# pragma pylint: disable=missing-docstring, C0103 from copy import deepcopy from unittest.mock import MagicMock import pytest from sqlalchemy import create_engine from freqtrade import constants, OperationalException from freqtrade.persistence import Trade, init, clean_dry_run_db @pytest.fixture(scope='function') def init_persistence(default_conf): init(default_conf) def test_init_create_session(default_conf): # Check if init create a session init(default_conf) assert hasattr(Trade, 'session') assert 'Session' in type(Trade.session).__name__ def test_init_custom_db_url(default_conf, mocker): conf = deepcopy(default_conf) # Update path to a value other than default, but still in-memory conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) init(conf) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite' def test_init_invalid_db_url(default_conf): conf = deepcopy(default_conf) # Update path to a value other than default, but still in-memory conf.update({'db_url': 'unknown:///some.url'}) with pytest.raises(OperationalException, match=r'.*no valid database URL*'): init(conf) def test_init_prod_db(default_conf, mocker): conf = deepcopy(default_conf) conf.update({'dry_run': False}) conf.update({'db_url': constants.DEFAULT_DB_PROD_URL}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) init(conf) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' def test_init_dryrun_db(default_conf, mocker): conf = deepcopy(default_conf) conf.update({'dry_run': True}) conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) init(conf) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://' @pytest.mark.usefixtures("init_persistence") def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee): """ On this test we will buy and sell a crypto currency. Buy - Buy: 90.99181073 Crypto at 0.00001099 BTC (90.99181073*0.00001099 = 0.0009999 BTC) - Buying fee: 0.25% - Total cost of buy trade: 0.001002500 BTC ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025)) Sell - Sell: 90.99181073 Crypto at 0.00001173 BTC (90.99181073*0.00001173 = 0,00106733394 BTC) - Selling fee: 0.25% - Total cost of sell trade: 0.001064666 BTC ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025)) Profit/Loss: +0.000062166 BTC (Sell:0.001064666 - Buy:0.001002500) Profit/Loss percentage: 0.0620 ((0.001064666/0.001002500)-1 = 6.20%) :param limit_buy_order: :param limit_sell_order: :return: """ trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.open_order_id is None assert trade.open_rate == 0.00001099 assert trade.close_profit is None assert trade.close_date is None trade.open_order_id = 'something' trade.update(limit_sell_order) assert trade.open_order_id is None assert trade.close_rate == 0.00001173 assert trade.close_profit == 0.06201057 assert trade.close_date is not None @pytest.mark.usefixtures("init_persistence") def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.calc_open_trade_price() == 0.001002500 trade.update(limit_sell_order) assert trade.calc_close_trade_price() == 0.0010646656 # Profit in BTC assert trade.calc_profit() == 0.00006217 # Profit in percent assert trade.calc_profit_percent() == 0.06201057 @pytest.mark.usefixtures("init_persistence") def test_calc_close_trade_price_exception(limit_buy_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.calc_close_trade_price() == 0.0 @pytest.mark.usefixtures("init_persistence") def test_update_open_order(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=1.00, fee_open=0.1, fee_close=0.1, exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None limit_buy_order['status'] = 'open' trade.update(limit_buy_order) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None @pytest.mark.usefixtures("init_persistence") def test_update_invalid_order(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=1.00, fee_open=0.1, fee_close=0.1, exchange='bittrex', ) limit_buy_order['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): trade.update(limit_buy_order) @pytest.mark.usefixtures("init_persistence") def test_calc_open_trade_price(limit_buy_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get the open rate price with the standard fee rate assert trade.calc_open_trade_price() == 0.001002500 # Get the open rate price with a custom fee rate assert trade.calc_open_trade_price(fee=0.003) == 0.001003000 @pytest.mark.usefixtures("init_persistence") def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get the close rate price with a custom close rate and a regular fee rate assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318 # Get the close rate price with a custom close rate and a custom fee rate assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704 # Test when we apply a Sell order, and ask price with a custom fee rate trade.update(limit_sell_order) assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972 @pytest.mark.usefixtures("init_persistence") def test_calc_profit(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 # Custom closing rate and regular fee rate # Higher than open rate assert trade.calc_profit(rate=0.00001234) == 0.00011753 # Lower than open rate assert trade.calc_profit(rate=0.00000123) == -0.00089086 # Custom closing rate and custom fee rate # Higher than open rate assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697 # Lower than open rate assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092 # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(limit_sell_order) assert trade.calc_profit() == 0.00006217 # Test with a custom fee rate on the close trade assert trade.calc_profit(fee=0.003) == 0.00006163 @pytest.mark.usefixtures("init_persistence") def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get percent of profit with a custom rate (Higher than open rate) assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387 # Get percent of profit with a custom rate (Lower than open rate) assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827 # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(limit_sell_order) assert trade.calc_profit_percent() == 0.06201057 # Test with a custom fee rate on the close trade assert trade.calc_profit_percent(fee=0.003) == 0.0614782 def test_clean_dry_run_db(default_conf, fee): init(default_conf) # Simulate dry_run entries trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='prod_buy_12345' ) Trade.session.add(trade) # We have 3 entries: 2 dry_run, 1 prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3 clean_dry_run_db() # We have now only the prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 def test_migrate_old(mocker, default_conf, fee): """ Test Database migration(starting with old pairformat) """ amount = 103.223 create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, {fee}, 0.00258580, {stake}, {amount}, '2017-11-28 12:44:24.000000') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) # Create table using the old format engine.execute(create_table_old) engine.execute(insert_table_old) # Run init to test migration init(default_conf) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "bittrex" def test_migrate_new(mocker, default_conf, fee): """ Test Database migration (starting with new pairformat) """ amount = 103.223 create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('binance', 'ETC/BTC', 1, {fee}, 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) # Create table using the old format engine.execute(create_table_old) engine.execute(insert_table_old) # Run init to test migration init(default_conf) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "binance"