stable/tests/conftest_trades_usdt.py
Matthias 5eb5029856 Performancefilter - improve sorting
Ordering of Pairs without history should remain identical, so pairs with
positive performance move to the front, and negative pairs move to the back.

closes #4893
2022-02-06 16:19:11 +01:00

364 lines
8.8 KiB
Python

from datetime import datetime, timedelta, timezone
from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 6
def mock_order_usdt_1():
return {
'id': '1234',
'symbol': 'ADA/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 10.0,
'filled': 10.0,
'remaining': 0.0,
}
def mock_trade_usdt_1(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=20.0,
amount=10.0,
amount_requested=10.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
open_rate=2.0,
exchange='binance',
open_order_id='dry_run_buy_12345',
strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy')
trade.orders.append(o)
return trade
def mock_order_usdt_2():
return {
'id': '1235',
'symbol': 'ETC/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
}
def mock_order_usdt_2_sell():
return {
'id': '12366',
'symbol': 'ETC/USDT',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 2.05,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
}
def mock_trade_usdt_2(fee):
"""
Closed trade...
"""
trade = Trade(
pair='ETC/USDT',
stake_amount=200.0,
amount=100.0,
amount_requested=100.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=2.0,
close_rate=2.05,
close_profit=5.0,
close_profit_abs=3.9875,
exchange='binance',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='StrategyTestV2',
timeframe=5,
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
)
o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell')
trade.orders.append(o)
return trade
def mock_order_usdt_3():
return {
'id': '41231a12a',
'symbol': 'XRP/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 1.0,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
}
def mock_order_usdt_3_sell():
return {
'id': '41231a666a',
'symbol': 'XRP/USDT',
'status': 'closed',
'side': 'sell',
'type': 'stop_loss_limit',
'price': 1.1,
'average': 1.1,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
}
def mock_trade_usdt_3(fee):
"""
Closed trade
"""
trade = Trade(
pair='XRP/USDT',
stake_amount=30.0,
amount=30.0,
amount_requested=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=1.0,
close_rate=1.1,
close_profit=10.0,
close_profit_abs=9.8425,
exchange='binance',
is_open=False,
strategy='StrategyTestV2',
timeframe=5,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)
o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell')
trade.orders.append(o)
return trade
def mock_order_usdt_4():
return {
'id': 'prod_buy_12345',
'symbol': 'ETC/USDT',
'status': 'open',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 10.0,
'filled': 0.0,
'remaining': 30.0,
}
def mock_trade_usdt_4(fee):
"""
Simulate prod entry
"""
trade = Trade(
pair='ETC/USDT',
stake_amount=20.0,
amount=10.0,
amount_requested=10.01,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
is_open=True,
open_rate=2.0,
exchange='binance',
open_order_id='prod_buy_12345',
strategy='StrategyTestV2',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy')
trade.orders.append(o)
return trade
def mock_order_usdt_5():
return {
'id': 'prod_buy_3455',
'symbol': 'XRP/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 2.0,
'amount': 10.0,
'filled': 10.0,
'remaining': 0.0,
}
def mock_order_usdt_5_stoploss():
return {
'id': 'prod_stoploss_3455',
'symbol': 'XRP/USDT',
'status': 'open',
'side': 'sell',
'type': 'stop_loss_limit',
'price': 2.0,
'amount': 10.0,
'filled': 0.0,
'remaining': 30.0,
}
def mock_trade_usdt_5(fee):
"""
Simulate prod entry with stoploss
"""
trade = Trade(
pair='XRP/USDT',
stake_amount=20.0,
amount=10.0,
amount_requested=10.01,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
is_open=True,
open_rate=2.0,
exchange='binance',
strategy='SampleStrategy',
stoploss_order_id='prod_stoploss_3455',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss')
trade.orders.append(o)
return trade
def mock_order_usdt_6():
return {
'id': 'prod_buy_6',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 10.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_order_usdt_6_sell():
return {
'id': 'prod_sell_6',
'symbol': 'LTC/USDT',
'status': 'open',
'side': 'sell',
'type': 'limit',
'price': 12.0,
'amount': 2.0,
'filled': 0.0,
'remaining': 2.0,
}
def mock_trade_usdt_6(fee):
"""
Simulate prod entry with open sell order
"""
trade = Trade(
pair='LTC/USDT',
stake_amount=20.0,
amount=2.0,
amount_requested=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_rate=10.0,
exchange='binance',
strategy='SampleStrategy',
open_order_id="prod_sell_6",
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
trade.orders.append(o)
return trade
def mock_order_usdt_7():
return {
'id': 'prod_buy_7',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 10.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_order_usdt_7_sell():
return {
'id': 'prod_sell_7',
'symbol': 'LTC/USDT',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 8.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_trade_usdt_7(fee):
"""
Simulate prod entry with open sell order
"""
trade = Trade(
pair='LTC/USDT',
stake_amount=20.0,
amount=2.0,
amount_requested=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=False,
open_rate=10.0,
close_rate=8.0,
close_profit=-0.2,
close_profit_abs=-4.0,
exchange='binance',
strategy='SampleStrategy',
open_order_id="prod_sell_6",
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_7(), 'LTC/USDT', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_7_sell(), 'LTC/USDT', 'sell')
trade.orders.append(o)
return trade