee, mocker) -> None: """ Test process with trade not in pair list """ patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), fetch_order=MagicMock(return_value=limit_buy_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) pair = 'BLK/BTC' # Ensure the pair is not in the whitelist! assert pair not in default_conf['exchange']['pair_whitelist'] # create open trade not in whitelist Trade.session.add(Trade( pair=pair, stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, amount=20, open_rate=0.01, exchange='bittrex', )) Trade.session.add(Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, amount=12, open_rate=0.001, exchange='bittrex', )) assert pair not in freqtrade.active_pair_whitelist freqtrade.process() assert pair in freqtrade.active_pair_whitelist # Make sure each pair is only in the list once assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist)) def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) def _refresh_whitelist(list): return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] refresh_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")]) mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False)) mocker.patch('time.sleep', return_value=None) freqtrade = FreqtradeBot(default_conf) freqtrade.pairlists._validate_whitelist = _refresh_whitelist freqtrade.strategy.informative_pairs = inf_pairs # patch_get_signal(freqtrade) freqtrade.process() assert inf_pairs.call_count == 1 assert refresh_mock.call_count == 1 assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0] assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0] @pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [ ('ask', 20, 19, 10, 0.0, 20), # Full ask side ('ask', 20, 19, 10, 1.0, 10), # Full last side ('ask', 20, 19, 10, 0.5, 15), # Between ask and last ('ask', 20, 19, 10, 0.7, 13), # Between ask and last ('ask', 20, 19, 10, 0.3, 17), # Between ask and last ('ask', 5, 6, 10, 1.0, 5), # last bigger than ask ('ask', 5, 6, 10, 0.5, 5), # last bigger than ask ('ask', 10, 20, None, 0.5, 10), # last not available - uses ask ('ask', 4, 5, None, 0.5, 4), # last not available - uses ask ('ask', 4, 5, None, 1, 4), # last not available - uses ask ('ask', 4, 5, None, 0, 4), # last not available - uses ask ('bid', 10, 20, 10, 0.0, 20), # Full bid side ('bid', 10, 20, 10, 1.0, 10), # Full last side ('bid', 10, 20, 10, 0.5, 15), # Between bid and last ('bid', 10, 20, 10, 0.7, 13), # Between bid and last ('bid', 10, 20, 10, 0.3, 17), # Between bid and last ('bid', 4, 5, 10, 1.0, 5), # last bigger than bid ('bid', 4, 5, 10, 0.5, 5), # last bigger than bid ('bid', 10, 20, None, 0.5, 20), # last not available - uses bid ('bid', 4, 5, None, 0.5, 5), # last not available - uses bid ('bid', 4, 5, None, 1, 5), # last not available - uses bid ('bid', 4, 5, None, 0, 5), # last not available - uses bid ]) def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid, last, last_ab, expected) -> None: default_conf['bid_strategy']['ask_last_balance'] = last_ab default_conf['bid_strategy']['price_side'] = side freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={'ask': ask, 'last': last, 'bid': bid})) assert freqtrade.get_buy_rate('ETH/BTC', True) == expected assert not log_has("Using cached buy rate for ETH/BTC.", caplog) assert freqtrade.get_buy_rate('ETH/BTC', False) == expected assert log_has("Using cached buy rate for ETH/BTC.", caplog) # Running a 2nd time with Refresh on! caplog.clear() assert freqtrade.get_buy_rate('ETH/BTC', True) == expected assert not log_has("Using cached buy rate for ETH/BTC.", caplog) def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) stake_amount = 2 bid = 0.11 buy_rate_mock = MagicMock(return_value=bid) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', get_buy_rate=buy_rate_mock, _get_min_pair_stake_amount=MagicMock(return_value=1) ) buy_mm = MagicMock(return_value=limit_buy_order_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=buy_mm, get_fee=fee, ) pair = 'ETH/BTC' assert not freqtrade.execute_buy(pair, stake_amount) assert buy_rate_mock.call_count == 1 assert buy_mm.call_count == 0 assert freqtrade.strategy.confirm_trade_entry.call_count == 1 buy_rate_mock.reset_mock() limit_buy_order_open['id'] = '22' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_buy(pair, stake_amount) assert buy_rate_mock.call_count == 1 assert buy_mm.call_count == 1 call_args = buy_mm.call_args_list[0][1] assert call_args['pair'] == pair assert call_args['rate'] == bid assert call_args['amount'] == round(stake_amount / bid, 8) buy_rate_mock.reset_mock() # Should create an open trade with an open order id # As the order is not fulfilled yet trade = Trade.query.first() assert trade assert trade.is_open is True assert trade.open_order_id == '22' # Test calling with price limit_buy_order_open['id'] = '33' fix_price = 0.06 assert freqtrade.execute_buy(pair, stake_amount, fix_price) # Make sure get_buy_rate wasn't called again assert buy_rate_mock.call_count == 0 assert buy_mm.call_count == 2 call_args = buy_mm.call_args_list[1][1] assert call_args['pair'] == pair assert call_args['rate'] == fix_price assert call_args['amount'] == round(stake_amount / fix_price, 8) # In case of closed order limit_buy_order['status'] = 'closed' limit_buy_order['price'] = 10 limit_buy_order['cost'] = 100 limit_buy_order['id'] = '444' mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order)) assert freqtrade.execute_buy(pair, stake_amount) trade = Trade.query.all()[2] assert trade assert trade.open_order_id is None assert trade.open_rate == 10 assert trade.stake_amount == 100 # In case of rejected or expired order and partially filled limit_buy_order['status'] = 'expired' limit_buy_order['amount'] = 90.99181073 limit_buy_order['filled'] = 80.99181073 limit_buy_order['remaining'] = 10.00 limit_buy_order['price'] = 0.5 limit_buy_order['cost'] = 40.495905365 limit_buy_order['id'] = '555' mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order)) assert freqtrade.execute_buy(pair, stake_amount) trade = Trade.query.all()[3] assert trade assert trade.open_order_id == '555' assert trade.open_rate == 0.5 assert trade.stake_amount == 40.495905365 # In case of the order is rejected and not filled at all limit_buy_order['status'] = 'rejected' limit_buy_order['amount'] = 90.99181073 limit_buy_order['filled'] = 0.0 limit_buy_order['remaining'] = 90.99181073 limit_buy_order['price'] = 0.5 limit_buy_order['cost'] = 0.0 limit_buy_order['id'] = '66' mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order)) assert not freqtrade.execute_buy(pair, stake_amount) def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', get_buy_rate=MagicMock(return_value=0.11), _get_min_pair_stake_amount=MagicMock(return_value=1) ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=MagicMock(return_value=limit_buy_order), get_fee=fee, ) stake_amount = 2 pair = 'ETH/BTC' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) assert freqtrade.execute_buy(pair, stake_amount) limit_buy_order['id'] = '222' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_buy(pair, stake_amount) limit_buy_order['id'] = '2223' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_buy(pair, stake_amount) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) assert not freqtrade.execute_buy(pair, stake_amount) def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_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']) stoploss = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True trade = MagicMock() trade.open_order_id = None trade.stoploss_order_id = None trade.is_open = True trades = [trade] freqtrade.exit_positions(trades) assert trade.stoploss_order_id == '13434334' assert stoploss.call_count == 1 assert trade.is_open is True def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, limit_buy_order, limit_sell_order) -> None: stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_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, stoploss=stoploss ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # First case: when stoploss is not yet set but the order is open # should get the stoploss order id immediately # and should return false as no trade actually happened trade = MagicMock() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = None assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 1 assert trade.stoploss_order_id == "13434334" # Second case: when stoploss is set but it is not yet hit # should do nothing and return false trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id == 100 # Third case: when stoploss was set but it was canceled for some reason # should set a stoploss immediately and return False caplog.clear() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order) stoploss.reset_mock() assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 1 assert trade.stoploss_order_id == "13434334" # Fourth case: when stoploss is set and it is hit # should unset stoploss_order_id and return true # as a trade actually happened caplog.clear() freqtrade.enter_positions() trade = Trade.query.first() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 assert trade stoploss_order_hit = MagicMock(return_value={ 'id': 100, 'status': 'closed', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'amount': limit_buy_order['amount'], }) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog) assert trade.stoploss_order_id is None assert trade.is_open is False mocker.patch( 'freqtrade.exchange.Exchange.stoploss', side_effect=ExchangeError() ) trade.is_open = True freqtrade.handle_stoploss_on_exchange(trade) assert log_has('Unable to place a stoploss order on exchange.', caplog) assert trade.stoploss_order_id is None # Fifth case: fetch_order returns InvalidOrder # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) freqtrade.handle_stoploss_on_exchange(trade) assert stoploss.call_count == 1 # Sixth case: Closed Trade # Should not create new order trade.stoploss_order_id = None trade.is_open = False stoploss.reset_mock() mocker.patch('freqtrade.exchange.Exchange.fetch_order') mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 0 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, limit_buy_order, limit_sell_order) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_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, fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}), stoploss=MagicMock(side_effect=ExchangeError()), ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 assert trade assert freqtrade.handle_stoploss_on_exchange(trade) is False assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog) assert trade.stoploss_order_id is None assert trade.is_open is True def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, limit_buy_order_open, limit_sell_order): rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) sell_mock = MagicMock(return_value={'id': limit_sell_order['id']}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=MagicMock(return_value=limit_buy_order_open), sell=sell_mock, get_fee=fee, fetch_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=InvalidOrderException()), ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.enter_positions() trade = Trade.query.first() caplog.clear() freqtrade.create_stoploss_order(trade, 200) assert trade.stoploss_order_id is None assert trade.sell_reason == SellType.EMERGENCY_SELL.value assert log_has("Unable to place a stoploss order on exchange. ", caplog) assert log_has("Selling the trade forcefully", caplog) # Should call a market sell assert sell_mock.call_count == 1 assert sell_mock.call_args[1]['ordertype'] == 'market' assert sell_mock.call_args[1]['pair'] == trade.pair assert sell_mock.call_args[1]['amount'] == trade.amount # Rpc is sending first buy, then sell assert rpc_mock.call_count == 2 assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' @pytest.mark.usefixtures("init_persistence") def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, limit_buy_order, limit_sell_order) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_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, stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) # enabling TSL default_conf['trailing_stop'] = True # disabling ROI default_conf['minimal_roi']['0'] = 999999999 freqtrade = get_patched_freqtradebot(mocker, default_conf) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.stoploss = -0.05 # setting stoploss_on_exchange_interval to 60 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 stoploss_order_hanging = MagicMock(return_value={ 'id': 100, 'status': 'open', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'info': { 'stopPrice': '0.000011134' } }) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 5% assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 0.00002344, 'ask': 0.00002346, 'last': 0.00002344 })) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock) # stoploss should not be updated as the interval is 60 seconds assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_not_called() stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False assert trade.stop_loss == 0.00002346 * 0.95 # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') stoploss_order_mock.assert_called_once_with(amount=85.32423208, pair='ETH/BTC', order_types=freqtrade.strategy.order_types, stop_price=0.00002346 * 0.95) # price fell below stoploss, so dry-run sells trade. mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 0.00002144, 'ask': 0.00002146, 'last': 0.00002144 })) assert freqtrade.handle_trade(trade) is True def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, limit_buy_order, limit_sell_order) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_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, stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) # enabling TSL default_conf['trailing_stop'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.stoploss = -0.05 # setting stoploss_on_exchange_interval to 60 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = "abcd" trade.stop_loss = 0.2 trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None) stoploss_order_hanging = { 'id': "abcd", 'status': 'open', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'info': { 'stopPrice': '0.1' } } mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) # Still try to create order assert stoploss.call_count == 1 # Fail creating stoploss order caplog.clear() cancel_mock = mocker.patch("freqtrade.exchange.Exchange.cancel_stoploss_order", MagicMock()) mocker.patch("freqtrade.exchange.Exchange.stoploss", side_effect=ExchangeError()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert cancel_mock.call_count == 1 assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, limit_buy_order, limit_sell_order) -> None: # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['max_open_trades'] = float('inf') edge_conf['dry_run_wallet'] = 999.9 edge_conf['exchange']['name'] = 'binance' mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_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, stoploss=stoploss, ) # enabling TSL edge_conf['trailing_stop'] = True edge_conf['trailing_stop_positive'] = 0.01 edge_conf['trailing_stop_positive_offset'] = 0.011 # disabling ROI edge_conf['minimal_roi']['0'] = 999999999 freqtrade = FreqtradeBot(edge_conf) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.stoploss = -0.02 # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 patch_get_signal(freqtrade) freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist) freqtrade.enter_positions() trade = Trade.query.first() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 stoploss_order_hanging = MagicMock(return_value={ 'id': 100, 'status': 'open', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'info': { 'stopPrice': '0.000009384' } }) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stop_loss == 0.000009384 cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) # price goes down 5% mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 0.00001172 * 0.95, 'ask': 0.00001173 * 0.95, 'last': 0.00001172 * 0.95 })) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should remain the same assert trade.stop_loss == 0.000009384 # stoploss on exchange should not be canceled cancel_order_mock.assert_not_called() # price jumped 2x mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 0.00002344, 'ask': 0.00002346, 'last': 0.00002344 })) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should be set to 1% as trailing is on assert trade.stop_loss == 0.00002346 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') stoploss_order_mock.assert_called_once_with(amount=2132892.49146757, pair='NEO/BTC', order_types=freqtrade.strategy.order_types, stop_price=0.00002346 * 0.99) def test_enter_positions(mocker, default_conf, caplog) -> None: caplog.set_level(logging.DEBUG) freqtrade = get_patched_freqtradebot(mocker, default_conf) mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False)) n = freqtrade.enter_positions() assert n == 0 assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog) # create_trade should be called once for every pair in the whitelist. assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist']) def test_enter_positions_exception(mocker, default_conf, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mock_ct = mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(side_effect=DependencyException) ) n = freqtrade.enter_positions() assert n == 0 assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist']) assert log_has('Unable to create trade for ETH/BTC: ', caplog) def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_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 trades = [trade] n = freqtrade.exit_positions(trades) assert n == 0 # 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 ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) # test amount modified by fee-logic n = freqtrade.exit_positions(trades) assert n == 0 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) trade = MagicMock() trade.open_order_id = None trade.open_fee = 0.001 trade.pair = 'ETH/BTC' trades = [trade] # Test raise of DependencyException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.handle_trade', side_effect=DependencyException() ) n = freqtrade.exit_positions(trades) assert n == 0 assert log_has('Unable to sell trade ETH/BTC: ', caplog) def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_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 = Trade( open_order_id=123, fee_open=0.001, fee_close=0.001, open_rate=0.01, open_date=arrow.utcnow().datetime, amount=11, ) # Add datetime explicitly since sqlalchemy defaults apply only once written to database freqtrade.update_trade_state(trade, '123') # Test amount not modified by fee-logic assert not log_has_re(r'Applying fee to .*', caplog) assert trade.open_order_id is None assert trade.amount == limit_buy_order['amount'] trade.open_order_id = '123' mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) assert trade.amount != 90.81 # test amount modified by fee-logic freqtrade.update_trade_state(trade, '123') assert trade.amount == 90.81 assert trade.open_order_id is None trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution freqtrade.update_trade_state(trade, '123') assert log_has_re('Found open order for.*', caplog) def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) Trade.session = MagicMock() amount = sum(x['amount'] for x in trades_for_order) freqtrade = get_patched_freqtradebot(mocker, default_conf) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456", is_open=True, ) freqtrade.update_trade_state(trade, '123456', limit_buy_order) assert trade.amount != amount assert trade.amount == limit_buy_order['amount'] def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee, limit_buy_order, mocker, caplog): trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) Trade.session = MagicMock() amount = sum(x['amount'] for x in trades_for_order) freqtrade = get_patched_freqtradebot(mocker, default_conf) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id='123456', is_open=True, open_date=arrow.utcnow().datetime, ) freqtrade.update_trade_state(trade, '123456', limit_buy_order) assert trade.amount != amount assert trade.amount == limit_buy_order['amount'] assert log_has_re(r'Applying fee on amount for .*', caplog) def test_update_trade_state_exception(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.fetch_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=DependencyException() ) freqtrade.update_trade_state(trade, trade.open_order_id) assert log_has('Could not update trade amount: ', caplog) def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=InvalidOrderException)) trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 # Test raise of OperationalException exception grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock()) freqtrade.update_trade_state(trade, trade.open_order_id) assert grm_mock.call_count == 0 assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog) def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open, limit_sell_order, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) wallet_mock = MagicMock() mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) patch_exchange(mocker) Trade.session = MagicMock() amount = limit_sell_order["amount"] freqtrade = get_patched_freqtradebot(mocker, default_conf) wallet_mock.reset_mock() trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=0.0025, fee_close=0.0025, open_date=arrow.utcnow().datetime, open_order_id="123456", is_open=True, ) order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell') trade.orders.append(order) assert order.status == 'open' freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order) assert trade.amount == limit_sell_order['amount'] # Wallet needs to be updated after closing a limit-sell order to reenable buying assert wallet_mock.call_count == 1 assert not trade.is_open # Order is updated by update_trade_state assert order.status == 'closed' def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=MagicMock(return_value=limit_buy_order), sell=MagicMock(return_value=limit_sell_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) assert trade.is_open is True freqtrade.wallets.update() 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 == 0.06201058 assert trade.calc_profit() == 0.00006217 assert trade.close_date is not None def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade, value=(True, True)) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() # 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.enter_positions() 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_open, fee, mocker, caplog) -> None: caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtrade, value=(True, False)) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() 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("ETH/BTC - Required profit reached. sell_flag=True, sell_type=SellType.ROI", caplog) def test_handle_trade_use_sell_signal( default_conf, ticker, limit_buy_order_open, fee, mocker, caplog) -> None: # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() 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("ETH/BTC - Sell signal received. sell_flag=True, sell_type=SellType.SELL_SIGNAL", caplog) def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create trade and sell it freqtrade.enter_positions() 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(DependencyException, match=r'.*closed trade.*'): freqtrade.handle_trade(trade) def test_bot_loop_start_called_once(mocker, default_conf, caplog): ftbot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(ftbot) ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError) ftbot.strategy.analyze = MagicMock() ftbot.process() assert log_has_re(r'Strategy caused the following exception.*', caplog) assert ftbot.strategy.bot_loop_start.call_count == 1 assert ftbot.strategy.analyze.call_count == 1 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old) cancel_buy_order = deepcopy(limit_buy_order_old) cancel_buy_order['status'] = 'canceled' cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order_with_result=cancel_order_wr_mock, cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) Trade.session.add(open_trade) # Ensure default is to return empty (so not mocked yet) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 # Return false - trade remains open freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_buy_timeout.call_count == 1 # Raise Keyerror ... (no impact on trade) freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_buy_timeout.call_count == 1 freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True) # Trade should be closed since the function returns true freqtrade.check_handle_timedout() assert cancel_order_wr_mock.call_count == 1 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 assert freqtrade.strategy.check_buy_timeout.call_count == 1 def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_cancel = deepcopy(limit_buy_order_old) limit_buy_cancel['status'] = 'canceled' cancel_order_mock = MagicMock(return_value=limit_buy_cancel) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order_with_result=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) Trade.session.add(open_trade) freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) # 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_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 # Custom user buy-timeout is never called assert freqtrade.strategy.check_buy_timeout.call_count == 0 def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker, caplog) -> None: """ Handle Buy order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) limit_buy_order_old.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) Trade.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog) def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), fetch_ticker=ticker, fetch_order=MagicMock(side_effect=ExchangeError), cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) Trade.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, open_trade) -> None: default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade.is_open = False Trade.session.add(open_trade) # Ensure default is false freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # Return false - No impact freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 assert open_trade.is_open is False assert freqtrade.strategy.check_sell_timeout.call_count == 1 freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError) # Return Error - No impact freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 assert open_trade.is_open is False assert freqtrade.strategy.check_sell_timeout.call_count == 1 # Return True - sells! freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 assert open_trade.is_open is True assert freqtrade.strategy.check_sell_timeout.call_count == 1 def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, open_trade) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade.is_open = False Trade.session.add(open_trade) freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # 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 open_trade.is_open is True # Custom user sell-timeout is never called assert freqtrade.strategy.check_sell_timeout.call_count == 0 def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, mocker, caplog) -> None: """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() limit_sell_order_old.update({"status": "canceled", 'filled': 0.0}) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade.is_open = False Trade.session.add(open_trade) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 assert open_trade.is_open is True assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog) def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, open_trade, mocker) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_canceled = deepcopy(limit_buy_order_old_partial) limit_buy_canceled['status'] = 'canceled' cancel_order_mock = MagicMock(return_value=limit_buy_canceled) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) Trade.session.add(open_trade) # 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 == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0)) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) freqtrade = FreqtradeBot(default_conf) assert open_trade.amount == limit_buy_order_old_partial['amount'] open_trade.fee_open = fee() open_trade.fee_close = fee() Trade.session.add(open_trade) # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. freqtrade.check_handle_timedout() assert log_has_re(r"Applying fee on amount for Trade.*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) - 0.023 assert trades[0].open_order_id is None assert trades[0].fee_updated('buy') assert pytest.approx(trades[0].fee_open) == 0.001 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', MagicMock(side_effect=DependencyException)) freqtrade = FreqtradeBot(default_conf) assert open_trade.amount == limit_buy_order_old_partial['amount'] open_trade.fee_open = fee() open_trade.fee_close = fee() Trade.session.add(open_trade) # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. freqtrade.check_handle_timedout() assert log_has_re(r"Could not update trade amount: .*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) assert trades[0].open_order_id is None assert trades[0].fee_open == fee() def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', handle_cancel_buy=MagicMock(), handle_cancel_sell=MagicMock(), ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) Trade.session.add(open_trade) freqtrade.check_handle_timedout() assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, " r"open_rate=0.00001099, open_since=" f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) due to Traceback \(most recent call last\):\n*", caplog) def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_buy_order = deepcopy(limit_buy_order) cancel_buy_order['status'] = 'canceled' del cancel_buy_order['filled'] cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf) freqtrade._notify_buy_cancel = MagicMock() Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['filled'] = 0.0 limit_buy_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() limit_buy_order['filled'] = 2 assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 # Order remained open for some reason (cancel failed) cancel_buy_order['status'] = 'open' cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert log_has_re(r"Order .* for .* not cancelled.", caplog) @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], indirect=['limit_buy_order_canceled_empty']) def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf, limit_buy_order_canceled_empty) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = mocker.patch( 'freqtrade.exchange.Exchange.cancel_order_with_result', return_value=limit_buy_order_canceled_empty) nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_buy_cancel') freqtrade = FreqtradeBot(default_conf) Trade.session = MagicMock() reason = CANCEL_REASON['TIMEOUT'] trade = MagicMock() trade.pair = 'LTC/ETH' assert freqtrade.handle_cancel_buy(trade, limit_buy_order_canceled_empty, reason) assert cancel_order_mock.call_count == 0 assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) assert nofiy_mock.call_count == 1 @pytest.mark.parametrize('cancelorder', [ {}, {'remaining': None}, 'String Return value', 123 ]) def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( 'freqtrade.exchange.Exchange', cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) freqtrade._notify_buy_cancel = MagicMock() Trade.session = MagicMock() trade = MagicMock() trade.pair = 'LTC/ETH' limit_buy_order['filled'] = 0.0 limit_buy_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() limit_buy_order['filled'] = 1.0 assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason) assert cancel_order_mock.call_count == 1 def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None: send_msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', cancel_order=cancel_order_mock, ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate', return_value=0.245441) freqtrade = FreqtradeBot(default_conf) trade = Trade( pair='LTC/ETH', amount=2, exchange='binance', open_rate=0.245441, open_order_id="123456", open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, ) order = {'remaining': 1, 'amount': 1, 'status': "open"} reason = CANCEL_REASON['TIMEOUT'] assert freqtrade.handle_cancel_sell(trade, order, reason) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 send_msg_mock.reset_mock() order['amount'] = 2 assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED'] # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 assert freqtrade.handle_cancel_sell(trade, order, reason) == CANCEL_REASON['PARTIALLY_FILLED'] # Message should not be iterated again assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED'] assert send_msg_mock.call_count == 1 def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch( 'freqtrade.exchange.Exchange.cancel_order', side_effect=InvalidOrderException()) freqtrade = FreqtradeBot(default_conf) trade = MagicMock() reason = CANCEL_REASON['TIMEOUT'] order = {'remaining': 1, 'amount': 1, 'status': "open"} assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order' def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) # Create some test data freqtrade.enter_positions() rpc_mock.reset_mock() trade = Trade.query.first() assert trade assert freqtrade.strategy.confirm_trade_exit.call_count == 0 # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_up ) # Prevented sell ... freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) assert rpc_mock.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 # Repatch with true freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert rpc_mock.call_count == 1 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'trade_id': 1, 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', 'limit': 1.172e-05, 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.173e-05, 'profit_amount': 6.223e-05, 'profit_ratio': 0.0620716, 'stake_currency': 'BTC', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, 'close_date': ANY, } == last_msg def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_down ) freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'], sell_reason=SellType.STOP_LOSS) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', 'limit': 1.044e-05, 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.043e-05, 'profit_amount': -5.406e-05, 'profit_ratio': -0.05392257, 'stake_currency': 'BTC', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, } == last_msg def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_down ) default_conf['dry_run'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Setting trade stoploss to 0.01 trade.stop_loss = 0.00001099 * 0.99 freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'], sell_reason=SellType.STOP_LOSS) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', 'limit': 1.08801e-05, 'amount': 91.07468123, 'order_type': 'limit', 'open_rate': 1.098e-05, 'current_rate': 1.043e-05, 'profit_amount': -1.408e-05, 'profit_ratio': -0.01404051, 'stake_currency': 'BTC', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, } == last_msg def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) sellmock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, sell=sellmock ) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() Trade.session = MagicMock() freqtrade.config['dry_run'] = False trade.stoploss_order_id = "abcd" freqtrade.execute_sell(trade=trade, limit=1234, sell_reason=SellType.STOP_LOSS) assert sellmock.call_count == 1 assert log_has('Could not cancel stoploss order abcd', caplog) def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: default_conf['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) stoploss = MagicMock(return_value={ 'id': 123, 'info': { 'foo': 'bar' } }) cancel_order = MagicMock(return_value=True) 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, stoploss=stoploss, cancel_stoploss_order=cancel_order, ) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() assert trade trades = [trade] freqtrade.check_handle_timedout() freqtrade.exit_positions(trades) # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_up ) freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.SELL_SIGNAL) trade = Trade.query.first() assert trade assert cancel_order.call_count == 1 assert rpc_mock.call_count == 2 def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee, mocker) -> None: default_conf['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) 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, ) stoploss = MagicMock(return_value={ 'id': 123, 'info': { 'foo': 'bar' } }) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() freqtrade.check_handle_timedout() trade = Trade.query.first() trades = [trade] assert trade.stoploss_order_id is None freqtrade.exit_positions(trades) assert trade assert trade.stoploss_order_id == '123' assert trade.open_order_id is None # Assuming stoploss on exchnage is hit # stoploss_order_id should become None # and trade should be sold at the price of stoploss stoploss_executed = MagicMock(return_value={ "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": 99.0000000032274, "average": 1.08801, "filled": 90.99181074, "remaining": 0.0, "status": "closed", "fee": None, "trades": None }) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed) freqtrade.exit_positions(trades) assert trade.stoploss_order_id is None assert trade.is_open is False assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert rpc_mock.call_count == 2 def test_execute_sell_market_order(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_up ) freqtrade.config['order_types']['sell'] = 'market' freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) assert not trade.is_open assert trade.close_profit == 0.0620716 assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'trade_id': 1, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', 'limit': 1.172e-05, 'amount': 91.07468123, 'order_type': 'market', 'open_rate': 1.098e-05, 'current_rate': 1.173e-05, 'profit_amount': 6.223e-05, 'profit_ratio': 0.0620716, 'stake_currency': 'BTC', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, 'close_date': ANY, } == last_msg def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': True, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.update(limit_buy_order) freqtrade.wallets.update() 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, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': False, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.update(limit_buy_order) freqtrade.wallets.update() 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, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': True, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple( sell_flag=False, sell_type=SellType.NONE)) freqtrade.enter_positions() 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, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.0000172, 'ask': 0.0000173, 'last': 0.0000172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['ask_strategy'] = { 'use_sell_signal': True, 'sell_profit_only': False, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.update(limit_buy_order) freqtrade.wallets.update() 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_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() amnt = trade.amount trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(False, True)) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985)) assert freqtrade.handle_trade(trade) is True assert log_has_re(r'.*Falling back to wallet-amount.', caplog) assert trade.amount != amnt def test__safe_sell_amount(default_conf, fee, caplog, mocker): patch_RPCManager(mocker) patch_exchange(mocker) amount = 95.33 amount_wallet = 95.29 mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet)) wallet_update = mocker.patch('freqtrade.wallets.Wallets.update') trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456", fee_open=fee.return_value, fee_close=fee.return_value, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) wallet_update.reset_mock() assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet assert log_has_re(r'.*Falling back to wallet-amount.', caplog) assert wallet_update.call_count == 1 caplog.clear() wallet_update.reset_mock() assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet assert not log_has_re(r'.*Falling back to wallet-amount.', caplog) assert wallet_update.call_count == 1 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker): patch_RPCManager(mocker) patch_exchange(mocker) amount = 95.33 amount_wallet = 91.29 mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456", fee_open=fee.return_value, fee_close=fee.return_value, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r"Not enough amount to sell."): assert freqtrade._safe_sell_amount(trade.pair, trade.amount) def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_sell_down ) freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'], sell_reason=SellType.STOP_LOSS) trade.close(ticker_sell_down()['bid']) assert trade.pair in freqtrade.strategy._pair_locked_until assert freqtrade.strategy.is_pair_locked(trade.pair) # reinit - should buy other pair. caplog.clear() freqtrade.enter_positions() assert log_has(f"Pair {trade.pair} is currently locked.", caplog) def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.0000172, 'ask': 0.0000173, 'last': 0.0000172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['ask_strategy'] = { 'ignore_roi_if_buy_signal': True } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() trade.update(limit_buy_order) freqtrade.wallets.update() 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_open, limit_buy_order, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00001099, 'ask': 0.00001099, 'last': 0.00001099 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['trailing_stop'] = True patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() assert freqtrade.handle_trade(trade) is False # Raise ticker above buy price mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 0.00001099 * 1.5, 'ask': 0.00001099 * 1.5, 'last': 0.00001099 * 1.5 })) # Stoploss should be adjusted assert freqtrade.handle_trade(trade) is False # Price fell mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 0.00001099 * 1.1, 'ask': 0.00001099 * 1.1, 'last': 0.00001099 * 1.1 })) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, " "initial stoploss was at 0.000010, trade opened at 0.000011", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee, caplog, mocker) -> None: buy_price = limit_buy_order['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': buy_price - 0.000001, 'ask': buy_price - 0.000001, 'last': buy_price - 0.000001 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 patch_whitelist(mocker, default_conf) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() 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.fetch_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("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog) assert log_has("ETH/BTC - Adjusting stoploss...", caplog) assert trade.stop_loss == 0.0000138501 mocker.patch('freqtrade.exchange.Exchange.fetch_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"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, " f"stoploss is {trade.stop_loss:.6f}, " f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog) def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee, caplog, mocker) -> None: buy_price = limit_buy_order['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': buy_price - 0.000001, 'ask': buy_price - 0.000001, 'last': buy_price - 0.000001 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) patch_whitelist(mocker, default_conf) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 default_conf['trailing_stop_positive_offset'] = 0.011 freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() 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.fetch_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("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog) assert log_has("ETH/BTC - Adjusting stoploss...", caplog) assert trade.stop_loss == 0.0000138501 mocker.patch('freqtrade.exchange.Exchange.fetch_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"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, " f"stoploss is {trade.stop_loss:.6f}, " f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee, caplog, mocker) -> None: buy_price = limit_buy_order['price'] # buy_price: 0.00001099 patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': buy_price, 'ask': buy_price, 'last': buy_price }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) patch_whitelist(mocker, default_conf) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.05 default_conf['trailing_stop_positive_offset'] = 0.055 default_conf['trailing_only_offset_is_reached'] = True freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() 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 assert trade.stop_loss == 0.0000098910 # Raise ticker above buy price mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': buy_price + 0.0000004, 'ask': buy_price + 0.0000004, 'last': buy_price + 0.0000004 })) # stop-loss should not be adjusted as offset is not reached yet assert freqtrade.handle_trade(trade) is False assert not log_has("ETH/BTC - Adjusting stoploss...", caplog) assert trade.stop_loss == 0.0000098910 # price rises above the offset (rises 12% when the offset is 5.5%) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': buy_price + 0.0000014, 'ask': buy_price + 0.0000014, 'last': buy_price + 0.0000014 })) assert freqtrade.handle_trade(trade) is False assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog) assert log_has("ETH/BTC - Adjusting stoploss...", caplog) assert trade.stop_loss == 0.0000117705 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) default_conf['ask_strategy'] = { 'ignore_roi_if_buy_signal': False } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() 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, fee, caplog, mocker): 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, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # 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).', caplog) def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) walletmock.reset_mock() # Amount is kept as is assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert walletmock.call_count == 1 assert log_has_re(r'Fee amount for Trade.* was in base currency ' '- Eating Fee 0.008 into dust', caplog) def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = buy_order_fee['amount'] trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # 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) def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker): trades_for_order[0]['fee']['currency'] = 'ETH' 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee, fee, mocker): limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004, 'currency': None} trades_for_order[0]['fee']['currency'] = None 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker): trades_for_order[0]['fee']['currency'] = 'BNB' trades_for_order[0]['fee']['cost'] = 0.00094518 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # 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, fee, mocker): 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # 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).', caplog) def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # 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).', caplog) def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker): limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004} 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker): limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001 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, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): freqtrade.get_real_amount(trade, limit_buy_order) def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee, mocker): # Floats should not be compared directly. limit_buy_order = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 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', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount changes by fee amount. assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), abs_tol=MATH_CLOSE_PREC,) def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker): # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} 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, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_open_trade(default_conf, fee, mocker): amount = 12345 trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) order = { 'id': 'mocked_order', 'amount': amount, 'status': 'open', 'side': 'buy', } freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_real_amount(trade, order) == amount @pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [ (8.0, 0.0, 10, 8), (8.0, 0.0, 0, 8), (8.0, 0.1, 0, 7.9), (8.0, 0.1, 10, 8), (8.0, 0.1, 8.0, 8.0), (8.0, 0.1, 7.9, 7.9), ]) def test_apply_fee_conditional(default_conf, fee, caplog, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf) walletmock.reset_mock() # Amount is kept as is assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp assert walletmock.call_count == 1 def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order, fee, mocker, order_book_l2): default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1 patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) # Save state of current whitelist whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.enter_positions() 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' assert len(Trade.query.all()) == 1 # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) assert trade.open_rate == 0.00001099 assert whitelist == default_conf['exchange']['pair_whitelist'] def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order, fee, mocker, order_book_l2): default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True # delta is 100 which is impossible to reach. hence check_depth_of_market will return false default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, ) # Save state of current whitelist freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade is None def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None: """ test if function get_buy_rate will return the order book price instead of the ask rate """ patch_exchange(mocker) ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=order_book_l2, fetch_ticker=ticker_mock, ) default_conf['exchange']['name'] = 'binance' default_conf['bid_strategy']['use_order_book'] = True default_conf['bid_strategy']['order_book_top'] = 2 default_conf['bid_strategy']['ask_last_balance'] = 0 default_conf['telegram']['enabled'] = False freqtrade = FreqtradeBot(default_conf) assert freqtrade.get_buy_rate('ETH/BTC', True) == 0.043935 assert ticker_mock.call_count == 0 def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None: patch_exchange(mocker) ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}), fetch_ticker=ticker_mock, ) default_conf['exchange']['name'] = 'binance' default_conf['bid_strategy']['use_order_book'] = True default_conf['bid_strategy']['order_book_top'] = 1 default_conf['bid_strategy']['ask_last_balance'] = 0 default_conf['telegram']['enabled'] = False freqtrade = FreqtradeBot(default_conf) # orderbook shall be used even if tickers would be lower. with pytest.raises(PricingError): freqtrade.get_buy_rate('ETH/BTC', refresh=True) assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog) def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None: """ test check depth of market """ patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=order_book_l2 ) default_conf['telegram']['enabled'] = False default_conf['exchange']['name'] = 'binance' default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True # delta is 100 which is impossible to reach. hence function will return false default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 freqtrade = FreqtradeBot(default_conf) conf = default_conf['bid_strategy']['check_depth_of_market'] assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee, limit_sell_order_open, mocker, order_book_l2, caplog) -> None: """ test order book ask strategy """ mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) default_conf['exchange']['name'] = 'binance' default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_max'] = 2 default_conf['telegram']['enabled'] = False patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=MagicMock(return_value=limit_buy_order_open), sell=MagicMock(return_value=limit_sell_order_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) freqtrade.wallets.update() assert trade.is_open is True patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0] mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) with pytest.raises(PricingError): freqtrade.handle_trade(trade) assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog) @pytest.mark.parametrize('side,ask,bid,expected', [ ('bid', 10.0, 11.0, 11.0), ('bid', 10.0, 11.2, 11.2), ('bid', 10.0, 11.0, 11.0), ('bid', 9.8, 11.0, 11.0), ('bid', 0.0001, 0.002, 0.002), ('ask', 10.0, 11.0, 10.0), ('ask', 10.11, 11.2, 10.11), ('ask', 0.001, 0.002, 0.001), ('ask', 0.006, 1.0, 0.006), ]) def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask, expected) -> None: default_conf['ask_strategy']['price_side'] = side mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': ask, 'bid': bid}) pair = "ETH/BTC" # Test regular mode ft = get_patched_freqtradebot(mocker, default_conf) rate = ft.get_sell_rate(pair, True) assert not log_has("Using cached sell rate for ETH/BTC.", caplog) assert isinstance(rate, float) assert rate == expected # Use caching rate = ft.get_sell_rate(pair, False) assert rate == expected assert log_has("Using cached sell rate for ETH/BTC.", caplog) @pytest.mark.parametrize('side,expected', [ ('bid', 0.043936), # Value from order_book_l2 fiture - bids side ('ask', 0.043949), # Value from order_book_l2 fiture - asks side ]) def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2): # Test orderbook mode default_conf['ask_strategy']['price_side'] = side default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_max'] = 2 pair = "ETH/BTC" mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) ft = get_patched_freqtradebot(mocker, default_conf) rate = ft.get_sell_rate(pair, True) assert not log_has("Using cached sell rate for ETH/BTC.", caplog) assert isinstance(rate, float) assert rate == expected rate = ft.get_sell_rate(pair, False) assert rate == expected assert log_has("Using cached sell rate for ETH/BTC.", caplog) def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog): # Test orderbook mode default_conf['ask_strategy']['price_side'] = 'ask' default_conf['ask_strategy']['use_order_book'] = True default_conf['ask_strategy']['order_book_min'] = 1 default_conf['ask_strategy']['order_book_max'] = 2 pair = "ETH/BTC" # Test What happens if the exchange returns an empty orderbook. mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) ft = get_patched_freqtradebot(mocker, default_conf) with pytest.raises(PricingError): ft.get_sell_rate(pair, True) assert log_has("Sell Price at location from orderbook could not be determined.", caplog) def test_get_sell_rate_exception(default_conf, mocker, caplog): # Ticker on one side can be empty in certain circumstances. default_conf['ask_strategy']['price_side'] = 'ask' pair = "ETH/BTC" mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': None, 'bid': 0.12}) ft = get_patched_freqtradebot(mocker, default_conf) with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): ft.get_sell_rate(pair, True) ft.config['ask_strategy']['price_side'] = 'bid' assert ft.get_sell_rate(pair, True) == 0.12 # Reverse sides mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.13, 'bid': None}) with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."): ft.get_sell_rate(pair, True) ft.config['ask_strategy']['price_side'] = 'ask' assert ft.get_sell_rate(pair, True) == 0.13 def test_startup_state(default_conf, mocker): default_conf['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 20} } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) worker = get_patched_worker(mocker, default_conf) assert worker.freqtrade.state is State.RUNNING def test_startup_trade_reinit(default_conf, edge_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) reinit_mock = MagicMock() mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock) ftbot = get_patched_freqtradebot(mocker, default_conf) ftbot.startup() assert reinit_mock.call_count == 1 reinit_mock.reset_mock() ftbot = get_patched_freqtradebot(mocker, edge_conf) ftbot.startup() assert reinit_mock.call_count == 0 @pytest.mark.usefixtures("init_persistence") def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog): default_conf['dry_run'] = True # Initialize to 2 times stake amount default_conf['dry_run_wallet'] = 0.002 default_conf['max_open_trades'] = 2 default_conf['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, buy=MagicMock(return_value=limit_buy_order_open), get_fee=fee, ) bot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(bot) assert bot.wallets.get_free('BTC') == 0.002 n = bot.enter_positions() assert n == 2 trades = Trade.query.all() assert len(trades) == 2 bot.config['max_open_trades'] = 3 n = bot.enter_positions() assert n == 0 assert log_has_re(r"Unable to create trade for XRP/BTC: " r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)", caplog) @pytest.mark.usefixtures("init_persistence") def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order): default_conf['cancel_open_orders_on_exit'] = True mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=[ExchangeError(), limit_sell_order, limit_buy_order]) buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy') sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell') freqtrade = get_patched_freqtradebot(mocker, default_conf) create_mock_trades(fee) trades = Trade.query.all() assert len(trades) == 4 freqtrade.cancel_all_open_orders() assert buy_mock.call_count == 1 assert sell_mock.call_count == 1 @pytest.mark.usefixtures("init_persistence") def test_check_for_open_trades(mocker, default_conf, fee, limit_buy_order, limit_sell_order): freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.check_for_open_trades() assert freqtrade.rpc.send_msg.call_count == 0 create_mock_trades(fee) trade = Trade.query.first() trade.is_open = True freqtrade.check_for_open_trades() assert freqtrade.rpc.send_msg.call_count == 1 assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']