544 lines
20 KiB
Python
544 lines
20 KiB
Python
from unittest.mock import MagicMock
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import pytest
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from freqtrade.enums import ExitCheckTuple, ExitType, TradingMode
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from freqtrade.persistence import Trade
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from freqtrade.persistence.models import Order
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from freqtrade.rpc.rpc import RPC
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from tests.conftest import EXMS, get_patched_freqtradebot, log_has_re, patch_get_signal
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def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
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limit_buy_order, mocker) -> None:
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"""
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Tests workflow of selling stoploss_on_exchange.
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Sells
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* first trade as stoploss
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* 2nd trade is kept
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* 3rd trade is sold via sell-signal
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"""
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default_conf['max_open_trades'] = 3
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default_conf['exchange']['name'] = 'binance'
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stoploss = {
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'id': 123,
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'info': {}
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}
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stoploss_order_open = {
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"id": "123",
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"timestamp": 1542707426845,
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"datetime": "2018-11-20T09:50:26.845Z",
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"lastTradeTimestamp": None,
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"symbol": "BTC/USDT",
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"type": "stop_loss_limit",
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"side": "sell",
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"price": 1.08801,
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"amount": 90.99181074,
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"cost": 0.0,
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"average": 0.0,
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"filled": 0.0,
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"remaining": 0.0,
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"status": "open",
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"fee": None,
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"trades": None
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}
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stoploss_order_closed = stoploss_order_open.copy()
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stoploss_order_closed['status'] = 'closed'
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stoploss_order_closed['filled'] = stoploss_order_closed['amount']
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# Sell first trade based on stoploss, keep 2nd and 3rd trade open
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stoploss_order_mock = MagicMock(
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side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
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# Sell 3rd trade (not called for the first trade)
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should_sell_mock = MagicMock(side_effect=[
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[],
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[ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]]
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)
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cancel_order_mock = MagicMock()
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mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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get_fee=fee,
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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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fetch_stoploss_order=stoploss_order_mock,
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cancel_stoploss_order_with_result=cancel_order_mock,
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)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.FreqtradeBot',
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create_stoploss_order=MagicMock(return_value=True),
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_notify_exit=MagicMock(),
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)
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mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
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wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
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mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# Switch ordertype to market to close trade immediately
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freqtrade.strategy.order_types['exit'] = 'market'
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freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
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freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
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patch_get_signal(freqtrade)
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# Create some test data
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freqtrade.enter_positions()
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assert freqtrade.strategy.confirm_trade_entry.call_count == 3
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freqtrade.strategy.confirm_trade_entry.reset_mock()
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assert freqtrade.strategy.confirm_trade_exit.call_count == 0
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wallets_mock.reset_mock()
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trades = Trade.query.all()
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# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
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for trade in trades:
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stoploss_order_closed['id'] = '3'
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oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss')
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trade.orders.append(oobj)
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trade.stoploss_order_id = '3'
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trade.open_order_id = None
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n = freqtrade.exit_positions(trades)
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assert n == 2
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assert should_sell_mock.call_count == 2
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assert freqtrade.strategy.confirm_trade_entry.call_count == 0
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assert freqtrade.strategy.confirm_trade_exit.call_count == 1
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freqtrade.strategy.confirm_trade_exit.reset_mock()
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# Only order for 3rd trade needs to be cancelled
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assert cancel_order_mock.call_count == 1
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# Wallets must be updated between stoploss cancellation and selling, and will be updated again
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# during update_trade_state
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assert wallets_mock.call_count == 4
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trade = trades[0]
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assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
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assert not trade.is_open
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trade = trades[1]
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assert not trade.exit_reason
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assert trade.is_open
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trade = trades[2]
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assert trade.exit_reason == ExitType.EXIT_SIGNAL.value
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assert not trade.is_open
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@pytest.mark.parametrize("balance_ratio,result1", [
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(1, 200),
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(0.99, 198),
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])
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def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_ratio, result1) -> None:
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"""
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Tests workflow unlimited stake-amount
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Buy 4 trades, forcebuy a 5th trade
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Sell one trade, calculated stake amount should now be lower than before since
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one trade was sold at a loss.
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"""
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default_conf['max_open_trades'] = 5
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default_conf['force_entry_enable'] = True
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default_conf['stake_amount'] = 'unlimited'
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default_conf['tradable_balance_ratio'] = balance_ratio
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default_conf['dry_run_wallet'] = 1000
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default_conf['exchange']['name'] = 'binance'
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default_conf['telegram']['enabled'] = True
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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get_fee=fee,
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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.FreqtradeBot',
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create_stoploss_order=MagicMock(return_value=True),
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_notify_exit=MagicMock(),
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)
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should_sell_mock = MagicMock(side_effect=[
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[],
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[ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)],
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[],
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[],
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[]]
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)
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mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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rpc = RPC(freqtrade)
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# Switch ordertype to market to close trade immediately
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freqtrade.strategy.order_types['exit'] = 'market'
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patch_get_signal(freqtrade)
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# Create 4 trades
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n = freqtrade.enter_positions()
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assert n == 4
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trades = Trade.query.all()
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assert len(trades) == 4
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assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
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rpc._rpc_force_entry('TKN/BTC', None)
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trades = Trade.query.all()
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assert len(trades) == 5
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for trade in trades:
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assert pytest.approx(trade.stake_amount) == result1
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# Reset trade open order id's
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trade.open_order_id = None
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trades = Trade.get_open_trades()
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assert len(trades) == 5
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bals = freqtrade.wallets.get_all_balances()
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n = freqtrade.exit_positions(trades)
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assert n == 1
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trades = Trade.get_open_trades()
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# One trade sold
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assert len(trades) == 4
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# stake-amount should now be reduced, since one trade was sold at a loss.
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assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
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# Validate that balance of sold trade is not in dry-run balances anymore.
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bals2 = freqtrade.wallets.get_all_balances()
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assert bals != bals2
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assert len(bals) == 6
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assert len(bals2) == 5
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assert 'LTC' in bals
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assert 'LTC' not in bals2
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def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
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default_conf_usdt['position_adjustment_enable'] = True
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker_usdt,
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get_fee=fee,
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)
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patch_get_signal(freqtrade)
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freqtrade.enter_positions()
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assert len(Trade.get_trades().all()) == 1
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.open_rate == 2.0
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# No adjustment
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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# Reduce bid amount
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ticker_usdt_modif = ticker_usdt.return_value
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ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 0.995
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mocker.patch(f'{EXMS}.fetch_ticker', return_value=ticker_usdt_modif)
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# additional buy order
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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for o in trade.orders:
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assert o.status == "closed"
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assert pytest.approx(trade.stake_amount) == 120
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# Open-rate averaged between 2.0 and 2.0 * 0.995
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assert trade.open_rate < 2.0
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assert trade.open_rate > 2.0 * 0.995
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# No action - profit raised above 1% (the bar set in the strategy).
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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assert pytest.approx(trade.stake_amount) == 120
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assert trade.orders[0].amount == 30
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assert pytest.approx(trade.orders[1].amount) == 60 / ticker_usdt_modif['bid']
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assert pytest.approx(trade.amount) == trade.orders[0].amount + trade.orders[1].amount
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assert trade.nr_of_successful_buys == 2
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assert trade.nr_of_successful_entries == 2
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# Sell
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patch_get_signal(freqtrade, enter_long=False, exit_long=True)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert trade.is_open is False
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assert trade.orders[0].amount == 30
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assert trade.orders[0].side == 'buy'
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assert pytest.approx(trade.orders[1].amount) == 60 / ticker_usdt_modif['bid']
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# Sold everything
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assert trade.orders[-1].side == 'sell'
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assert trade.orders[2].amount == trade.amount
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assert trade.nr_of_successful_buys == 2
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assert trade.nr_of_successful_entries == 2
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def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
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default_conf_usdt['position_adjustment_enable'] = True
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker_usdt,
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get_fee=fee,
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amount_to_precision=lambda s, x, y: round(y, 4),
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price_to_precision=lambda s, x, y: y,
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)
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patch_get_signal(freqtrade, enter_long=False, enter_short=True)
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freqtrade.enter_positions()
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assert len(Trade.get_trades().all()) == 1
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.open_rate == 2.02
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assert trade.orders[0].amount == trade.amount
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# No adjustment
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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# Reduce bid amount
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ticker_usdt_modif = ticker_usdt.return_value
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ticker_usdt_modif['ask'] = ticker_usdt_modif['ask'] * 1.004
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mocker.patch(f'{EXMS}.fetch_ticker', return_value=ticker_usdt_modif)
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# additional buy order
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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for o in trade.orders:
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assert o.status == "closed"
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assert pytest.approx(trade.stake_amount) == 120
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# Open-rate averaged between 2.0 and 2.0 * 1.015
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assert trade.open_rate >= 2.02
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assert trade.open_rate < 2.02 * 1.015
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# No action - profit raised above 1% (the bar set in the strategy).
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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assert pytest.approx(trade.stake_amount) == 120
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assert trade.orders[1].amount == round(60 / ticker_usdt_modif['ask'], 4)
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assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
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assert trade.nr_of_successful_entries == 2
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# Buy
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patch_get_signal(freqtrade, enter_long=False, exit_short=True)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert trade.is_open is False
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# assert trade.orders[0].amount == 30
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assert trade.orders[0].side == 'sell'
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assert trade.orders[1].amount == round(60 / ticker_usdt_modif['ask'], 4)
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# Sold everything
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assert trade.orders[-1].side == 'buy'
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assert trade.orders[2].amount == trade.amount
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assert trade.nr_of_successful_entries == 2
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assert trade.nr_of_successful_exits == 1
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@pytest.mark.parametrize('leverage', [
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1, 2
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])
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def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) -> None:
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default_conf_usdt['position_adjustment_enable'] = True
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default_conf_usdt['trading_mode'] = 'futures'
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default_conf_usdt['margin_mode'] = 'isolated'
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker_usdt,
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get_fee=fee,
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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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)
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mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False)
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mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
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mocker.patch(f"{EXMS}.get_funding_fees", return_value=0)
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mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0, 0))
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patch_get_signal(freqtrade)
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freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96
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freqtrade.strategy.leverage = MagicMock(return_value=leverage)
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freqtrade.strategy.minimal_roi = {0: 0.2}
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freqtrade.enter_positions()
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assert len(Trade.get_trades().all()) == 1
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trade: Trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert trade.open_order_id is not None
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.open_rate == 1.96
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assert trade.stop_loss_pct is None
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assert trade.stop_loss == 0.0
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assert trade.leverage == leverage
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assert trade.stake_amount == 60
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assert trade.initial_stop_loss == 0.0
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assert trade.initial_stop_loss_pct is None
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# No adjustment
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert trade.open_order_id is not None
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assert pytest.approx(trade.stake_amount) == 60
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# Cancel order and place new one
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freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.99)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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assert trade.open_order_id is not None
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# Open rate is not adjusted yet
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assert trade.open_rate == 1.96
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assert trade.stop_loss_pct is None
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assert trade.stop_loss == 0.0
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assert trade.stake_amount == 60
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assert trade.initial_stop_loss == 0.0
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assert trade.initial_stop_loss_pct is None
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# Fill order
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mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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assert trade.open_order_id is None
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# Open rate is not adjusted yet
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assert trade.open_rate == 1.99
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.stop_loss_pct == -0.1
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assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
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assert pytest.approx(trade.initial_stop_loss) == 1.99 * (1 - 0.1 / leverage)
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assert trade.initial_stop_loss_pct == -0.1
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# 2nd order - not filling
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freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)
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mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 3
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assert trade.open_order_id is not None
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assert trade.open_rate == 1.99
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assert trade.orders[-1].price == 1.96
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assert trade.orders[-1].cost == 120 * leverage
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# Replace new order with diff. order at a lower price
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freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 4
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assert trade.open_order_id is not None
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assert trade.open_rate == 1.99
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.orders[-1].price == 1.95
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assert pytest.approx(trade.orders[-1].cost) == 120 * leverage
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# Fill DCA order
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freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None)
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|
mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True)
|
|
freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError)
|
|
|
|
freqtrade.process()
|
|
trade = Trade.get_trades().first()
|
|
assert len(trade.orders) == 4
|
|
assert trade.open_order_id is None
|
|
assert pytest.approx(trade.open_rate) == 1.963153456
|
|
assert trade.orders[-1].price == 1.95
|
|
assert pytest.approx(trade.orders[-1].cost) == 120 * leverage
|
|
assert trade.orders[-1].status == 'closed'
|
|
|
|
assert pytest.approx(trade.amount) == 91.689215 * leverage
|
|
# Check the 2 filled orders equal the above amount
|
|
assert pytest.approx(trade.orders[1].amount) == 30.150753768 * leverage
|
|
assert pytest.approx(trade.orders[-1].amount) == 61.538461232 * leverage
|
|
|
|
|
|
@pytest.mark.parametrize('leverage', [1, 2])
|
|
def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, leverage) -> None:
|
|
default_conf_usdt['position_adjustment_enable'] = True
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
|
|
freqtrade.trading_mode = TradingMode.FUTURES
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
fetch_ticker=ticker_usdt,
|
|
get_fee=fee,
|
|
amount_to_precision=lambda s, x, y: y,
|
|
price_to_precision=lambda s, x, y: y,
|
|
get_min_pair_stake_amount=MagicMock(return_value=10),
|
|
)
|
|
mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
|
|
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.leverage = MagicMock(return_value=leverage)
|
|
freqtrade.enter_positions()
|
|
|
|
assert len(Trade.get_trades().all()) == 1
|
|
trade = Trade.get_trades().first()
|
|
assert len(trade.orders) == 1
|
|
assert pytest.approx(trade.stake_amount) == 60
|
|
assert pytest.approx(trade.amount) == 30.0 * leverage
|
|
assert trade.open_rate == 2.0
|
|
|
|
# Too small size
|
|
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59)
|
|
freqtrade.process()
|
|
trade = Trade.get_trades().first()
|
|
assert len(trade.orders) == 1
|
|
assert pytest.approx(trade.stake_amount) == 60
|
|
assert pytest.approx(trade.amount) == 30.0 * leverage
|
|
assert log_has_re(
|
|
r"Remaining amount of \d\.\d+.* would be smaller than the minimum of 10.", caplog)
|
|
|
|
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-20)
|
|
|
|
freqtrade.process()
|
|
trade = Trade.get_trades().first()
|
|
assert len(trade.orders) == 2
|
|
assert trade.orders[-1].ft_order_side == 'sell'
|
|
assert pytest.approx(trade.stake_amount) == 40.198
|
|
assert pytest.approx(trade.amount) == 20.099 * leverage
|
|
assert trade.open_rate == 2.0
|
|
assert trade.is_open
|
|
caplog.clear()
|
|
|
|
# Sell more than what we got (we got ~20 coins left)
|
|
# First adjusts the amount to 20 - then rejects.
|
|
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-50)
|
|
freqtrade.process()
|
|
assert log_has_re("Adjusting amount to trade.amount as it is higher.*", caplog)
|
|
assert log_has_re("Remaining amount of 0.0 would be smaller than the minimum of 10.", caplog)
|
|
trade = Trade.get_trades().first()
|
|
assert len(trade.orders) == 2
|
|
assert trade.orders[-1].ft_order_side == 'sell'
|
|
assert pytest.approx(trade.stake_amount) == 40.198
|
|
assert trade.is_open
|
|
|
|
# use amount that would trunc to 0.0 once selling
|
|
mocker.patch(f"{EXMS}.amount_to_contract_precision", lambda s, p, v: round(v, 1))
|
|
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-0.01)
|
|
freqtrade.process()
|
|
trade = Trade.get_trades().first()
|
|
assert len(trade.orders) == 2
|
|
assert trade.orders[-1].ft_order_side == 'sell'
|
|
assert pytest.approx(trade.stake_amount) == 40.198
|
|
assert trade.is_open
|
|
assert log_has_re('Amount to exit is 0.0 due to exchange limits - not exiting.', caplog)
|