# pragma pylint: disable=missing-docstring,C0103 import copy from unittest.mock import MagicMock import pytest import requests import logging import arrow from sqlalchemy import create_engine from freqtrade import DependencyException, OperationalException from freqtrade.analyze import SignalType from freqtrade.exchange import Exchanges from freqtrade.main import create_trade, handle_trade, init, \ get_target_bid, _process, execute_sell, check_handle_timedout from freqtrade.misc import get_state, State from freqtrade.persistence import Trade def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_wallet_health=health, buy=MagicMock(return_value='mocked_limit_buy'), get_order=MagicMock(return_value=limit_buy_order)) init(default_conf, create_engine('sqlite://')) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades result = _process() assert result is True 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 == Exchanges.BITTREX.name assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073703367 def test_process_exchange_failures(default_conf, ticker, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_wallet_health=health, buy=MagicMock(side_effect=requests.exceptions.RequestException)) init(default_conf, create_engine('sqlite://')) result = _process() assert result is False assert sleep_mock.has_calls() def test_process_operational_exception(default_conf, ticker, health, mocker): msg_mock = MagicMock() mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_wallet_health=health, buy=MagicMock(side_effect=OperationalException)) init(default_conf, create_engine('sqlite://')) assert get_state() == State.RUNNING result = _process() assert result is False assert get_state() == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0] def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch('freqtrade.main.get_signal', side_effect=lambda *args: False if args[1] == SignalType.SELL else True) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_wallet_health=health, buy=MagicMock(return_value='mocked_limit_buy'), get_order=MagicMock(return_value=limit_buy_order)) init(default_conf, create_engine('sqlite://')) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades result = _process() assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 result = _process() assert result is False def test_create_trade(default_conf, ticker, limit_buy_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) # Save state of current whitelist whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist']) init(default_conf, create_engine('sqlite://')) create_trade(0.001) 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 == Exchanges.BITTREX.name # 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_minimal_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) buy_mock = mocker.patch( 'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy') ) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker) init(default_conf, create_engine('sqlite://')) min_stake_amount = 0.0005 create_trade(min_stake_amount) rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= min_stake_amount def test_create_trade_no_stake_amount(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy'), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5)) with pytest.raises(DependencyException, match=r'.*stake amount.*'): create_trade(default_conf['stake_amount']) def test_create_trade_no_pairs(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = [] mocker.patch.dict('freqtrade.main._CONF', conf) create_trade(default_conf['stake_amount']) def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'): conf = copy.deepcopy(default_conf) conf['exchange']['pair_whitelist'] = ["BTC_ETH"] conf['exchange']['pair_blacklist'] = ["BTC_ETH"] mocker.patch.dict('freqtrade.main._CONF', conf) create_trade(default_conf['stake_amount']) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00001172, 'ask': 0.00001173, 'last': 0.00001172 }), buy=MagicMock(return_value='mocked_limit_buy'), sell=MagicMock(return_value='mocked_limit_sell')) mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap', ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) create_trade(0.001) trade = Trade.query.first() assert trade trade.update(limit_buy_order) assert trade.is_open is True handle_trade(trade) assert trade.open_order_id == 'mocked_limit_sell' # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) assert trade.close_rate == 0.00001173 assert trade.close_profit == 0.06201057 assert trade.calc_profit() == 0.00006217 assert trade.close_date is not None def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) mocker.patch('freqtrade.main.min_roi_reached', return_value=True) init(default_conf, create_engine('sqlite://')) create_trade(0.001) 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 mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) assert handle_trade(trade) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples # if ROI is reached we must sell even if sell-signal is not signalled mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) assert handle_trade(trade) assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog): default_conf.update({'experimental': {'use_sell_signal': True}}) mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) mocker.patch('freqtrade.main.min_roi_reached', return_value=False) init(default_conf, create_engine('sqlite://')) create_trade(0.001) trade = Trade.query.first() trade.is_open = True mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False) value_returned = handle_trade(trade) assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples assert value_returned is False mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) assert handle_trade(trade) s = 'Executing sell due to sell signal ...' assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value='mocked_limit_buy')) # Create trade and sell it init(default_conf, create_engine('sqlite://')) create_trade(0.001) 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(ValueError, match=r'.*closed trade.*'): handle_trade(trade) def test_check_handle_timedout_buy(default_conf, ticker, health, limit_buy_order_old, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) cancel_order_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock) init(default_conf, create_engine('sqlite://')) tradeBuy = Trade( pair='BTC_ETH', open_rate=0.00001099, exchange='BITTREX', open_order_id='123456789', amount=90.99181073, fee=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(tradeBuy) # check it does cancel buy orders over the time limit check_handle_timedout(600) assert cancel_order_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() assert len(trades) == 0 def test_check_handle_timedout_sell(default_conf, ticker, health, limit_sell_order_old, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) cancel_order_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock) init(default_conf, create_engine('sqlite://')) tradeSell = Trade( pair='BTC_ETH', open_rate=0.00001099, exchange='BITTREX', open_order_id='123456789', amount=90.99181073, fee=0.0, stake_amount=1, open_date=arrow.utcnow().shift(hours=-5).datetime, close_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=False ) Trade.session.add(tradeSell) # check it does cancel sell orders over the time limit check_handle_timedout(600) assert cancel_order_mock.call_count == 1 assert tradeSell.is_open is True def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, health, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) cancel_order_mock = MagicMock() mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order=cancel_order_mock) init(default_conf, create_engine('sqlite://')) tradeBuy = Trade( pair='BTC_ETH', open_rate=0.00001099, exchange='BITTREX', open_order_id='123456789', amount=90.99181073, fee=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(tradeBuy) # check it does cancel buy orders over the time limit # note this is for a partially-complete buy order check_handle_timedout(600) assert cancel_order_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(tradeBuy.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == tradeBuy.open_rate * trades[0].amount def test_balance_fully_ask_side(mocker): mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}}) assert get_target_bid({'ask': 20, 'last': 10}) == 20 def test_balance_fully_last_side(mocker): mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}) assert get_target_bid({'ask': 20, 'last': 10}) == 10 def test_balance_bigger_last_ask(mocker): mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}}) assert get_target_bid({'ask': 5, 'last': 10}) == 5 def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker) mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap', ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) # Create some test data create_trade(0.001) trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up) execute_sell(trade=trade, limit=ticker_sell_up()['bid']) assert rpc_mock.call_count == 2 assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0] assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0] def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.rpc.telegram', _CONF=default_conf, init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker) mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap', ticker=MagicMock(return_value={'price_usd': 15000.0}), _cache_symbols=MagicMock(return_value={'BTC': 1})) init(default_conf, create_engine('sqlite://')) # Create some test data create_trade(0.001) trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down) execute_sell(trade=trade, limit=ticker_sell_down()['bid']) assert rpc_mock.call_count == 2 assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001044' in rpc_mock.call_args_list[-1][0][0] assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0] assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0] def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.rpc.init', MagicMock()) rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker) init(default_conf, create_engine('sqlite://')) # Create some test data create_trade(0.001) trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up) mocker.patch('freqtrade.main._CONF', {}) execute_sell(trade=trade, limit=ticker_sell_up()['bid']) assert rpc_mock.call_count == 2 assert 'Selling [BTC/ETH]' in rpc_mock.call_args_list[-1][0][0] assert '0.00001172' in rpc_mock.call_args_list[-1][0][0] assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0] assert 'USD' not in rpc_mock.call_args_list[-1][0][0] def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): default_conf['experimental'] = {} default_conf['experimental']['sell_profit_only'] = True mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) create_trade(0.001) trade = Trade.query.first() trade.update(limit_buy_order) assert handle_trade(trade) is True def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): default_conf['experimental'] = {} default_conf['experimental']['sell_profit_only'] = False mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) create_trade(0.001) trade = Trade.query.first() trade.update(limit_buy_order) assert handle_trade(trade) is True def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): default_conf['experimental'] = {} default_conf['experimental']['sell_profit_only'] = True mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) create_trade(0.001) trade = Trade.query.first() trade.update(limit_buy_order) assert handle_trade(trade) is False def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): default_conf['experimental'] = {} default_conf['experimental']['sell_profit_only'] = False mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.main.exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value='mocked_limit_buy')) init(default_conf, create_engine('sqlite://')) create_trade(0.001) trade = Trade.query.first() trade.update(limit_buy_order) assert handle_trade(trade) is True