80 lines
2.7 KiB
Python
80 lines
2.7 KiB
Python
from freqtrade.strategy.interface import SellType
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from unittest.mock import MagicMock, PropertyMock
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import random
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import pytest
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from datetime import datetime, timedelta
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from freqtrade.constants import AVAILABLE_PROTECTIONS
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from freqtrade.persistence import Trade
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from tests.conftest import get_patched_freqtradebot, log_has_re
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def generate_mock_trade(pair: str, fee: float, is_open: bool,
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sell_reason: str = SellType.SELL_SIGNAL,
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min_ago_open: int = None, min_ago_close: int = None,
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):
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open_rate = random.random()
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trade = Trade(
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pair=pair,
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stake_amount=0.01,
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fee_open=fee,
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fee_close=fee,
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open_date=datetime.utcnow() - timedelta(minutes=min_ago_open or 200),
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close_date=datetime.utcnow() - timedelta(minutes=min_ago_close or 30),
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open_rate=open_rate,
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is_open=is_open,
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amount=0.01 / open_rate,
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exchange='bittrex',
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)
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trade.recalc_open_trade_price()
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if not is_open:
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trade.close(open_rate * (1 - 0.9))
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trade.sell_reason = sell_reason
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return trade
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@pytest.mark.usefixtures("init_persistence")
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def test_stoploss_guard(mocker, default_conf, fee, caplog):
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default_conf['protections'] = [{
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"method": "StoplossGuard",
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"lookback_period": 60,
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"trade_limit": 2
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}]
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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message = r"Trading stopped due to .*"
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assert not freqtrade.protections.global_stop()
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assert not log_has_re(message, caplog)
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caplog.clear()
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Trade.session.add(generate_mock_trade(
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'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
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min_ago_open=200, min_ago_close=30,
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))
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assert not freqtrade.protections.global_stop()
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assert not log_has_re(message, caplog)
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caplog.clear()
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# This trade does not count, as it's closed too long ago
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Trade.session.add(generate_mock_trade(
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'BCH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
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min_ago_open=250, min_ago_close=100,
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))
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Trade.session.add(generate_mock_trade(
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'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
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min_ago_open=240, min_ago_close=30,
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))
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# 3 Trades closed - but the 2nd has been closed too long ago.
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assert not freqtrade.protections.global_stop()
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assert not log_has_re(message, caplog)
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caplog.clear()
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Trade.session.add(generate_mock_trade(
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'LTC/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
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min_ago_open=180, min_ago_close=30,
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))
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assert freqtrade.protections.global_stop()
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assert log_has_re(message, caplog)
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