from unittest.mock import MagicMock import pytest from freqtrade.enums import ExitCheckTuple, ExitType from freqtrade.persistence import Trade from freqtrade.persistence.models import Order from freqtrade.rpc.rpc import RPC from tests.conftest import get_patched_freqtradebot, log_has_re, patch_get_signal def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, limit_buy_order, mocker) -> None: """ Tests workflow of selling stoploss_on_exchange. Sells * first trade as stoploss * 2nd trade is kept * 3rd trade is sold via sell-signal """ default_conf['max_open_trades'] = 3 default_conf['exchange']['name'] = 'binance' stoploss = { 'id': 123, 'info': {} } stoploss_order_open = { "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": 0.0, "average": 0.0, "filled": 0.0, "remaining": 0.0, "status": "open", "fee": None, "trades": None } stoploss_order_closed = stoploss_order_open.copy() stoploss_order_closed['status'] = 'closed' stoploss_order_closed['filled'] = stoploss_order_closed['amount'] # Sell first trade based on stoploss, keep 2nd and 3rd trade open stoploss_order_mock = MagicMock( side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) # Sell 3rd trade (not called for the first trade) should_sell_mock = MagicMock(side_effect=[ [], [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]] ) cancel_order_mock = MagicMock() mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) 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, fetch_stoploss_order=stoploss_order_mock, cancel_stoploss_order_with_result=cancel_order_mock, ) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), _notify_exit=MagicMock(), ) mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock) wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock()) mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000)) freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Switch ordertype to market to close trade immediately freqtrade.strategy.order_types['exit'] = 'market' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() assert freqtrade.strategy.confirm_trade_entry.call_count == 3 freqtrade.strategy.confirm_trade_entry.reset_mock() assert freqtrade.strategy.confirm_trade_exit.call_count == 0 wallets_mock.reset_mock() trades = Trade.query.all() # Make sure stoploss-order is open and trade is bought (since we mock update_trade_state) for trade in trades: stoploss_order_closed['id'] = '3' oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss') trade.orders.append(oobj) trade.stoploss_order_id = '3' trade.open_order_id = None n = freqtrade.exit_positions(trades) assert n == 2 assert should_sell_mock.call_count == 2 assert freqtrade.strategy.confirm_trade_entry.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 freqtrade.strategy.confirm_trade_exit.reset_mock() # Only order for 3rd trade needs to be cancelled assert cancel_order_mock.call_count == 1 # Wallets must be updated between stoploss cancellation and selling, and will be updated again # during update_trade_state assert wallets_mock.call_count == 4 trade = trades[0] assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value assert not trade.is_open trade = trades[1] assert not trade.exit_reason assert trade.is_open trade = trades[2] assert trade.exit_reason == ExitType.EXIT_SIGNAL.value assert not trade.is_open @pytest.mark.parametrize("balance_ratio,result1", [ (1, 200), (0.99, 198), ]) def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_ratio, result1) -> None: """ Tests workflow unlimited stake-amount Buy 4 trades, forcebuy a 5th trade Sell one trade, calculated stake amount should now be lower than before since one trade was sold at a loss. """ default_conf['max_open_trades'] = 5 default_conf['force_entry_enable'] = True default_conf['stake_amount'] = 'unlimited' default_conf['tradable_balance_ratio'] = balance_ratio default_conf['dry_run_wallet'] = 1000 default_conf['exchange']['name'] = 'binance' default_conf['telegram']['enabled'] = True mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) 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, ) mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', create_stoploss_order=MagicMock(return_value=True), _notify_exit=MagicMock(), ) should_sell_mock = MagicMock(side_effect=[ [], [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)], [], [], []] ) mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock) freqtrade = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtrade) freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Switch ordertype to market to close trade immediately freqtrade.strategy.order_types['exit'] = 'market' patch_get_signal(freqtrade) # Create 4 trades n = freqtrade.enter_positions() assert n == 4 trades = Trade.query.all() assert len(trades) == 4 assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1 rpc._rpc_force_entry('TKN/BTC', None) trades = Trade.query.all() assert len(trades) == 5 for trade in trades: assert pytest.approx(trade.stake_amount) == result1 # Reset trade open order id's trade.open_order_id = None trades = Trade.get_open_trades() assert len(trades) == 5 bals = freqtrade.wallets.get_all_balances() n = freqtrade.exit_positions(trades) assert n == 1 trades = Trade.get_open_trades() # One trade sold assert len(trades) == 4 # stake-amount should now be reduced, since one trade was sold at a loss. assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1 # Validate that balance of sold trade is not in dry-run balances anymore. bals2 = freqtrade.wallets.get_all_balances() assert bals != bals2 assert len(bals) == 6 assert len(bals2) == 5 assert 'LTC' in bals assert 'LTC' not in bals2 def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None: default_conf_usdt['position_adjustment_enable'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, ) patch_get_signal(freqtrade) freqtrade.enter_positions() assert len(Trade.get_trades().all()) == 1 trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert pytest.approx(trade.stake_amount) == 60 assert trade.open_rate == 2.0 # No adjustment freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert pytest.approx(trade.stake_amount) == 60 # Reduce bid amount ticker_usdt_modif = ticker_usdt.return_value ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 0.995 mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif) # additional buy order freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 for o in trade.orders: assert o.status == "closed" assert trade.stake_amount == 120 # Open-rate averaged between 2.0 and 2.0 * 0.995 assert trade.open_rate < 2.0 assert trade.open_rate > 2.0 * 0.995 # No action - profit raised above 1% (the bar set in the strategy). freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert trade.stake_amount == 120 assert trade.orders[0].amount == 30 assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid'] assert pytest.approx(trade.amount) == trade.orders[0].amount + trade.orders[1].amount assert trade.nr_of_successful_buys == 2 assert trade.nr_of_successful_entries == 2 # Sell patch_get_signal(freqtrade, enter_long=False, exit_long=True) freqtrade.process() trade = Trade.get_trades().first() assert trade.is_open is False assert trade.orders[0].amount == 30 assert trade.orders[0].side == 'buy' assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid'] # Sold everything assert trade.orders[-1].side == 'sell' assert trade.orders[2].amount == trade.amount assert trade.nr_of_successful_buys == 2 assert trade.nr_of_successful_entries == 2 def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None: default_conf_usdt['position_adjustment_enable'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: round(y, 4), price_to_precision=lambda s, x, y: y, ) patch_get_signal(freqtrade, enter_long=False, enter_short=True) freqtrade.enter_positions() assert len(Trade.get_trades().all()) == 1 trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert pytest.approx(trade.stake_amount) == 60 assert trade.open_rate == 2.02 assert trade.orders[0].amount == trade.amount # No adjustment freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert pytest.approx(trade.stake_amount) == 60 # Reduce bid amount ticker_usdt_modif = ticker_usdt.return_value ticker_usdt_modif['ask'] = ticker_usdt_modif['ask'] * 1.004 mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif) # additional buy order freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 for o in trade.orders: assert o.status == "closed" assert pytest.approx(trade.stake_amount) == 120 # Open-rate averaged between 2.0 and 2.0 * 1.015 assert trade.open_rate >= 2.02 assert trade.open_rate < 2.02 * 1.015 # No action - profit raised above 1% (the bar set in the strategy). freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert pytest.approx(trade.stake_amount) == 120 assert trade.orders[1].amount == round(60 / ticker_usdt_modif['ask'], 4) assert trade.amount == trade.orders[0].amount + trade.orders[1].amount assert trade.nr_of_successful_entries == 2 # Buy patch_get_signal(freqtrade, enter_long=False, exit_short=True) freqtrade.process() trade = Trade.get_trades().first() assert trade.is_open is False # assert trade.orders[0].amount == 30 assert trade.orders[0].side == 'sell' assert trade.orders[1].amount == round(60 / ticker_usdt_modif['ask'], 4) # Sold everything assert trade.orders[-1].side == 'buy' assert trade.orders[2].amount == trade.amount assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_exits == 1 def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None: default_conf_usdt['position_adjustment_enable'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, ) mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False) patch_get_signal(freqtrade) freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96 freqtrade.enter_positions() assert len(Trade.get_trades().all()) == 1 trade: Trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert trade.open_order_id is not None assert pytest.approx(trade.stake_amount) == 60 assert trade.open_rate == 1.96 assert trade.stop_loss_pct is None assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert trade.initial_stop_loss_pct is None # No adjustment freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert trade.open_order_id is not None assert pytest.approx(trade.stake_amount) == 60 # Cancel order and place new one freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.99) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert trade.open_order_id is not None # Open rate is not adjusted yet assert trade.open_rate == 1.96 assert trade.stop_loss_pct is None assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert trade.initial_stop_loss_pct is None # Fill order mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert trade.open_order_id is None # Open rate is not adjusted yet assert trade.open_rate == 1.99 assert trade.stop_loss_pct == -0.1 assert trade.stop_loss == 1.99 * 0.9 assert trade.initial_stop_loss == 1.99 * 0.9 assert trade.initial_stop_loss_pct == -0.1 # 2nd order - not filling freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120) mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 3 assert trade.open_order_id is not None assert trade.open_rate == 1.99 assert trade.orders[-1].price == 1.96 assert trade.orders[-1].cost == 120 # Replace new order with diff. order at a lower price freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 4 assert trade.open_order_id is not None assert trade.open_rate == 1.99 assert trade.orders[-1].price == 1.95 assert pytest.approx(trade.orders[-1].cost) == 120 # Fill DCA order freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None) mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True) freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 4 assert trade.open_order_id is None assert pytest.approx(trade.open_rate) == 1.963153456 assert trade.orders[-1].price == 1.95 assert pytest.approx(trade.orders[-1].cost) == 120 assert trade.orders[-1].status == 'closed' assert pytest.approx(trade.amount) == 91.689215 # Check the 2 filled orders equal the above amount assert pytest.approx(trade.orders[1].amount) == 30.150753768 assert pytest.approx(trade.orders[-1].amount) == 61.538461232 def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog) -> None: default_conf_usdt['position_adjustment_enable'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, get_min_pair_stake_amount=MagicMock(return_value=10), ) patch_get_signal(freqtrade) freqtrade.enter_positions() assert len(Trade.get_trades().all()) == 1 trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert pytest.approx(trade.stake_amount) == 60 assert pytest.approx(trade.amount) == 30.0 assert trade.open_rate == 2.0 # Too small size freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 1 assert pytest.approx(trade.stake_amount) == 60 assert pytest.approx(trade.amount) == 30.0 assert log_has_re("Remaining amount of 1.6.* would be too small.", caplog) freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert trade.orders[-1].ft_order_side == 'sell' assert pytest.approx(trade.stake_amount) == 40.198 assert pytest.approx(trade.amount) == 20.099 assert trade.open_rate == 2.0 assert trade.is_open caplog.clear() # Sell more than what we got (we got ~20 coins left) # First adjusts the amount to 20 - then rejects. freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-50) freqtrade.process() assert log_has_re("Adjusting amount to trade.amount as it is higher.*", caplog) assert log_has_re("Remaining amount of 0.0 would be too small.", caplog) trade = Trade.get_trades().first() assert len(trade.orders) == 2 assert trade.orders[-1].ft_order_side == 'sell' assert pytest.approx(trade.stake_amount) == 40.198 assert trade.is_open