353 lines
10 KiB
Python
353 lines
10 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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import os
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import pytest
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from sqlalchemy import create_engine
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from freqtrade.exchange import Exchanges
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from freqtrade.persistence import Trade, init, clean_dry_run_db
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def test_init_create_session(default_conf, mocker):
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mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
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# Check if init create a session
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init(default_conf)
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assert hasattr(Trade, 'session')
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assert 'Session' in type(Trade.session).__name__
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def test_init_dry_run_db(default_conf, mocker):
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default_conf.update({'dry_run_db': True})
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mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
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# First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data)
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dry_run_db = 'tradesv3.dry_run.sqlite'
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dry_run_db_swp = dry_run_db + '.swp'
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if os.path.isfile(dry_run_db):
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os.rename(dry_run_db, dry_run_db_swp)
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# Check if the new tradesv3.dry_run.sqlite was created
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init(default_conf)
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assert os.path.isfile(dry_run_db) is True
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# Delete the file made for this unitest and rollback to the previous
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# tradesv3.dry_run.sqlite file
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# 1. Delete file from the test
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if os.path.isfile(dry_run_db):
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os.remove(dry_run_db)
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# 2. Rollback to the initial file
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if os.path.isfile(dry_run_db_swp):
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os.rename(dry_run_db_swp, dry_run_db)
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def test_init_dry_run_without_db(default_conf, mocker):
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default_conf.update({'dry_run_db': False})
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mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
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# First, protect the existing 'tradesv3.dry_run.sqlite' (Do not delete user data)
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dry_run_db = 'tradesv3.dry_run.sqlite'
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dry_run_db_swp = dry_run_db + '.swp'
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if os.path.isfile(dry_run_db):
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os.rename(dry_run_db, dry_run_db_swp)
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# Check if the new tradesv3.dry_run.sqlite was created
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init(default_conf)
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assert os.path.isfile(dry_run_db) is False
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# Rollback to the initial 'tradesv3.dry_run.sqlite' file
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if os.path.isfile(dry_run_db_swp):
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os.rename(dry_run_db_swp, dry_run_db)
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def test_init_prod_db(default_conf, mocker):
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default_conf.update({'dry_run': False})
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mocker.patch.dict('freqtrade.persistence._CONF', default_conf)
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# First, protect the existing 'tradesv3.sqlite' (Do not delete user data)
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prod_db = 'tradesv3.sqlite'
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prod_db_swp = prod_db + '.swp'
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if os.path.isfile(prod_db):
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os.rename(prod_db, prod_db_swp)
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# Check if the new tradesv3.sqlite was created
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init(default_conf)
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assert os.path.isfile(prod_db) is True
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# Delete the file made for this unitest and rollback to the previous tradesv3.sqlite file
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# 1. Delete file from the test
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if os.path.isfile(prod_db):
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os.remove(prod_db)
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# Rollback to the initial 'tradesv3.sqlite' file
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if os.path.isfile(prod_db_swp):
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os.rename(prod_db_swp, prod_db)
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def test_update_with_bittrex(limit_buy_order, limit_sell_order):
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"""
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On this test we will buy and sell a crypto currency.
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Buy
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- Buy: 90.99181073 Crypto at 0.00001099 BTC
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(90.99181073*0.00001099 = 0.0009999 BTC)
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- Buying fee: 0.25%
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- Total cost of buy trade: 0.001002500 BTC
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((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
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Sell
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- Sell: 90.99181073 Crypto at 0.00001173 BTC
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(90.99181073*0.00001173 = 0,00106733394 BTC)
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- Selling fee: 0.25%
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- Total cost of sell trade: 0.001064666 BTC
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((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
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Profit/Loss: +0.000062166 BTC
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(Sell:0.001064666 - Buy:0.001002500)
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Profit/Loss percentage: 0.0620
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((0.001064666/0.001002500)-1 = 6.20%)
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:param limit_buy_order:
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:param limit_sell_order:
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:return:
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"""
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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assert trade.open_order_id is None
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assert trade.open_rate is None
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assert trade.close_profit is None
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assert trade.close_date is None
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trade.open_order_id = 'something'
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trade.update(limit_buy_order)
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assert trade.open_order_id is None
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assert trade.open_rate == 0.00001099
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assert trade.close_profit is None
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assert trade.close_date is None
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trade.open_order_id = 'something'
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trade.update(limit_sell_order)
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assert trade.open_order_id is None
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assert trade.close_rate == 0.00001173
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assert trade.close_profit == 0.06201057
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assert trade.close_date is not None
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def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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trade.open_order_id = 'something'
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trade.update(limit_buy_order)
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assert trade.calc_open_trade_price() == 0.001002500
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trade.update(limit_sell_order)
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assert trade.calc_close_trade_price() == 0.0010646656
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# Profit in BTC
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assert trade.calc_profit() == 0.00006217
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# Profit in percent
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assert trade.calc_profit_percent() == 0.06201057
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def test_calc_close_trade_price_exception(limit_buy_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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trade.open_order_id = 'something'
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trade.update(limit_buy_order)
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assert trade.calc_close_trade_price() == 0.0
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def test_update_open_order(limit_buy_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=1.00,
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fee=0.1,
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exchange=Exchanges.BITTREX,
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)
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assert trade.open_order_id is None
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assert trade.open_rate is None
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assert trade.close_profit is None
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assert trade.close_date is None
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limit_buy_order['closed'] = False
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trade.update(limit_buy_order)
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assert trade.open_order_id is None
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assert trade.open_rate is None
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assert trade.close_profit is None
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assert trade.close_date is None
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def test_update_invalid_order(limit_buy_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=1.00,
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fee=0.1,
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exchange=Exchanges.BITTREX,
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)
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limit_buy_order['type'] = 'invalid'
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with pytest.raises(ValueError, match=r'Unknown order type'):
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trade.update(limit_buy_order)
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def test_calc_open_trade_price(limit_buy_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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trade.open_order_id = 'open_trade'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get the open rate price with the standard fee rate
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assert trade.calc_open_trade_price() == 0.001002500
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# Get the open rate price with a custom fee rate
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assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
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def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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trade.open_order_id = 'close_trade'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get the close rate price with a custom close rate and a regular fee rate
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assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
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# Get the close rate price with a custom close rate and a custom fee rate
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assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
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# Test when we apply a Sell order, and ask price with a custom fee rate
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trade.update(limit_sell_order)
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assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
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def test_calc_profit(limit_buy_order, limit_sell_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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trade.open_order_id = 'profit_percent'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Custom closing rate and regular fee rate
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# Higher than open rate
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assert trade.calc_profit(rate=0.00001234) == 0.00011753
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# Lower than open rate
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assert trade.calc_profit(rate=0.00000123) == -0.00089086
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# Custom closing rate and custom fee rate
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# Higher than open rate
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assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
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# Lower than open rate
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assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
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# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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trade.update(limit_sell_order)
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assert trade.calc_profit() == 0.00006217
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# Test with a custom fee rate on the close trade
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assert trade.calc_profit(fee=0.003) == 0.00006163
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def test_calc_profit_percent(limit_buy_order, limit_sell_order):
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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fee=0.0025,
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exchange=Exchanges.BITTREX,
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)
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trade.open_order_id = 'profit_percent'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get percent of profit with a custom rate (Higher than open rate)
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assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
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# Get percent of profit with a custom rate (Lower than open rate)
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assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
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# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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trade.update(limit_sell_order)
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assert trade.calc_profit_percent() == 0.06201057
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# Test with a custom fee rate on the close trade
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assert trade.calc_profit_percent(fee=0.003) == 0.0614782
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def test_clean_dry_run_db(default_conf):
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init(default_conf, create_engine('sqlite://'))
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# Simulate dry_run entries
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trade = Trade(
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pair='BTC_ETH',
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stake_amount=0.001,
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amount=123.0,
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fee=0.0025,
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open_rate=0.123,
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exchange='BITTREX',
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open_order_id='dry_run_buy_12345'
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)
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Trade.session.add(trade)
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trade = Trade(
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pair='BTC_ETC',
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stake_amount=0.001,
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amount=123.0,
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fee=0.0025,
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open_rate=0.123,
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exchange='BITTREX',
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open_order_id='dry_run_sell_12345'
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)
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Trade.session.add(trade)
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# Simulate prod entry
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trade = Trade(
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pair='BTC_ETC',
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stake_amount=0.001,
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amount=123.0,
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fee=0.0025,
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open_rate=0.123,
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exchange='BITTREX',
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open_order_id='prod_buy_12345'
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)
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Trade.session.add(trade)
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# We have 3 entries: 2 dry_run, 1 prod
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assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
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clean_dry_run_db()
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# We have now only the prod
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assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
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