367 lines
13 KiB
Python
367 lines
13 KiB
Python
# pragma pylint: disable=missing-docstring
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from copy import deepcopy
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from unittest.mock import MagicMock
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import pytest
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from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
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from freqtrade.exceptions import DependencyException
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from tests.conftest import EXMS, create_mock_trades, get_patched_freqtradebot, patch_wallet
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def test_sync_wallet_at_boot(mocker, default_conf):
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default_conf['dry_run'] = False
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(return_value={
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"BNT": {
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"free": 1.0,
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"used": 2.0,
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"total": 3.0
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},
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"GAS": {
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"free": 0.260739,
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"used": 0.0,
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"total": 0.260739
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},
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"USDT": {
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"free": 20,
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"used": 20,
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"total": 40
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},
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})
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 3
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assert freqtrade.wallets._wallets['BNT'].free == 1.0
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assert freqtrade.wallets._wallets['BNT'].used == 2.0
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assert freqtrade.wallets._wallets['BNT'].total == 3.0
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assert freqtrade.wallets._wallets['GAS'].free == 0.260739
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assert freqtrade.wallets._wallets['GAS'].used == 0.0
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assert freqtrade.wallets._wallets['GAS'].total == 0.260739
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assert freqtrade.wallets.get_free('BNT') == 1.0
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assert 'USDT' in freqtrade.wallets._wallets
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assert freqtrade.wallets._last_wallet_refresh > 0
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(return_value={
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"BNT": {
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"free": 1.2,
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"used": 1.9,
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"total": 3.5
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},
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"GAS": {
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"free": 0.270739,
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"used": 0.1,
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"total": 0.260439
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},
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})
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)
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freqtrade.wallets.update()
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# USDT is missing from the 2nd result - so should not be in this either.
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assert len(freqtrade.wallets._wallets) == 2
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assert freqtrade.wallets._wallets['BNT'].free == 1.2
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assert freqtrade.wallets._wallets['BNT'].used == 1.9
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assert freqtrade.wallets._wallets['BNT'].total == 3.5
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assert freqtrade.wallets._wallets['GAS'].free == 0.270739
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assert freqtrade.wallets._wallets['GAS'].used == 0.1
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assert freqtrade.wallets._wallets['GAS'].total == 0.260439
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assert freqtrade.wallets.get_free('GAS') == 0.270739
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assert freqtrade.wallets.get_used('GAS') == 0.1
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assert freqtrade.wallets.get_total('GAS') == 0.260439
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update_mock = mocker.patch('freqtrade.wallets.Wallets._update_live')
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freqtrade.wallets.update(False)
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assert update_mock.call_count == 0
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freqtrade.wallets.update()
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assert update_mock.call_count == 1
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assert freqtrade.wallets.get_free('NOCURRENCY') == 0
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assert freqtrade.wallets.get_used('NOCURRENCY') == 0
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assert freqtrade.wallets.get_total('NOCURRENCY') == 0
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def test_sync_wallet_missing_data(mocker, default_conf):
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default_conf['dry_run'] = False
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(return_value={
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"BNT": {
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"free": 1.0,
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"used": 2.0,
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"total": 3.0
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},
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"GAS": {
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"free": 0.260739,
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"total": 0.260739
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},
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})
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 2
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assert freqtrade.wallets._wallets['BNT'].free == 1.0
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assert freqtrade.wallets._wallets['BNT'].used == 2.0
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assert freqtrade.wallets._wallets['BNT'].total == 3.0
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assert freqtrade.wallets._wallets['GAS'].free == 0.260739
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assert freqtrade.wallets._wallets['GAS'].used is None
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assert freqtrade.wallets._wallets['GAS'].total == 0.260739
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assert freqtrade.wallets.get_free('GAS') == 0.260739
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def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
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patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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with pytest.raises(DependencyException, match=r'.*stake amount.*'):
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freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
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@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
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(1, None, 50, 66.66666),
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(0.99, None, 49.5, 66.0),
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(0.50, None, 25, 33.3333),
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# Tests with capital ignore balance_ratio
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(1, 100, 50, 0.0),
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(0.99, 200, 50, 66.66666),
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(0.99, 150, 50, 50),
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(0.50, 50, 25, 0.0),
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(0.50, 10, 5, 0.0),
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])
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def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
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result1, result2, limit_buy_order_open,
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fee, mocker) -> None:
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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create_order=MagicMock(return_value=limit_buy_order_open),
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get_fee=fee
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)
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conf = deepcopy(default_conf)
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conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
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conf['dry_run_wallet'] = 100
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conf['max_open_trades'] = 2
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conf['tradable_balance_ratio'] = balance_ratio
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if capital is not None:
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conf['available_capital'] = capital
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freqtrade = get_patched_freqtradebot(mocker, conf)
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# no open trades, order amount should be 'balance / max_open_trades'
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result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
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assert result == result1
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# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
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freqtrade.execute_entry('ETH/USDT', result)
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result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
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assert result == result1
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# create 2 trades, order amount should be None
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freqtrade.execute_entry('LTC/BTC', result)
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result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
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assert result == 0
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freqtrade.config['max_open_trades'] = 3
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freqtrade.config['dry_run_wallet'] = 200
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freqtrade.wallets.start_cap = 200
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result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
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assert round(result, 4) == round(result2, 4)
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# set max_open_trades = None, so do not trade
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freqtrade.config['max_open_trades'] = 0
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result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
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assert result == 0
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@pytest.mark.parametrize('stake_amount,min_stake,stake_available,max_stake,trade_amount,expected', [
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(22, 11, 50, 10000, None, 22),
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(100, 11, 500, 10000, None, 100),
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(1000, 11, 500, 10000, None, 500), # Above stake_available
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(700, 11, 1000, 400, None, 400), # Above max_stake, below stake available
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(20, 15, 10, 10000, None, 0), # Minimum stake > stake_available
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(9, 11, 100, 10000, None, 11), # Below min stake
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(1, 15, 10, 10000, None, 0), # Below min stake and min_stake > stake_available
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(20, 50, 100, 10000, None, 0), # Below min stake and stake * 1.3 > min_stake
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(1000, None, 1000, 10000, None, 1000), # No min-stake-amount could be determined
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(2000, 15, 2000, 3000, 1500, 1500), # Rebuy - resulting in too high stake amount. Adjusting.
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])
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def test_validate_stake_amount(
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mocker,
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default_conf,
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stake_amount,
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min_stake,
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stake_available,
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max_stake,
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trade_amount,
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expected,
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):
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch("freqtrade.wallets.Wallets.get_available_stake_amount",
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return_value=stake_available)
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res = freqtrade.wallets.validate_stake_amount(
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'XRP/USDT', stake_amount, min_stake, max_stake, trade_amount)
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assert res == expected
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@pytest.mark.parametrize('available_capital,closed_profit,open_stakes,free,expected', [
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(None, 10, 100, 910, 1000),
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(None, 0, 0, 2500, 2500),
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(None, 500, 0, 2500, 2000),
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(None, 500, 0, 2500, 2000),
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(None, -70, 0, 1930, 2000),
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# Only available balance matters when it's set.
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(100, 0, 0, 0, 100),
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(1000, 0, 2, 5, 1000),
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(1235, 2250, 2, 5, 1235),
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(1235, -2250, 2, 5, 1235),
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])
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def test_get_starting_balance(mocker, default_conf, available_capital, closed_profit,
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open_stakes, free, expected):
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if available_capital:
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default_conf['available_capital'] = available_capital
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mocker.patch("freqtrade.persistence.models.Trade.get_total_closed_profit",
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return_value=closed_profit)
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mocker.patch("freqtrade.persistence.models.Trade.total_open_trades_stakes",
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return_value=open_stakes)
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mocker.patch("freqtrade.wallets.Wallets.get_free", return_value=free)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert freqtrade.wallets.get_starting_balance() == expected
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def test_sync_wallet_futures_live(mocker, default_conf):
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default_conf['dry_run'] = False
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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mock_result = [
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{
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"symbol": "ETH/USDT:USDT",
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"timestamp": None,
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"datetime": None,
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"initialMargin": 0.0,
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"initialMarginPercentage": None,
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"maintenanceMargin": 0.0,
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"maintenanceMarginPercentage": 0.005,
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"entryPrice": 0.0,
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"notional": 100.0,
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"leverage": 5.0,
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"unrealizedPnl": 0.0,
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"contracts": 100.0,
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"contractSize": 1,
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"marginRatio": None,
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"liquidationPrice": 0.0,
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"markPrice": 2896.41,
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"collateral": 20,
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"marginType": "isolated",
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"side": 'short',
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"percentage": None
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},
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{
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"symbol": "ADA/USDT:USDT",
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"timestamp": None,
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"datetime": None,
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"initialMargin": 0.0,
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"initialMarginPercentage": None,
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"maintenanceMargin": 0.0,
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"maintenanceMarginPercentage": 0.005,
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"entryPrice": 0.0,
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"notional": 100.0,
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"leverage": 5.0,
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"unrealizedPnl": 0.0,
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"contracts": 100.0,
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"contractSize": 1,
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"marginRatio": None,
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"liquidationPrice": 0.0,
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"markPrice": 0.91,
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"collateral": 20,
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"marginType": "isolated",
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"side": 'short',
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"percentage": None
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},
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{
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# Closed position
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"symbol": "SOL/BUSD:BUSD",
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"timestamp": None,
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"datetime": None,
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"initialMargin": 0.0,
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"initialMarginPercentage": None,
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"maintenanceMargin": 0.0,
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"maintenanceMarginPercentage": 0.005,
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"entryPrice": 0.0,
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"notional": 0.0,
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"leverage": 5.0,
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"unrealizedPnl": 0.0,
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"contracts": 0.0,
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"contractSize": 1,
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"marginRatio": None,
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"liquidationPrice": 0.0,
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"markPrice": 15.41,
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"collateral": 0.0,
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"marginType": "isolated",
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"side": 'short',
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"percentage": None
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}
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]
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(return_value={
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"USDT": {
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"free": 900,
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"used": 100,
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"total": 1000
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},
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}),
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fetch_positions=MagicMock(return_value=mock_result)
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 2
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assert 'USDT' in freqtrade.wallets._wallets
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assert 'ETH/USDT:USDT' in freqtrade.wallets._positions
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assert freqtrade.wallets._last_wallet_refresh > 0
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# Remove ETH/USDT:USDT position
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del mock_result[0]
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freqtrade.wallets.update()
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assert len(freqtrade.wallets._positions) == 1
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assert 'ETH/USDT:USDT' not in freqtrade.wallets._positions
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def test_sync_wallet_futures_dry(mocker, default_conf, fee):
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default_conf['dry_run'] = True
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default_conf['trading_mode'] = 'futures'
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default_conf['margin_mode'] = 'isolated'
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 0
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create_mock_trades(fee, is_short=None)
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freqtrade.wallets.update()
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 4
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positions = freqtrade.wallets.get_all_positions()
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positions['ETH/BTC'].side == 'short'
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positions['ETC/BTC'].side == 'long'
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positions['XRP/BTC'].side == 'long'
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positions['LTC/BTC'].side == 'short'
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assert freqtrade.wallets.get_starting_balance() == default_conf['dry_run_wallet']
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total = freqtrade.wallets.get_total('BTC')
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free = freqtrade.wallets.get_free('BTC')
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used = freqtrade.wallets.get_used('BTC')
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assert free + used == total
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