1406 lines
49 KiB
Python
1406 lines
49 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
|
|
# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
|
|
|
|
from datetime import datetime, timedelta, timezone
|
|
from unittest.mock import ANY, MagicMock, PropertyMock
|
|
|
|
import pytest
|
|
from numpy import isnan
|
|
|
|
from freqtrade.edge import PairInfo
|
|
from freqtrade.enums import SignalDirection, State, TradingMode
|
|
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
|
|
from freqtrade.persistence import Trade
|
|
from freqtrade.persistence.models import Order
|
|
from freqtrade.persistence.pairlock_middleware import PairLocks
|
|
from freqtrade.rpc import RPC, RPCException
|
|
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
|
|
from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
|
|
|
|
|
|
# Functions for recurrent object patching
|
|
def prec_satoshi(a, b) -> float:
|
|
"""
|
|
:return: True if A and B differs less than one satoshi.
|
|
"""
|
|
return abs(a - b) < 0.00000001
|
|
|
|
|
|
# Unit tests
|
|
def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
with pytest.raises(RPCException, match=r'.*no active trade*'):
|
|
rpc._rpc_trade_status()
|
|
|
|
freqtradebot.enter_positions()
|
|
trades = Trade.get_open_trades()
|
|
trades[0].open_order_id = None
|
|
freqtradebot.exit_positions(trades)
|
|
|
|
results = rpc._rpc_trade_status()
|
|
assert results[0] == {
|
|
'trade_id': 1,
|
|
'pair': 'ETH/BTC',
|
|
'base_currency': 'BTC',
|
|
'open_date': ANY,
|
|
'open_timestamp': ANY,
|
|
'is_open': ANY,
|
|
'fee_open': ANY,
|
|
'fee_open_cost': ANY,
|
|
'fee_open_currency': ANY,
|
|
'fee_close': fee.return_value,
|
|
'fee_close_cost': ANY,
|
|
'fee_close_currency': ANY,
|
|
'open_rate_requested': ANY,
|
|
'open_trade_value': 0.0010025,
|
|
'close_rate_requested': ANY,
|
|
'sell_reason': ANY,
|
|
'exit_reason': ANY,
|
|
'sell_order_status': ANY,
|
|
'min_rate': ANY,
|
|
'max_rate': ANY,
|
|
'strategy': ANY,
|
|
'buy_tag': ANY,
|
|
'enter_tag': ANY,
|
|
'timeframe': 5,
|
|
'open_order_id': ANY,
|
|
'close_date': None,
|
|
'close_timestamp': None,
|
|
'open_rate': 1.098e-05,
|
|
'close_rate': None,
|
|
'current_rate': 1.099e-05,
|
|
'amount': 91.07468123,
|
|
'amount_requested': 91.07468124,
|
|
'stake_amount': 0.001,
|
|
'trade_duration': None,
|
|
'trade_duration_s': None,
|
|
'close_profit': None,
|
|
'close_profit_pct': None,
|
|
'close_profit_abs': None,
|
|
'current_profit': -0.00408133,
|
|
'current_profit_pct': -0.41,
|
|
'current_profit_abs': -4.09e-06,
|
|
'profit_ratio': -0.00408133,
|
|
'profit_pct': -0.41,
|
|
'profit_abs': -4.09e-06,
|
|
'profit_fiat': ANY,
|
|
'stop_loss_abs': 9.882e-06,
|
|
'stop_loss_pct': -10.0,
|
|
'stop_loss_ratio': -0.1,
|
|
'stoploss_order_id': None,
|
|
'stoploss_last_update': ANY,
|
|
'stoploss_last_update_timestamp': ANY,
|
|
'initial_stop_loss_abs': 9.882e-06,
|
|
'initial_stop_loss_pct': -10.0,
|
|
'initial_stop_loss_ratio': -0.1,
|
|
'stoploss_current_dist': -1.1080000000000002e-06,
|
|
'stoploss_current_dist_ratio': -0.10081893,
|
|
'stoploss_current_dist_pct': -10.08,
|
|
'stoploss_entry_dist': -0.00010475,
|
|
'stoploss_entry_dist_ratio': -0.10448878,
|
|
'open_order': None,
|
|
'exchange': 'binance',
|
|
'leverage': 1.0,
|
|
'interest_rate': 0.0,
|
|
'liquidation_price': None,
|
|
'is_short': False,
|
|
'funding_fees': 0.0,
|
|
'trading_mode': TradingMode.SPOT,
|
|
'orders': [{
|
|
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
|
|
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
|
|
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
|
|
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
|
|
'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
|
|
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
|
|
}],
|
|
}
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_rate',
|
|
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
|
results = rpc._rpc_trade_status()
|
|
assert isnan(results[0]['current_profit'])
|
|
assert isnan(results[0]['current_rate'])
|
|
assert results[0] == {
|
|
'trade_id': 1,
|
|
'pair': 'ETH/BTC',
|
|
'base_currency': 'BTC',
|
|
'open_date': ANY,
|
|
'open_timestamp': ANY,
|
|
'is_open': ANY,
|
|
'fee_open': ANY,
|
|
'fee_open_cost': ANY,
|
|
'fee_open_currency': ANY,
|
|
'fee_close': fee.return_value,
|
|
'fee_close_cost': ANY,
|
|
'fee_close_currency': ANY,
|
|
'open_rate_requested': ANY,
|
|
'open_trade_value': ANY,
|
|
'close_rate_requested': ANY,
|
|
'sell_reason': ANY,
|
|
'exit_reason': ANY,
|
|
'sell_order_status': ANY,
|
|
'min_rate': ANY,
|
|
'max_rate': ANY,
|
|
'strategy': ANY,
|
|
'buy_tag': ANY,
|
|
'enter_tag': ANY,
|
|
'timeframe': ANY,
|
|
'open_order_id': ANY,
|
|
'close_date': None,
|
|
'close_timestamp': None,
|
|
'open_rate': 1.098e-05,
|
|
'close_rate': None,
|
|
'current_rate': ANY,
|
|
'amount': 91.07468123,
|
|
'amount_requested': 91.07468124,
|
|
'trade_duration': ANY,
|
|
'trade_duration_s': ANY,
|
|
'stake_amount': 0.001,
|
|
'close_profit': None,
|
|
'close_profit_pct': None,
|
|
'close_profit_abs': None,
|
|
'current_profit': ANY,
|
|
'current_profit_pct': ANY,
|
|
'current_profit_abs': ANY,
|
|
'profit_ratio': ANY,
|
|
'profit_pct': ANY,
|
|
'profit_abs': ANY,
|
|
'profit_fiat': ANY,
|
|
'stop_loss_abs': 9.882e-06,
|
|
'stop_loss_pct': -10.0,
|
|
'stop_loss_ratio': -0.1,
|
|
'stoploss_order_id': None,
|
|
'stoploss_last_update': ANY,
|
|
'stoploss_last_update_timestamp': ANY,
|
|
'initial_stop_loss_abs': 9.882e-06,
|
|
'initial_stop_loss_pct': -10.0,
|
|
'initial_stop_loss_ratio': -0.1,
|
|
'stoploss_current_dist': ANY,
|
|
'stoploss_current_dist_ratio': ANY,
|
|
'stoploss_current_dist_pct': ANY,
|
|
'stoploss_entry_dist': -0.00010475,
|
|
'stoploss_entry_dist_ratio': -0.10448878,
|
|
'open_order': None,
|
|
'exchange': 'binance',
|
|
'leverage': 1.0,
|
|
'interest_rate': 0.0,
|
|
'liquidation_price': None,
|
|
'is_short': False,
|
|
'funding_fees': 0.0,
|
|
'trading_mode': TradingMode.SPOT,
|
|
'orders': [{
|
|
'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
|
|
'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
|
|
'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
|
|
'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
|
|
'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
|
|
'remaining': ANY, 'status': ANY, 'ft_is_entry': True,
|
|
}],
|
|
}
|
|
|
|
|
|
def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
del default_conf['fiat_display_currency']
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
with pytest.raises(RPCException, match=r'.*no active trade*'):
|
|
rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
|
|
|
freqtradebot.enter_positions()
|
|
|
|
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
|
assert "Since" in headers
|
|
assert "Pair" in headers
|
|
assert 'instantly' == result[0][2]
|
|
assert 'ETH/BTC' in result[0][1]
|
|
assert '-0.41%' == result[0][3]
|
|
assert isnan(fiat_profit_sum)
|
|
# Test with fiatconvert
|
|
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
|
assert "Since" in headers
|
|
assert "Pair" in headers
|
|
assert len(result[0]) == 4
|
|
assert 'instantly' == result[0][2]
|
|
assert 'ETH/BTC' in result[0][1]
|
|
assert '-0.41% (-0.06)' == result[0][3]
|
|
assert '-0.06' == f'{fiat_profit_sum:.2f}'
|
|
|
|
rpc._config['position_adjustment_enable'] = True
|
|
rpc._config['max_entry_position_adjustment'] = 3
|
|
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
|
assert "# Entries" in headers
|
|
assert len(result[0]) == 5
|
|
# 4th column should be 1/4 - as 1 order filled (a total of 4 is possible)
|
|
# 3 on top of the initial one.
|
|
assert result[0][4] == '1/4'
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_rate',
|
|
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
|
result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
|
|
assert 'instantly' == result[0][2]
|
|
assert 'ETH/BTC' in result[0][1]
|
|
assert 'nan%' == result[0][3]
|
|
assert isnan(fiat_profit_sum)
|
|
|
|
|
|
def test_rpc_daily_profit(default_conf, update, ticker, fee,
|
|
limit_buy_order, limit_sell_order, markets, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
stake_currency = default_conf['stake_currency']
|
|
fiat_display_currency = default_conf['fiat_display_currency']
|
|
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Simulate buy & sell
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
|
|
# Try valid data
|
|
update.message.text = '/daily 2'
|
|
days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
|
|
assert len(days['data']) == 7
|
|
assert days['stake_currency'] == default_conf['stake_currency']
|
|
assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
|
|
for day in days['data']:
|
|
# [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
|
|
assert (day['abs_profit'] == 0.0 or
|
|
day['abs_profit'] == 0.00006217)
|
|
|
|
assert (day['fiat_value'] == 0.0 or
|
|
day['fiat_value'] == 0.76748865)
|
|
# ensure first day is current date
|
|
assert str(days['data'][0]['date']) == str(datetime.utcnow().date())
|
|
|
|
# Try invalid data
|
|
with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
|
|
rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency)
|
|
|
|
|
|
@pytest.mark.parametrize('is_short', [True, False])
|
|
def test_rpc_trade_history(mocker, default_conf, markets, fee, is_short):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee, is_short)
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
trades = rpc._rpc_trade_history(2)
|
|
assert len(trades['trades']) == 2
|
|
assert trades['trades_count'] == 2
|
|
assert isinstance(trades['trades'][0], dict)
|
|
assert isinstance(trades['trades'][1], dict)
|
|
|
|
trades = rpc._rpc_trade_history(0)
|
|
assert len(trades['trades']) == 2
|
|
assert trades['trades_count'] == 2
|
|
# The first closed trade is for ETC ... sorting is descending
|
|
assert trades['trades'][-1]['pair'] == 'ETC/BTC'
|
|
assert trades['trades'][0]['pair'] == 'XRP/BTC'
|
|
|
|
|
|
@pytest.mark.parametrize('is_short', [True, False])
|
|
def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
stoploss_mock = MagicMock()
|
|
cancel_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
markets=PropertyMock(return_value=markets),
|
|
cancel_order=cancel_mock,
|
|
cancel_stoploss_order=stoploss_mock,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
freqtradebot.strategy.order_types['stoploss_on_exchange'] = True
|
|
create_mock_trades(fee, is_short)
|
|
rpc = RPC(freqtradebot)
|
|
with pytest.raises(RPCException, match='invalid argument'):
|
|
rpc._rpc_delete('200')
|
|
|
|
trades = Trade.query.all()
|
|
trades[1].stoploss_order_id = '1234'
|
|
trades[2].stoploss_order_id = '1234'
|
|
assert len(trades) > 2
|
|
|
|
res = rpc._rpc_delete('1')
|
|
assert isinstance(res, dict)
|
|
assert res['result'] == 'success'
|
|
assert res['trade_id'] == '1'
|
|
assert res['cancel_order_count'] == 1
|
|
assert cancel_mock.call_count == 1
|
|
assert stoploss_mock.call_count == 0
|
|
cancel_mock.reset_mock()
|
|
stoploss_mock.reset_mock()
|
|
|
|
res = rpc._rpc_delete('2')
|
|
assert isinstance(res, dict)
|
|
assert cancel_mock.call_count == 1
|
|
assert stoploss_mock.call_count == 1
|
|
assert res['cancel_order_count'] == 2
|
|
|
|
stoploss_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
|
|
side_effect=InvalidOrderException)
|
|
|
|
res = rpc._rpc_delete('3')
|
|
assert stoploss_mock.call_count == 1
|
|
stoploss_mock.reset_mock()
|
|
|
|
cancel_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_order',
|
|
side_effect=InvalidOrderException)
|
|
|
|
res = rpc._rpc_delete('4')
|
|
assert cancel_mock.call_count == 1
|
|
assert stoploss_mock.call_count == 0
|
|
|
|
|
|
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
|
|
limit_buy_order, limit_sell_order, mocker) -> None:
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
stake_currency = default_conf['stake_currency']
|
|
fiat_display_currency = default_conf['fiat_display_currency']
|
|
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
|
|
res = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
|
assert res['trade_count'] == 0
|
|
assert res['first_trade_date'] == ''
|
|
assert res['first_trade_timestamp'] == 0
|
|
assert res['latest_trade_date'] == ''
|
|
assert res['latest_trade_timestamp'] == 0
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
|
|
# Update the ticker with a market going up
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
|
|
# Update the ticker with a market going up
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
|
|
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
|
assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
|
|
assert prec_satoshi(stats['profit_closed_percent_mean'], 6.2)
|
|
assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
|
|
assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
|
|
assert prec_satoshi(stats['profit_all_percent_mean'], 2.89)
|
|
assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
|
|
assert stats['trade_count'] == 2
|
|
assert stats['first_trade_date'] == 'just now'
|
|
assert stats['latest_trade_date'] == 'just now'
|
|
assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
|
|
assert stats['best_pair'] == 'ETH/BTC'
|
|
assert prec_satoshi(stats['best_rate'], 6.2)
|
|
|
|
# Test non-available pair
|
|
mocker.patch('freqtrade.exchange.Exchange.get_rate',
|
|
MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
|
|
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
|
assert stats['trade_count'] == 2
|
|
assert stats['first_trade_date'] == 'just now'
|
|
assert stats['latest_trade_date'] == 'just now'
|
|
assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
|
|
assert stats['best_pair'] == 'ETH/BTC'
|
|
assert prec_satoshi(stats['best_rate'], 6.2)
|
|
assert isnan(stats['profit_all_coin'])
|
|
|
|
|
|
# Test that rpc_trade_statistics can handle trades that lacks
|
|
# trade.open_rate (it is set to None)
|
|
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
|
|
ticker_sell_up, limit_buy_order, limit_sell_order):
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
|
|
return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
stake_currency = default_conf['stake_currency']
|
|
fiat_display_currency = default_conf['fiat_display_currency']
|
|
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
# Update the ticker with a market going up
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up,
|
|
get_fee=fee
|
|
)
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
|
|
for trade in Trade.query.order_by(Trade.id).all():
|
|
trade.open_rate = None
|
|
|
|
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
|
assert prec_satoshi(stats['profit_closed_coin'], 0)
|
|
assert prec_satoshi(stats['profit_closed_percent_mean'], 0)
|
|
assert prec_satoshi(stats['profit_closed_fiat'], 0)
|
|
assert prec_satoshi(stats['profit_all_coin'], 0)
|
|
assert prec_satoshi(stats['profit_all_percent_mean'], 0)
|
|
assert prec_satoshi(stats['profit_all_fiat'], 0)
|
|
assert stats['trade_count'] == 1
|
|
assert stats['first_trade_date'] == 'just now'
|
|
assert stats['latest_trade_date'] == 'just now'
|
|
assert stats['avg_duration'] == '0:00:00'
|
|
assert stats['best_pair'] == 'ETH/BTC'
|
|
assert prec_satoshi(stats['best_rate'], 6.2)
|
|
|
|
|
|
def test_rpc_balance_handle_error(default_conf, mocker):
|
|
mock_balance = {
|
|
'BTC': {
|
|
'free': 10.0,
|
|
'total': 12.0,
|
|
'used': 2.0,
|
|
},
|
|
'ETH': {
|
|
'free': 1.0,
|
|
'total': 5.0,
|
|
'used': 4.0,
|
|
}
|
|
}
|
|
# ETH will be skipped due to mocked Error below
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=mock_balance),
|
|
get_tickers=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
with pytest.raises(RPCException, match="Error getting current tickers."):
|
|
rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
|
|
|
|
|
|
def test_rpc_balance_handle(default_conf, mocker, tickers):
|
|
mock_balance = {
|
|
'BTC': {
|
|
'free': 10.0,
|
|
'total': 12.0,
|
|
'used': 2.0,
|
|
},
|
|
'ETH': {
|
|
'free': 1.0,
|
|
'total': 5.0,
|
|
'used': 4.0,
|
|
},
|
|
'USDT': {
|
|
'free': 5.0,
|
|
'total': 10.0,
|
|
'used': 5.0,
|
|
}
|
|
}
|
|
mock_pos = [
|
|
{
|
|
"symbol": "ETH/USDT:USDT",
|
|
"timestamp": None,
|
|
"datetime": None,
|
|
"initialMargin": 0.0,
|
|
"initialMarginPercentage": None,
|
|
"maintenanceMargin": 0.0,
|
|
"maintenanceMarginPercentage": 0.005,
|
|
"entryPrice": 0.0,
|
|
"notional": 100.0,
|
|
"leverage": 5.0,
|
|
"unrealizedPnl": 0.0,
|
|
"contracts": 100.0,
|
|
"contractSize": 1,
|
|
"marginRatio": None,
|
|
"liquidationPrice": 0.0,
|
|
"markPrice": 2896.41,
|
|
"collateral": 20,
|
|
"marginType": "isolated",
|
|
"side": 'short',
|
|
"percentage": None
|
|
}
|
|
]
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
validate_trading_mode_and_margin_mode=MagicMock(),
|
|
get_balances=MagicMock(return_value=mock_balance),
|
|
fetch_positions=MagicMock(return_value=mock_pos),
|
|
get_tickers=tickers,
|
|
get_valid_pair_combination=MagicMock(
|
|
side_effect=lambda a, b: f"{b}/{a}" if a == "USDT" else f"{a}/{b}")
|
|
)
|
|
default_conf['dry_run'] = False
|
|
default_conf['trading_mode'] = 'futures'
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
|
|
result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
|
|
assert prec_satoshi(result['total'], 30.30909624)
|
|
assert prec_satoshi(result['value'], 454636.44360691)
|
|
assert tickers.call_count == 1
|
|
assert tickers.call_args_list[0][1]['cached'] is True
|
|
assert 'USD' == result['symbol']
|
|
assert result['currencies'] == [
|
|
{
|
|
'currency': 'BTC',
|
|
'free': 10.0,
|
|
'balance': 12.0,
|
|
'used': 2.0,
|
|
'est_stake': 10.0, # In futures mode, "free" is used here.
|
|
'stake': 'BTC',
|
|
'is_position': False,
|
|
'leverage': 1.0,
|
|
'position': 0.0,
|
|
'side': 'long',
|
|
},
|
|
{
|
|
'free': 1.0,
|
|
'balance': 5.0,
|
|
'currency': 'ETH',
|
|
'est_stake': 0.30794,
|
|
'used': 4.0,
|
|
'stake': 'BTC',
|
|
'is_position': False,
|
|
'leverage': 1.0,
|
|
'position': 0.0,
|
|
'side': 'long',
|
|
|
|
},
|
|
{
|
|
'free': 5.0,
|
|
'balance': 10.0,
|
|
'currency': 'USDT',
|
|
'est_stake': 0.0011562404610161968,
|
|
'used': 5.0,
|
|
'stake': 'BTC',
|
|
'is_position': False,
|
|
'leverage': 1.0,
|
|
'position': 0.0,
|
|
'side': 'long',
|
|
},
|
|
{
|
|
'free': 0.0,
|
|
'balance': 0.0,
|
|
'currency': 'ETH/USDT:USDT',
|
|
'est_stake': 20,
|
|
'used': 0,
|
|
'stake': 'BTC',
|
|
'is_position': True,
|
|
'leverage': 5.0,
|
|
'position': 1000.0,
|
|
'side': 'short',
|
|
}
|
|
]
|
|
|
|
|
|
def test_rpc_start(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.STOPPED
|
|
|
|
result = rpc._rpc_start()
|
|
assert {'status': 'starting trader ...'} == result
|
|
assert freqtradebot.state == State.RUNNING
|
|
|
|
result = rpc._rpc_start()
|
|
assert {'status': 'already running'} == result
|
|
assert freqtradebot.state == State.RUNNING
|
|
|
|
|
|
def test_rpc_stop(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.RUNNING
|
|
|
|
result = rpc._rpc_stop()
|
|
assert {'status': 'stopping trader ...'} == result
|
|
assert freqtradebot.state == State.STOPPED
|
|
|
|
result = rpc._rpc_stop()
|
|
|
|
assert {'status': 'already stopped'} == result
|
|
assert freqtradebot.state == State.STOPPED
|
|
|
|
|
|
def test_rpc_stopbuy(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.RUNNING
|
|
|
|
assert freqtradebot.config['max_open_trades'] != 0
|
|
result = rpc._rpc_stopbuy()
|
|
assert {'status': 'No more buy will occur from now. Run /reload_config to reset.'} == result
|
|
assert freqtradebot.config['max_open_trades'] == 0
|
|
|
|
|
|
def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
cancel_order=cancel_order_mock,
|
|
fetch_order=MagicMock(
|
|
return_value={
|
|
'status': 'closed',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': 0.0,
|
|
}
|
|
),
|
|
_is_dry_limit_order_filled=MagicMock(return_value=True),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
freqtradebot.state = State.STOPPED
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_forceexit(None)
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
with pytest.raises(RPCException, match=r'.*invalid argument*'):
|
|
rpc._rpc_forceexit(None)
|
|
|
|
msg = rpc._rpc_forceexit('all')
|
|
assert msg == {'result': 'Created sell orders for all open trades.'}
|
|
|
|
freqtradebot.enter_positions()
|
|
msg = rpc._rpc_forceexit('all')
|
|
assert msg == {'result': 'Created sell orders for all open trades.'}
|
|
|
|
freqtradebot.enter_positions()
|
|
msg = rpc._rpc_forceexit('2')
|
|
assert msg == {'result': 'Created sell order for trade 2.'}
|
|
|
|
freqtradebot.state = State.STOPPED
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_forceexit(None)
|
|
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_forceexit('all')
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
assert cancel_order_mock.call_count == 0
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange._is_dry_limit_order_filled', MagicMock(return_value=False))
|
|
freqtradebot.enter_positions()
|
|
# make an limit-buy open trade
|
|
trade = Trade.query.filter(Trade.id == '3').first()
|
|
filled_amount = trade.amount / 2
|
|
# Fetch order - it's open first, and closed after cancel_order is called.
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
side_effect=[{
|
|
'id': trade.orders[0].order_id,
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
}, {
|
|
'id': trade.orders[0].order_id,
|
|
'status': 'closed',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
}]
|
|
)
|
|
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
|
|
# and trade amount is updated
|
|
rpc._rpc_forceexit('3')
|
|
assert cancel_order_mock.call_count == 1
|
|
assert trade.amount == filled_amount
|
|
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
})
|
|
|
|
freqtradebot.config['max_open_trades'] = 3
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.filter(Trade.id == '2').first()
|
|
amount = trade.amount
|
|
# make an limit-buy open trade, if there is no 'filled', don't sell it
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': None
|
|
}
|
|
)
|
|
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
|
|
msg = rpc._rpc_forceexit('4')
|
|
assert msg == {'result': 'Created sell order for trade 4.'}
|
|
assert cancel_order_mock.call_count == 2
|
|
assert trade.amount == amount
|
|
|
|
# make an limit-sell open trade
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'sell',
|
|
'amount': amount,
|
|
'remaining': amount,
|
|
'filled': 0.0
|
|
}
|
|
)
|
|
msg = rpc._rpc_forceexit('3')
|
|
assert msg == {'result': 'Created sell order for trade 3.'}
|
|
# status quo, no exchange calls
|
|
assert cancel_order_mock.call_count == 3
|
|
|
|
|
|
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
|
limit_sell_order, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
res = rpc._rpc_performance()
|
|
assert len(res) == 1
|
|
assert res[0]['pair'] == 'ETH/BTC'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
|
|
def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
|
limit_sell_order, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
res = rpc._rpc_enter_tag_performance(None)
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['enter_tag'] == 'Other'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
trade.enter_tag = "TEST_TAG"
|
|
res = rpc._rpc_enter_tag_performance(None)
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['enter_tag'] == 'TEST_TAG'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
|
|
def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
res = rpc._rpc_enter_tag_performance(None)
|
|
|
|
assert len(res) == 2
|
|
assert res[0]['enter_tag'] == 'TEST1'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
|
assert res[1]['enter_tag'] == 'Other'
|
|
assert res[1]['count'] == 1
|
|
assert prec_satoshi(res[1]['profit_pct'], 1.0)
|
|
|
|
# Test for a specific pair
|
|
res = rpc._rpc_enter_tag_performance('ETC/BTC')
|
|
assert len(res) == 1
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['enter_tag'] == 'TEST1'
|
|
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
|
|
|
|
|
def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
|
limit_sell_order, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
res = rpc._rpc_exit_reason_performance(None)
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['exit_reason'] == 'Other'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
trade.exit_reason = "TEST1"
|
|
res = rpc._rpc_exit_reason_performance(None)
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['exit_reason'] == 'TEST1'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
|
|
def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
res = rpc._rpc_exit_reason_performance(None)
|
|
|
|
assert len(res) == 2
|
|
assert res[0]['exit_reason'] == 'sell_signal'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
|
assert res[1]['exit_reason'] == 'roi'
|
|
assert res[1]['count'] == 1
|
|
assert prec_satoshi(res[1]['profit_pct'], 1.0)
|
|
|
|
# Test for a specific pair
|
|
res = rpc._rpc_exit_reason_performance('ETC/BTC')
|
|
assert len(res) == 1
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['exit_reason'] == 'sell_signal'
|
|
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
|
|
|
|
|
def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
|
limit_sell_order, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
|
|
trade.update_trade(oobj)
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
|
|
trade.update_trade(oobj)
|
|
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
res = rpc._rpc_mix_tag_performance(None)
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['mix_tag'] == 'Other Other'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
trade.enter_tag = "TESTBUY"
|
|
trade.exit_reason = "TESTSELL"
|
|
res = rpc._rpc_mix_tag_performance(None)
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 6.2)
|
|
|
|
|
|
def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
res = rpc._rpc_mix_tag_performance(None)
|
|
|
|
assert len(res) == 2
|
|
assert res[0]['mix_tag'] == 'TEST1 sell_signal'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
|
assert res[1]['mix_tag'] == 'Other roi'
|
|
assert res[1]['count'] == 1
|
|
assert prec_satoshi(res[1]['profit_pct'], 1.0)
|
|
|
|
# Test for a specific pair
|
|
res = rpc._rpc_mix_tag_performance('ETC/BTC')
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['mix_tag'] == 'TEST1 sell_signal'
|
|
assert prec_satoshi(res[0]['profit_pct'], 0.5)
|
|
|
|
|
|
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
counts = rpc._rpc_count()
|
|
assert counts["current"] == 0
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
counts = rpc._rpc_count()
|
|
assert counts["current"] == 1
|
|
|
|
|
|
def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
|
|
default_conf['forcebuy_enable'] = True
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
buy_mm = MagicMock(return_value=limit_buy_order_open)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
create_order=buy_mm
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
trade = rpc._rpc_force_entry(pair, None)
|
|
assert isinstance(trade, Trade)
|
|
assert trade.pair == pair
|
|
assert trade.open_rate == ticker()['bid']
|
|
|
|
# Test buy duplicate
|
|
with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
|
|
rpc._rpc_force_entry(pair, 0.0001)
|
|
pair = 'XRP/BTC'
|
|
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit')
|
|
assert isinstance(trade, Trade)
|
|
assert trade.pair == pair
|
|
assert trade.open_rate == 0.0001
|
|
|
|
# Test buy pair not with stakes
|
|
with pytest.raises(RPCException,
|
|
match=r'Wrong pair selected. Only pairs with stake-currency.*'):
|
|
rpc._rpc_force_entry('LTC/ETH', 0.0001)
|
|
|
|
# Test with defined stake_amount
|
|
pair = 'LTC/BTC'
|
|
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
|
|
assert trade.stake_amount == 0.05
|
|
assert trade.buy_tag == 'forceentry'
|
|
|
|
# Test not buying
|
|
pair = 'XRP/BTC'
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
freqtradebot.config['stake_amount'] = 0
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'TKN/BTC'
|
|
trade = rpc._rpc_force_entry(pair, None)
|
|
assert trade is None
|
|
|
|
|
|
def test_rpc_forceentry_stopped(mocker, default_conf) -> None:
|
|
default_conf['forcebuy_enable'] = True
|
|
default_conf['initial_state'] = 'stopped'
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match=r'trader is not running'):
|
|
rpc._rpc_force_entry(pair, None)
|
|
|
|
|
|
def test_rpc_forceentry_disabled(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match=r'Forceentry not enabled.'):
|
|
rpc._rpc_force_entry(pair, None)
|
|
|
|
|
|
def test_rpc_forceentry_wrong_mode(mocker, default_conf) -> None:
|
|
default_conf['forcebuy_enable'] = True
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match="Can't go short on Spot markets."):
|
|
rpc._rpc_force_entry(pair, None, order_side=SignalDirection.SHORT)
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_rpc_delete_lock(mocker, default_conf):
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
|
|
PairLocks.lock_pair(pair, datetime.now(timezone.utc) + timedelta(minutes=4))
|
|
PairLocks.lock_pair(pair, datetime.now(timezone.utc) + timedelta(minutes=5))
|
|
PairLocks.lock_pair(pair, datetime.now(timezone.utc) + timedelta(minutes=10))
|
|
locks = rpc._rpc_locks()
|
|
assert locks['lock_count'] == 3
|
|
locks1 = rpc._rpc_delete_lock(lockid=locks['locks'][0]['id'])
|
|
assert locks1['lock_count'] == 2
|
|
|
|
locks2 = rpc._rpc_delete_lock(pair=pair)
|
|
assert locks2['lock_count'] == 0
|
|
|
|
|
|
def test_rpc_whitelist(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_whitelist()
|
|
assert len(ret['method']) == 1
|
|
assert 'StaticPairList' in ret['method']
|
|
assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
|
|
|
|
|
|
def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
|
|
default_conf['pairlists'] = [{'method': 'VolumePairList',
|
|
'number_assets': 4,
|
|
}]
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_whitelist()
|
|
assert len(ret['method']) == 1
|
|
assert 'VolumePairList' in ret['method']
|
|
assert ret['length'] == 4
|
|
assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
|
|
|
|
|
|
def test_rpc_blacklist(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_blacklist(None)
|
|
assert len(ret['method']) == 1
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 2
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC']
|
|
|
|
ret = rpc._rpc_blacklist(["ETH/BTC"])
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 3
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
|
|
|
|
ret = rpc._rpc_blacklist(["ETH/BTC"])
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
assert ret['errors']['ETH/BTC']['error_msg'] == 'Pair ETH/BTC already in pairlist.'
|
|
|
|
ret = rpc._rpc_blacklist(["*/BTC"])
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 3
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
|
|
assert ret['blacklist_expanded'] == ['ETH/BTC']
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
assert ret['errors'] == {'*/BTC': {'error_msg': 'Pair */BTC is not a valid wildcard.'}}
|
|
|
|
ret = rpc._rpc_blacklist(["XRP/.*"])
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 4
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*']
|
|
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
|
|
ret = rpc._rpc_blacklist_delete(["DOGE/BTC", 'HOT/BTC'])
|
|
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 2
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['ETH/BTC', 'XRP/.*']
|
|
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
|
|
|
|
def test_rpc_edge_disabled(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
with pytest.raises(RPCException, match=r'Edge is not enabled.'):
|
|
rpc._rpc_edge()
|
|
|
|
|
|
def test_rpc_edge_enabled(mocker, edge_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
|
|
return_value={
|
|
'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
|
|
}
|
|
))
|
|
freqtradebot = get_patched_freqtradebot(mocker, edge_conf)
|
|
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_edge()
|
|
|
|
assert len(ret) == 1
|
|
assert ret[0]['Pair'] == 'E/F'
|
|
assert ret[0]['Winrate'] == 0.66
|
|
assert ret[0]['Expectancy'] == 1.71
|
|
assert ret[0]['Stoploss'] == -0.02
|
|
|
|
|
|
def test_rpc_health(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
result = rpc._health()
|
|
assert result['last_process'] == '1970-01-01 00:00:00+00:00'
|
|
assert result['last_process_ts'] == 0
|