stable/tests/test_freqtradebot.py
2021-09-08 01:20:52 -06:00

4709 lines
164 KiB
Python

# pragma pylint: disable=missing-docstring, C0103
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
import logging
import time
from copy import deepcopy
from math import isclose
from unittest.mock import ANY, MagicMock, PropertyMock
import arrow
import pytest
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import RPCMessageType, RunMode, SellType, State
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.persistence.models import PairLock
from freqtrade.strategy.interface import SellCheckTuple
from freqtrade.worker import Worker
from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
patch_wallet, patch_whitelist)
from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell,
mock_order_3, mock_order_3_sell, mock_order_4,
mock_order_5_stoploss, mock_order_6_sell)
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_state(mocker, default_conf, markets) -> None:
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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_process_stopped(mocker, default_conf) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade.process_stopped()
assert coo_mock.call_count == 0
default_conf['cancel_open_orders_on_exit'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.process_stopped()
assert coo_mock.call_count == 1
def test_bot_cleanup(mocker, default_conf, caplog) -> None:
mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db')
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog)
assert mock_cleanup.call_count == 1
assert coo_mock.call_count == 0
freqtrade.config['cancel_open_orders_on_exit'] = True
freqtrade.cleanup()
assert coo_mock.call_count == 1
def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
conf = default_conf.copy()
conf['runmode'] = RunMode.DRY_RUN
conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
conf['bid_strategy']['price_side'] = 'ask'
freqtrade = FreqtradeBot(conf)
assert freqtrade.strategy.order_types['stoploss_on_exchange']
caplog.clear()
# is left untouched
conf = default_conf.copy()
conf['runmode'] = RunMode.DRY_RUN
conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
}
freqtrade = FreqtradeBot(conf)
assert not freqtrade.strategy.order_types['stoploss_on_exchange']
assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
caplog.clear()
def test_order_dict_live(default_conf, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
conf = default_conf.copy()
conf['runmode'] = RunMode.LIVE
conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
conf['bid_strategy']['price_side'] = 'ask'
freqtrade = FreqtradeBot(conf)
assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
assert freqtrade.strategy.order_types['stoploss_on_exchange']
caplog.clear()
# is left untouched
conf = default_conf.copy()
conf['runmode'] = RunMode.LIVE
conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
}
freqtrade = FreqtradeBot(conf)
assert not freqtrade.strategy.order_types['stoploss_on_exchange']
assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
caplog.clear()
def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
assert result == default_conf['stake_amount']
@pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
(False, 0.002, 2, 0.5, [0.001, None]),
(True, 0.002, 2, 0.5, [0.001, 0.00098]),
(False, 0.003, 3, 0.5, [0.001, 0.001, None]),
(True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]),
(False, 0.0022, 3, 0.5, [0.001, 0.001, None]),
(True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
(True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
(True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
])
def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open,
amend_last, wallet, max_open, lsamr, expected) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee
)
default_conf['dry_run_wallet'] = wallet
default_conf['amend_last_stake_amount'] = amend_last
default_conf['last_stake_amount_min_ratio'] = lsamr
freqtrade = FreqtradeBot(default_conf)
for i in range(0, max_open):
if expected[i] is not None:
limit_buy_order_open['id'] = str(i)
result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
assert pytest.approx(result) == expected[i]
freqtrade.execute_entry('ETH/BTC', result)
else:
with pytest.raises(DependencyException):
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
def test_edge_called_in_process(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_edge(mocker)
def _refresh_whitelist(list):
return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
patch_exchange(mocker)
freqtrade = FreqtradeBot(edge_conf)
freqtrade.pairlists._validate_whitelist = _refresh_whitelist
patch_get_signal(freqtrade)
freqtrade.process()
assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['dry_run_wallet'] = 999.9
freqtrade = FreqtradeBot(edge_conf)
assert freqtrade.wallets.get_trade_stake_amount(
'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade.wallets.get_trade_stake_amount(
'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
# Thus, if price falls 21%, stoploss should be triggered
#
# mocking the ticker: price is falling ...
buy_price = limit_buy_order['price']
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': buy_price * 0.79,
'ask': buy_price * 0.79,
'last': buy_price * 0.79
}),
get_fee=fee,
)
#############################################
# Create a trade with "limit_buy_order" price
freqtrade = FreqtradeBot(edge_conf)
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
# stoploss shoud be hit
assert freqtrade.handle_trade(trade) is True
assert log_has('Exit for NEO/BTC detected. Reason: stop_loss', caplog)
assert trade.sell_reason == SellType.STOP_LOSS.value
def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
# Thus, if price falls 15%, stoploss should not be triggered
#
# mocking the ticker: price is falling ...
buy_price = limit_buy_order['price']
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': buy_price * 0.85,
'ask': buy_price * 0.85,
'last': buy_price * 0.85
}),
get_fee=fee,
)
#############################################
# Create a trade with "limit_buy_order" price
freqtrade = FreqtradeBot(edge_conf)
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
#############################################
# stoploss shoud not be hit
assert freqtrade.handle_trade(trade) is False
def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['stake_amount'] = 0.00098751
default_conf['max_open_trades'] = 2
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade is not None
assert trade.stake_amount == 0.00098751
assert trade.is_open
assert trade.open_date is not None
freqtrade.enter_positions()
trade = Trade.query.order_by(Trade.id.desc()).first()
assert trade is not None
assert trade.stake_amount == 0.00098751
assert trade.is_open
assert trade.open_date is not None
assert Trade.total_open_trades_stakes() == 1.97502e-03
def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
# Save state of current whitelist
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade('ETH/BTC')
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 == 'binance'
# 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, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade('ETH/BTC')
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=buy_mock,
get_fee=fee,
)
default_conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.create_trade('ETH/BTC')
rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
assert rate * amount <= default_conf['stake_amount']
def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=buy_mock,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
freqtrade.config['stake_amount'] = 0.000000005
patch_get_signal(freqtrade)
assert freqtrade.create_trade('ETH/BTC')
assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
caplog.clear()
def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
buy_mock = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=buy_mock,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
freqtrade.config['stake_amount'] = 0
patch_get_signal(freqtrade)
assert not freqtrade.create_trade('ETH/BTC')
def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
default_conf['max_open_trades'] = 0
default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
assert not freqtrade.create_trade('ETH/BTC')
assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
assert n == 1
assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
n = freqtrade.enter_positions()
assert n == 0
assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
caplog.clear()
def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
default_conf['exchange']['pair_whitelist'] = []
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
assert n == 0
assert log_has("Active pair whitelist is empty.", caplog)
@pytest.mark.usefixtures("init_persistence")
def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
message = r"Global pairlock active until.* Not creating new trades."
n = freqtrade.enter_positions()
# 0 trades, but it's not because of pairlock.
assert n == 0
assert not log_has_re(message, caplog)
caplog.clear()
PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because')
n = freqtrade.enter_positions()
assert n == 0
assert log_has_re(message, caplog)
caplog.clear()
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
default_conf['dry_run'] = True
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_fee=fee,
)
default_conf['stake_amount'] = 10
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade, enter_long=False)
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not freqtrade.create_trade('ETH/BTC')
@pytest.mark.parametrize("max_open", range(0, 5))
@pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_open,
max_open, tradable_balance_ratio, modifier) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['max_open_trades'] = max_open
default_conf['tradable_balance_ratio'] = tradable_balance_ratio
default_conf['dry_run_wallet'] = 0.001 * max_open
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
trades = Trade.get_open_trades()
# Expected trades should be max_open * a modified value
# depending on the configured tradable_balance
assert n == max(int(max_open * modifier), 0)
assert len(trades) == max(int(max_open * modifier), 0)
def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['max_open_trades'] = 4
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create 2 existing trades
freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
assert len(Trade.get_open_trades()) == 2
# Change order_id for new orders
limit_buy_order_open['id'] = '123444'
# Create 2 new trades using create_trades
assert freqtrade.create_trade('ETH/BTC')
assert freqtrade.create_trade('NEO/BTC')
trades = Trade.get_open_trades()
assert len(trades) == 4
def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open,
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
fetch_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
freqtrade.process()
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 == 'binance'
assert trade.open_rate == 0.00001098
assert trade.amount == 91.07468123
assert log_has(
'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...',
caplog
)
def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(side_effect=TemporaryError)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
worker = Worker(args=None, config=default_conf)
patch_get_signal(worker.freqtrade)
worker._process_running()
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf, ticker, mocker) -> None:
msg_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(side_effect=OperationalException)
)
worker = Worker(args=None, config=default_conf)
patch_get_signal(worker.freqtrade)
assert worker.freqtrade.state == State.RUNNING
worker._process_running()
assert worker.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_open, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
fetch_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
freqtrade.process()
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
# Nothing happened ...
freqtrade.process()
assert len(trades) == 1
def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
fee, mocker) -> None:
""" Test process with trade not in pair list """
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
fetch_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
pair = 'BLK/BTC'
# Ensure the pair is not in the whitelist!
assert pair not in default_conf['exchange']['pair_whitelist']
# create open trade not in whitelist
Trade.query.session.add(Trade(
pair=pair,
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
amount=20,
open_rate=0.01,
exchange='binance',
))
Trade.query.session.add(Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
amount=12,
open_rate=0.001,
exchange='binance',
))
assert pair not in freqtrade.active_pair_whitelist
freqtrade.process()
assert pair in freqtrade.active_pair_whitelist
# Make sure each pair is only in the list once
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
def _refresh_whitelist(list):
return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
refresh_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(side_effect=TemporaryError),
refresh_latest_ohlcv=refresh_mock,
)
inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
get_exit_signal=MagicMock(return_value=(False, False)),
get_entry_signal=MagicMock(return_value=(None, None))
)
mocker.patch('time.sleep', return_value=None)
freqtrade = FreqtradeBot(default_conf)
freqtrade.pairlists._validate_whitelist = _refresh_whitelist
freqtrade.strategy.informative_pairs = inf_pairs
# patch_get_signal(freqtrade)
freqtrade.process()
assert inf_pairs.call_count == 1
assert refresh_mock.call_count == 1
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
stake_amount = 2
bid = 0.11
buy_rate_mock = MagicMock(return_value=bid)
buy_mm = MagicMock(return_value=limit_buy_order_open)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=buy_mm,
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/BTC'
assert not freqtrade.execute_entry(pair, stake_amount)
assert buy_rate_mock.call_count == 1
assert buy_mm.call_count == 0
assert freqtrade.strategy.confirm_trade_entry.call_count == 1
buy_rate_mock.reset_mock()
limit_buy_order_open['id'] = '22'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_entry(pair, stake_amount)
assert buy_rate_mock.call_count == 1
assert buy_mm.call_count == 1
call_args = buy_mm.call_args_list[0][1]
assert call_args['pair'] == pair
assert call_args['rate'] == bid
assert call_args['amount'] == round(stake_amount / bid, 8)
buy_rate_mock.reset_mock()
# Should create an open trade with an open order id
# As the order is not fulfilled yet
trade = Trade.query.first()
assert trade
assert trade.is_open is True
assert trade.open_order_id == '22'
# Test calling with price
limit_buy_order_open['id'] = '33'
fix_price = 0.06
assert freqtrade.execute_entry(pair, stake_amount, fix_price)
# Make sure get_rate wasn't called again
assert buy_rate_mock.call_count == 0
assert buy_mm.call_count == 2
call_args = buy_mm.call_args_list[1][1]
assert call_args['pair'] == pair
assert call_args['rate'] == fix_price
assert call_args['amount'] == round(stake_amount / fix_price, 8)
# In case of closed order
limit_buy_order['status'] = 'closed'
limit_buy_order['price'] = 10
limit_buy_order['cost'] = 100
limit_buy_order['id'] = '444'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[2]
assert trade
assert trade.open_order_id is None
assert trade.open_rate == 10
assert trade.stake_amount == 100
# In case of rejected or expired order and partially filled
limit_buy_order['status'] = 'expired'
limit_buy_order['amount'] = 90.99181073
limit_buy_order['filled'] = 80.99181073
limit_buy_order['remaining'] = 10.00
limit_buy_order['price'] = 0.5
limit_buy_order['cost'] = 40.495905365
limit_buy_order['id'] = '555'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[3]
assert trade
assert trade.open_order_id == '555'
assert trade.open_rate == 0.5
assert trade.stake_amount == 40.495905365
# Test with custom stake
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '556'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[4]
assert trade
assert trade.stake_amount == 150
# Exception case
limit_buy_order['id'] = '557'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[5]
assert trade
assert trade.stake_amount == 2.0
# In case of the order is rejected and not filled at all
limit_buy_order['status'] = 'rejected'
limit_buy_order['amount'] = 90.99181073
limit_buy_order['filled'] = 0.0
limit_buy_order['remaining'] = 90.99181073
limit_buy_order['price'] = 0.5
limit_buy_order['cost'] = 0.0
limit_buy_order['id'] = '66'
mocker.patch('freqtrade.exchange.Exchange.create_order',
MagicMock(return_value=limit_buy_order))
assert not freqtrade.execute_entry(pair, stake_amount)
# Fail to get price...
mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
with pytest.raises(PricingError, match="Could not determine buy price."):
freqtrade.execute_entry(pair, stake_amount)
# In case of custom entry price
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '5566'
freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[6]
assert trade
assert trade.open_rate_requested == 0.508
# In case of custom entry price set to None
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '5567'
freqtrade.strategy.custom_entry_price = lambda **kwargs: None
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=MagicMock(return_value=10),
)
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[7]
assert trade
assert trade.open_rate_requested == 10
# In case of custom entry price not float type
limit_buy_order['status'] = 'open'
limit_buy_order['id'] = '5568'
freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.query.all()[8]
assert trade
assert trade.open_rate_requested == 10
def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(return_value=limit_buy_order),
get_rate=MagicMock(return_value=0.11),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
stake_amount = 2
pair = 'ETH/BTC'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
assert freqtrade.execute_entry(pair, stake_amount)
limit_buy_order['id'] = '222'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
assert freqtrade.execute_entry(pair, stake_amount)
limit_buy_order['id'] = '2223'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_entry(pair, stake_amount)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
assert not freqtrade.execute_entry(pair, stake_amount)
def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.Exchange.fetch_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'])
stoploss = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
trade = MagicMock()
trade.open_order_id = None
trade.stoploss_order_id = None
trade.is_open = True
trades = [trade]
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id == '13434334'
assert stoploss.call_count == 1
assert trade.is_open is True
def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None:
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
{'id': limit_buy_order['id']},
{'id': limit_sell_order['id']},
]),
get_fee=fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
stoploss=stoploss
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# First case: when stoploss is not yet set but the order is open
# should get the stoploss order id immediately
# and should return false as no trade actually happened
trade = MagicMock()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 1
assert trade.stoploss_order_id == "13434334"
# Second case: when stoploss is set but it is not yet hit
# should do nothing and return false
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', hanging_stoploss_order)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id == 100
# Third case: when stoploss was set but it was canceled for some reason
# should set a stoploss immediately and return False
caplog.clear()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', canceled_stoploss_order)
stoploss.reset_mock()
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 1
assert trade.stoploss_order_id == "13434334"
# Fourth case: when stoploss is set and it is hit
# should unset stoploss_order_id and return true
# as a trade actually happened
caplog.clear()
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
assert trade
stoploss_order_hit = MagicMock(return_value={
'id': 100,
'status': 'closed',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'amount': limit_buy_order['amount'],
})
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit)
assert freqtrade.handle_stoploss_on_exchange(trade) is True
assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog)
assert trade.stoploss_order_id is None
assert trade.is_open is False
caplog.clear()
mocker.patch(
'freqtrade.exchange.Binance.stoploss',
side_effect=ExchangeError()
)
trade.is_open = True
freqtrade.handle_stoploss_on_exchange(trade)
assert log_has('Unable to place a stoploss order on exchange.', caplog)
assert trade.stoploss_order_id is None
# Fifth case: fetch_order returns InvalidOrder
# It should try to add stoploss order
trade.stoploss_order_id = 100
stoploss.reset_mock()
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
freqtrade.handle_stoploss_on_exchange(trade)
assert stoploss.call_count == 1
# Sixth case: Closed Trade
# Should not create new order
trade.stoploss_order_id = None
trade.is_open = False
stoploss.reset_mock()
mocker.patch('freqtrade.exchange.Exchange.fetch_order')
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert stoploss.call_count == 0
caplog.clear()
def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None:
# Sixth case: stoploss order was cancelled but couldn't create new one
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
{'id': limit_buy_order['id']},
{'id': limit_sell_order['id']},
]),
get_fee=fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
stoploss=MagicMock(side_effect=ExchangeError()),
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
assert trade
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
assert trade.stoploss_order_id is None
assert trade.is_open is True
caplog.clear()
def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
limit_buy_order_open, limit_sell_order):
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
create_order_mock = MagicMock(side_effect=[
limit_buy_order_open,
{'id': limit_sell_order['id']}
])
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=create_order_mock,
get_fee=fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
fetch_order=MagicMock(return_value={'status': 'canceled'}),
stoploss=MagicMock(side_effect=InvalidOrderException()),
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.enter_positions()
trade = Trade.query.first()
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
assert trade.sell_reason == SellType.EMERGENCY_SELL.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
assert log_has("Selling the trade forcefully", caplog)
# Should call a market sell
assert create_order_mock.call_count == 2
assert create_order_mock.call_args[1]['ordertype'] == 'market'
assert create_order_mock.call_args[1]['pair'] == trade.pair
assert create_order_mock.call_args[1]['amount'] == trade.amount
# Rpc is sending first buy, then sell
assert rpc_mock.call_count == 2
assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
caplog.clear()
def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
limit_buy_order_open, limit_sell_order):
sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
sell_mock,
]),
get_fee=fee,
fetch_order=MagicMock(return_value={'status': 'canceled'}),
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
stoploss=MagicMock(side_effect=InsufficientFundsError()),
)
patch_get_signal(freqtrade)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
freqtrade.enter_positions()
trade = Trade.query.first()
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
# stoploss_orderid was empty before
assert trade.stoploss_order_id is None
assert mock_insuf.call_count == 1
mock_insuf.reset_mock()
trade.stoploss_order_id = 'stoploss_orderid'
freqtrade.create_stoploss_order(trade, 200)
# No change to stoploss-orderid
assert trade.stoploss_order_id == 'stoploss_orderid'
assert mock_insuf.call_count == 1
@pytest.mark.usefixtures("init_persistence")
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
{'id': limit_buy_order['id']},
{'id': limit_sell_order['id']},
]),
get_fee=fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf['trailing_stop'] = True
# disabling ROI
default_conf['minimal_roi']['0'] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.stoploss = -0.05
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
stoploss_order_hanging = MagicMock(return_value={
'id': 100,
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.000011134'
}
})
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
# stoploss initially at 5%
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
}))
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_not_called()
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
assert trade.stop_loss == 0.00002346 * 0.95
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with(
amount=85.32423208,
pair='ETH/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.95,
side="sell"
)
# price fell below stoploss, so dry-run sells trade.
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002144,
'ask': 0.00002146,
'last': 0.00002144
}))
assert freqtrade.handle_trade(trade) is True
def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
{'id': limit_buy_order['id']},
{'id': limit_sell_order['id']},
]),
get_fee=fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf['trailing_stop'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.stoploss = -0.05
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "abcd"
trade.stop_loss = 0.2
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None)
stoploss_order_hanging = {
'id': "abcd",
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.1'
}
}
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order',
side_effect=InvalidOrderException())
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
return_value=stoploss_order_hanging)
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell")
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
# Still try to create order
assert stoploss.call_count == 1
# Fail creating stoploss order
caplog.clear()
cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell")
assert cancel_mock.call_count == 1
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
caplog.clear()
@pytest.mark.usefixtures("init_persistence")
def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
{'id': limit_buy_order['id']},
{'id': limit_sell_order['id']},
]),
get_fee=fee,
)
mocker.patch.multiple(
'freqtrade.exchange.Binance',
stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf['use_custom_stoploss'] = True
# disabling ROI
default_conf['minimal_roi']['0'] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
stoploss_order_hanging = MagicMock(return_value={
'id': 100,
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.000011134'
}
})
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
}))
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_not_called()
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
assert trade.stop_loss == 0.00002346 * 0.96
assert trade.stop_loss_pct == -0.04
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with(
amount=85.32423208,
pair='ETH/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.96,
side="sell"
)
# price fell below stoploss, so dry-run sells trade.
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002144,
'ask': 0.00002146,
'last': 0.00002144
}))
assert freqtrade.handle_trade(trade) is True
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
edge_conf['dry_run_wallet'] = 999.9
edge_conf['exchange']['name'] = 'binance'
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
{'id': limit_buy_order['id']},
{'id': limit_sell_order['id']},
]),
get_fee=fee,
stoploss=stoploss,
)
# enabling TSL
edge_conf['trailing_stop'] = True
edge_conf['trailing_stop_positive'] = 0.01
edge_conf['trailing_stop_positive_offset'] = 0.011
# disabling ROI
edge_conf['minimal_roi']['0'] = 999999999
freqtrade = FreqtradeBot(edge_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.stoploss = -0.02
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
patch_get_signal(freqtrade)
freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
stoploss_order_hanging = MagicMock(return_value={
'id': 100,
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.000009384'
}
})
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
# stoploss initially at 20% as edge dictated it.
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stop_loss == 0.000009384
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
# price goes down 5%
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00001172 * 0.95,
'ask': 0.00001173 * 0.95,
'last': 0.00001172 * 0.95
}))
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should remain the same
assert trade.stop_loss == 0.000009384
# stoploss on exchange should not be canceled
cancel_order_mock.assert_not_called()
# price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
}))
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should be set to 1% as trailing is on
assert trade.stop_loss == 0.00002346 * 0.99
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
stoploss_order_mock.assert_called_once_with(
amount=2132892.49146757,
pair='NEO/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.99,
side="sell"
)
def test_enter_positions(mocker, default_conf, caplog) -> None:
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(return_value=False))
n = freqtrade.enter_positions()
assert n == 0
assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
# create_trade should be called once for every pair in the whitelist.
assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
caplog.clear()
def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_ct = mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(side_effect=DependencyException)
)
n = freqtrade.enter_positions()
assert n == 0
assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
assert log_has('Unable to create trade for ETH/BTC: ', caplog)
def test_exit_positions(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.fetch_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
trades = [trade]
n = freqtrade.exit_positions(trades)
assert n == 0
# 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
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
n = freqtrade.exit_positions(trades)
assert n == 0
caplog.clear()
def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
trade = MagicMock()
trade.open_order_id = None
trade.open_fee = 0.001
trade.pair = 'ETH/BTC'
trades = [trade]
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.handle_trade',
side_effect=DependencyException()
)
n = freqtrade.exit_positions(trades)
assert n == 0
assert log_has('Unable to sell trade ETH/BTC: ', caplog)
caplog.clear()
def test_update_trade_state(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.fetch_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 = Trade(
open_order_id=123,
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=arrow.utcnow().datetime,
amount=11,
exchange="binance",
)
assert not freqtrade.update_trade_state(trade, None)
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
caplog.clear()
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
freqtrade.update_trade_state(trade, '123')
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear()
assert trade.open_order_id is None
assert trade.amount == limit_buy_order['amount']
trade.open_order_id = '123'
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
assert trade.amount != 90.81
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, '123')
assert trade.amount == 90.81
assert trade.open_order_id is None
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, '123')
assert log_has_re('Found open order for.*', caplog)
caplog.clear()
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
patch_exchange(mocker)
amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456",
is_open=True,
)
freqtrade.update_trade_state(trade, '123456', limit_buy_order)
assert trade.amount != amount
assert trade.amount == limit_buy_order['amount']
def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee,
limit_buy_order, mocker, caplog):
trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
patch_exchange(mocker)
amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id='123456',
is_open=True,
open_date=arrow.utcnow().datetime,
)
freqtrade.update_trade_state(trade, '123456', limit_buy_order)
assert trade.amount != amount
assert trade.amount == limit_buy_order['amount']
assert log_has_re(r'Applying fee on amount for .*', caplog)
caplog.clear()
def test_update_trade_state_exception(mocker, default_conf,
limit_buy_order, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_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=DependencyException()
)
freqtrade.update_trade_state(trade, trade.open_order_id)
assert log_has('Could not update trade amount: ', caplog)
caplog.clear()
def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
MagicMock(side_effect=InvalidOrderException))
trade = MagicMock()
trade.open_order_id = '123'
trade.open_fee = 0.001
# Test raise of OperationalException exception
grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock())
freqtrade.update_trade_state(trade, trade.open_order_id)
assert grm_mock.call_count == 0
assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
caplog.clear()
def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
limit_sell_order, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
wallet_mock = MagicMock()
mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
patch_exchange(mocker)
amount = limit_sell_order["amount"]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
wallet_mock.reset_mock()
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=0.0025,
fee_close=0.0025,
open_date=arrow.utcnow().datetime,
open_order_id="123456",
is_open=True,
)
order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell')
trade.orders.append(order)
assert order.status == 'open'
freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order)
assert trade.amount == limit_sell_order['amount']
# Wallet needs to be updated after closing a limit-sell order to reenable buying
assert wallet_mock.call_count == 1
assert not trade.is_open
# Order is updated by update_trade_state
assert order.status == 'closed'
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
limit_buy_order,
limit_sell_order_open,
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
assert trade.is_open is True
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=False, exit_long=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 == 0.06201058
assert trade.calc_profit() == 0.00006217
assert trade.close_date is not None
def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
# 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)
freqtrade.enter_positions()
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, enter_long=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, enter_long=True, exit_long=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, enter_long=False, exit_long=True)
trades = Trade.query.all()
assert freqtrade.handle_trade(trades[0]) is True
def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
fee, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
# 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, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
caplog)
caplog.clear()
def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
limit_sell_order_open, fee, mocker, caplog) -> None:
# use_sell_signal is True buy default
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(side_effect=[
limit_buy_order_open,
limit_sell_order_open,
]),
get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert not freqtrade.handle_trade(trade)
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
caplog)
caplog.clear()
def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create trade and sell it
freqtrade.enter_positions()
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(DependencyException, match=r'.*closed trade.*'):
freqtrade.handle_trade(trade)
def test_bot_loop_start_called_once(mocker, default_conf, caplog):
ftbot = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
patch_get_signal(ftbot)
ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
ftbot.strategy.analyze = MagicMock()
ftbot.process()
assert log_has_re(r'Strategy caused the following exception.*', caplog)
assert ftbot.strategy.bot_loop_start.call_count == 1
assert ftbot.strategy.analyze.call_count == 1
caplog.clear()
def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
cancel_buy_order = deepcopy(limit_buy_order_old)
cancel_buy_order['status'] = 'canceled'
cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old),
cancel_order_with_result=cancel_order_wr_mock,
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
Trade.query.session.add(open_trade)
# Ensure default is to return empty (so not mocked yet)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
# Return false - trade remains open
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_buy_timeout.call_count == 1
# Raise Keyerror ... (no impact on trade)
freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_buy_timeout.call_count == 1
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
# Trade should be closed since the function returns true
freqtrade.check_handle_timedout()
assert cancel_order_wr_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
assert freqtrade.strategy.check_buy_timeout.call_count == 1
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_cancel = deepcopy(limit_buy_order_old)
limit_buy_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old),
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
Trade.query.session.add(open_trade)
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
# 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_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
# Custom user buy-timeout is never called
assert freqtrade.strategy.check_buy_timeout.call_count == 0
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker, caplog) -> None:
""" Handle Buy order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
limit_buy_order_old.update({"status": "canceled", 'filled': 0.0})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
Trade.query.session.add(open_trade)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
caplog.clear()
def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
fee, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
fetch_ticker=ticker,
fetch_order=MagicMock(side_effect=ExchangeError),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf)
Trade.query.session.add(open_trade)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 0
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 1
def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker,
open_trade) -> None:
default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade.close_profit_abs = 0.001
open_trade.is_open = False
Trade.query.session.add(open_trade)
# Ensure default is false
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
# Return false - No impact
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 0
assert open_trade.is_open is False
assert freqtrade.strategy.check_sell_timeout.call_count == 1
freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError)
# Return Error - No impact
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 0
assert open_trade.is_open is False
assert freqtrade.strategy.check_sell_timeout.call_count == 1
# Return True - sells!
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True)
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert open_trade.is_open is True
assert freqtrade.strategy.check_sell_timeout.call_count == 1
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
open_trade) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade.close_profit_abs = 0.001
open_trade.is_open = False
Trade.query.session.add(open_trade)
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
# 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 open_trade.is_open is True
# Custom user sell-timeout is never called
assert freqtrade.strategy.check_sell_timeout.call_count == 0
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
mocker, caplog) -> None:
""" Handle sell order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
limit_sell_order_old.update({"status": "canceled", 'filled': 0.0})
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
open_trade.is_open = False
Trade.query.session.add(open_trade)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
assert open_trade.is_open is True
assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
caplog.clear()
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
open_trade, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
limit_buy_canceled['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
Trade.query.session.add(open_trade)
# 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 == 2
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
freqtrade = FreqtradeBot(default_conf)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.query.session.add(open_trade)
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.023
assert trades[0].open_order_id is None
assert trades[0].fee_updated('buy')
assert pytest.approx(trades[0].fee_open) == 0.001
caplog.clear()
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
MagicMock(side_effect=DependencyException))
freqtrade = FreqtradeBot(default_conf)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.query.session.add(open_trade)
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.check_handle_timedout()
assert log_has_re(r"Could not update trade amount: .*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining'])
assert trades[0].open_order_id is None
assert trades[0].fee_open == fee()
caplog.clear()
def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
handle_cancel_enter=MagicMock(),
handle_cancel_exit=MagicMock(),
)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
Trade.query.session.add(open_trade)
freqtrade.check_handle_timedout()
assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
r"is_short=False, leverage=1.0, "
r"open_rate=0.00001099, open_since="
f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
r"\) due to Traceback \(most recent call last\):\n*",
caplog)
caplog.clear()
def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_buy_order = deepcopy(limit_buy_order)
cancel_buy_order['status'] = 'canceled'
del cancel_buy_order['filled']
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
freqtrade = FreqtradeBot(default_conf)
freqtrade._notify_enter_cancel = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/USDT'
trade.open_rate = 200
limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
caplog.clear()
limit_buy_order['filled'] = 0.01
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 0
assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
caplog.clear()
cancel_order_mock.reset_mock()
limit_buy_order['filled'] = 2
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
# Order remained open for some reason (cancel failed)
cancel_buy_order['status'] = 'open'
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
assert log_has_re(r"Order .* for .* not cancelled.", caplog)
caplog.clear()
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
indirect=['limit_buy_order_canceled_empty'])
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
limit_buy_order_canceled_empty) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = mocker.patch(
'freqtrade.exchange.Exchange.cancel_order_with_result',
return_value=limit_buy_order_canceled_empty)
nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
freqtrade = FreqtradeBot(default_conf)
reason = CANCEL_REASON['TIMEOUT']
trade = MagicMock()
trade.pair = 'LTC/ETH'
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
assert cancel_order_mock.call_count == 0
assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
assert nofiy_mock.call_count == 1
caplog.clear()
@pytest.mark.parametrize('cancelorder', [
{},
{'remaining': None},
'String Return value',
123
])
def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
cancelorder) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock(return_value=cancelorder)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf)
freqtrade._notify_enter_cancel = MagicMock()
trade = MagicMock()
trade.pair = 'LTC/USDT'
trade.open_rate = 200
limit_buy_order['filled'] = 0.0
limit_buy_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
limit_buy_order['filled'] = 1.0
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
assert cancel_order_mock.call_count == 1
def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
send_msg_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
cancel_order=cancel_order_mock,
)
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
freqtrade = FreqtradeBot(default_conf)
trade = Trade(
pair='LTC/ETH',
amount=2,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
order = {'remaining': 1,
'amount': 1,
'status': "open"}
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_exit(trade, order, reason)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
send_msg_mock.reset_mock()
order['amount'] = 2
assert freqtrade.handle_cancel_exit(trade, order, reason
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert freqtrade.handle_cancel_exit(trade, order, reason
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
# Message should not be iterated again
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1
def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch(
'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException())
freqtrade = FreqtradeBot(default_conf)
trade = MagicMock()
reason = CANCEL_REASON['TIMEOUT']
order = {'remaining': 1,
'amount': 1,
'status': "open"}
assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
trade = Trade.query.first()
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
# Prevented sell ...
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.SELL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.223e-05,
'profit_ratio': 0.0620716,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
} == last_msg
def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_down
)
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.044e-05,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -5.406e-05,
'profit_ratio': -0.05392257,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
} == last_msg
def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
trade = Trade.query.first()
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# Set a custom exit price
freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
# Sell price must be different to default bid price
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.SELL,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.170e-05,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.041e-05,
'profit_ratio': 0.06025919,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.SELL_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
} == last_msg
def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
ticker_sell_down, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_down
)
default_conf['dry_run'] = True
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Setting trade stoploss to 0.01
trade.stop_loss = 0.00001099 * 0.99
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': 'loss',
'limit': 1.08801e-05,
'amount': 91.07468123,
'order_type': 'limit',
'open_rate': 1.098e-05,
'current_rate': 1.043e-05,
'profit_amount': -1.408e-05,
'profit_ratio': -0.01404051,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
} == last_msg
def test_execute_trade_exit_sloe_cancel_exception(
mocker, default_conf, ticker, fee, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
side_effect=InvalidOrderException())
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
create_order_mock = MagicMock(side_effect=[
{'id': '12345554'},
{'id': '12345555'},
])
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
create_order=create_order_mock,
)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
PairLock.session = MagicMock()
freqtrade.config['dry_run'] = False
trade.stoploss_order_id = "abcd"
freqtrade.execute_trade_exit(trade=trade, limit=1234,
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert create_order_mock.call_count == 2
assert log_has('Could not cancel stoploss order abcd', caplog)
caplog.clear()
def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
stoploss = MagicMock(return_value={
'id': 123,
'info': {
'foo': 'bar'
}
})
cancel_order = MagicMock(return_value=True)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
stoploss=stoploss,
cancel_stoploss_order=cancel_order,
_is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
trades = [trade]
freqtrade.check_handle_timedout()
freqtrade.exit_positions(trades)
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade = Trade.query.first()
assert trade
assert cancel_order.call_count == 1
assert rpc_mock.call_count == 3
def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
mocker) -> None:
default_conf['exchange']['name'] = 'binance'
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
)
stoploss = MagicMock(return_value={
'id': 123,
'info': {
'foo': 'bar'
}
})
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
freqtrade = FreqtradeBot(default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
freqtrade.check_handle_timedout()
trade = Trade.query.first()
trades = [trade]
assert trade.stoploss_order_id is None
freqtrade.exit_positions(trades)
assert trade
assert trade.stoploss_order_id == '123'
assert trade.open_order_id is None
# Assuming stoploss on exchnage is hit
# stoploss_order_id should become None
# and trade should be sold at the price of stoploss
stoploss_executed = MagicMock(return_value={
"id": "123",
"timestamp": 1542707426845,
"datetime": "2018-11-20T09:50:26.845Z",
"lastTradeTimestamp": None,
"symbol": "BTC/USDT",
"type": "stop_loss_limit",
"side": "sell",
"price": 1.08801,
"amount": 90.99181074,
"cost": 99.0000000032274,
"average": 1.08801,
"filled": 90.99181074,
"remaining": 0.0,
"status": "closed",
"fee": None,
"trades": None
})
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed)
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 3
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
def test_execute_trade_exit_market_order(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
freqtrade.config['order_types']['sell'] = 'market'
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert not trade.is_open
assert trade.close_profit == 0.0620716
assert rpc_mock.call_count == 3
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.SELL,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/BTC',
'gain': 'profit',
'limit': 1.172e-05,
'amount': 91.07468123,
'order_type': 'market',
'open_rate': 1.098e-05,
'current_rate': 1.173e-05,
'profit_amount': 6.223e-05,
'profit_ratio': 0.0620716,
'stake_currency': 'BTC',
'fiat_currency': 'USD',
'sell_reason': SellType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
} == last_msg
def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
create_order=MagicMock(side_effect=[
{'id': 1234553382},
InsufficientFundsError(),
]),
)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_up
)
sell_reason = SellCheckTuple(sell_type=SellType.ROI)
assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=sell_reason)
assert mock_insuf.call_count == 1
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf.update({
'use_sell_signal': True,
'sell_profit_only': True,
'sell_profit_offset': 0.1,
})
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is False
freqtrade.strategy.sell_profit_offset = 0.0
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, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf.update({
'use_sell_signal': True,
'sell_profit_only': False,
})
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=False, exit_long=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, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf.update({
'use_sell_signal': True,
'sell_profit_only': True,
})
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_type=SellType.NONE))
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf.update({
'use_sell_signal': True,
'sell_profit_only': False,
})
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
amnt = trade.amount
trade.update(limit_buy_order)
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
assert freqtrade.handle_trade(trade) is True
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert trade.amount != amnt
caplog.clear()
def test__safe_exit_amount(default_conf, fee, caplog, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = 95.29
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
wallet_update.reset_mock()
assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert wallet_update.call_count == 1
caplog.clear()
wallet_update.reset_mock()
assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert wallet_update.call_count == 1
caplog.clear()
def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = 91.29
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
open_order_id="123456",
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_sell_down
)
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade.close(ticker_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair)
# reinit - should buy other pair.
caplog.clear()
freqtrade.enter_positions()
assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
caplog.clear()
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.0000172,
'ask': 0.0000173,
'last': 0.0000172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf['ignore_roi_if_buy_signal'] = True
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
assert freqtrade.handle_trade(trade) is False
# Test if buy-signal is absent (should sell due to roi = true)
patch_get_signal(freqtrade, enter_long=False, exit_long=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_open, limit_buy_order,
fee, caplog, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001099,
'ask': 0.00001099,
'last': 0.00001099
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf['trailing_stop'] = True
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.query.first()
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': 0.00001099 * 1.5,
'ask': 0.00001099 * 1.5,
'last': 0.00001099 * 1.5
}))
# Stoploss should be adjusted
assert freqtrade.handle_trade(trade) is False
# Price fell
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': 0.00001099 * 1.1,
'ask': 0.00001099 * 1.1,
'last': 0.00001099 * 1.1
}))
caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True
assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
caplog.clear()
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
caplog, mocker) -> None:
buy_price = limit_buy_order['price']
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.01
patch_whitelist(mocker, default_conf)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
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.fetch_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("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000138501
caplog.clear()
mocker.patch('freqtrade.exchange.Exchange.fetch_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"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
caplog.clear()
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
caplog, mocker) -> None:
buy_price = limit_buy_order['price']
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
]),
get_fee=fee,
)
patch_whitelist(mocker, default_conf)
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 = MagicMock(return_value=False)
freqtrade.enter_positions()
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.fetch_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("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000138501
caplog.clear()
mocker.patch('freqtrade.exchange.Exchange.fetch_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"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
caplog.clear()
def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
caplog, mocker) -> None:
buy_price = limit_buy_order['price']
# buy_price: 0.00001099
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': buy_price,
'ask': buy_price,
'last': buy_price
}),
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
patch_whitelist(mocker, default_conf)
default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0.05
default_conf['trailing_stop_positive_offset'] = 0.055
default_conf['trailing_only_offset_is_reached'] = True
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
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
assert trade.stop_loss == 0.0000098910
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.0000004,
'ask': buy_price + 0.0000004,
'last': buy_price + 0.0000004
}))
# stop-loss should not be adjusted as offset is not reached yet
assert freqtrade.handle_trade(trade) is False
assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000098910
caplog.clear()
# price rises above the offset (rises 12% when the offset is 5.5%)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
MagicMock(return_value={
'bid': buy_price + 0.0000014,
'ask': buy_price + 0.0000014,
'last': buy_price + 0.0000014
}))
assert freqtrade.handle_trade(trade) is False
assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
assert trade.stop_loss == 0.0000117705
caplog.clear()
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
{'id': 1234553382},
{'id': 1234553383}
]),
get_fee=fee,
_is_dry_limit_order_filled=MagicMock(return_value=False),
)
default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': False
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.update(limit_buy_order)
# Sell due to min_roi_reached
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
assert freqtrade.handle_trade(trade) is True
# Test if buy-signal is absent
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.SELL_SIGNAL.value
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
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,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# 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, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog
)
caplog.clear()
def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
caplog, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
caplog.clear()
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# 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, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: '
'myTrade-Dict empty found',
caplog
)
caplog.clear()
def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
trades_for_order[0]['fee']['currency'] = 'ETH'
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee,
fee, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
trades_for_order[0]['fee']['currency'] = None
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker):
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# 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, fee, mocker):
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# 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, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
caplog
)
assert trade.fee_open == 0.001
assert trade.fee_close == 0.001
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
caplog.clear()
def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
mocker, markets):
# Different fee currency on both trades
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order3)
amount = float(sum(x['amount'] for x in trades_for_order3))
default_conf['stake_currency'] = 'ETH'
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
# Fake markets entry to enable fee parsing
markets['BNB/ETH'] = markets['ETH/BTC']
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': 0.19, 'last': 0.2})
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.0005)
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
caplog
)
# Overall fee is average of both trade's fee
assert trade.fee_open == 0.001518575
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
caplog.clear()
def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
caplog, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Ticker rate cannot be found for this to work.
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
# 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, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
caplog
)
caplog.clear()
def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['fee'] = {'cost': 0.004}
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
limit_buy_order = deepcopy(buy_order_fee)
limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
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,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order)
def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
mocker):
# Floats should not be compared directly.
limit_buy_order = deepcopy(buy_order_fee)
trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
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',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount changes by fee amount.
assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
abs_tol=MATH_CLOSE_PREC,)
def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker):
# Remove "Currency" from fee dict
trades_for_order[0]['fee'] = {'cost': 0.008}
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,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# Amount does not change
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
def test_get_real_amount_open_trade(default_conf, fee, mocker):
amount = 12345
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
order = {
'id': 'mocked_order',
'amount': amount,
'status': 'open',
'side': 'buy',
}
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.get_real_amount(trade, order) == amount
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 10, 8),
(8.0, 0.0, 0, 8),
(8.0, 0.1, 0, 7.9),
(8.0, 0.1, 10, 8),
(8.0, 0.1, 8.0, 8.0),
(8.0, 0.1, 7.9, 7.9),
])
def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_order_id="123456"
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp
assert walletmock.call_count == 1
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
fee, mocker, order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
# Save state of current whitelist
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
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 == 'binance'
assert len(Trade.query.all()) == 1
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
assert trade.open_rate == 0.00001099
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
fee, mocker, order_book_l2):
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence check_depth_of_market will return false
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
# Save state of current whitelist
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade is None
def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
"""
test if function get_rate will return the order book price
instead of the ask rate
"""
patch_exchange(mocker)
ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_l2_order_book=order_book_l2,
fetch_ticker=ticker_mock,
)
default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 2
default_conf['bid_strategy']['ask_last_balance'] = 0
default_conf['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf)
assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
assert ticker_mock.call_count == 0
def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None:
patch_exchange(mocker)
ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}),
fetch_ticker=ticker_mock,
)
default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['use_order_book'] = True
default_conf['bid_strategy']['order_book_top'] = 1
default_conf['bid_strategy']['ask_last_balance'] = 0
default_conf['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf)
# orderbook shall be used even if tickers would be lower.
with pytest.raises(PricingError):
freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
caplog.clear()
def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
"""
test check depth of market
"""
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_l2_order_book=order_book_l2
)
default_conf['telegram']['enabled'] = False
default_conf['exchange']['name'] = 'binance'
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence function will return false
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
freqtrade = FreqtradeBot(default_conf)
conf = default_conf['bid_strategy']['check_depth_of_market']
assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee,
limit_sell_order_open, mocker, order_book_l2, caplog) -> None:
"""
test order book ask strategy
"""
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
default_conf['exchange']['name'] = 'binance'
default_conf['ask_strategy']['use_order_book'] = True
default_conf['ask_strategy']['order_book_top'] = 1
default_conf['telegram']['enabled'] = False
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
create_order=MagicMock(side_effect=[
limit_buy_order_open,
limit_sell_order_open,
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
assert trade
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
freqtrade.wallets.update()
assert trade.is_open is True
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is True
assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
return_value={'bids': [[]], 'asks': [[]]})
with pytest.raises(PricingError):
freqtrade.handle_trade(trade)
assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
caplog)
caplog.clear()
def test_startup_state(default_conf, mocker):
default_conf['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20}
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
worker = get_patched_worker(mocker, default_conf)
assert worker.freqtrade.state is State.RUNNING
def test_startup_trade_reinit(default_conf, edge_conf, mocker):
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
reinit_mock = MagicMock()
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
ftbot = get_patched_freqtradebot(mocker, default_conf)
ftbot.startup()
assert reinit_mock.call_count == 1
reinit_mock.reset_mock()
ftbot = get_patched_freqtradebot(mocker, edge_conf)
ftbot.startup()
assert reinit_mock.call_count == 0
@pytest.mark.usefixtures("init_persistence")
def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog):
default_conf['dry_run'] = True
# Initialize to 2 times stake amount
default_conf['dry_run_wallet'] = 0.002
default_conf['max_open_trades'] = 2
default_conf['tradable_balance_ratio'] = 1.0
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee,
)
bot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(bot)
assert bot.wallets.get_free('BTC') == 0.002
n = bot.enter_positions()
assert n == 2
trades = Trade.query.all()
assert len(trades) == 2
bot.config['max_open_trades'] = 3
n = bot.enter_positions()
assert n == 0
assert log_has_re(r"Unable to create trade for XRP/BTC: "
r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
caplog)
caplog.clear()
@pytest.mark.usefixtures("init_persistence")
def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
default_conf['cancel_open_orders_on_exit'] = True
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
side_effect=[
ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order])
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
freqtrade = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades(fee)
trades = Trade.query.all()
assert len(trades) == MOCK_TRADE_COUNT
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == 1
assert sell_mock.call_count == 2
@pytest.mark.usefixtures("init_persistence")
def test_check_for_open_trades(mocker, default_conf, fee):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.check_for_open_trades()
assert freqtrade.rpc.send_msg.call_count == 0
create_mock_trades(fee)
trade = Trade.query.first()
trade.is_open = True
freqtrade.check_for_open_trades()
assert freqtrade.rpc.send_msg.call_count == 1
assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
@pytest.mark.usefixtures("init_persistence")
def test_update_open_orders(mocker, default_conf, fee, caplog):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades(fee)
freqtrade.update_open_orders()
assert not log_has_re(r"Error updating Order .*", caplog)
caplog.clear()
freqtrade.config['dry_run'] = False
freqtrade.update_open_orders()
assert log_has_re(r"Error updating Order .*", caplog)
caplog.clear()
assert len(Order.get_open_orders()) == 3
matching_buy_order = mock_order_4()
matching_buy_order.update({
'status': 'closed',
})
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order)
freqtrade.update_open_orders()
# Only stoploss and sell orders are kept open
assert len(Order.get_open_orders()) == 2
@pytest.mark.usefixtures("init_persistence")
def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
def patch_with_fee(order):
order.update({'fee': {'cost': 0.1, 'rate': 0.01,
'currency': order['symbol'].split('/')[0]}})
return order
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
side_effect=[
patch_with_fee(mock_order_2_sell()),
patch_with_fee(mock_order_3_sell()),
patch_with_fee(mock_order_1()),
patch_with_fee(mock_order_2()),
patch_with_fee(mock_order_3()),
patch_with_fee(mock_order_4()),
]
)
create_mock_trades(fee)
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
freqtrade.update_closed_trades_without_assigned_fees()
# Does nothing for dry-run
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
freqtrade.config['dry_run'] = False
freqtrade.update_closed_trades_without_assigned_fees()
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
if trade.is_open:
# Exclude Trade 4 - as the order is still open.
if trade.select_order('buy', False):
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
else:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
else:
assert trade.fee_close_cost is not None
assert trade.fee_close_currency is not None
@pytest.mark.usefixtures("init_persistence")
def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
create_mock_trades(fee)
trades = Trade.get_trades().all()
freqtrade.reupdate_enter_order_fees(trades[0])
assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
assert mock_uts.call_count == 1
assert mock_uts.call_args_list[0][0][0] == trades[0]
assert mock_uts.call_args_list[0][0][1] == mock_order_1()['id']
assert log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
mock_uts.reset_mock()
caplog.clear()
# Test with trade without orders
trade = Trade(
pair='XRP/ETH',
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
is_open=True,
amount=20,
open_rate=0.01,
exchange='binance',
)
Trade.query.session.add(trade)
freqtrade.reupdate_enter_order_fees(trade)
assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
assert mock_uts.call_count == 0
assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
caplog.clear()
@pytest.mark.usefixtures("init_persistence")
def test_handle_insufficient_funds(mocker, default_conf, fee):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees')
create_mock_trades(fee)
trades = Trade.get_trades().all()
# Trade 0 has only a open buy order, no closed order
freqtrade.handle_insufficient_funds(trades[0])
assert mock_rlo.call_count == 0
assert mock_bof.call_count == 1
mock_rlo.reset_mock()
mock_bof.reset_mock()
# Trade 1 has closed buy and sell orders
freqtrade.handle_insufficient_funds(trades[1])
assert mock_rlo.call_count == 1
assert mock_bof.call_count == 0
mock_rlo.reset_mock()
mock_bof.reset_mock()
# Trade 2 has closed buy and sell orders
freqtrade.handle_insufficient_funds(trades[2])
assert mock_rlo.call_count == 1
assert mock_bof.call_count == 0
mock_rlo.reset_mock()
mock_bof.reset_mock()
# Trade 3 has an opne buy order
freqtrade.handle_insufficient_funds(trades[3])
assert mock_rlo.call_count == 0
assert mock_bof.call_count == 1
@pytest.mark.usefixtures("init_persistence")
def test_refind_lost_order(mocker, default_conf, fee, caplog):
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
return_value={'status': 'open'})
def reset_open_orders(trade):
trade.open_order_id = None
trade.stoploss_order_id = None
create_mock_trades(fee)
trades = Trade.get_trades().all()
caplog.clear()
# No open order
trade = trades[0]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.refind_lost_order(trade)
order = mock_order_1()
assert log_has_re(r"Order Order(.*order_id=" + order['id'] + ".*) is no longer open.", caplog)
assert mock_fo.call_count == 0
assert mock_uts.call_count == 0
# No change to orderid - as update_trade_state is mocked
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
caplog.clear()
mock_fo.reset_mock()
# Open buy order
trade = trades[3]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.refind_lost_order(trade)
order = mock_order_4()
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 0
assert mock_uts.call_count == 0
# No change to orderid - as update_trade_state is mocked
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
caplog.clear()
mock_fo.reset_mock()
# Open stoploss order
trade = trades[4]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.refind_lost_order(trade)
order = mock_order_5_stoploss()
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 1
# stoploss_order_id is "refound" and added to the trade
assert trade.open_order_id is None
assert trade.stoploss_order_id is not None
caplog.clear()
mock_fo.reset_mock()
mock_uts.reset_mock()
# Open sell order
trade = trades[5]
reset_open_orders(trade)
assert trade.open_order_id is None
assert trade.stoploss_order_id is None
freqtrade.refind_lost_order(trade)
order = mock_order_6_sell()
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 1
# sell-orderid is "refound" and added to the trade
assert trade.open_order_id == order['id']
assert trade.stoploss_order_id is None
caplog.clear()
# Test error case
mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
side_effect=ExchangeError())
order = mock_order_5_stoploss()
freqtrade.refind_lost_order(trades[4])
assert log_has(f"Error updating {order['id']}.", caplog)
caplog.clear()
def test_get_valid_price(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
freqtrade.config['custom_price_max_distance_ratio'] = 0.02
custom_price_string = "10"
custom_price_badstring = "10abc"
custom_price_float = 10.0
custom_price_int = 10
custom_price_over_max_alwd = 11.0
custom_price_under_min_alwd = 9.0
proposed_price = 10.1
valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
assert isinstance(valid_price_from_string, float)
assert isinstance(valid_price_from_badstring, float)
assert isinstance(valid_price_from_int, float)
assert isinstance(valid_price_from_float, float)
assert valid_price_from_string == custom_price_float
assert valid_price_from_badstring == proposed_price
assert valid_price_from_int == custom_price_int
assert valid_price_from_float == custom_price_float
assert valid_price_at_max_alwd < custom_price_over_max_alwd
assert valid_price_at_max_alwd > proposed_price
assert valid_price_at_min_alwd > custom_price_under_min_alwd
assert valid_price_at_min_alwd < proposed_price