stable/freqtrade/tests/test_persistence.py
2018-04-21 19:55:48 +02:00

364 lines
11 KiB
Python

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