stable/freqtrade/tests/test_main.py
2017-11-20 22:26:32 +01:00

235 lines
9.8 KiB
Python

# pragma pylint: disable=missing-docstring,C0103
import copy
from unittest.mock import MagicMock
import pytest
import requests
from sqlalchemy import create_engine
from freqtrade import DependencyException, OperationalException
from freqtrade.analyze import SignalType
from freqtrade.exchange import Exchanges
from freqtrade.main import create_trade, handle_trade, init, \
get_target_bid, _process
from freqtrade.misc import get_state, State
from freqtrade.persistence import Trade
def test_process_trade_creation(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
assert result is True
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 == Exchanges.BITTREX.name
assert trade.open_rate == 0.072661
assert trade.amount == 0.6864067381401302
def test_process_exchange_failures(default_conf, ticker, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(side_effect=requests.exceptions.RequestException))
init(default_conf, create_engine('sqlite://'))
result = _process()
assert result is False
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf, ticker, health, mocker):
msg_mock = MagicMock()
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(side_effect=OperationalException))
init(default_conf, create_engine('sqlite://'))
assert get_state() == State.RUNNING
result = _process()
assert result is False
assert get_state() == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch('freqtrade.main.get_signal',
side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_wallet_health=health,
buy=MagicMock(return_value='mocked_limit_buy'),
get_order=MagicMock(return_value=limit_buy_order))
init(default_conf, create_engine('sqlite://'))
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = _process()
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = _process()
assert result is False
def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
# Save state of current whitelist
whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
init(default_conf, create_engine('sqlite://'))
trade = create_trade(15.0)
Trade.session.add(trade)
Trade.session.flush()
assert trade is not None
assert trade.stake_amount == 15.0
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == Exchanges.BITTREX.name
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
assert trade.open_rate == 0.07256061
assert trade.amount == 206.43811673387373
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
create_trade(default_conf['stake_amount'])
def test_create_trade_no_pairs(default_conf, ticker, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
conf = copy.deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = []
mocker.patch.dict('freqtrade.main._CONF', conf)
create_trade(default_conf['stake_amount'])
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.17256061,
'ask': 0.172661,
'last': 0.17256061
}),
buy=MagicMock(return_value='mocked_limit_buy'),
sell=MagicMock(return_value='mocked_limit_sell'))
init(default_conf, create_engine('sqlite://'))
trade = create_trade(15.0)
trade.update(limit_buy_order)
Trade.session.add(trade)
Trade.session.flush()
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
assert trade
handle_trade(trade)
assert trade.open_order_id == 'mocked_limit_sell'
# Simulate fulfilled LIMIT_SELL order for trade
trade.update(limit_sell_order)
assert trade.close_rate == 0.0802134
assert trade.close_profit == 0.10046755
assert trade.close_date is not None
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
# Create trade and sell it
init(default_conf, create_engine('sqlite://'))
trade = create_trade(15.0)
Trade.session.add(trade)
trade.update(limit_buy_order)
trade = Trade.query.filter(Trade.is_open.is_(True)).first()
assert trade
trade.update(limit_sell_order)
trade = Trade.query.filter(Trade.is_open.is_(False)).first()
assert trade
with pytest.raises(ValueError, match=r'.*closed trade.*'):
handle_trade(trade)
def test_balance_fully_ask_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 20
def test_balance_fully_last_side(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 20, 'last': 10}) == 10
def test_balance_bigger_last_ask(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 5, 'last': 10}) == 5