354 lines
12 KiB
Python
354 lines
12 KiB
Python
from unittest.mock import MagicMock
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import pytest
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from freqtrade.enums import ExitCheckTuple, ExitType
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from freqtrade.persistence import Trade
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from freqtrade.persistence.models import Order
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from freqtrade.rpc.rpc import RPC
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from tests.conftest import get_patched_freqtradebot, patch_get_signal
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def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
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limit_buy_order, mocker) -> None:
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"""
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Tests workflow of selling stoploss_on_exchange.
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Sells
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* first trade as stoploss
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* 2nd trade is kept
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* 3rd trade is sold via sell-signal
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"""
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default_conf['max_open_trades'] = 3
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default_conf['exchange']['name'] = 'binance'
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stoploss = {
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'id': 123,
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'info': {}
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}
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stoploss_order_open = {
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"id": "123",
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"timestamp": 1542707426845,
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"datetime": "2018-11-20T09:50:26.845Z",
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"lastTradeTimestamp": None,
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"symbol": "BTC/USDT",
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"type": "stop_loss_limit",
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"side": "sell",
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"price": 1.08801,
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"amount": 90.99181074,
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"cost": 0.0,
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"average": 0.0,
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"filled": 0.0,
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"remaining": 0.0,
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"status": "open",
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"fee": None,
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"trades": None
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}
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stoploss_order_closed = stoploss_order_open.copy()
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stoploss_order_closed['status'] = 'closed'
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stoploss_order_closed['filled'] = stoploss_order_closed['amount']
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# Sell first trade based on stoploss, keep 2nd and 3rd trade open
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stoploss_order_mock = MagicMock(
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side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
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# Sell 3rd trade (not called for the first trade)
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should_sell_mock = MagicMock(side_effect=[
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ExitCheckTuple(exit_type=ExitType.NONE),
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ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]
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)
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cancel_order_mock = MagicMock()
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mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
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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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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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fetch_stoploss_order=stoploss_order_mock,
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cancel_stoploss_order_with_result=cancel_order_mock,
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)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.FreqtradeBot',
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create_stoploss_order=MagicMock(return_value=True),
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_notify_exit=MagicMock(),
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)
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mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
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wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
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mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# Switch ordertype to market to close trade immediately
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freqtrade.strategy.order_types['exit'] = 'market'
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freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
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freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
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patch_get_signal(freqtrade)
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# Create some test data
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freqtrade.enter_positions()
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assert freqtrade.strategy.confirm_trade_entry.call_count == 3
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freqtrade.strategy.confirm_trade_entry.reset_mock()
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assert freqtrade.strategy.confirm_trade_exit.call_count == 0
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wallets_mock.reset_mock()
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trades = Trade.query.all()
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# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
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for trade in trades:
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stoploss_order_closed['id'] = '3'
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oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss')
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trade.orders.append(oobj)
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trade.stoploss_order_id = '3'
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trade.open_order_id = None
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n = freqtrade.exit_positions(trades)
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assert n == 2
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assert should_sell_mock.call_count == 2
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assert freqtrade.strategy.confirm_trade_entry.call_count == 0
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assert freqtrade.strategy.confirm_trade_exit.call_count == 1
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freqtrade.strategy.confirm_trade_exit.reset_mock()
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# Only order for 3rd trade needs to be cancelled
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assert cancel_order_mock.call_count == 1
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# Wallets must be updated between stoploss cancellation and selling, and will be updated again
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# during update_trade_state
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assert wallets_mock.call_count == 4
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trade = trades[0]
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assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
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assert not trade.is_open
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trade = trades[1]
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assert not trade.exit_reason
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assert trade.is_open
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trade = trades[2]
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assert trade.exit_reason == ExitType.EXIT_SIGNAL.value
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assert not trade.is_open
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@pytest.mark.parametrize("balance_ratio,result1", [
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(1, 200),
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(0.99, 198),
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])
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def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_ratio, result1) -> None:
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"""
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Tests workflow unlimited stake-amount
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Buy 4 trades, forcebuy a 5th trade
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Sell one trade, calculated stake amount should now be lower than before since
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one trade was sold at a loss.
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"""
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default_conf['max_open_trades'] = 5
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default_conf['forcebuy_enable'] = True
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default_conf['stake_amount'] = 'unlimited'
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default_conf['tradable_balance_ratio'] = balance_ratio
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default_conf['dry_run_wallet'] = 1000
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default_conf['exchange']['name'] = 'binance'
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default_conf['telegram']['enabled'] = True
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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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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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.FreqtradeBot',
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create_stoploss_order=MagicMock(return_value=True),
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_notify_exit=MagicMock(),
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)
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should_sell_mock = MagicMock(side_effect=[
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ExitCheckTuple(exit_type=ExitType.NONE),
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ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
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ExitCheckTuple(exit_type=ExitType.NONE),
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ExitCheckTuple(exit_type=ExitType.NONE),
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ExitCheckTuple(exit_type=ExitType.NONE)]
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)
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mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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rpc = RPC(freqtrade)
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freqtrade.strategy.order_types['stoploss_on_exchange'] = True
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# Switch ordertype to market to close trade immediately
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freqtrade.strategy.order_types['exit'] = 'market'
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patch_get_signal(freqtrade)
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# Create 4 trades
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n = freqtrade.enter_positions()
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assert n == 4
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trades = Trade.query.all()
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assert len(trades) == 4
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assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
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rpc._rpc_force_entry('TKN/BTC', None)
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trades = Trade.query.all()
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assert len(trades) == 5
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for trade in trades:
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assert trade.stake_amount == result1
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# Reset trade open order id's
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trade.open_order_id = None
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trades = Trade.get_open_trades()
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assert len(trades) == 5
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bals = freqtrade.wallets.get_all_balances()
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n = freqtrade.exit_positions(trades)
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assert n == 1
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trades = Trade.get_open_trades()
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# One trade sold
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assert len(trades) == 4
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# stake-amount should now be reduced, since one trade was sold at a loss.
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assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
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# Validate that balance of sold trade is not in dry-run balances anymore.
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bals2 = freqtrade.wallets.get_all_balances()
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assert bals != bals2
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assert len(bals) == 6
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assert len(bals2) == 5
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assert 'LTC' in bals
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assert 'LTC' not in bals2
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def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
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default_conf_usdt['position_adjustment_enable'] = True
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker_usdt,
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get_fee=fee,
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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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)
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patch_get_signal(freqtrade)
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freqtrade.enter_positions()
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assert len(Trade.get_trades().all()) == 1
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.open_rate == 2.0
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# No adjustment
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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# Reduce bid amount
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ticker_usdt_modif = ticker_usdt.return_value
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ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 0.995
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif)
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# additional buy order
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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for o in trade.orders:
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assert o.status == "closed"
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assert trade.stake_amount == 120
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# Open-rate averaged between 2.0 and 2.0 * 0.995
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assert trade.open_rate < 2.0
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assert trade.open_rate > 2.0 * 0.995
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# No action - profit raised above 1% (the bar set in the strategy).
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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assert trade.stake_amount == 120
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assert trade.orders[0].amount == 30
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assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
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assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
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assert trade.nr_of_successful_buys == 2
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assert trade.nr_of_successful_entries == 2
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# Sell
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patch_get_signal(freqtrade, enter_long=False, exit_long=True)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert trade.is_open is False
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assert trade.orders[0].amount == 30
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assert trade.orders[0].side == 'buy'
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assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
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# Sold everything
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assert trade.orders[-1].side == 'sell'
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assert trade.orders[2].amount == trade.amount
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assert trade.nr_of_successful_buys == 2
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assert trade.nr_of_successful_entries == 2
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def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
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default_conf_usdt['position_adjustment_enable'] = True
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker_usdt,
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get_fee=fee,
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amount_to_precision=lambda s, x, y: y,
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price_to_precision=lambda s, x, y: y,
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)
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patch_get_signal(freqtrade, enter_long=False, enter_short=True)
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freqtrade.enter_positions()
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assert len(Trade.get_trades().all()) == 1
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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assert trade.open_rate == 2.02
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# No adjustment
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 1
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assert pytest.approx(trade.stake_amount) == 60
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# Reduce bid amount
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ticker_usdt_modif = ticker_usdt.return_value
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ticker_usdt_modif['ask'] = ticker_usdt_modif['ask'] * 1.004
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif)
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# additional buy order
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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for o in trade.orders:
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assert o.status == "closed"
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assert pytest.approx(trade.stake_amount) == 120
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# Open-rate averaged between 2.0 and 2.0 * 1.015
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assert trade.open_rate >= 2.02
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assert trade.open_rate < 2.02 * 1.015
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# No action - profit raised above 1% (the bar set in the strategy).
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert len(trade.orders) == 2
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assert pytest.approx(trade.stake_amount) == 120
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# assert trade.orders[0].amount == 30
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assert trade.orders[1].amount == 60 / ticker_usdt_modif['ask']
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assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
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assert trade.nr_of_successful_entries == 2
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# Buy
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patch_get_signal(freqtrade, enter_long=False, exit_short=True)
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freqtrade.process()
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trade = Trade.get_trades().first()
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assert trade.is_open is False
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# assert trade.orders[0].amount == 30
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assert trade.orders[0].side == 'sell'
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assert trade.orders[1].amount == 60 / ticker_usdt_modif['ask']
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# Sold everything
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assert trade.orders[-1].side == 'buy'
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assert trade.orders[2].amount == trade.amount
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assert trade.nr_of_successful_entries == 2
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assert trade.nr_of_successful_exits == 1
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