from freqtrade.tests.conftest import log_has, get_patched_exchange from freqtrade.edge import Edge # Cases to be tested: ############################### SELL POINTS ##################################### # 1) Three complete trades within dataframe (with sell hit for all) # 2) Two complete trades but one without sell hit (remains open) # 3) Two complete trades and one buy signal while one trade is open # 4) Two complete trades with buy=1 on the last frame ################################# STOPLOSS ###################################### # 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss # 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss # 7) Candle drops 4% recovers to 1% entry criteria are met, candle drops # 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2% ############################ PRIORITY TO STOPLOSS ################################ # 8) Stoploss and sell are hit. should sell on stoploss def test_filter(mocker, default_conf): exchange = get_patched_exchange(mocker, default_conf) edge = Edge(default_conf, exchange) mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( return_value=[ ['E/F', -0.01, 0.66, 3.71, 0.50, 1.71], ['C/D', -0.01, 0.66, 3.71, 0.50, 1.71], ['N/O', -0.01, 0.66, 3.71, 0.50, 1.71] ] )) pairs = ['A/B', 'C/D', 'E/F', 'G/H'] assert(edge.filter(pairs) == ['E/F', 'C/D']) def test_three_complete_trades(): stoploss = -0.01 three_sell_points_hit = [ # Buy, O, H, L, C, Sell [1, 15, 20, 12, 17, 0], # -> should enter the trade [1, 17, 18, 13, 14, 1], # -> should sell (trade 1 completed) [0, 14, 15, 11, 12, 0], # -> no action [1, 12, 25, 11, 20, 0], # -> should enter the trade [0, 20, 30, 21, 25, 1], # -> should sell (trade 2 completed) [1, 25, 27, 22, 26, 1], # -> buy and sell, should enter the trade [0, 26, 36, 25, 35, 1], # -> should sell (trade 3 completed) ]