161 lines
5.1 KiB
Python
161 lines
5.1 KiB
Python
# pragma pylint: disable=missing-docstring
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import copy
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from datetime import datetime
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from unittest.mock import MagicMock, call
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import pytest
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from jsonschema import validate
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from freqtrade.exchange import Exchanges
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from freqtrade.main import create_trade, handle_trade, close_trade_if_fulfilled, init, \
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get_target_bid
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from freqtrade.misc import CONF_SCHEMA
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from freqtrade.persistence import Trade
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@pytest.fixture
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def conf():
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configuration = {
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"max_open_trades": 3,
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"stake_currency": "BTC",
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"stake_amount": 0.05,
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"dry_run": True,
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"minimal_roi": {
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"2880": 0.005,
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"720": 0.01,
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"0": 0.02
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},
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": "bittrex",
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": [
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"BTC_ETH",
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"BTC_TKN",
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"BTC_TRST",
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"BTC_SWT",
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]
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},
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"telegram": {
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"enabled": True,
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"token": "token",
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"chat_id": "chat_id"
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}
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}
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validate(configuration, CONF_SCHEMA)
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return configuration
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def test_create_trade(conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', conf)
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buy_signal = mocker.patch('freqtrade.main.get_buy_signal', side_effect=lambda _: True)
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mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=MagicMock(return_value={
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'bid': 0.07256061,
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'ask': 0.072661,
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'last': 0.07256061
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}),
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buy=MagicMock(return_value='mocked_limit_buy'))
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# Save state of current whitelist
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whitelist = copy.deepcopy(conf['exchange']['pair_whitelist'])
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init(conf, 'sqlite://')
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for _ in ['BTC_ETH', 'BTC_TKN', 'BTC_TRST', 'BTC_SWT']:
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trade = create_trade(15.0)
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Trade.session.add(trade)
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Trade.session.flush()
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assert trade is not None
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assert trade.stake_amount == 15.0
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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 == Exchanges.BITTREX.name
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update({
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'id': 'mocked_limit_buy',
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'type': 'LIMIT_BUY',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.072661,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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assert trade.open_rate == 0.072661
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assert trade.amount == 206.43811673387373
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assert whitelist == conf['exchange']['pair_whitelist']
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buy_signal.assert_has_calls(
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[call('BTC_ETH'), call('BTC_TKN'), call('BTC_TRST'), call('BTC_SWT')]
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)
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def test_handle_trade(conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', conf)
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mocker.patch.multiple('freqtrade.main.telegram', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=MagicMock(return_value={
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'bid': 0.17256061,
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'ask': 0.172661,
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'last': 0.17256061
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}),
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sell=MagicMock(return_value='mocked_limit_sell'))
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trade = Trade.query.filter(Trade.is_open.is_(True)).first()
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assert trade
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handle_trade(trade)
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assert trade.open_order_id == 'mocked_limit_sell'
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update({
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'id': 'mocked_sell_limit',
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'type': 'LIMIT_SELL',
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'pair': 'mocked',
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'opened': datetime.utcnow(),
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'rate': 0.17256061,
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'amount': 206.43811673387373,
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'remaining': 0.0,
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'closed': datetime.utcnow(),
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})
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assert trade.close_rate == 0.17256061
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assert trade.close_profit == 1.369872490056564
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assert trade.close_date is not None
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def test_close_trade(conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', conf)
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trade = Trade.query.filter(Trade.is_open.is_(True)).first()
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assert trade
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# Simulate that there is no open order
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trade.open_order_id = None
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closed = close_trade_if_fulfilled(trade)
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assert closed
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assert not trade.is_open
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def test_balance_fully_ask_side(mocker):
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mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
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assert get_target_bid({'ask': 20, 'last': 10}) == 20
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def test_balance_fully_last_side(mocker):
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mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
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assert get_target_bid({'ask': 20, 'last': 10}) == 10
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def test_balance_when_last_bigger_than_ask(mocker):
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mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
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assert get_target_bid({'ask': 5, 'last': 10}) == 5
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