898 lines
30 KiB
Python
898 lines
30 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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import logging
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from unittest.mock import MagicMock
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import arrow
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import pytest
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from sqlalchemy import create_engine
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from freqtrade import constants
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from freqtrade.exceptions import OperationalException
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from freqtrade.persistence import Trade, clean_dry_run_db, init
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from tests.conftest import log_has
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def create_mock_trades(fee):
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"""
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Create some fake trades ...
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"""
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# Simulate dry_run entries
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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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='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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close_rate=0.128,
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close_profit=0.005,
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exchange='bittrex',
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is_open=False,
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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='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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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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def test_init_create_session(default_conf):
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# Check if init create a session
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init(default_conf['db_url'], default_conf['dry_run'])
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assert hasattr(Trade, 'session')
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assert 'scoped_session' in type(Trade.session).__name__
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def test_init_custom_db_url(default_conf, mocker):
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# Update path to a value other than default, but still in-memory
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default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
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def test_init_invalid_db_url(default_conf):
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# Update path to a value other than default, but still in-memory
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default_conf.update({'db_url': 'unknown:///some.url'})
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with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
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init(default_conf['db_url'], default_conf['dry_run'])
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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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default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
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def test_init_dryrun_db(default_conf, mocker):
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default_conf.update({'dry_run': True})
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default_conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(default_conf['db_url'], default_conf['dry_run'])
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.dryrun.sqlite'
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@pytest.mark.usefixtures("init_persistence")
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def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
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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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id=2,
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.01,
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amount=5,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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assert trade.open_order_id 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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assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, "
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"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
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caplog)
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caplog.clear()
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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 == 0.06201058
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assert trade.close_date is not None
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assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, "
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"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
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caplog)
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@pytest.mark.usefixtures("init_persistence")
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def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
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trade = Trade(
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id=1,
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.01,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'something'
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trade.update(market_buy_order)
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assert trade.open_order_id is None
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assert trade.open_rate == 0.00004099
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assert trade.close_profit is None
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assert trade.close_date is None
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assert log_has("MARKET_BUY has been fulfilled for Trade(id=1, "
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"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
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caplog)
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caplog.clear()
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trade.open_order_id = 'something'
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trade.update(market_sell_order)
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assert trade.open_order_id is None
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assert trade.close_rate == 0.00004173
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assert trade.close_profit == 0.01297561
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assert trade.close_date is not None
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assert log_has("MARKET_SELL has been fulfilled for Trade(id=1, "
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"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
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caplog)
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.01,
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amount=5,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='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() == 0.0010024999999225068
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trade.update(limit_sell_order)
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assert trade.calc_close_trade_price() == 0.0010646656050132426
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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_ratio() == 0.06201058
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_close_trade_price_exception(limit_buy_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.1,
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amount=5,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='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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@pytest.mark.usefixtures("init_persistence")
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def test_update_open_order(limit_buy_order):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=1.00,
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open_rate=0.01,
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amount=5,
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fee_open=0.1,
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fee_close=0.1,
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exchange='bittrex',
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)
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assert trade.open_order_id 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['status'] = 'open'
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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.close_profit is None
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assert trade.close_date is None
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@pytest.mark.usefixtures("init_persistence")
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def test_update_invalid_order(limit_buy_order):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=1.00,
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amount=5,
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open_rate=0.001,
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fee_open=0.1,
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fee_close=0.1,
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exchange='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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@pytest.mark.usefixtures("init_persistence")
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def test_calc_open_trade_price(limit_buy_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.00001099,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='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() == 0.0010024999999225068
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trade.fee_open = 0.003
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# Get the open rate price with a custom fee rate
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assert trade._calc_open_trade_price() == 0.001002999999922468
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.00001099,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='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) == 0.0011200318470471794
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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) == 0.0011194704275749754
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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) == 0.0010619972701635854
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_profit(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.00001099,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='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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@pytest.mark.usefixtures("init_persistence")
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def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.00001099,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='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_ratio(rate=0.00001234) == 0.11723875
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# Get percent of profit with a custom rate (Lower than open rate)
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assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
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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_ratio() == 0.06201058
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# Test with a custom fee rate on the close trade
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assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
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@pytest.mark.usefixtures("init_persistence")
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def test_clean_dry_run_db(default_conf, fee):
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# Simulate dry_run entries
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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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='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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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='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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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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def test_migrate_old(mocker, default_conf, fee):
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"""
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Test Database migration(starting with old pairformat)
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"""
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amount = 103.223
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create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
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id INTEGER NOT NULL,
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exchange VARCHAR NOT NULL,
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pair VARCHAR NOT NULL,
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is_open BOOLEAN NOT NULL,
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fee FLOAT NOT NULL,
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open_rate FLOAT,
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close_rate FLOAT,
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close_profit FLOAT,
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stake_amount FLOAT NOT NULL,
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amount FLOAT,
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open_date DATETIME NOT NULL,
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close_date DATETIME,
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open_order_id VARCHAR,
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PRIMARY KEY (id),
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CHECK (is_open IN (0, 1))
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);"""
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insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
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open_rate, stake_amount, amount, open_date)
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VALUES ('BITTREX', 'BTC_ETC', 1, {fee},
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0.00258580, {stake}, {amount},
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'2017-11-28 12:44:24.000000')
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""".format(fee=fee.return_value,
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stake=default_conf.get("stake_amount"),
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amount=amount
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)
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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engine.execute(create_table_old)
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engine.execute(insert_table_old)
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|
# Run init to test migration
|
|
init(default_conf['db_url'], default_conf['dry_run'])
|
|
|
|
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
|
|
trade = Trade.query.filter(Trade.id == 1).first()
|
|
assert trade.fee_open == fee.return_value
|
|
assert trade.fee_close == fee.return_value
|
|
assert trade.open_rate_requested is None
|
|
assert trade.close_rate_requested is None
|
|
assert trade.is_open == 1
|
|
assert trade.amount == amount
|
|
assert trade.stake_amount == default_conf.get("stake_amount")
|
|
assert trade.pair == "ETC/BTC"
|
|
assert trade.exchange == "bittrex"
|
|
assert trade.max_rate == 0.0
|
|
assert trade.stop_loss == 0.0
|
|
assert trade.initial_stop_loss == 0.0
|
|
assert trade.open_trade_price == trade._calc_open_trade_price()
|
|
|
|
|
|
def test_migrate_new(mocker, default_conf, fee, caplog):
|
|
"""
|
|
Test Database migration (starting with new pairformat)
|
|
"""
|
|
caplog.set_level(logging.DEBUG)
|
|
amount = 103.223
|
|
# Always create all columns apart from the last!
|
|
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
|
|
id INTEGER NOT NULL,
|
|
exchange VARCHAR NOT NULL,
|
|
pair VARCHAR NOT NULL,
|
|
is_open BOOLEAN NOT NULL,
|
|
fee FLOAT NOT NULL,
|
|
open_rate FLOAT,
|
|
close_rate FLOAT,
|
|
close_profit FLOAT,
|
|
stake_amount FLOAT NOT NULL,
|
|
amount FLOAT,
|
|
open_date DATETIME NOT NULL,
|
|
close_date DATETIME,
|
|
open_order_id VARCHAR,
|
|
stop_loss FLOAT,
|
|
initial_stop_loss FLOAT,
|
|
max_rate FLOAT,
|
|
sell_reason VARCHAR,
|
|
strategy VARCHAR,
|
|
ticker_interval INTEGER,
|
|
PRIMARY KEY (id),
|
|
CHECK (is_open IN (0, 1))
|
|
);"""
|
|
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
|
|
open_rate, stake_amount, amount, open_date,
|
|
stop_loss, initial_stop_loss, max_rate)
|
|
VALUES ('binance', 'ETC/BTC', 1, {fee},
|
|
0.00258580, {stake}, {amount},
|
|
'2019-11-28 12:44:24.000000',
|
|
0.0, 0.0, 0.0)
|
|
""".format(fee=fee.return_value,
|
|
stake=default_conf.get("stake_amount"),
|
|
amount=amount
|
|
)
|
|
engine = create_engine('sqlite://')
|
|
mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
|
|
|
|
# Create table using the old format
|
|
engine.execute(create_table_old)
|
|
engine.execute("create index ix_trades_is_open on trades(is_open)")
|
|
engine.execute("create index ix_trades_pair on trades(pair)")
|
|
engine.execute(insert_table_old)
|
|
|
|
# fake previous backup
|
|
engine.execute("create table trades_bak as select * from trades")
|
|
|
|
engine.execute("create table trades_bak1 as select * from trades")
|
|
# Run init to test migration
|
|
init(default_conf['db_url'], default_conf['dry_run'])
|
|
|
|
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
|
|
trade = Trade.query.filter(Trade.id == 1).first()
|
|
assert trade.fee_open == fee.return_value
|
|
assert trade.fee_close == fee.return_value
|
|
assert trade.open_rate_requested is None
|
|
assert trade.close_rate_requested is None
|
|
assert trade.is_open == 1
|
|
assert trade.amount == amount
|
|
assert trade.stake_amount == default_conf.get("stake_amount")
|
|
assert trade.pair == "ETC/BTC"
|
|
assert trade.exchange == "binance"
|
|
assert trade.max_rate == 0.0
|
|
assert trade.min_rate is None
|
|
assert trade.stop_loss == 0.0
|
|
assert trade.initial_stop_loss == 0.0
|
|
assert trade.sell_reason is None
|
|
assert trade.strategy is None
|
|
assert trade.ticker_interval is None
|
|
assert trade.stoploss_order_id is None
|
|
assert trade.stoploss_last_update is None
|
|
assert log_has("trying trades_bak1", caplog)
|
|
assert log_has("trying trades_bak2", caplog)
|
|
assert log_has("Running database migration - backup available as trades_bak2", caplog)
|
|
assert trade.open_trade_price == trade._calc_open_trade_price()
|
|
|
|
|
|
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
|
|
"""
|
|
Test Database migration (starting with new pairformat)
|
|
"""
|
|
caplog.set_level(logging.DEBUG)
|
|
amount = 103.223
|
|
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
|
|
id INTEGER NOT NULL,
|
|
exchange VARCHAR NOT NULL,
|
|
pair VARCHAR NOT NULL,
|
|
is_open BOOLEAN NOT NULL,
|
|
fee_open FLOAT NOT NULL,
|
|
fee_close FLOAT NOT NULL,
|
|
open_rate FLOAT,
|
|
close_rate FLOAT,
|
|
close_profit FLOAT,
|
|
stake_amount FLOAT NOT NULL,
|
|
amount FLOAT,
|
|
open_date DATETIME NOT NULL,
|
|
close_date DATETIME,
|
|
open_order_id VARCHAR,
|
|
PRIMARY KEY (id),
|
|
CHECK (is_open IN (0, 1))
|
|
);"""
|
|
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
|
|
open_rate, stake_amount, amount, open_date)
|
|
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
|
|
0.00258580, {stake}, {amount},
|
|
'2019-11-28 12:44:24.000000')
|
|
""".format(fee=fee.return_value,
|
|
stake=default_conf.get("stake_amount"),
|
|
amount=amount
|
|
)
|
|
engine = create_engine('sqlite://')
|
|
mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
|
|
|
|
# Create table using the old format
|
|
engine.execute(create_table_old)
|
|
engine.execute(insert_table_old)
|
|
|
|
# Run init to test migration
|
|
init(default_conf['db_url'], default_conf['dry_run'])
|
|
|
|
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
|
|
trade = Trade.query.filter(Trade.id == 1).first()
|
|
assert trade.fee_open == fee.return_value
|
|
assert trade.fee_close == fee.return_value
|
|
assert trade.open_rate_requested is None
|
|
assert trade.close_rate_requested is None
|
|
assert trade.is_open == 1
|
|
assert trade.amount == amount
|
|
assert trade.stake_amount == default_conf.get("stake_amount")
|
|
assert trade.pair == "ETC/BTC"
|
|
assert trade.exchange == "binance"
|
|
assert trade.max_rate == 0.0
|
|
assert trade.stop_loss == 0.0
|
|
assert trade.initial_stop_loss == 0.0
|
|
assert trade.open_trade_price == trade._calc_open_trade_price()
|
|
assert log_has("trying trades_bak0", caplog)
|
|
assert log_has("Running database migration - backup available as trades_bak0", caplog)
|
|
|
|
|
|
def test_adjust_stop_loss(fee):
|
|
trade = Trade(
|
|
pair='ETH/BTC',
|
|
stake_amount=0.001,
|
|
amount=5,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
exchange='bittrex',
|
|
open_rate=1,
|
|
max_rate=1,
|
|
)
|
|
|
|
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
|
|
assert trade.stop_loss == 0.95
|
|
assert trade.stop_loss_pct == -0.05
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
|
|
# Get percent of profit with a lower rate
|
|
trade.adjust_stop_loss(0.96, 0.05)
|
|
assert trade.stop_loss == 0.95
|
|
assert trade.stop_loss_pct == -0.05
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
|
|
# Get percent of profit with a custom rate (Higher than open rate)
|
|
trade.adjust_stop_loss(1.3, -0.1)
|
|
assert round(trade.stop_loss, 8) == 1.17
|
|
assert trade.stop_loss_pct == -0.1
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
|
|
# current rate lower again ... should not change
|
|
trade.adjust_stop_loss(1.2, 0.1)
|
|
assert round(trade.stop_loss, 8) == 1.17
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
|
|
# current rate higher... should raise stoploss
|
|
trade.adjust_stop_loss(1.4, 0.1)
|
|
assert round(trade.stop_loss, 8) == 1.26
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
|
|
# Initial is true but stop_loss set - so doesn't do anything
|
|
trade.adjust_stop_loss(1.7, 0.1, True)
|
|
assert round(trade.stop_loss, 8) == 1.26
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
assert trade.stop_loss_pct == -0.1
|
|
|
|
|
|
def test_adjust_min_max_rates(fee):
|
|
trade = Trade(
|
|
pair='ETH/BTC',
|
|
stake_amount=0.001,
|
|
amount=5,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
exchange='bittrex',
|
|
open_rate=1,
|
|
)
|
|
|
|
trade.adjust_min_max_rates(trade.open_rate)
|
|
assert trade.max_rate == 1
|
|
assert trade.min_rate == 1
|
|
|
|
# check min adjusted, max remained
|
|
trade.adjust_min_max_rates(0.96)
|
|
assert trade.max_rate == 1
|
|
assert trade.min_rate == 0.96
|
|
|
|
# check max adjusted, min remains
|
|
trade.adjust_min_max_rates(1.05)
|
|
assert trade.max_rate == 1.05
|
|
assert trade.min_rate == 0.96
|
|
|
|
# current rate "in the middle" - no adjustment
|
|
trade.adjust_min_max_rates(1.03)
|
|
assert trade.max_rate == 1.05
|
|
assert trade.min_rate == 0.96
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_get_open(default_conf, fee):
|
|
|
|
create_mock_trades(fee)
|
|
assert len(Trade.get_open_trades()) == 2
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_to_json(default_conf, fee):
|
|
|
|
# Simulate dry_run entries
|
|
trade = Trade(
|
|
pair='ETH/BTC',
|
|
stake_amount=0.001,
|
|
amount=123.0,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_date=arrow.utcnow().shift(hours=-2).datetime,
|
|
open_rate=0.123,
|
|
exchange='bittrex',
|
|
open_order_id='dry_run_buy_12345'
|
|
)
|
|
result = trade.to_json()
|
|
assert isinstance(result, dict)
|
|
|
|
assert result == {'trade_id': None,
|
|
'pair': 'ETH/BTC',
|
|
'open_date_hum': '2 hours ago',
|
|
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
|
|
'close_date_hum': None,
|
|
'close_date': None,
|
|
'open_rate': 0.123,
|
|
'close_rate': None,
|
|
'amount': 123.0,
|
|
'stake_amount': 0.001,
|
|
'stop_loss': None,
|
|
'stop_loss_pct': None,
|
|
'initial_stop_loss': None,
|
|
'initial_stop_loss_pct': None}
|
|
|
|
# Simulate dry_run entries
|
|
trade = Trade(
|
|
pair='XRP/BTC',
|
|
stake_amount=0.001,
|
|
amount=100.0,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_date=arrow.utcnow().shift(hours=-2).datetime,
|
|
close_date=arrow.utcnow().shift(hours=-1).datetime,
|
|
open_rate=0.123,
|
|
close_rate=0.125,
|
|
exchange='bittrex',
|
|
)
|
|
result = trade.to_json()
|
|
assert isinstance(result, dict)
|
|
|
|
assert result == {'trade_id': None,
|
|
'pair': 'XRP/BTC',
|
|
'open_date_hum': '2 hours ago',
|
|
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
|
|
'close_date_hum': 'an hour ago',
|
|
'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
|
|
'open_rate': 0.123,
|
|
'close_rate': 0.125,
|
|
'amount': 100.0,
|
|
'stake_amount': 0.001,
|
|
'stop_loss': None,
|
|
'stop_loss_pct': None,
|
|
'initial_stop_loss': None,
|
|
'initial_stop_loss_pct': None}
|
|
|
|
|
|
def test_stoploss_reinitialization(default_conf, fee):
|
|
init(default_conf['db_url'])
|
|
trade = Trade(
|
|
pair='ETH/BTC',
|
|
stake_amount=0.001,
|
|
fee_open=fee.return_value,
|
|
open_date=arrow.utcnow().shift(hours=-2).datetime,
|
|
amount=10,
|
|
fee_close=fee.return_value,
|
|
exchange='bittrex',
|
|
open_rate=1,
|
|
max_rate=1,
|
|
)
|
|
|
|
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
|
|
assert trade.stop_loss == 0.95
|
|
assert trade.stop_loss_pct == -0.05
|
|
assert trade.initial_stop_loss == 0.95
|
|
assert trade.initial_stop_loss_pct == -0.05
|
|
Trade.session.add(trade)
|
|
|
|
# Lower stoploss
|
|
Trade.stoploss_reinitialization(0.06)
|
|
|
|
trades = Trade.get_open_trades()
|
|
assert len(trades) == 1
|
|
trade_adj = trades[0]
|
|
assert trade_adj.stop_loss == 0.94
|
|
assert trade_adj.stop_loss_pct == -0.06
|
|
assert trade_adj.initial_stop_loss == 0.94
|
|
assert trade_adj.initial_stop_loss_pct == -0.06
|
|
|
|
# Raise stoploss
|
|
Trade.stoploss_reinitialization(0.04)
|
|
|
|
trades = Trade.get_open_trades()
|
|
assert len(trades) == 1
|
|
trade_adj = trades[0]
|
|
assert trade_adj.stop_loss == 0.96
|
|
assert trade_adj.stop_loss_pct == -0.04
|
|
assert trade_adj.initial_stop_loss == 0.96
|
|
assert trade_adj.initial_stop_loss_pct == -0.04
|
|
|
|
# Trailing stoploss (move stoplos up a bit)
|
|
trade.adjust_stop_loss(1.02, 0.04)
|
|
assert trade_adj.stop_loss == 0.9792
|
|
assert trade_adj.initial_stop_loss == 0.96
|
|
|
|
Trade.stoploss_reinitialization(0.04)
|
|
|
|
trades = Trade.get_open_trades()
|
|
assert len(trades) == 1
|
|
trade_adj = trades[0]
|
|
# Stoploss should not change in this case.
|
|
assert trade_adj.stop_loss == 0.9792
|
|
assert trade_adj.stop_loss_pct == -0.04
|
|
assert trade_adj.initial_stop_loss == 0.96
|
|
assert trade_adj.initial_stop_loss_pct == -0.04
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_total_open_trades_stakes(fee):
|
|
|
|
res = Trade.total_open_trades_stakes()
|
|
assert res == 0
|
|
create_mock_trades(fee)
|
|
res = Trade.total_open_trades_stakes()
|
|
assert res == 0.002
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_get_overall_performance(fee):
|
|
|
|
create_mock_trades(fee)
|
|
res = Trade.get_overall_performance()
|
|
|
|
assert len(res) == 1
|
|
assert 'pair' in res[0]
|
|
assert 'profit' in res[0]
|
|
assert 'count' in res[0]
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_get_best_pair(fee):
|
|
|
|
res = Trade.get_best_pair()
|
|
assert res is None
|
|
|
|
create_mock_trades(fee)
|
|
res = Trade.get_best_pair()
|
|
assert len(res) == 2
|
|
assert res[0] == 'ETC/BTC'
|
|
assert res[1] == 0.005
|