# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments import logging import re import time from copy import deepcopy from unittest.mock import MagicMock import arrow import pytest import requests from freqtrade import (DependencyException, OperationalException, TemporaryError, constants) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Trade from freqtrade.rpc import RPCMessageType from freqtrade.state import State from freqtrade.strategy.interface import SellType, SellCheckTuple from freqtrade.tests.conftest import log_has, patch_exchange # Functions for recurrent object patching def get_patched_freqtradebot(mocker, config) -> FreqtradeBot: """ This function patch _init_modules() to not call dependencies :param mocker: a Mocker object to apply patches :param config: Config to pass to the bot :return: None """ mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock()) mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock()) patch_exchange(mocker) return FreqtradeBot(config) def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None: """ :param mocker: mocker to patch IStrategy class :param value: which value IStrategy.get_signal() must return :return: None """ freqtrade.strategy.get_signal = lambda e, s, t: value freqtrade.exchange.get_candle_history = lambda p, i: None freqtrade.exchange.refresh_tickers = lambda p, i: True 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(mocker, default_conf) -> None: 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_cleanup(mocker, default_conf, caplog) -> None: mock_cleanup = MagicMock() mocker.patch('freqtrade.persistence.cleanup', mock_cleanup) freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.cleanup() assert log_has('Cleaning up modules ...', caplog.record_tuples) assert mock_cleanup.call_count == 1 def test_worker_running(mocker, default_conf, caplog) -> None: mock_throttle = MagicMock() mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle) freqtrade = get_patched_freqtradebot(mocker, default_conf) state = freqtrade.worker(old_state=None) assert state is State.RUNNING assert log_has('Changing state to: RUNNING', caplog.record_tuples) assert mock_throttle.call_count == 1 def test_worker_stopped(mocker, default_conf, caplog) -> None: mock_throttle = MagicMock() mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle) mock_sleep = mocker.patch('time.sleep', return_value=None) freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.state = State.STOPPED state = freqtrade.worker(old_state=State.RUNNING) assert state is State.STOPPED assert log_has('Changing state to: STOPPED', caplog.record_tuples) assert mock_throttle.call_count == 0 assert mock_sleep.call_count == 1 def test_throttle(mocker, default_conf, caplog) -> None: def throttled_func(): return 42 caplog.set_level(logging.DEBUG) freqtrade = get_patched_freqtradebot(mocker, default_conf) start = time.time() result = freqtrade._throttle(throttled_func, min_secs=0.1) end = time.time() assert result == 42 assert end - start > 0.1 assert log_has('Throttling throttled_func for 0.10 seconds', caplog.record_tuples) result = freqtrade._throttle(throttled_func, min_secs=-1) assert result == 42 def test_throttle_with_assets(mocker, default_conf) -> None: def throttled_func(nb_assets=-1): return nb_assets freqtrade = get_patched_freqtradebot(mocker, default_conf) result = freqtrade._throttle(throttled_func, min_secs=0.1, nb_assets=666) assert result == 666 result = freqtrade._throttle(throttled_func, min_secs=0.1) assert result == -1 def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) # mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True)) # Test to retrieved BTC sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC') assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC'] # Test to retrieve BTC sorted on bidVolume whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume') assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC'] # Test with USDT sorted on quoteVolume (default) whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT') assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT'] # Test with ETH (our fixture does not have ETH, so result should be empty) whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH') assert whitelist == [] @pytest.mark.skip(reason="Test not implemented") def test_refresh_whitelist() -> None: pass def test_get_trade_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 2) ) freqtrade = FreqtradeBot(default_conf) result = freqtrade._get_trade_stake_amount() assert result == default_conf['stake_amount'] def test_get_trade_stake_amount_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5) ) freqtrade = FreqtradeBot(default_conf) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade._get_trade_stake_amount() def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount']), get_fee=fee, get_markets=markets ) conf = deepcopy(default_conf) conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT conf['max_open_trades'] = 2 freqtrade = FreqtradeBot(conf) patch_get_signal(freqtrade) # no open trades, order amount should be 'balance / max_open_trades' result = freqtrade._get_trade_stake_amount() assert result == default_conf['stake_amount'] / conf['max_open_trades'] # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)' freqtrade.create_trade() result = freqtrade._get_trade_stake_amount() assert result == default_conf['stake_amount'] / (conf['max_open_trades'] - 1) # create 2 trades, order amount should be None freqtrade.create_trade() result = freqtrade._get_trade_stake_amount() assert result is None # set max_open_trades = None, so do not trade conf['max_open_trades'] = 0 freqtrade = FreqtradeBot(conf) result = freqtrade._get_trade_stake_amount() assert result is None def test_get_min_pair_stake_amount(mocker, default_conf) -> None: patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) freqtrade = FreqtradeBot(default_conf) freqtrade.strategy.stoploss = -0.05 # no pair found mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC' }]) ) with pytest.raises(ValueError, match=r'.*get market information.*'): freqtrade._get_min_pair_stake_amount('BNB/BTC', 1) # no 'limits' section mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC' }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # empty 'limits' section mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': {} }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # no cost Min mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {"min": None}, 'amount': {} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # no amount Min mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {}, 'amount': {"min": None} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # empty 'cost'/'amount' section mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {}, 'amount': {} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result is None # min cost is set mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {'min': 2}, 'amount': {} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 1) assert result == 2 / 0.9 # min amount is set mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {}, 'amount': {'min': 2} } }]) ) 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) mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {'min': 2}, 'amount': {'min': 2} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == min(2, 2 * 2) / 0.9 # min amount and cost are set (amount is minial) mocker.patch( 'freqtrade.exchange.Exchange.get_markets', MagicMock(return_value=[{ 'symbol': 'ETH/BTC', 'limits': { 'cost': {'min': 8}, 'amount': {'min': 2} } }]) ) result = freqtrade._get_min_pair_stake_amount('ETH/BTC', 2) assert result == min(8, 2 * 2) / 0.9 def test_create_trade(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) # Save state of current whitelist whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() 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, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade.create_trade() def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=buy_mock, get_fee=fee, get_markets=markets ) default_conf['stake_amount'] = 0.0005 freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2] assert rate * amount >= default_conf['stake_amount'] def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) buy_mock = MagicMock(return_value={'id': limit_buy_order['id']}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=buy_mock, get_fee=fee, get_markets=markets ) default_conf['stake_amount'] = 0.000000005 freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) result = freqtrade.create_trade() assert result is False def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_balance=MagicMock(return_value=default_conf['stake_amount']), get_fee=fee, get_markets=markets ) default_conf['max_open_trades'] = 0 default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) assert freqtrade.create_trade() is False assert freqtrade._get_trade_stake_amount() is None def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"] default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'): freqtrade.create_trade() def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"] default_conf['exchange']['pair_blacklist'] = ["ETH/BTC"] freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'): freqtrade.create_trade() def test_create_trade_no_signal(default_conf, fee, mocker) -> None: default_conf['dry_run'] = True patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_candle_history=MagicMock(return_value=20), 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() def test_process_trade_creation(default_conf, ticker, limit_buy_order, markets, fee, mocker, caplog) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_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 result = freqtrade._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 == 'bittrex' assert trade.open_rate == 0.00001099 assert trade.amount == 90.99181073703367 assert log_has( 'Checking buy signals to create a new trade with stake_amount: 0.001000 ...', caplog.record_tuples ) def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) result = freqtrade._process() assert result is False assert sleep_mock.has_calls() def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None: msg_mock = patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(side_effect=OperationalException) ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) assert freqtrade.state == State.RUNNING result = freqtrade._process() assert result is False assert 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, markets, fee, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_markets=markets, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_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 result = freqtrade._process() assert result is True trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 result = freqtrade._process() assert result is False def test_balance_fully_ask_side(mocker, default_conf) -> None: default_conf['bid_strategy']['ask_last_balance'] = 0.0 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20 def test_balance_fully_last_side(mocker, default_conf) -> None: default_conf['bid_strategy']['ask_last_balance'] = 1.0 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10 def test_balance_bigger_last_ask(mocker, default_conf) -> None: default_conf['bid_strategy']['ask_last_balance'] = 1.0 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5 def test_process_maybe_execute_buy(mocker, default_conf) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True)) assert freqtrade.process_maybe_execute_buy() mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False)) assert not freqtrade.process_maybe_execute_buy() def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(side_effect=DependencyException) ) freqtrade.process_maybe_execute_buy() log_has('Unable to create trade:', caplog.record_tuples) def test_process_maybe_execute_sell(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.get_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 assert not freqtrade.process_maybe_execute_sell(trade) # 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.record_tuples ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) # test amount modified by fee-logic assert not freqtrade.process_maybe_execute_sell(trade) trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution assert freqtrade.process_maybe_execute_sell(trade) regexp = re.compile('Found open order for.*') assert filter(regexp.match, caplog.record_tuples) def test_process_maybe_execute_sell_exception(mocker, default_conf, limit_buy_order, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf) mocker.patch('freqtrade.exchange.Exchange.get_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=OperationalException() ) freqtrade.process_maybe_execute_sell(trade) assert log_has('could not update trade amount: ', caplog.record_tuples) # Test raise of DependencyException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=DependencyException() ) freqtrade.process_maybe_execute_sell(trade) assert log_has('Unable to sell trade: ', caplog.record_tuples) def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_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, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.create_trade() trade = Trade.query.first() assert trade time.sleep(0.01) # Race condition fix trade.update(limit_buy_order) assert trade.is_open is True 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 == 0.06201057 assert trade.calc_profit() == 0.00006217 assert trade.close_date is not None def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, markets, mocker) -> None: default_conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade, value=(True, True)) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() # 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.create_trade() 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, fee, mocker, markets, caplog) -> None: caplog.set_level(logging.DEBUG) default_conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade, value=(True, False)) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True freqtrade.create_trade() 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('Required profit reached. Selling..', caplog.record_tuples) def test_handle_trade_experimental( default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: caplog.set_level(logging.DEBUG) default_conf.update({'experimental': {'use_sell_signal': True}}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() 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('Sell signal received. Selling..', caplog.record_tuples) def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create trade and sell it freqtrade.create_trade() 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.*'): freqtrade.handle_trade(trade) def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(trade_buy) # 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_(trade_buy.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade_sell = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=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(trade_sell) # 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 trade_sell.is_open is True def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, mocker) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(trade_buy) # 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 == 1 trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None: patch_RPCManager(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', handle_timedout_limit_buy=MagicMock(), handle_timedout_limit_sell=MagicMock(), ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade_buy = Trade( pair='ETH/BTC', open_rate=0.00001099, exchange='bittrex', open_order_id='123456789', amount=90.99181073, fee_open=0.0, fee_close=0.0, stake_amount=1, open_date=arrow.utcnow().shift(minutes=-601).datetime, is_open=True ) Trade.session.add(trade_buy) regexp = re.compile( 'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, ' 'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most ' 'recent call last):\n.*' ) freqtrade.check_handle_timedout() assert filter(regexp.match, caplog.record_tuples) def test_handle_timedout_limit_buy(mocker, default_conf) -> None: patch_RPCManager(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) Trade.session = MagicMock() trade = MagicMock() order = {'remaining': 1, 'amount': 1} assert freqtrade.handle_timedout_limit_buy(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 assert not freqtrade.handle_timedout_limit_buy(trade, order) assert cancel_order_mock.call_count == 2 def test_handle_timedout_limit_sell(mocker, default_conf) -> None: patch_RPCManager(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf) trade = MagicMock() order = {'remaining': 1, 'amount': 1} assert freqtrade.handle_timedout_limit_sell(trade, order) assert cancel_order_mock.call_count == 1 order['amount'] = 2 assert not freqtrade.handle_timedout_limit_sell(trade, order) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.172e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, 'profit_percent': 0.06110514, 'stake_currency': 'BTC', 'fiat_currency': 'USD', } == last_msg def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_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, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.044e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, 'profit_percent': -0.05478343, 'stake_currency': 'BTC', 'fiat_currency': 'USD', } == last_msg def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee, ticker_sell_up, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_up ) freqtrade.config = {} freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL_NOTIFICATION, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'profit', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.172e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.172e-05, 'profit_amount': 6.126e-05, 'profit_percent': 0.06110514, } == last_msg def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee, ticker_sell_down, markets, mocker) -> None: rpc_mock = patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker, get_fee=fee, get_markets=markets ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Create some test data freqtrade.create_trade() trade = Trade.query.first() assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=ticker_sell_down ) freqtrade.config = {} 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, 'exchange': 'Bittrex', 'pair': 'ETH/BTC', 'gain': 'loss', 'market_url': 'https://bittrex.com/Market/Index?MarketName=BTC-ETH', 'limit': 1.044e-05, 'amount': 90.99181073703367, 'open_rate': 1.099e-05, 'current_rate': 1.044e-05, 'profit_amount': -5.492e-05, 'profit_percent': -0.05478343, } == last_msg def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) 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, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': False, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) 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, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': True, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.stop_loss_reached = \ lambda current_rate, trade, current_time, current_profit: SellCheckTuple( sell_flag=False, sell_type=SellType.NONE) freqtrade.create_trade() 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, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.0000172, 'ask': 0.0000173, 'last': 0.0000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['experimental'] = { 'use_sell_signal': True, 'sell_profit_only': False, } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) patch_get_signal(freqtrade, value=(False, True)) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.SELL_SIGNAL.value def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.0000172, 'ask': 0.0000173, 'last': 0.0000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['experimental'] = { 'ignore_roi_if_buy_signal': True } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) 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, fee, markets, caplog, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000102, 'ask': 0.00000103, 'last': 0.00000102 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets, ) default_conf['trailing_stop'] = True freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() trade = Trade.query.first() trade.update(limit_buy_order) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True assert log_has( f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, ' f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets, caplog, mocker) -> None: buy_price = limit_buy_order['price'] patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': buy_price - 0.000001, 'ask': buy_price - 0.000001, 'last': buy_price - 0.000001 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets, ) default_conf['trailing_stop'] = True default_conf['trailing_stop_positive'] = 0.01 freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: False freqtrade.create_trade() 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.get_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(f'using positive stop loss mode: 0.01 with offset 0 ' f'since we have profit 0.2666%', caplog.record_tuples) assert log_has(f'adjusted stop loss', caplog.record_tuples) assert trade.stop_loss == 0.0000138501 mocker.patch('freqtrade.exchange.Exchange.get_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'HIT STOP: current price at {buy_price + 0.000002:.6f}, ' f'stop loss is {trade.stop_loss:.6f}, ' f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee, caplog, mocker, markets) -> None: buy_price = limit_buy_order['price'] patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': buy_price - 0.000001, 'ask': buy_price - 0.000001, 'last': buy_price - 0.000001 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets, ) 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 = lambda trade, current_profit, current_time: False freqtrade.create_trade() 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.get_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(f'using positive stop loss mode: 0.01 with offset 0.011 ' f'since we have profit 0.2666%', caplog.record_tuples) assert log_has(f'adjusted stop loss', caplog.record_tuples) assert trade.stop_loss == 0.0000138501 mocker.patch('freqtrade.exchange.Exchange.get_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'HIT STOP: current price at {buy_price + 0.000002:.6f}, ' f'stop loss is {trade.stop_loss:.6f}, ' f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, mocker) -> None: patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), get_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), buy=MagicMock(return_value={'id': limit_buy_order['id']}), get_fee=fee, get_markets=markets ) default_conf['experimental'] = { 'ignore_roi_if_buy_signal': False } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = lambda trade, current_profit, current_time: True freqtrade.create_trade() 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, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # 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) from Trades', caplog.record_tuples) def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) amount = buy_order_fee['amount'] trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # 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.record_tuples) def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mocker): trades_for_order[0]['fee']['currency'] = 'ETH' patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) 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, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker): trades_for_order[0]['fee']['currency'] = 'BNB' trades_for_order[0]['fee']['cost'] = 0.00094518 patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) 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, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # 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, mocker): patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) 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', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # 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) from Trades', caplog.record_tuples) def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, caplog, mocker): limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) 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, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # 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) from Order', caplog.record_tuples) def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, mocker): limit_buy_order = deepcopy(buy_order_fee) limit_buy_order['fee'] = {'cost': 0.004} patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) 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', open_rate=0.245441, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order) == amount def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, mocker): # Remove "Currency" from fee dict trades_for_order[0]['fee'] = {'cost': 0.008} patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) 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, open_order_id="123456" ) freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) # Amount does not change assert freqtrade.get_real_amount(trade, buy_order_fee) == amount def test_get_real_amount_open_trade(default_conf, mocker): patch_RPCManager(mocker) mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock(return_value=True)) amount = 12345 trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456" ) order = { 'id': 'mocked_order', 'amount': amount, 'status': 'open', } freqtrade = FreqtradeBot(default_conf) patch_get_signal(freqtrade) assert freqtrade.get_real_amount(trade, order) == amount def test_startup_messages(default_conf, mocker): default_conf['dynamic_whitelist'] = 20 freqtrade = get_patched_freqtradebot(mocker, default_conf) assert freqtrade.state is State.RUNNING