4335 lines
153 KiB
Python
4335 lines
153 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
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import logging
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import time
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from copy import deepcopy
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from math import isclose
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from unittest.mock import ANY, MagicMock, PropertyMock
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import arrow
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import pytest
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from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
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from freqtrade.enums import RPCMessageType, RunMode, SellType, State
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from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
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InvalidOrderException, OperationalException, PricingError,
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TemporaryError)
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from freqtrade.freqtradebot import FreqtradeBot
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from freqtrade.persistence import Order, PairLocks, Trade
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from freqtrade.persistence.models import PairLock
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from freqtrade.strategy.interface import SellCheckTuple
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from freqtrade.worker import Worker
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from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
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log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
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patch_wallet, patch_whitelist)
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from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell,
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mock_order_3, mock_order_3_sell, mock_order_4,
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mock_order_5_stoploss, mock_order_6_sell)
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def patch_RPCManager(mocker) -> MagicMock:
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"""
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This function mock RPC manager to avoid repeating this code in almost every tests
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:param mocker: mocker to patch RPCManager class
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:return: RPCManager.send_msg MagicMock to track if this method is called
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"""
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
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return rpc_mock
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# Unit tests
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def test_freqtradebot_state(mocker, default_conf, markets) -> None:
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mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert freqtrade.state is State.RUNNING
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default_conf.pop('initial_state')
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freqtrade = FreqtradeBot(default_conf)
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assert freqtrade.state is State.STOPPED
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def test_process_stopped(mocker, default_conf) -> None:
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
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freqtrade.process_stopped()
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assert coo_mock.call_count == 0
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default_conf['cancel_open_orders_on_exit'] = True
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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freqtrade.process_stopped()
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assert coo_mock.call_count == 1
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def test_bot_cleanup(mocker, default_conf, caplog) -> None:
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mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db')
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coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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freqtrade.cleanup()
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assert log_has('Cleaning up modules ...', caplog)
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assert mock_cleanup.call_count == 1
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assert coo_mock.call_count == 0
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freqtrade.config['cancel_open_orders_on_exit'] = True
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freqtrade.cleanup()
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assert coo_mock.call_count == 1
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@pytest.mark.parametrize('runmode', [
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RunMode.DRY_RUN,
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RunMode.LIVE
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])
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def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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conf = default_conf.copy()
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conf['runmode'] = runmode
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conf['order_types'] = {
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'buy': 'market',
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'sell': 'limit',
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'stoploss': 'limit',
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'stoploss_on_exchange': True,
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}
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conf['bid_strategy']['price_side'] = 'ask'
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freqtrade = FreqtradeBot(conf)
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if runmode == RunMode.LIVE:
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assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
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assert freqtrade.strategy.order_types['stoploss_on_exchange']
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caplog.clear()
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# is left untouched
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conf = default_conf.copy()
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conf['runmode'] = runmode
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conf['order_types'] = {
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'buy': 'market',
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'sell': 'limit',
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'stoploss': 'limit',
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'stoploss_on_exchange': False,
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}
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freqtrade = FreqtradeBot(conf)
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assert not freqtrade.strategy.order_types['stoploss_on_exchange']
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assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
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def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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freqtrade = FreqtradeBot(default_conf)
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result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
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assert result == default_conf['stake_amount']
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@pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
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(False, 0.002, 2, 0.5, [0.001, None]),
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(True, 0.002, 2, 0.5, [0.001, 0.00098]),
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(False, 0.003, 3, 0.5, [0.001, 0.001, None]),
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(True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]),
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(False, 0.0022, 3, 0.5, [0.001, 0.001, None]),
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(True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
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(True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
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(True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
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])
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def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open,
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amend_last, wallet, max_open, lsamr, expected) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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create_order=MagicMock(return_value=limit_buy_order_open),
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get_fee=fee
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)
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default_conf['dry_run_wallet'] = wallet
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default_conf['amend_last_stake_amount'] = amend_last
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default_conf['last_stake_amount_min_ratio'] = lsamr
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freqtrade = FreqtradeBot(default_conf)
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for i in range(0, max_open):
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if expected[i] is not None:
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limit_buy_order_open['id'] = str(i)
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result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
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assert pytest.approx(result) == expected[i]
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freqtrade.execute_entry('ETH/BTC', result)
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else:
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with pytest.raises(DependencyException):
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freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
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def test_edge_called_in_process(mocker, edge_conf) -> None:
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patch_RPCManager(mocker)
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patch_edge(mocker)
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def _refresh_whitelist(list):
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return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
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patch_exchange(mocker)
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freqtrade = FreqtradeBot(edge_conf)
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freqtrade.pairlists._validate_whitelist = _refresh_whitelist
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patch_get_signal(freqtrade)
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freqtrade.process()
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assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
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def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_edge(mocker)
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edge_conf['dry_run_wallet'] = 999.9
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freqtrade = FreqtradeBot(edge_conf)
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assert freqtrade.wallets.get_trade_stake_amount(
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'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
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assert freqtrade.wallets.get_trade_stake_amount(
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'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
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@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
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# Override stoploss
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(0.79, False),
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# Override strategy stoploss
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(0.85, True)
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])
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def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
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buy_price_mult, ignore_strat_sl, edge_conf) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_edge(mocker)
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edge_conf['max_open_trades'] = float('inf')
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# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
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# Thus, if price falls 21%, stoploss should be triggered
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#
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# mocking the ticker: price is falling ...
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buy_price = limit_buy_order['price']
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': buy_price * buy_price_mult,
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'ask': buy_price * buy_price_mult,
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'last': buy_price * buy_price_mult,
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}),
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get_fee=fee,
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)
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#############################################
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# Create a trade with "limit_buy_order" price
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freqtrade = FreqtradeBot(edge_conf)
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freqtrade.active_pair_whitelist = ['NEO/BTC']
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order)
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#############################################
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# stoploss shoud be hit
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assert freqtrade.handle_trade(trade) is not ignore_strat_sl
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if not ignore_strat_sl:
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assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
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assert trade.sell_reason == SellType.STOP_LOSS.value
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def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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default_conf['stake_amount'] = 0.00098751
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default_conf['max_open_trades'] = 2
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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get_fee=fee,
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_is_dry_limit_order_filled=MagicMock(return_value=False),
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)
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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assert trade is not None
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assert trade.stake_amount == 0.00098751
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assert trade.is_open
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assert trade.open_date is not None
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freqtrade.enter_positions()
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trade = Trade.query.order_by(Trade.id.desc()).first()
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assert trade is not None
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assert trade.stake_amount == 0.00098751
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assert trade.is_open
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assert trade.open_date is not None
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assert Trade.total_open_trades_stakes() == 1.97502e-03
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def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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get_fee=fee,
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_is_dry_limit_order_filled=MagicMock(return_value=False),
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)
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# Save state of current whitelist
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whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.create_trade('ETH/BTC')
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trade = Trade.query.first()
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assert trade is not None
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assert trade.stake_amount == 0.001
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == 'binance'
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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assert trade.open_rate == 0.00001099
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assert trade.amount == 90.99181073
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assert whitelist == default_conf['exchange']['pair_whitelist']
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def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
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fee, mocker) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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get_fee=fee,
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)
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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with pytest.raises(DependencyException, match=r'.*stake amount.*'):
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freqtrade.create_trade('ETH/BTC')
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@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
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(0.0005, True, True, 99),
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(0.000000005, True, False, 99),
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(0, False, True, 99),
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(UNLIMITED_STAKE_AMOUNT, False, True, 0),
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])
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def test_create_trade_minimal_amount(
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default_conf, ticker, limit_buy_order_open, fee, mocker,
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stake_amount, create, amount_enough, max_open_trades, caplog
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) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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buy_mock = MagicMock(return_value=limit_buy_order_open)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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create_order=buy_mock,
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get_fee=fee,
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)
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default_conf['max_open_trades'] = max_open_trades
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freqtrade = FreqtradeBot(default_conf)
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freqtrade.config['stake_amount'] = stake_amount
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patch_get_signal(freqtrade)
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if create:
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assert freqtrade.create_trade('ETH/BTC')
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if amount_enough:
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rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
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assert rate * amount <= default_conf['stake_amount']
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else:
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assert log_has_re(
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r"Stake amount for pair .* is too small.*",
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caplog
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)
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else:
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assert not freqtrade.create_trade('ETH/BTC')
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if not max_open_trades:
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assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
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@pytest.mark.parametrize('whitelist,positions', [
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(["ETH/BTC"], 1), # No pairs left
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([], 0), # No pairs in whitelist
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])
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def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
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whitelist, positions, mocker, caplog) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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create_order=MagicMock(return_value=limit_buy_order_open),
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get_fee=fee,
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)
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default_conf['exchange']['pair_whitelist'] = whitelist
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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n = freqtrade.enter_positions()
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assert n == positions
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if positions:
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assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
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n = freqtrade.enter_positions()
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assert n == 0
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assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
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else:
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assert n == 0
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assert log_has("Active pair whitelist is empty.", caplog)
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@pytest.mark.usefixtures("init_persistence")
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def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, fee,
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mocker, caplog) -> None:
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker,
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create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
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get_fee=fee,
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)
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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n = freqtrade.enter_positions()
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message = r"Global pairlock active until.* Not creating new trades."
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n = freqtrade.enter_positions()
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# 0 trades, but it's not because of pairlock.
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assert n == 0
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assert not log_has_re(message, caplog)
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caplog.clear()
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PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because')
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n = freqtrade.enter_positions()
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assert n == 0
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assert log_has_re(message, caplog)
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def test_handle_protections(mocker, default_conf, fee):
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default_conf['protections'] = [
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{"method": "CooldownPeriod", "stop_duration": 60},
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{
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"method": "StoplossGuard",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 4,
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"only_per_pair": False
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}
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]
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
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return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
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create_mock_trades(fee)
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freqtrade.handle_protections('ETC/BTC')
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send_msg_mock = freqtrade.rpc.send_msg
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assert send_msg_mock.call_count == 2
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assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER
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assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
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def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
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default_conf['dry_run'] = True
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|
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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get_fee=fee,
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)
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default_conf['stake_amount'] = 10
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade, value=(False, False, None))
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Trade.query = MagicMock()
|
|
Trade.query.filter = MagicMock()
|
|
assert not freqtrade.create_trade('ETH/BTC')
|
|
|
|
|
|
@pytest.mark.parametrize("max_open", range(0, 5))
|
|
@pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
|
|
def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_open,
|
|
max_open, tradable_balance_ratio, modifier) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
default_conf['max_open_trades'] = max_open
|
|
default_conf['tradable_balance_ratio'] = tradable_balance_ratio
|
|
default_conf['dry_run_wallet'] = 0.001 * max_open
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
n = freqtrade.enter_positions()
|
|
trades = Trade.get_open_trades()
|
|
# Expected trades should be max_open * a modified value
|
|
# depending on the configured tradable_balance
|
|
assert n == max(int(max_open * modifier), 0)
|
|
assert len(trades) == max(int(max_open * modifier), 0)
|
|
|
|
|
|
def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
default_conf['max_open_trades'] = 4
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create 2 existing trades
|
|
freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
|
|
freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
|
|
|
|
assert len(Trade.get_open_trades()) == 2
|
|
# Change order_id for new orders
|
|
limit_buy_order_open['id'] = '123444'
|
|
|
|
# Create 2 new trades using create_trades
|
|
assert freqtrade.create_trade('ETH/BTC')
|
|
assert freqtrade.create_trade('NEO/BTC')
|
|
|
|
trades = Trade.get_open_trades()
|
|
assert len(trades) == 4
|
|
|
|
|
|
def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open,
|
|
fee, mocker, caplog) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
fetch_order=MagicMock(return_value=limit_buy_order),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
assert not trades
|
|
|
|
freqtrade.process()
|
|
|
|
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 == 'binance'
|
|
assert trade.open_rate == 0.00001098
|
|
assert trade.amount == 91.07468123
|
|
|
|
assert log_has(
|
|
'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...',
|
|
caplog
|
|
)
|
|
|
|
|
|
def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(side_effect=TemporaryError)
|
|
)
|
|
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
|
|
|
|
worker = Worker(args=None, config=default_conf)
|
|
patch_get_signal(worker.freqtrade)
|
|
|
|
worker._process_running()
|
|
assert sleep_mock.has_calls()
|
|
|
|
|
|
def test_process_operational_exception(default_conf, ticker, mocker) -> None:
|
|
msg_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(side_effect=OperationalException)
|
|
)
|
|
worker = Worker(args=None, config=default_conf)
|
|
patch_get_signal(worker.freqtrade)
|
|
|
|
assert worker.freqtrade.state == State.RUNNING
|
|
|
|
worker._process_running()
|
|
assert worker.freqtrade.state == State.STOPPED
|
|
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
|
|
|
|
|
|
def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
fetch_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
assert not trades
|
|
freqtrade.process()
|
|
|
|
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
|
|
assert len(trades) == 1
|
|
|
|
# Nothing happened ...
|
|
freqtrade.process()
|
|
assert len(trades) == 1
|
|
|
|
|
|
def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
|
|
fee, mocker) -> None:
|
|
""" Test process with trade not in pair list """
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
|
|
fetch_order=MagicMock(return_value=limit_buy_order),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
pair = 'BLK/BTC'
|
|
# Ensure the pair is not in the whitelist!
|
|
assert pair not in default_conf['exchange']['pair_whitelist']
|
|
|
|
# create open trade not in whitelist
|
|
Trade.query.session.add(Trade(
|
|
pair=pair,
|
|
stake_amount=0.001,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
is_open=True,
|
|
amount=20,
|
|
open_rate=0.01,
|
|
exchange='binance',
|
|
))
|
|
Trade.query.session.add(Trade(
|
|
pair='ETH/BTC',
|
|
stake_amount=0.001,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
is_open=True,
|
|
amount=12,
|
|
open_rate=0.001,
|
|
exchange='binance',
|
|
))
|
|
|
|
assert pair not in freqtrade.active_pair_whitelist
|
|
freqtrade.process()
|
|
assert pair in freqtrade.active_pair_whitelist
|
|
# Make sure each pair is only in the list once
|
|
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
|
|
|
|
|
|
def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
|
|
def _refresh_whitelist(list):
|
|
return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
|
|
|
|
refresh_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(side_effect=TemporaryError),
|
|
refresh_latest_ohlcv=refresh_mock,
|
|
)
|
|
inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
|
|
mocker.patch(
|
|
'freqtrade.strategy.interface.IStrategy.get_signal',
|
|
return_value=(False, False, '')
|
|
)
|
|
mocker.patch('time.sleep', return_value=None)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade.pairlists._validate_whitelist = _refresh_whitelist
|
|
freqtrade.strategy.informative_pairs = inf_pairs
|
|
# patch_get_signal(freqtrade)
|
|
|
|
freqtrade.process()
|
|
assert inf_pairs.call_count == 1
|
|
assert refresh_mock.call_count == 1
|
|
assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
|
|
assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
|
|
assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
|
|
|
|
|
|
def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
|
|
stake_amount = 2
|
|
bid = 0.11
|
|
buy_rate_mock = MagicMock(return_value=bid)
|
|
buy_mm = MagicMock(return_value=limit_buy_order_open)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_rate=buy_rate_mock,
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=buy_mm,
|
|
get_min_pair_stake_amount=MagicMock(return_value=1),
|
|
get_fee=fee,
|
|
)
|
|
pair = 'ETH/BTC'
|
|
|
|
assert not freqtrade.execute_entry(pair, stake_amount)
|
|
assert buy_rate_mock.call_count == 1
|
|
assert buy_mm.call_count == 0
|
|
assert freqtrade.strategy.confirm_trade_entry.call_count == 1
|
|
buy_rate_mock.reset_mock()
|
|
|
|
limit_buy_order_open['id'] = '22'
|
|
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
assert buy_rate_mock.call_count == 1
|
|
assert buy_mm.call_count == 1
|
|
call_args = buy_mm.call_args_list[0][1]
|
|
assert call_args['pair'] == pair
|
|
assert call_args['rate'] == bid
|
|
assert call_args['amount'] == round(stake_amount / bid, 8)
|
|
buy_rate_mock.reset_mock()
|
|
|
|
# Should create an open trade with an open order id
|
|
# As the order is not fulfilled yet
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
assert trade.is_open is True
|
|
assert trade.open_order_id == '22'
|
|
|
|
# Test calling with price
|
|
limit_buy_order_open['id'] = '33'
|
|
fix_price = 0.06
|
|
assert freqtrade.execute_entry(pair, stake_amount, fix_price)
|
|
# Make sure get_rate wasn't called again
|
|
assert buy_rate_mock.call_count == 0
|
|
|
|
assert buy_mm.call_count == 2
|
|
call_args = buy_mm.call_args_list[1][1]
|
|
assert call_args['pair'] == pair
|
|
assert call_args['rate'] == fix_price
|
|
assert call_args['amount'] == round(stake_amount / fix_price, 8)
|
|
|
|
# In case of closed order
|
|
limit_buy_order['status'] = 'closed'
|
|
limit_buy_order['price'] = 10
|
|
limit_buy_order['cost'] = 100
|
|
limit_buy_order['id'] = '444'
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
|
MagicMock(return_value=limit_buy_order))
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[2]
|
|
assert trade
|
|
assert trade.open_order_id is None
|
|
assert trade.open_rate == 10
|
|
assert trade.stake_amount == 100
|
|
|
|
# In case of rejected or expired order and partially filled
|
|
limit_buy_order['status'] = 'expired'
|
|
limit_buy_order['amount'] = 90.99181073
|
|
limit_buy_order['filled'] = 80.99181073
|
|
limit_buy_order['remaining'] = 10.00
|
|
limit_buy_order['price'] = 0.5
|
|
limit_buy_order['cost'] = 40.495905365
|
|
limit_buy_order['id'] = '555'
|
|
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
|
MagicMock(return_value=limit_buy_order))
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[3]
|
|
assert trade
|
|
assert trade.open_order_id == '555'
|
|
assert trade.open_rate == 0.5
|
|
assert trade.stake_amount == 40.495905365
|
|
|
|
# Test with custom stake
|
|
limit_buy_order['status'] = 'open'
|
|
limit_buy_order['id'] = '556'
|
|
|
|
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[4]
|
|
assert trade
|
|
assert trade.stake_amount == 150
|
|
|
|
# Exception case
|
|
limit_buy_order['id'] = '557'
|
|
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[5]
|
|
assert trade
|
|
assert trade.stake_amount == 2.0
|
|
|
|
# In case of the order is rejected and not filled at all
|
|
limit_buy_order['status'] = 'rejected'
|
|
limit_buy_order['amount'] = 90.99181073
|
|
limit_buy_order['filled'] = 0.0
|
|
limit_buy_order['remaining'] = 90.99181073
|
|
limit_buy_order['price'] = 0.5
|
|
limit_buy_order['cost'] = 0.0
|
|
limit_buy_order['id'] = '66'
|
|
mocker.patch('freqtrade.exchange.Exchange.create_order',
|
|
MagicMock(return_value=limit_buy_order))
|
|
assert not freqtrade.execute_entry(pair, stake_amount)
|
|
|
|
# Fail to get price...
|
|
mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
|
|
|
|
with pytest.raises(PricingError, match="Could not determine buy price."):
|
|
freqtrade.execute_entry(pair, stake_amount)
|
|
|
|
# In case of custom entry price
|
|
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
|
|
limit_buy_order['status'] = 'open'
|
|
limit_buy_order['id'] = '5566'
|
|
freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[6]
|
|
assert trade
|
|
assert trade.open_rate_requested == 0.508
|
|
|
|
# In case of custom entry price set to None
|
|
limit_buy_order['status'] = 'open'
|
|
limit_buy_order['id'] = '5567'
|
|
freqtrade.strategy.custom_entry_price = lambda **kwargs: None
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_rate=MagicMock(return_value=10),
|
|
)
|
|
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[7]
|
|
assert trade
|
|
assert trade.open_rate_requested == 10
|
|
|
|
# In case of custom entry price not float type
|
|
limit_buy_order['status'] = 'open'
|
|
limit_buy_order['id'] = '5568'
|
|
freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
trade = Trade.query.all()[8]
|
|
assert trade
|
|
assert trade.open_rate_requested == 10
|
|
|
|
|
|
def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(return_value=limit_buy_order),
|
|
get_rate=MagicMock(return_value=0.11),
|
|
get_min_pair_stake_amount=MagicMock(return_value=1),
|
|
get_fee=fee,
|
|
)
|
|
stake_amount = 2
|
|
pair = 'ETH/BTC'
|
|
|
|
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
|
|
limit_buy_order['id'] = '222'
|
|
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
|
|
limit_buy_order['id'] = '2223'
|
|
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
|
|
assert freqtrade.execute_entry(pair, stake_amount)
|
|
|
|
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
|
|
assert not freqtrade.execute_entry(pair, stake_amount)
|
|
|
|
|
|
def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
return_value=limit_buy_order['amount'])
|
|
|
|
stoploss = MagicMock(return_value={'id': 13434334})
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
trade = MagicMock()
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = None
|
|
trade.is_open = True
|
|
trades = [trade]
|
|
|
|
freqtrade.exit_positions(trades)
|
|
assert trade.stoploss_order_id == '13434334'
|
|
assert stoploss.call_count == 1
|
|
assert trade.is_open is True
|
|
|
|
|
|
def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
|
|
limit_buy_order, limit_sell_order) -> None:
|
|
stoploss = MagicMock(return_value={'id': 13434334})
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': limit_buy_order['id']},
|
|
{'id': limit_sell_order['id']},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
stoploss=stoploss
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# First case: when stoploss is not yet set but the order is open
|
|
# should get the stoploss order id immediately
|
|
# and should return false as no trade actually happened
|
|
trade = MagicMock()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = None
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
assert stoploss.call_count == 1
|
|
assert trade.stoploss_order_id == "13434334"
|
|
|
|
# Second case: when stoploss is set but it is not yet hit
|
|
# should do nothing and return false
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
|
|
hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', hanging_stoploss_order)
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
assert trade.stoploss_order_id == 100
|
|
|
|
# Third case: when stoploss was set but it was canceled for some reason
|
|
# should set a stoploss immediately and return False
|
|
caplog.clear()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
|
|
canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'})
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', canceled_stoploss_order)
|
|
stoploss.reset_mock()
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
assert stoploss.call_count == 1
|
|
assert trade.stoploss_order_id == "13434334"
|
|
|
|
# Fourth case: when stoploss is set and it is hit
|
|
# should unset stoploss_order_id and return true
|
|
# as a trade actually happened
|
|
caplog.clear()
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
assert trade
|
|
|
|
stoploss_order_hit = MagicMock(return_value={
|
|
'id': 100,
|
|
'status': 'closed',
|
|
'type': 'stop_loss_limit',
|
|
'price': 3,
|
|
'average': 2,
|
|
'amount': limit_buy_order['amount'],
|
|
})
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit)
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is True
|
|
assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog)
|
|
assert trade.stoploss_order_id is None
|
|
assert trade.is_open is False
|
|
caplog.clear()
|
|
|
|
mocker.patch(
|
|
'freqtrade.exchange.Binance.stoploss',
|
|
side_effect=ExchangeError()
|
|
)
|
|
trade.is_open = True
|
|
freqtrade.handle_stoploss_on_exchange(trade)
|
|
assert log_has('Unable to place a stoploss order on exchange.', caplog)
|
|
assert trade.stoploss_order_id is None
|
|
|
|
# Fifth case: fetch_order returns InvalidOrder
|
|
# It should try to add stoploss order
|
|
trade.stoploss_order_id = 100
|
|
stoploss.reset_mock()
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
|
|
side_effect=InvalidOrderException())
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
|
|
freqtrade.handle_stoploss_on_exchange(trade)
|
|
assert stoploss.call_count == 1
|
|
|
|
# Sixth case: Closed Trade
|
|
# Should not create new order
|
|
trade.stoploss_order_id = None
|
|
trade.is_open = False
|
|
stoploss.reset_mock()
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order')
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
assert stoploss.call_count == 0
|
|
|
|
|
|
def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
|
|
limit_buy_order, limit_sell_order) -> None:
|
|
# Sixth case: stoploss order was cancelled but couldn't create new one
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': limit_buy_order['id']},
|
|
{'id': limit_sell_order['id']},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
|
|
stoploss=MagicMock(side_effect=ExchangeError()),
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
assert trade
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
|
|
assert trade.stoploss_order_id is None
|
|
assert trade.is_open is True
|
|
|
|
|
|
def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
|
|
limit_buy_order_open, limit_sell_order):
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
create_order_mock = MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': limit_sell_order['id']}
|
|
])
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=create_order_mock,
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
fetch_order=MagicMock(return_value={'status': 'canceled'}),
|
|
stoploss=MagicMock(side_effect=InvalidOrderException()),
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
caplog.clear()
|
|
freqtrade.create_stoploss_order(trade, 200)
|
|
assert trade.stoploss_order_id is None
|
|
assert trade.sell_reason == SellType.EMERGENCY_SELL.value
|
|
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
|
|
assert log_has("Exiting the trade forcefully", caplog)
|
|
|
|
# Should call a market sell
|
|
assert create_order_mock.call_count == 2
|
|
assert create_order_mock.call_args[1]['ordertype'] == 'market'
|
|
assert create_order_mock.call_args[1]['pair'] == trade.pair
|
|
assert create_order_mock.call_args[1]['amount'] == trade.amount
|
|
|
|
# Rpc is sending first buy, then sell
|
|
assert rpc_mock.call_count == 2
|
|
assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
|
|
assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
|
|
|
|
|
|
def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
|
|
limit_buy_order_open, limit_sell_order):
|
|
sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
sell_mock,
|
|
]),
|
|
get_fee=fee,
|
|
fetch_order=MagicMock(return_value={'status': 'canceled'}),
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
stoploss=MagicMock(side_effect=InsufficientFundsError()),
|
|
)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
caplog.clear()
|
|
freqtrade.create_stoploss_order(trade, 200)
|
|
# stoploss_orderid was empty before
|
|
assert trade.stoploss_order_id is None
|
|
assert mock_insuf.call_count == 1
|
|
mock_insuf.reset_mock()
|
|
|
|
trade.stoploss_order_id = 'stoploss_orderid'
|
|
freqtrade.create_stoploss_order(trade, 200)
|
|
# No change to stoploss-orderid
|
|
assert trade.stoploss_order_id == 'stoploss_orderid'
|
|
assert mock_insuf.call_count == 1
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
|
|
limit_buy_order, limit_sell_order) -> None:
|
|
# When trailing stoploss is set
|
|
stoploss = MagicMock(return_value={'id': 13434334})
|
|
patch_RPCManager(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': limit_buy_order['id']},
|
|
{'id': limit_sell_order['id']},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
stoploss=stoploss,
|
|
stoploss_adjust=MagicMock(return_value=True),
|
|
)
|
|
|
|
# enabling TSL
|
|
default_conf['trailing_stop'] = True
|
|
|
|
# disabling ROI
|
|
default_conf['minimal_roi']['0'] = 999999999
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# enabling stoploss on exchange
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
# setting stoploss
|
|
freqtrade.strategy.stoploss = -0.05
|
|
|
|
# setting stoploss_on_exchange_interval to 60 seconds
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
|
|
stoploss_order_hanging = MagicMock(return_value={
|
|
'id': 100,
|
|
'status': 'open',
|
|
'type': 'stop_loss_limit',
|
|
'price': 3,
|
|
'average': 2,
|
|
'info': {
|
|
'stopPrice': '0.000011134'
|
|
}
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
|
|
|
|
# stoploss initially at 5%
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
# price jumped 2x
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
|
'bid': 0.00002344,
|
|
'ask': 0.00002346,
|
|
'last': 0.00002344
|
|
}))
|
|
|
|
cancel_order_mock = MagicMock()
|
|
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
|
|
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
|
|
|
|
# stoploss should not be updated as the interval is 60 seconds
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
cancel_order_mock.assert_not_called()
|
|
stoploss_order_mock.assert_not_called()
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert trade.stop_loss == 0.00002346 * 0.95
|
|
|
|
# setting stoploss_on_exchange_interval to 0 seconds
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
|
|
stoploss_order_mock.assert_called_once_with(amount=85.32423208,
|
|
pair='ETH/BTC',
|
|
order_types=freqtrade.strategy.order_types,
|
|
stop_price=0.00002346 * 0.95)
|
|
|
|
# price fell below stoploss, so dry-run sells trade.
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
|
'bid': 0.00002144,
|
|
'ask': 0.00002146,
|
|
'last': 0.00002144
|
|
}))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
|
|
def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
|
|
limit_buy_order, limit_sell_order) -> None:
|
|
# When trailing stoploss is set
|
|
stoploss = MagicMock(return_value={'id': 13434334})
|
|
patch_exchange(mocker)
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': limit_buy_order['id']},
|
|
{'id': limit_sell_order['id']},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
stoploss=stoploss,
|
|
stoploss_adjust=MagicMock(return_value=True),
|
|
)
|
|
|
|
# enabling TSL
|
|
default_conf['trailing_stop'] = True
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
# enabling stoploss on exchange
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
# setting stoploss
|
|
freqtrade.strategy.stoploss = -0.05
|
|
|
|
# setting stoploss_on_exchange_interval to 60 seconds
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = "abcd"
|
|
trade.stop_loss = 0.2
|
|
trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None)
|
|
|
|
stoploss_order_hanging = {
|
|
'id': "abcd",
|
|
'status': 'open',
|
|
'type': 'stop_loss_limit',
|
|
'price': 3,
|
|
'average': 2,
|
|
'info': {
|
|
'stopPrice': '0.1'
|
|
}
|
|
}
|
|
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order',
|
|
side_effect=InvalidOrderException())
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
|
|
return_value=stoploss_order_hanging)
|
|
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
|
|
assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
|
|
|
|
# Still try to create order
|
|
assert stoploss.call_count == 1
|
|
|
|
# Fail creating stoploss order
|
|
caplog.clear()
|
|
cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
|
|
mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
|
|
freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
|
|
assert cancel_mock.call_count == 1
|
|
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
|
|
limit_buy_order, limit_sell_order) -> None:
|
|
# When trailing stoploss is set
|
|
stoploss = MagicMock(return_value={'id': 13434334})
|
|
patch_RPCManager(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': limit_buy_order['id']},
|
|
{'id': limit_sell_order['id']},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Binance',
|
|
stoploss=stoploss,
|
|
stoploss_adjust=MagicMock(return_value=True),
|
|
)
|
|
|
|
# enabling TSL
|
|
default_conf['use_custom_stoploss'] = True
|
|
|
|
# disabling ROI
|
|
default_conf['minimal_roi']['0'] = 999999999
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# enabling stoploss on exchange
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
# setting stoploss
|
|
freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04
|
|
|
|
# setting stoploss_on_exchange_interval to 60 seconds
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
|
|
stoploss_order_hanging = MagicMock(return_value={
|
|
'id': 100,
|
|
'status': 'open',
|
|
'type': 'stop_loss_limit',
|
|
'price': 3,
|
|
'average': 2,
|
|
'info': {
|
|
'stopPrice': '0.000011134'
|
|
}
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging)
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
# price jumped 2x
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
|
'bid': 0.00002344,
|
|
'ask': 0.00002346,
|
|
'last': 0.00002344
|
|
}))
|
|
|
|
cancel_order_mock = MagicMock()
|
|
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
|
|
mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
|
|
|
|
# stoploss should not be updated as the interval is 60 seconds
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
cancel_order_mock.assert_not_called()
|
|
stoploss_order_mock.assert_not_called()
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert trade.stop_loss == 0.00002346 * 0.96
|
|
assert trade.stop_loss_pct == -0.04
|
|
|
|
# setting stoploss_on_exchange_interval to 0 seconds
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
|
|
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
|
|
stoploss_order_mock.assert_called_once_with(amount=85.32423208,
|
|
pair='ETH/BTC',
|
|
order_types=freqtrade.strategy.order_types,
|
|
stop_price=0.00002346 * 0.96)
|
|
|
|
# price fell below stoploss, so dry-run sells trade.
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
|
'bid': 0.00002144,
|
|
'ask': 0.00002146,
|
|
'last': 0.00002144
|
|
}))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
|
|
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
|
|
limit_buy_order, limit_sell_order) -> None:
|
|
|
|
# When trailing stoploss is set
|
|
stoploss = MagicMock(return_value={'id': 13434334})
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
patch_edge(mocker)
|
|
edge_conf['max_open_trades'] = float('inf')
|
|
edge_conf['dry_run_wallet'] = 999.9
|
|
edge_conf['exchange']['name'] = 'binance'
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': limit_buy_order['id']},
|
|
{'id': limit_sell_order['id']},
|
|
]),
|
|
get_fee=fee,
|
|
stoploss=stoploss,
|
|
)
|
|
|
|
# enabling TSL
|
|
edge_conf['trailing_stop'] = True
|
|
edge_conf['trailing_stop_positive'] = 0.01
|
|
edge_conf['trailing_stop_positive_offset'] = 0.011
|
|
|
|
# disabling ROI
|
|
edge_conf['minimal_roi']['0'] = 999999999
|
|
|
|
freqtrade = FreqtradeBot(edge_conf)
|
|
|
|
# enabling stoploss on exchange
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
|
|
# setting stoploss
|
|
freqtrade.strategy.stoploss = -0.02
|
|
|
|
# setting stoploss_on_exchange_interval to 0 seconds
|
|
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
|
|
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = 100
|
|
|
|
stoploss_order_hanging = MagicMock(return_value={
|
|
'id': 100,
|
|
'status': 'open',
|
|
'type': 'stop_loss_limit',
|
|
'price': 3,
|
|
'average': 2,
|
|
'info': {
|
|
'stopPrice': '0.000009384'
|
|
}
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
|
|
|
|
# stoploss initially at 20% as edge dictated it.
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
assert trade.stop_loss == 0.000009384
|
|
|
|
cancel_order_mock = MagicMock()
|
|
stoploss_order_mock = MagicMock()
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
|
|
|
|
# price goes down 5%
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
|
'bid': 0.00001172 * 0.95,
|
|
'ask': 0.00001173 * 0.95,
|
|
'last': 0.00001172 * 0.95
|
|
}))
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
# stoploss should remain the same
|
|
assert trade.stop_loss == 0.000009384
|
|
|
|
# stoploss on exchange should not be canceled
|
|
cancel_order_mock.assert_not_called()
|
|
|
|
# price jumped 2x
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
|
|
'bid': 0.00002344,
|
|
'ask': 0.00002346,
|
|
'last': 0.00002344
|
|
}))
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert freqtrade.handle_stoploss_on_exchange(trade) is False
|
|
|
|
# stoploss should be set to 1% as trailing is on
|
|
assert trade.stop_loss == 0.00002346 * 0.99
|
|
cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
|
|
stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
|
|
pair='NEO/BTC',
|
|
order_types=freqtrade.strategy.order_types,
|
|
stop_price=0.00002346 * 0.99)
|
|
|
|
|
|
@pytest.mark.parametrize('return_value,side_effect,log_message', [
|
|
(False, None, 'Found no buy signals for whitelisted currencies. Trying again...'),
|
|
(None, DependencyException, 'Unable to create trade for ETH/BTC: ')
|
|
])
|
|
def test_enter_positions(mocker, default_conf, return_value, side_effect,
|
|
log_message, caplog) -> None:
|
|
caplog.set_level(logging.DEBUG)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mock_ct = mocker.patch(
|
|
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
|
|
MagicMock(
|
|
return_value=return_value,
|
|
side_effect=side_effect
|
|
)
|
|
)
|
|
n = freqtrade.enter_positions()
|
|
assert n == 0
|
|
assert log_has(log_message, caplog)
|
|
# create_trade should be called once for every pair in the whitelist.
|
|
assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
|
|
|
|
|
|
def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
return_value=limit_buy_order['amount'])
|
|
|
|
trade = MagicMock()
|
|
trade.open_order_id = '123'
|
|
trade.open_fee = 0.001
|
|
trades = [trade]
|
|
n = freqtrade.exit_positions(trades)
|
|
assert n == 0
|
|
# Test amount not modified by fee-logic
|
|
assert not log_has(
|
|
'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog
|
|
)
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
|
|
# test amount modified by fee-logic
|
|
n = freqtrade.exit_positions(trades)
|
|
assert n == 0
|
|
|
|
|
|
def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
|
|
|
trade = MagicMock()
|
|
trade.open_order_id = None
|
|
trade.open_fee = 0.001
|
|
trade.pair = 'ETH/BTC'
|
|
trades = [trade]
|
|
|
|
# Test raise of DependencyException exception
|
|
mocker.patch(
|
|
'freqtrade.freqtradebot.FreqtradeBot.handle_trade',
|
|
side_effect=DependencyException()
|
|
)
|
|
n = freqtrade.exit_positions(trades)
|
|
assert n == 0
|
|
assert log_has('Unable to sell trade ETH/BTC: ', caplog)
|
|
|
|
|
|
def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
return_value=limit_buy_order['amount'])
|
|
|
|
trade = Trade(
|
|
open_order_id=123,
|
|
fee_open=0.001,
|
|
fee_close=0.001,
|
|
open_rate=0.01,
|
|
open_date=arrow.utcnow().datetime,
|
|
amount=11,
|
|
exchange="binance",
|
|
)
|
|
assert not freqtrade.update_trade_state(trade, None)
|
|
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
|
|
caplog.clear()
|
|
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
|
|
freqtrade.update_trade_state(trade, '123')
|
|
# Test amount not modified by fee-logic
|
|
assert not log_has_re(r'Applying fee to .*', caplog)
|
|
caplog.clear()
|
|
assert trade.open_order_id is None
|
|
assert trade.amount == limit_buy_order['amount']
|
|
|
|
trade.open_order_id = '123'
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
|
|
assert trade.amount != 90.81
|
|
# test amount modified by fee-logic
|
|
freqtrade.update_trade_state(trade, '123')
|
|
assert trade.amount == 90.81
|
|
assert trade.open_order_id is None
|
|
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
# Assert we call handle_trade() if trade is feasible for execution
|
|
freqtrade.update_trade_state(trade, '123')
|
|
|
|
assert log_has_re('Found open order for.*', caplog)
|
|
|
|
|
|
@pytest.mark.parametrize('initial_amount,has_rounding_fee', [
|
|
(90.99181073 + 1e-14, True),
|
|
(8.0, False)
|
|
])
|
|
def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
|
|
mocker, initial_amount, has_rounding_fee, caplog):
|
|
trades_for_order[0]['amount'] = initial_amount
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
# fetch_order should not be called!!
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
|
|
patch_exchange(mocker)
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
open_date=arrow.utcnow().datetime,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456",
|
|
is_open=True,
|
|
)
|
|
freqtrade.update_trade_state(trade, '123456', limit_buy_order)
|
|
assert trade.amount != amount
|
|
assert trade.amount == limit_buy_order['amount']
|
|
if has_rounding_fee:
|
|
assert log_has_re(r'Applying fee on amount for .*', caplog)
|
|
|
|
|
|
def test_update_trade_state_exception(mocker, default_conf,
|
|
limit_buy_order, caplog) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
|
|
|
|
trade = MagicMock()
|
|
trade.open_order_id = '123'
|
|
trade.open_fee = 0.001
|
|
|
|
# Test raise of OperationalException exception
|
|
mocker.patch(
|
|
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
side_effect=DependencyException()
|
|
)
|
|
freqtrade.update_trade_state(trade, trade.open_order_id)
|
|
assert log_has('Could not update trade amount: ', caplog)
|
|
|
|
|
|
def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
|
MagicMock(side_effect=InvalidOrderException))
|
|
|
|
trade = MagicMock()
|
|
trade.open_order_id = '123'
|
|
trade.open_fee = 0.001
|
|
|
|
# Test raise of OperationalException exception
|
|
grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock())
|
|
freqtrade.update_trade_state(trade, trade.open_order_id)
|
|
assert grm_mock.call_count == 0
|
|
assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
|
|
|
|
|
|
def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
|
|
limit_sell_order, mocker):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
# fetch_order should not be called!!
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
|
|
wallet_mock = MagicMock()
|
|
mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
|
|
|
|
patch_exchange(mocker)
|
|
amount = limit_sell_order["amount"]
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
wallet_mock.reset_mock()
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=0.0025,
|
|
fee_close=0.0025,
|
|
open_date=arrow.utcnow().datetime,
|
|
open_order_id="123456",
|
|
is_open=True,
|
|
)
|
|
order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell')
|
|
trade.orders.append(order)
|
|
assert order.status == 'open'
|
|
freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order)
|
|
assert trade.amount == limit_sell_order['amount']
|
|
# Wallet needs to be updated after closing a limit-sell order to reenable buying
|
|
assert wallet_mock.call_count == 1
|
|
assert not trade.is_open
|
|
# Order is updated by update_trade_state
|
|
assert order.status == 'closed'
|
|
|
|
|
|
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order,
|
|
fee, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order,
|
|
limit_sell_order_open,
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
time.sleep(0.01) # Race condition fix
|
|
trade.update(limit_buy_order)
|
|
assert trade.is_open is True
|
|
freqtrade.wallets.update()
|
|
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert trade.open_order_id == limit_sell_order['id']
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
trade.update(limit_sell_order)
|
|
|
|
assert trade.close_rate == 0.00001173
|
|
assert trade.close_profit == 0.06201058
|
|
assert trade.calc_profit() == 0.00006217
|
|
assert trade.close_date is not None
|
|
|
|
|
|
def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
|
|
fee, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade, value=(True, True, None))
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
# Buy and Sell triggering, so doing nothing ...
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 0
|
|
|
|
# Buy is triggering, so buying ...
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.enter_positions()
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert trades[0].is_open is True
|
|
|
|
# Buy and Sell are not triggering, so doing nothing ...
|
|
patch_get_signal(freqtrade, value=(False, False, None))
|
|
assert freqtrade.handle_trade(trades[0]) is False
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert trades[0].is_open is True
|
|
|
|
# Buy and Sell are triggering, so doing nothing ...
|
|
patch_get_signal(freqtrade, value=(True, True, None))
|
|
assert freqtrade.handle_trade(trades[0]) is False
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert trades[0].is_open is True
|
|
|
|
# Sell is triggering, guess what : we are Selling!
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
trades = Trade.query.all()
|
|
assert freqtrade.handle_trade(trades[0]) is True
|
|
|
|
|
|
def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
|
|
fee, mocker, caplog) -> None:
|
|
caplog.set_level(logging.DEBUG)
|
|
|
|
patch_RPCManager(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
|
|
# FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
|
|
# instead that responsibility should be moved out of handle_trade(),
|
|
# we might just want to check if we are in a sell condition without
|
|
# executing
|
|
# if ROI is reached we must sell
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade)
|
|
assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
|
|
caplog)
|
|
|
|
|
|
def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
|
|
limit_sell_order_open, fee, mocker, caplog) -> None:
|
|
# use_sell_signal is True buy default
|
|
caplog.set_level(logging.DEBUG)
|
|
patch_RPCManager(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
limit_sell_order_open,
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
|
|
patch_get_signal(freqtrade, value=(False, False, None))
|
|
assert not freqtrade.handle_trade(trade)
|
|
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade)
|
|
assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
|
|
caplog)
|
|
|
|
|
|
def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
|
|
fee, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create trade and sell it
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
trade.update(limit_buy_order)
|
|
trade.update(limit_sell_order)
|
|
assert trade.is_open is False
|
|
|
|
with pytest.raises(DependencyException, match=r'.*closed trade.*'):
|
|
freqtrade.handle_trade(trade)
|
|
|
|
|
|
def test_bot_loop_start_called_once(mocker, default_conf, caplog):
|
|
ftbot = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
|
|
patch_get_signal(ftbot)
|
|
ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
|
|
ftbot.strategy.analyze = MagicMock()
|
|
|
|
ftbot.process()
|
|
assert log_has_re(r'Strategy caused the following exception.*', caplog)
|
|
assert ftbot.strategy.bot_loop_start.call_count == 1
|
|
assert ftbot.strategy.analyze.call_count == 1
|
|
|
|
|
|
def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
|
|
fee, mocker) -> None:
|
|
default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
|
|
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
|
|
cancel_buy_order = deepcopy(limit_buy_order_old)
|
|
cancel_buy_order['status'] = 'canceled'
|
|
cancel_order_wr_mock = MagicMock(return_value=cancel_buy_order)
|
|
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_buy_order_old),
|
|
cancel_order_with_result=cancel_order_wr_mock,
|
|
cancel_order=cancel_order_mock,
|
|
get_fee=fee
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
# Ensure default is to return empty (so not mocked yet)
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
|
|
# Return false - trade remains open
|
|
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert freqtrade.strategy.check_buy_timeout.call_count == 1
|
|
|
|
# Raise Keyerror ... (no impact on trade)
|
|
freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError)
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert freqtrade.strategy.check_buy_timeout.call_count == 1
|
|
|
|
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True)
|
|
# Trade should be closed since the function returns true
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_wr_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 0
|
|
assert freqtrade.strategy.check_buy_timeout.call_count == 1
|
|
|
|
|
|
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
|
|
fee, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
limit_buy_cancel = deepcopy(limit_buy_order_old)
|
|
limit_buy_cancel['status'] = 'canceled'
|
|
cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_buy_order_old),
|
|
cancel_order_with_result=cancel_order_mock,
|
|
get_fee=fee
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False)
|
|
# check it does cancel buy orders over the time limit
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 0
|
|
# Custom user buy-timeout is never called
|
|
assert freqtrade.strategy.check_buy_timeout.call_count == 0
|
|
|
|
|
|
def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
|
|
fee, mocker, caplog) -> None:
|
|
""" Handle Buy order cancelled on exchange"""
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
patch_exchange(mocker)
|
|
limit_buy_order_old.update({"status": "canceled", 'filled': 0.0})
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_buy_order_old),
|
|
cancel_order=cancel_order_mock,
|
|
get_fee=fee
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
# check it does cancel buy orders over the time limit
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
assert rpc_mock.call_count == 1
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 0
|
|
assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
|
|
|
|
|
|
def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
|
|
fee, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
validate_pairs=MagicMock(),
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(side_effect=ExchangeError),
|
|
cancel_order=cancel_order_mock,
|
|
get_fee=fee
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
# check it does cancel buy orders over the time limit
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
assert rpc_mock.call_count == 0
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
|
|
|
|
def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker,
|
|
open_trade) -> None:
|
|
default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_sell_order_old),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
|
|
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
|
|
open_trade.close_profit_abs = 0.001
|
|
open_trade.is_open = False
|
|
|
|
Trade.query.session.add(open_trade)
|
|
# Ensure default is false
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
|
|
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
|
|
# Return false - No impact
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
assert rpc_mock.call_count == 0
|
|
assert open_trade.is_open is False
|
|
assert freqtrade.strategy.check_sell_timeout.call_count == 1
|
|
|
|
freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError)
|
|
# Return Error - No impact
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
assert rpc_mock.call_count == 0
|
|
assert open_trade.is_open is False
|
|
assert freqtrade.strategy.check_sell_timeout.call_count == 1
|
|
|
|
# Return True - sells!
|
|
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True)
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
assert open_trade.is_open is True
|
|
assert freqtrade.strategy.check_sell_timeout.call_count == 1
|
|
|
|
|
|
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
|
|
open_trade) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_sell_order_old),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
|
|
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
|
|
open_trade.close_profit_abs = 0.001
|
|
open_trade.is_open = False
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False)
|
|
# check it does cancel sell orders over the time limit
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
assert open_trade.is_open is True
|
|
# Custom user sell-timeout is never called
|
|
assert freqtrade.strategy.check_sell_timeout.call_count == 0
|
|
|
|
|
|
def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
|
|
mocker, caplog) -> None:
|
|
""" Handle sell order cancelled on exchange"""
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
limit_sell_order_old.update({"status": "canceled", 'filled': 0.0})
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_sell_order_old),
|
|
cancel_order_with_result=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
|
|
open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
|
|
open_trade.is_open = False
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
# check it does cancel sell orders over the time limit
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 0
|
|
assert rpc_mock.call_count == 1
|
|
assert open_trade.is_open is True
|
|
assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
|
|
|
|
|
|
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
|
|
open_trade, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
|
|
limit_buy_canceled['status'] = 'canceled'
|
|
|
|
cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
|
|
cancel_order_with_result=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
# check it does cancel buy orders over the time limit
|
|
# note this is for a partially-complete buy order
|
|
freqtrade.check_handle_timedout()
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 2
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
assert len(trades) == 1
|
|
assert trades[0].amount == 23.0
|
|
assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
|
|
|
|
|
|
def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee,
|
|
limit_buy_order_old_partial, trades_for_order,
|
|
limit_buy_order_old_partial_canceled, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
|
|
cancel_order_with_result=cancel_order_mock,
|
|
get_trades_for_order=MagicMock(return_value=trades_for_order),
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
assert open_trade.amount == limit_buy_order_old_partial['amount']
|
|
|
|
open_trade.fee_open = fee()
|
|
open_trade.fee_close = fee()
|
|
Trade.query.session.add(open_trade)
|
|
# cancelling a half-filled order should update the amount to the bought amount
|
|
# and apply fees if necessary.
|
|
freqtrade.check_handle_timedout()
|
|
|
|
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
|
|
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 2
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
assert len(trades) == 1
|
|
# Verify that trade has been updated
|
|
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
|
|
limit_buy_order_old_partial['remaining']) - 0.023
|
|
assert trades[0].open_order_id is None
|
|
assert trades[0].fee_updated('buy')
|
|
assert pytest.approx(trades[0].fee_open) == 0.001
|
|
|
|
|
|
def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
|
|
limit_buy_order_old_partial, trades_for_order,
|
|
limit_buy_order_old_partial_canceled, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
|
|
cancel_order_with_result=cancel_order_mock,
|
|
get_trades_for_order=MagicMock(return_value=trades_for_order),
|
|
)
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
|
|
MagicMock(side_effect=DependencyException))
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
assert open_trade.amount == limit_buy_order_old_partial['amount']
|
|
|
|
open_trade.fee_open = fee()
|
|
open_trade.fee_close = fee()
|
|
Trade.query.session.add(open_trade)
|
|
# cancelling a half-filled order should update the amount to the bought amount
|
|
# and apply fees if necessary.
|
|
freqtrade.check_handle_timedout()
|
|
|
|
assert log_has_re(r"Could not update trade amount: .*", caplog)
|
|
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 2
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
|
|
assert len(trades) == 1
|
|
# Verify that trade has been updated
|
|
|
|
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
|
|
limit_buy_order_old_partial['remaining'])
|
|
assert trades[0].open_order_id is None
|
|
assert trades[0].fee_open == fee()
|
|
|
|
|
|
def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.FreqtradeBot',
|
|
handle_cancel_enter=MagicMock(),
|
|
handle_cancel_exit=MagicMock(),
|
|
)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
Trade.query.session.add(open_trade)
|
|
|
|
freqtrade.check_handle_timedout()
|
|
assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
|
|
r"open_rate=0.00001099, open_since="
|
|
f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
|
|
r"\) due to Traceback \(most recent call last\):\n*",
|
|
caplog)
|
|
|
|
|
|
def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
cancel_buy_order = deepcopy(limit_buy_order)
|
|
cancel_buy_order['status'] = 'canceled'
|
|
del cancel_buy_order['filled']
|
|
|
|
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade._notify_enter_cancel = MagicMock()
|
|
|
|
trade = MagicMock()
|
|
trade.pair = 'LTC/USDT'
|
|
trade.open_rate = 200
|
|
limit_buy_order['filled'] = 0.0
|
|
limit_buy_order['status'] = 'open'
|
|
reason = CANCEL_REASON['TIMEOUT']
|
|
assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
cancel_order_mock.reset_mock()
|
|
caplog.clear()
|
|
limit_buy_order['filled'] = 0.01
|
|
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
|
|
assert cancel_order_mock.call_count == 0
|
|
assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
|
|
|
|
caplog.clear()
|
|
cancel_order_mock.reset_mock()
|
|
limit_buy_order['filled'] = 2
|
|
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
# Order remained open for some reason (cancel failed)
|
|
cancel_buy_order['status'] = 'open'
|
|
cancel_order_mock = MagicMock(return_value=cancel_buy_order)
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
|
|
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
|
|
assert log_has_re(r"Order .* for .* not cancelled.", caplog)
|
|
|
|
|
|
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
|
|
indirect=['limit_buy_order_canceled_empty'])
|
|
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
|
|
limit_buy_order_canceled_empty) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
cancel_order_mock = mocker.patch(
|
|
'freqtrade.exchange.Exchange.cancel_order_with_result',
|
|
return_value=limit_buy_order_canceled_empty)
|
|
nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
reason = CANCEL_REASON['TIMEOUT']
|
|
trade = MagicMock()
|
|
trade.pair = 'LTC/ETH'
|
|
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
|
|
assert cancel_order_mock.call_count == 0
|
|
assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
|
|
assert nofiy_mock.call_count == 1
|
|
|
|
|
|
@pytest.mark.parametrize('cancelorder', [
|
|
{},
|
|
{'remaining': None},
|
|
'String Return value',
|
|
123
|
|
])
|
|
def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
|
|
cancelorder) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
cancel_order_mock = MagicMock(return_value=cancelorder)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade._notify_enter_cancel = MagicMock()
|
|
|
|
trade = MagicMock()
|
|
trade.pair = 'LTC/USDT'
|
|
trade.open_rate = 200
|
|
limit_buy_order['filled'] = 0.0
|
|
limit_buy_order['status'] = 'open'
|
|
reason = CANCEL_REASON['TIMEOUT']
|
|
assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
cancel_order_mock.reset_mock()
|
|
limit_buy_order['filled'] = 1.0
|
|
assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
|
|
def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
|
|
send_msg_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
cancel_order=cancel_order_mock,
|
|
)
|
|
mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=2,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
open_order_id="123456",
|
|
open_date=arrow.utcnow().datetime,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
)
|
|
order = {'remaining': 1,
|
|
'amount': 1,
|
|
'status': "open"}
|
|
reason = CANCEL_REASON['TIMEOUT']
|
|
assert freqtrade.handle_cancel_exit(trade, order, reason)
|
|
assert cancel_order_mock.call_count == 1
|
|
assert send_msg_mock.call_count == 1
|
|
|
|
send_msg_mock.reset_mock()
|
|
|
|
order['amount'] = 2
|
|
assert freqtrade.handle_cancel_exit(trade, order, reason
|
|
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
|
|
# Assert cancel_order was not called (callcount remains unchanged)
|
|
assert cancel_order_mock.call_count == 1
|
|
assert send_msg_mock.call_count == 1
|
|
assert freqtrade.handle_cancel_exit(trade, order, reason
|
|
) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
|
|
# Message should not be iterated again
|
|
assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
|
|
assert send_msg_mock.call_count == 1
|
|
|
|
|
|
def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException())
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
trade = MagicMock()
|
|
reason = CANCEL_REASON['TIMEOUT']
|
|
order = {'remaining': 1,
|
|
'amount': 1,
|
|
'status': "open"}
|
|
assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
|
|
|
|
|
|
def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
rpc_mock.reset_mock()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
# Prevented sell ...
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
|
|
assert rpc_mock.call_count == 0
|
|
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
|
|
|
|
# Repatch with true
|
|
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
|
|
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
|
|
|
|
assert rpc_mock.call_count == 1
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
assert {
|
|
'trade_id': 1,
|
|
'type': RPCMessageType.SELL,
|
|
'exchange': 'Binance',
|
|
'pair': 'ETH/BTC',
|
|
'gain': 'profit',
|
|
'limit': 1.172e-05,
|
|
'amount': 91.07468123,
|
|
'order_type': 'limit',
|
|
'open_rate': 1.098e-05,
|
|
'current_rate': 1.173e-05,
|
|
'profit_amount': 6.223e-05,
|
|
'profit_ratio': 0.0620716,
|
|
'stake_currency': 'BTC',
|
|
'fiat_currency': 'USD',
|
|
'sell_reason': SellType.ROI.value,
|
|
'open_date': ANY,
|
|
'close_date': ANY,
|
|
'close_rate': ANY,
|
|
} == last_msg
|
|
|
|
|
|
def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Decrease the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_down
|
|
)
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
|
|
|
|
assert rpc_mock.call_count == 2
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
assert {
|
|
'type': RPCMessageType.SELL,
|
|
'trade_id': 1,
|
|
'exchange': 'Binance',
|
|
'pair': 'ETH/BTC',
|
|
'gain': 'loss',
|
|
'limit': 1.044e-05,
|
|
'amount': 91.07468123,
|
|
'order_type': 'limit',
|
|
'open_rate': 1.098e-05,
|
|
'current_rate': 1.043e-05,
|
|
'profit_amount': -5.406e-05,
|
|
'profit_ratio': -0.05392257,
|
|
'stake_currency': 'BTC',
|
|
'fiat_currency': 'USD',
|
|
'sell_reason': SellType.STOP_LOSS.value,
|
|
'open_date': ANY,
|
|
'close_date': ANY,
|
|
'close_rate': ANY,
|
|
} == last_msg
|
|
|
|
|
|
def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
|
|
mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
rpc_mock.reset_mock()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
|
|
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
|
|
|
|
# Set a custom exit price
|
|
freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
|
|
|
|
# Sell price must be different to default bid price
|
|
|
|
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
|
|
|
|
assert rpc_mock.call_count == 1
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
assert {
|
|
'trade_id': 1,
|
|
'type': RPCMessageType.SELL,
|
|
'exchange': 'Binance',
|
|
'pair': 'ETH/BTC',
|
|
'gain': 'profit',
|
|
'limit': 1.170e-05,
|
|
'amount': 91.07468123,
|
|
'order_type': 'limit',
|
|
'open_rate': 1.098e-05,
|
|
'current_rate': 1.173e-05,
|
|
'profit_amount': 6.041e-05,
|
|
'profit_ratio': 0.06025919,
|
|
'stake_currency': 'BTC',
|
|
'fiat_currency': 'USD',
|
|
'sell_reason': SellType.SELL_SIGNAL.value,
|
|
'open_date': ANY,
|
|
'close_date': ANY,
|
|
'close_rate': ANY,
|
|
} == last_msg
|
|
|
|
|
|
def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
|
|
ticker_sell_down, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Decrease the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_down
|
|
)
|
|
|
|
default_conf['dry_run'] = True
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
# Setting trade stoploss to 0.01
|
|
|
|
trade.stop_loss = 0.00001099 * 0.99
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
|
|
|
|
assert rpc_mock.call_count == 2
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
|
|
assert {
|
|
'type': RPCMessageType.SELL,
|
|
'trade_id': 1,
|
|
'exchange': 'Binance',
|
|
'pair': 'ETH/BTC',
|
|
'gain': 'loss',
|
|
'limit': 1.08801e-05,
|
|
'amount': 91.07468123,
|
|
'order_type': 'limit',
|
|
'open_rate': 1.098e-05,
|
|
'current_rate': 1.043e-05,
|
|
'profit_amount': -1.408e-05,
|
|
'profit_ratio': -0.01404051,
|
|
'stake_currency': 'BTC',
|
|
'fiat_currency': 'USD',
|
|
'sell_reason': SellType.STOP_LOSS.value,
|
|
'open_date': ANY,
|
|
'close_date': ANY,
|
|
'close_rate': ANY,
|
|
} == last_msg
|
|
|
|
|
|
def test_execute_trade_exit_sloe_cancel_exception(
|
|
mocker, default_conf, ticker, fee, caplog) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
|
|
side_effect=InvalidOrderException())
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
|
|
create_order_mock = MagicMock(side_effect=[
|
|
{'id': '12345554'},
|
|
{'id': '12345555'},
|
|
])
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
create_order=create_order_mock,
|
|
)
|
|
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
PairLock.session = MagicMock()
|
|
|
|
freqtrade.config['dry_run'] = False
|
|
trade.stoploss_order_id = "abcd"
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=1234,
|
|
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
|
|
assert create_order_mock.call_count == 2
|
|
assert log_has('Could not cancel stoploss order abcd', caplog)
|
|
|
|
|
|
def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
|
|
mocker) -> None:
|
|
|
|
default_conf['exchange']['name'] = 'binance'
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
stoploss = MagicMock(return_value={
|
|
'id': 123,
|
|
'info': {
|
|
'foo': 'bar'
|
|
}
|
|
})
|
|
|
|
cancel_order = MagicMock(return_value=True)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
amount_to_precision=lambda s, x, y: y,
|
|
price_to_precision=lambda s, x, y: y,
|
|
stoploss=stoploss,
|
|
cancel_stoploss_order=cancel_order,
|
|
_is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
trades = [trade]
|
|
|
|
freqtrade.check_handle_timedout()
|
|
freqtrade.exit_positions(trades)
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
assert cancel_order.call_count == 1
|
|
assert rpc_mock.call_count == 3
|
|
|
|
|
|
def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
|
|
mocker) -> None:
|
|
default_conf['exchange']['name'] = 'binance'
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
amount_to_precision=lambda s, x, y: y,
|
|
price_to_precision=lambda s, x, y: y,
|
|
_is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
|
|
)
|
|
|
|
stoploss = MagicMock(return_value={
|
|
'id': 123,
|
|
'info': {
|
|
'foo': 'bar'
|
|
}
|
|
})
|
|
|
|
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
freqtrade.check_handle_timedout()
|
|
trade = Trade.query.first()
|
|
trades = [trade]
|
|
assert trade.stoploss_order_id is None
|
|
|
|
freqtrade.exit_positions(trades)
|
|
assert trade
|
|
assert trade.stoploss_order_id == '123'
|
|
assert trade.open_order_id is None
|
|
|
|
# Assuming stoploss on exchnage is hit
|
|
# stoploss_order_id should become None
|
|
# and trade should be sold at the price of stoploss
|
|
stoploss_executed = MagicMock(return_value={
|
|
"id": "123",
|
|
"timestamp": 1542707426845,
|
|
"datetime": "2018-11-20T09:50:26.845Z",
|
|
"lastTradeTimestamp": None,
|
|
"symbol": "BTC/USDT",
|
|
"type": "stop_loss_limit",
|
|
"side": "sell",
|
|
"price": 1.08801,
|
|
"amount": 90.99181074,
|
|
"cost": 99.0000000032274,
|
|
"average": 1.08801,
|
|
"filled": 90.99181074,
|
|
"remaining": 0.0,
|
|
"status": "closed",
|
|
"fee": None,
|
|
"trades": None
|
|
})
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed)
|
|
|
|
freqtrade.exit_positions(trades)
|
|
assert trade.stoploss_order_id is None
|
|
assert trade.is_open is False
|
|
assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
|
|
assert rpc_mock.call_count == 3
|
|
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
|
|
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
|
|
assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
|
|
|
|
|
|
def test_execute_trade_exit_market_order(default_conf, ticker, fee,
|
|
ticker_sell_up, mocker) -> None:
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
freqtrade.config['order_types']['sell'] = 'market'
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
|
|
|
|
assert not trade.is_open
|
|
assert trade.close_profit == 0.0620716
|
|
|
|
assert rpc_mock.call_count == 3
|
|
last_msg = rpc_mock.call_args_list[-1][0][0]
|
|
assert {
|
|
'type': RPCMessageType.SELL,
|
|
'trade_id': 1,
|
|
'exchange': 'Binance',
|
|
'pair': 'ETH/BTC',
|
|
'gain': 'profit',
|
|
'limit': 1.172e-05,
|
|
'amount': 91.07468123,
|
|
'order_type': 'market',
|
|
'open_rate': 1.098e-05,
|
|
'current_rate': 1.173e-05,
|
|
'profit_amount': 6.223e-05,
|
|
'profit_ratio': 0.0620716,
|
|
'stake_currency': 'BTC',
|
|
'fiat_currency': 'USD',
|
|
'sell_reason': SellType.ROI.value,
|
|
'open_date': ANY,
|
|
'close_date': ANY,
|
|
'close_rate': ANY,
|
|
|
|
} == last_msg
|
|
|
|
|
|
def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
|
|
ticker_sell_up, mocker) -> None:
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
create_order=MagicMock(side_effect=[
|
|
{'id': 1234553382},
|
|
InsufficientFundsError(),
|
|
]),
|
|
)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up
|
|
)
|
|
|
|
sell_reason = SellCheckTuple(sell_type=SellType.ROI)
|
|
assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
|
|
sell_reason=sell_reason)
|
|
assert mock_insuf.call_count == 1
|
|
|
|
|
|
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
|
|
# Enable profit
|
|
(True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
|
|
# Disable profit
|
|
(False, 0.00002172, 0.00002173, True, False, SellType.SELL_SIGNAL.value),
|
|
# Enable loss
|
|
# * Shouldn't this be SellType.STOP_LOSS.value
|
|
(True, 0.00000172, 0.00000173, False, False, None),
|
|
# Disable loss
|
|
(False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
|
|
])
|
|
def test_sell_profit_only(
|
|
default_conf, limit_buy_order, limit_buy_order_open,
|
|
fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': bid,
|
|
'ask': ask,
|
|
'last': bid
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
default_conf.update({
|
|
'use_sell_signal': True,
|
|
'sell_profit_only': profit_only,
|
|
'sell_profit_offset': 0.1,
|
|
})
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
if sell_type == SellType.SELL_SIGNAL.value:
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
else:
|
|
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
|
|
sell_type=SellType.NONE))
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
freqtrade.wallets.update()
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade) is handle_first
|
|
|
|
if handle_second:
|
|
freqtrade.strategy.sell_profit_offset = 0.0
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
assert trade.sell_reason == sell_type
|
|
|
|
|
|
def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
|
|
fee, mocker, caplog) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00002172,
|
|
'ask': 0.00002173,
|
|
'last': 0.00002172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
amnt = trade.amount
|
|
trade.update(limit_buy_order)
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
|
|
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
|
|
assert trade.amount != amnt
|
|
|
|
|
|
@pytest.mark.parametrize('amount_wallet,has_err', [
|
|
(95.29, False),
|
|
(91.29, True)
|
|
])
|
|
def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
amount = 95.33
|
|
amount_wallet = amount_wallet
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
|
|
wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
open_order_id="123456",
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
if has_err:
|
|
with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
|
|
assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
|
|
else:
|
|
wallet_update.reset_mock()
|
|
assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
|
|
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
|
|
assert wallet_update.call_count == 1
|
|
caplog.clear()
|
|
wallet_update.reset_mock()
|
|
assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
|
|
assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
|
|
assert wallet_update.call_count == 1
|
|
|
|
|
|
def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
# Create some test data
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Decrease the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_down
|
|
)
|
|
|
|
freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
|
|
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
|
|
trade.close(ticker_sell_down()['bid'])
|
|
assert freqtrade.strategy.is_pair_locked(trade.pair)
|
|
|
|
# reinit - should buy other pair.
|
|
caplog.clear()
|
|
freqtrade.enter_positions()
|
|
|
|
assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
|
|
|
|
|
|
def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
|
|
fee, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.0000172,
|
|
'ask': 0.0000173,
|
|
'last': 0.0000172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
default_conf['ignore_roi_if_buy_signal'] = True
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
freqtrade.wallets.update()
|
|
patch_get_signal(freqtrade, value=(True, True, None))
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
# Test if buy-signal is absent (should sell due to roi = true)
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert trade.sell_reason == SellType.ROI.value
|
|
|
|
|
|
def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
|
|
fee, caplog, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001099,
|
|
'ask': 0.00001099,
|
|
'last': 0.00001099
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
default_conf['trailing_stop'] = True
|
|
patch_whitelist(mocker, default_conf)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
|
|
freqtrade.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
# Raise ticker above buy price
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': 0.00001099 * 1.5,
|
|
'ask': 0.00001099 * 1.5,
|
|
'last': 0.00001099 * 1.5
|
|
}))
|
|
|
|
# Stoploss should be adjusted
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
# Price fell
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': 0.00001099 * 1.1,
|
|
'ask': 0.00001099 * 1.1,
|
|
'last': 0.00001099 * 1.1
|
|
}))
|
|
|
|
caplog.set_level(logging.DEBUG)
|
|
# Sell as trailing-stop is reached
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
|
|
"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
|
|
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
|
|
|
|
|
|
def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
|
|
caplog, mocker) -> None:
|
|
buy_price = limit_buy_order['price']
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': buy_price - 0.000001,
|
|
'ask': buy_price - 0.000001,
|
|
'last': buy_price - 0.000001
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
default_conf['trailing_stop'] = True
|
|
default_conf['trailing_stop_positive'] = 0.01
|
|
patch_whitelist(mocker, default_conf)
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
caplog.set_level(logging.DEBUG)
|
|
# stop-loss not reached
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
# Raise ticker above buy price
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': buy_price + 0.000003,
|
|
'ask': buy_price + 0.000003,
|
|
'last': buy_price + 0.000003
|
|
}))
|
|
# stop-loss not reached, adjusted stoploss
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
|
|
assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
|
|
assert trade.stop_loss == 0.0000138501
|
|
caplog.clear()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': buy_price + 0.000002,
|
|
'ask': buy_price + 0.000002,
|
|
'last': buy_price + 0.000002
|
|
}))
|
|
# Lower price again (but still positive)
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert log_has(
|
|
f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
|
|
f"stoploss is {trade.stop_loss:.6f}, "
|
|
f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
|
|
|
|
|
|
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
|
|
caplog, mocker) -> None:
|
|
buy_price = limit_buy_order['price']
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': buy_price - 0.000001,
|
|
'ask': buy_price - 0.000001,
|
|
'last': buy_price - 0.000001
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
default_conf['trailing_stop'] = True
|
|
default_conf['trailing_stop_positive'] = 0.01
|
|
default_conf['trailing_stop_positive_offset'] = 0.011
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
caplog.set_level(logging.DEBUG)
|
|
# stop-loss not reached
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
# Raise ticker above buy price
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': buy_price + 0.000003,
|
|
'ask': buy_price + 0.000003,
|
|
'last': buy_price + 0.000003
|
|
}))
|
|
# stop-loss not reached, adjusted stoploss
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
|
|
assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
|
|
assert trade.stop_loss == 0.0000138501
|
|
caplog.clear()
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': buy_price + 0.000002,
|
|
'ask': buy_price + 0.000002,
|
|
'last': buy_price + 0.000002
|
|
}))
|
|
# Lower price again (but still positive)
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert log_has(
|
|
f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
|
|
f"stoploss is {trade.stop_loss:.6f}, "
|
|
f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
|
|
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
|
|
|
|
|
|
def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
|
|
caplog, mocker) -> None:
|
|
buy_price = limit_buy_order['price']
|
|
# buy_price: 0.00001099
|
|
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': buy_price,
|
|
'ask': buy_price,
|
|
'last': buy_price
|
|
}),
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
patch_whitelist(mocker, default_conf)
|
|
default_conf['trailing_stop'] = True
|
|
default_conf['trailing_stop_positive'] = 0.05
|
|
default_conf['trailing_stop_positive_offset'] = 0.055
|
|
default_conf['trailing_only_offset_is_reached'] = True
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
caplog.set_level(logging.DEBUG)
|
|
# stop-loss not reached
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert trade.stop_loss == 0.0000098910
|
|
|
|
# Raise ticker above buy price
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': buy_price + 0.0000004,
|
|
'ask': buy_price + 0.0000004,
|
|
'last': buy_price + 0.0000004
|
|
}))
|
|
|
|
# stop-loss should not be adjusted as offset is not reached yet
|
|
assert freqtrade.handle_trade(trade) is False
|
|
|
|
assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
|
|
assert trade.stop_loss == 0.0000098910
|
|
caplog.clear()
|
|
|
|
# price rises above the offset (rises 12% when the offset is 5.5%)
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
MagicMock(return_value={
|
|
'bid': buy_price + 0.0000014,
|
|
'ask': buy_price + 0.0000014,
|
|
'last': buy_price + 0.0000014
|
|
}))
|
|
|
|
assert freqtrade.handle_trade(trade) is False
|
|
assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
|
|
assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
|
|
assert trade.stop_loss == 0.0000117705
|
|
|
|
|
|
def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
|
|
fee, mocker) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00000172,
|
|
'ask': 0.00000173,
|
|
'last': 0.00000172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
{'id': 1234553382},
|
|
{'id': 1234553383}
|
|
]),
|
|
get_fee=fee,
|
|
_is_dry_limit_order_filled=MagicMock(return_value=False),
|
|
)
|
|
default_conf['ask_strategy'] = {
|
|
'ignore_roi_if_buy_signal': False
|
|
}
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
# Sell due to min_roi_reached
|
|
patch_get_signal(freqtrade, value=(True, True, None))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
|
|
# Test if buy-signal is absent
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert trade.sell_reason == SellType.SELL_SIGNAL.value
|
|
|
|
|
|
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# Amount is reduced by "fee"
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
|
|
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
|
|
caplog)
|
|
|
|
|
|
def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
|
|
caplog, mocker):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
walletmock.reset_mock()
|
|
# Amount is kept as is
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
|
assert walletmock.call_count == 1
|
|
assert log_has_re(r'Fee amount for Trade.* was in base currency '
|
|
'- Eating Fee 0.008 into dust', caplog)
|
|
|
|
|
|
def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
|
|
amount = buy_order_fee['amount']
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# Amount is reduced by "fee"
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
|
|
assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
|
|
caplog)
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [
|
|
# basic, amount does not change
|
|
({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
|
|
# no currency in fee
|
|
({'cost': 0.004, 'currency': None}, 0, True, None),
|
|
# BNB no rate
|
|
({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, (
|
|
'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
|
|
' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
|
|
)),
|
|
# from order
|
|
({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
|
|
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
|
|
)),
|
|
# invalid, no currency in from fee dict
|
|
({'cost': 0.008, 'currency': None}, 0, True, None),
|
|
])
|
|
def test_get_real_amount(
|
|
default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
|
|
fee_par, fee_reduction_amount, use_ticker_rate, expected_log
|
|
):
|
|
|
|
buy_order = deepcopy(buy_order_fee)
|
|
buy_order['fee'] = fee_par
|
|
trades_for_order[0]['fee'] = fee_par
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
amount = sum(x['amount'] for x in trades_for_order)
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_rate=0.245441,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
if not use_ticker_rate:
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
|
|
|
|
caplog.clear()
|
|
assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
|
|
|
|
if expected_log:
|
|
assert log_has(expected_log, caplog)
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
|
|
# basic, amount is reduced by fee
|
|
(None, None, 0.001, 0.001, 7.992),
|
|
# different fee currency on both trades, fee is average of both trade's fee
|
|
(0.02, 'BNB', 0.0005, 0.001518575, 7.996),
|
|
])
|
|
def test_get_real_amount_multi(
|
|
default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
|
|
fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
|
|
):
|
|
|
|
trades_for_order = deepcopy(trades_for_order2)
|
|
if fee_cost:
|
|
trades_for_order[0]['fee']['cost'] = fee_cost
|
|
if fee_currency:
|
|
trades_for_order[0]['fee']['currency'] = fee_currency
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
amount = float(sum(x['amount'] for x in trades_for_order))
|
|
default_conf['stake_currency'] = "ETH"
|
|
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_rate=0.245441,
|
|
open_order_id="123456"
|
|
)
|
|
|
|
# Fake markets entry to enable fee parsing
|
|
markets['BNB/ETH'] = markets['ETH/BTC']
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
|
|
return_value={'ask': 0.19, 'last': 0.2})
|
|
|
|
# Amount is reduced by "fee"
|
|
expected_amount = amount - (amount * fee_reduction_amount)
|
|
assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
|
|
assert log_has(
|
|
(
|
|
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
|
|
f'open_rate=0.24544100, open_since=closed) (from 8.0 to {expected_log_amount}).'
|
|
),
|
|
caplog
|
|
)
|
|
|
|
assert trade.fee_open == expected_fee
|
|
assert trade.fee_close == expected_fee
|
|
assert trade.fee_open_cost is not None
|
|
assert trade.fee_open_currency is not None
|
|
assert trade.fee_close_cost is None
|
|
assert trade.fee_close_currency is None
|
|
|
|
|
|
def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
|
|
limit_buy_order = deepcopy(buy_order_fee)
|
|
limit_buy_order['fee'] = {'cost': 0.004}
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
|
|
amount = float(sum(x['amount'] for x in trades_for_order))
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_rate=0.245441,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# Amount does not change
|
|
assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
|
|
|
|
|
|
def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
|
|
limit_buy_order = deepcopy(buy_order_fee)
|
|
limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
amount = float(sum(x['amount'] for x in trades_for_order))
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# Amount does not change
|
|
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
|
|
freqtrade.get_real_amount(trade, limit_buy_order)
|
|
|
|
|
|
def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
|
|
mocker):
|
|
# Floats should not be compared directly.
|
|
limit_buy_order = deepcopy(buy_order_fee)
|
|
trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
|
|
amount = float(sum(x['amount'] for x in trades_for_order))
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_rate=0.245441,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
# Amount changes by fee amount.
|
|
assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
|
|
abs_tol=MATH_CLOSE_PREC,)
|
|
|
|
|
|
def test_get_real_amount_open_trade(default_conf, fee, mocker):
|
|
amount = 12345
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456"
|
|
)
|
|
order = {
|
|
'id': 'mocked_order',
|
|
'amount': amount,
|
|
'status': 'open',
|
|
'side': 'buy',
|
|
}
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
assert freqtrade.get_real_amount(trade, order) == amount
|
|
|
|
|
|
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
|
|
(8.0, 0.0, 10, 8),
|
|
(8.0, 0.0, 0, 8),
|
|
(8.0, 0.1, 0, 7.9),
|
|
(8.0, 0.1, 10, 8),
|
|
(8.0, 0.1, 8.0, 8.0),
|
|
(8.0, 0.1, 7.9, 7.9),
|
|
])
|
|
def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
|
|
amount, fee_abs, wallet, amount_exp):
|
|
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
|
|
trade = Trade(
|
|
pair='LTC/ETH',
|
|
amount=amount,
|
|
exchange='binance',
|
|
open_rate=0.245441,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_order_id="123456"
|
|
)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
walletmock.reset_mock()
|
|
# Amount is kept as is
|
|
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp
|
|
assert walletmock.call_count == 1
|
|
|
|
|
|
@pytest.mark.parametrize("delta, is_high_delta", [
|
|
(0.1, False),
|
|
(100, True),
|
|
])
|
|
def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
|
|
fee, mocker, order_book_l2, delta, is_high_delta):
|
|
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
|
|
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
|
|
# Save state of current whitelist
|
|
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
if is_high_delta:
|
|
assert trade is None
|
|
else:
|
|
assert trade is not None
|
|
assert trade.stake_amount == 0.001
|
|
assert trade.is_open
|
|
assert trade.open_date is not None
|
|
assert trade.exchange == 'binance'
|
|
|
|
assert len(Trade.query.all()) == 1
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
trade.update(limit_buy_order)
|
|
|
|
assert trade.open_rate == 0.00001099
|
|
assert whitelist == default_conf['exchange']['pair_whitelist']
|
|
|
|
|
|
@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
|
|
(False, 0.045, 0.046, 2, None),
|
|
(True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
|
|
])
|
|
def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
|
|
ask, last, order_book_top, order_book, caplog) -> None:
|
|
"""
|
|
test if function get_rate will return the order book price instead of the ask rate
|
|
"""
|
|
patch_exchange(mocker)
|
|
ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
|
|
fetch_ticker=ticker_mock,
|
|
)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
default_conf['bid_strategy']['use_order_book'] = True
|
|
default_conf['bid_strategy']['order_book_top'] = order_book_top
|
|
default_conf['bid_strategy']['ask_last_balance'] = 0
|
|
default_conf['telegram']['enabled'] = False
|
|
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
if exception_thrown:
|
|
with pytest.raises(PricingError):
|
|
freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
|
|
assert log_has_re(
|
|
r'Buy Price at location 1 from orderbook could not be determined.', caplog)
|
|
else:
|
|
assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
|
|
assert ticker_mock.call_count == 0
|
|
|
|
|
|
def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
|
|
"""
|
|
test check depth of market
|
|
"""
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_l2_order_book=order_book_l2
|
|
)
|
|
default_conf['telegram']['enabled'] = False
|
|
default_conf['exchange']['name'] = 'binance'
|
|
default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
|
|
# delta is 100 which is impossible to reach. hence function will return false
|
|
default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
|
|
conf = default_conf['bid_strategy']['check_depth_of_market']
|
|
assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
|
|
|
|
|
|
def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee,
|
|
limit_sell_order_open, mocker, order_book_l2, caplog) -> None:
|
|
"""
|
|
test order book ask strategy
|
|
"""
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
|
|
default_conf['exchange']['name'] = 'binance'
|
|
default_conf['ask_strategy']['use_order_book'] = True
|
|
default_conf['ask_strategy']['order_book_top'] = 1
|
|
default_conf['telegram']['enabled'] = False
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
create_order=MagicMock(side_effect=[
|
|
limit_buy_order_open,
|
|
limit_sell_order_open,
|
|
]),
|
|
get_fee=fee,
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
patch_get_signal(freqtrade)
|
|
|
|
freqtrade.enter_positions()
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
time.sleep(0.01) # Race condition fix
|
|
trade.update(limit_buy_order)
|
|
freqtrade.wallets.update()
|
|
assert trade.is_open is True
|
|
|
|
patch_get_signal(freqtrade, value=(False, True, None))
|
|
assert freqtrade.handle_trade(trade) is True
|
|
assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
|
|
return_value={'bids': [[]], 'asks': [[]]})
|
|
with pytest.raises(PricingError):
|
|
freqtrade.handle_trade(trade)
|
|
assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
|
|
caplog)
|
|
|
|
|
|
def test_startup_state(default_conf, mocker):
|
|
default_conf['pairlist'] = {'method': 'VolumePairList',
|
|
'config': {'number_assets': 20}
|
|
}
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
|
worker = get_patched_worker(mocker, default_conf)
|
|
assert worker.freqtrade.state is State.RUNNING
|
|
|
|
|
|
def test_startup_trade_reinit(default_conf, edge_conf, mocker):
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
|
|
reinit_mock = MagicMock()
|
|
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
|
|
|
|
ftbot = get_patched_freqtradebot(mocker, default_conf)
|
|
ftbot.startup()
|
|
assert reinit_mock.call_count == 1
|
|
|
|
reinit_mock.reset_mock()
|
|
|
|
ftbot = get_patched_freqtradebot(mocker, edge_conf)
|
|
ftbot.startup()
|
|
assert reinit_mock.call_count == 0
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog):
|
|
default_conf['dry_run'] = True
|
|
# Initialize to 2 times stake amount
|
|
default_conf['dry_run_wallet'] = 0.002
|
|
default_conf['max_open_trades'] = 2
|
|
default_conf['tradable_balance_ratio'] = 1.0
|
|
patch_exchange(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
create_order=MagicMock(return_value=limit_buy_order_open),
|
|
get_fee=fee,
|
|
)
|
|
|
|
bot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(bot)
|
|
assert bot.wallets.get_free('BTC') == 0.002
|
|
|
|
n = bot.enter_positions()
|
|
assert n == 2
|
|
trades = Trade.query.all()
|
|
assert len(trades) == 2
|
|
|
|
bot.config['max_open_trades'] = 3
|
|
n = bot.enter_positions()
|
|
assert n == 0
|
|
assert log_has_re(r"Unable to create trade for XRP/BTC: "
|
|
r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
|
|
caplog)
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
|
|
default_conf['cancel_open_orders_on_exit'] = True
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order',
|
|
side_effect=[
|
|
ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order])
|
|
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
|
|
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
|
|
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
trades = Trade.query.all()
|
|
assert len(trades) == MOCK_TRADE_COUNT
|
|
freqtrade.cancel_all_open_orders()
|
|
assert buy_mock.call_count == 1
|
|
assert sell_mock.call_count == 2
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_check_for_open_trades(mocker, default_conf, fee):
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
freqtrade.check_for_open_trades()
|
|
assert freqtrade.rpc.send_msg.call_count == 0
|
|
|
|
create_mock_trades(fee)
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
|
|
freqtrade.check_for_open_trades()
|
|
assert freqtrade.rpc.send_msg.call_count == 1
|
|
assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
|
|
freqtrade.startup_update_open_orders()
|
|
assert not log_has_re(r"Error updating Order .*", caplog)
|
|
caplog.clear()
|
|
|
|
freqtrade.config['dry_run'] = False
|
|
freqtrade.startup_update_open_orders()
|
|
|
|
assert log_has_re(r"Error updating Order .*", caplog)
|
|
caplog.clear()
|
|
|
|
assert len(Order.get_open_orders()) == 3
|
|
matching_buy_order = mock_order_4()
|
|
matching_buy_order.update({
|
|
'status': 'closed',
|
|
})
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order)
|
|
freqtrade.startup_update_open_orders()
|
|
# Only stoploss and sell orders are kept open
|
|
assert len(Order.get_open_orders()) == 2
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
def patch_with_fee(order):
|
|
order.update({'fee': {'cost': 0.1, 'rate': 0.01,
|
|
'currency': order['symbol'].split('/')[0]}})
|
|
return order
|
|
|
|
mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
|
side_effect=[
|
|
patch_with_fee(mock_order_2_sell()),
|
|
patch_with_fee(mock_order_3_sell()),
|
|
patch_with_fee(mock_order_1()),
|
|
patch_with_fee(mock_order_2()),
|
|
patch_with_fee(mock_order_3()),
|
|
patch_with_fee(mock_order_4()),
|
|
]
|
|
)
|
|
|
|
create_mock_trades(fee)
|
|
trades = Trade.get_trades().all()
|
|
assert len(trades) == MOCK_TRADE_COUNT
|
|
for trade in trades:
|
|
assert trade.fee_open_cost is None
|
|
assert trade.fee_open_currency is None
|
|
assert trade.fee_close_cost is None
|
|
assert trade.fee_close_currency is None
|
|
|
|
freqtrade.update_closed_trades_without_assigned_fees()
|
|
|
|
# Does nothing for dry-run
|
|
trades = Trade.get_trades().all()
|
|
assert len(trades) == MOCK_TRADE_COUNT
|
|
for trade in trades:
|
|
assert trade.fee_open_cost is None
|
|
assert trade.fee_open_currency is None
|
|
assert trade.fee_close_cost is None
|
|
assert trade.fee_close_currency is None
|
|
|
|
freqtrade.config['dry_run'] = False
|
|
|
|
freqtrade.update_closed_trades_without_assigned_fees()
|
|
|
|
trades = Trade.get_trades().all()
|
|
assert len(trades) == MOCK_TRADE_COUNT
|
|
|
|
for trade in trades:
|
|
if trade.is_open:
|
|
# Exclude Trade 4 - as the order is still open.
|
|
if trade.select_order('buy', False):
|
|
assert trade.fee_open_cost is not None
|
|
assert trade.fee_open_currency is not None
|
|
else:
|
|
assert trade.fee_open_cost is None
|
|
assert trade.fee_open_currency is None
|
|
|
|
else:
|
|
assert trade.fee_close_cost is not None
|
|
assert trade.fee_close_currency is not None
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
|
|
|
|
create_mock_trades(fee)
|
|
trades = Trade.get_trades().all()
|
|
|
|
freqtrade.reupdate_enter_order_fees(trades[0])
|
|
assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
|
|
assert mock_uts.call_count == 1
|
|
assert mock_uts.call_args_list[0][0][0] == trades[0]
|
|
assert mock_uts.call_args_list[0][0][1] == mock_order_1()['id']
|
|
assert log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
|
|
mock_uts.reset_mock()
|
|
caplog.clear()
|
|
|
|
# Test with trade without orders
|
|
trade = Trade(
|
|
pair='XRP/ETH',
|
|
stake_amount=0.001,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_date=arrow.utcnow().datetime,
|
|
is_open=True,
|
|
amount=20,
|
|
open_rate=0.01,
|
|
exchange='binance',
|
|
)
|
|
Trade.query.session.add(trade)
|
|
|
|
freqtrade.reupdate_enter_order_fees(trade)
|
|
assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
|
|
assert mock_uts.call_count == 0
|
|
assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_handle_insufficient_funds(mocker, default_conf, fee):
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
|
|
mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees')
|
|
create_mock_trades(fee)
|
|
trades = Trade.get_trades().all()
|
|
|
|
# Trade 0 has only a open buy order, no closed order
|
|
freqtrade.handle_insufficient_funds(trades[0])
|
|
assert mock_rlo.call_count == 0
|
|
assert mock_bof.call_count == 1
|
|
|
|
mock_rlo.reset_mock()
|
|
mock_bof.reset_mock()
|
|
|
|
# Trade 1 has closed buy and sell orders
|
|
freqtrade.handle_insufficient_funds(trades[1])
|
|
assert mock_rlo.call_count == 1
|
|
assert mock_bof.call_count == 0
|
|
|
|
mock_rlo.reset_mock()
|
|
mock_bof.reset_mock()
|
|
|
|
# Trade 2 has closed buy and sell orders
|
|
freqtrade.handle_insufficient_funds(trades[2])
|
|
assert mock_rlo.call_count == 1
|
|
assert mock_bof.call_count == 0
|
|
|
|
mock_rlo.reset_mock()
|
|
mock_bof.reset_mock()
|
|
|
|
# Trade 3 has an opne buy order
|
|
freqtrade.handle_insufficient_funds(trades[3])
|
|
assert mock_rlo.call_count == 0
|
|
assert mock_bof.call_count == 1
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_refind_lost_order(mocker, default_conf, fee, caplog):
|
|
caplog.set_level(logging.DEBUG)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
|
|
|
|
mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
|
return_value={'status': 'open'})
|
|
|
|
def reset_open_orders(trade):
|
|
trade.open_order_id = None
|
|
trade.stoploss_order_id = None
|
|
|
|
create_mock_trades(fee)
|
|
trades = Trade.get_trades().all()
|
|
|
|
caplog.clear()
|
|
|
|
# No open order
|
|
trade = trades[0]
|
|
reset_open_orders(trade)
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is None
|
|
|
|
freqtrade.refind_lost_order(trade)
|
|
order = mock_order_1()
|
|
assert log_has_re(r"Order Order(.*order_id=" + order['id'] + ".*) is no longer open.", caplog)
|
|
assert mock_fo.call_count == 0
|
|
assert mock_uts.call_count == 0
|
|
# No change to orderid - as update_trade_state is mocked
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is None
|
|
|
|
caplog.clear()
|
|
mock_fo.reset_mock()
|
|
|
|
# Open buy order
|
|
trade = trades[3]
|
|
reset_open_orders(trade)
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is None
|
|
|
|
freqtrade.refind_lost_order(trade)
|
|
order = mock_order_4()
|
|
assert log_has_re(r"Trying to refind Order\(.*", caplog)
|
|
assert mock_fo.call_count == 0
|
|
assert mock_uts.call_count == 0
|
|
# No change to orderid - as update_trade_state is mocked
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is None
|
|
|
|
caplog.clear()
|
|
mock_fo.reset_mock()
|
|
|
|
# Open stoploss order
|
|
trade = trades[4]
|
|
reset_open_orders(trade)
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is None
|
|
|
|
freqtrade.refind_lost_order(trade)
|
|
order = mock_order_5_stoploss()
|
|
assert log_has_re(r"Trying to refind Order\(.*", caplog)
|
|
assert mock_fo.call_count == 1
|
|
assert mock_uts.call_count == 1
|
|
# stoploss_order_id is "refound" and added to the trade
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is not None
|
|
|
|
caplog.clear()
|
|
mock_fo.reset_mock()
|
|
mock_uts.reset_mock()
|
|
|
|
# Open sell order
|
|
trade = trades[5]
|
|
reset_open_orders(trade)
|
|
assert trade.open_order_id is None
|
|
assert trade.stoploss_order_id is None
|
|
|
|
freqtrade.refind_lost_order(trade)
|
|
order = mock_order_6_sell()
|
|
assert log_has_re(r"Trying to refind Order\(.*", caplog)
|
|
assert mock_fo.call_count == 1
|
|
assert mock_uts.call_count == 1
|
|
# sell-orderid is "refound" and added to the trade
|
|
assert trade.open_order_id == order['id']
|
|
assert trade.stoploss_order_id is None
|
|
|
|
caplog.clear()
|
|
|
|
# Test error case
|
|
mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
|
|
side_effect=ExchangeError())
|
|
order = mock_order_5_stoploss()
|
|
|
|
freqtrade.refind_lost_order(trades[4])
|
|
assert log_has(f"Error updating {order['id']}.", caplog)
|
|
|
|
|
|
def test_get_valid_price(mocker, default_conf) -> None:
|
|
patch_RPCManager(mocker)
|
|
patch_exchange(mocker)
|
|
freqtrade = FreqtradeBot(default_conf)
|
|
freqtrade.config['custom_price_max_distance_ratio'] = 0.02
|
|
|
|
custom_price_string = "10"
|
|
custom_price_badstring = "10abc"
|
|
custom_price_float = 10.0
|
|
custom_price_int = 10
|
|
|
|
custom_price_over_max_alwd = 11.0
|
|
custom_price_under_min_alwd = 9.0
|
|
proposed_price = 10.1
|
|
|
|
valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
|
|
valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
|
|
valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
|
|
valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
|
|
|
|
valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
|
|
valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
|
|
|
|
assert isinstance(valid_price_from_string, float)
|
|
assert isinstance(valid_price_from_badstring, float)
|
|
assert isinstance(valid_price_from_int, float)
|
|
assert isinstance(valid_price_from_float, float)
|
|
|
|
assert valid_price_from_string == custom_price_float
|
|
assert valid_price_from_badstring == proposed_price
|
|
assert valid_price_from_int == custom_price_int
|
|
assert valid_price_from_float == custom_price_float
|
|
|
|
assert valid_price_at_max_alwd < custom_price_over_max_alwd
|
|
assert valid_price_at_max_alwd > proposed_price
|
|
|
|
assert valid_price_at_min_alwd > custom_price_under_min_alwd
|
|
assert valid_price_at_min_alwd < proposed_price
|