stable/freqtrade/tests/test_freqtradebot.py
2018-04-23 20:03:10 +02:00

1413 lines
45 KiB
Python

# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
"""
Unit test file for freqtradebot.py
"""
import logging
import re
import time
from copy import deepcopy
from typing import Dict, Optional
from unittest.mock import MagicMock
import arrow
import pytest
import requests
from sqlalchemy import create_engine
from freqtrade import DependencyException, OperationalException
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade
from freqtrade.state import State
from freqtrade.tests.conftest import log_has
# Functions for recurrent object patching
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
"""
This function patch _init_modules() to not call dependencies
:param mocker: a Mocker object to apply patches
:param config: Config to pass to the bot
:return: None
"""
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
patch_coinmarketcap(mocker)
return FreqtradeBot(config, create_engine('sqlite://'))
def patch_get_signal(mocker, value=(True, False)) -> None:
"""
:param mocker: mocker to patch Analyze class
:param value: which value Analyze.get_signal() must return
:return: None
"""
mocker.patch(
'freqtrade.freqtradebot.Analyze.get_signal',
side_effect=lambda s, t: value
)
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
:param mocker: mocker to patch RPCManager class
:return: RPCManager.send_msg MagicMock to track if this method is called
"""
mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
return rpc_mock
def patch_coinmarketcap(mocker, value: Optional[Dict[str, float]] = None) -> None:
"""
Mocker to coinmarketcap to speed up tests
:param mocker: mocker to patch coinmarketcap class
:return: None
"""
mock = MagicMock()
if value:
mock.ticker = {'price_usd': 12345.0}
mocker.patch('freqtrade.fiat_convert.Market', mock)
# Unit tests
def test_freqtradebot_object() -> None:
"""
Test the FreqtradeBot object has the mandatory public methods
"""
assert hasattr(FreqtradeBot, 'worker')
assert hasattr(FreqtradeBot, 'clean')
assert hasattr(FreqtradeBot, 'create_trade')
assert hasattr(FreqtradeBot, 'get_target_bid')
assert hasattr(FreqtradeBot, 'process_maybe_execute_buy')
assert hasattr(FreqtradeBot, 'process_maybe_execute_sell')
assert hasattr(FreqtradeBot, 'handle_trade')
assert hasattr(FreqtradeBot, 'check_handle_timedout')
assert hasattr(FreqtradeBot, 'handle_timedout_limit_buy')
assert hasattr(FreqtradeBot, 'handle_timedout_limit_sell')
assert hasattr(FreqtradeBot, 'execute_sell')
def test_freqtradebot(mocker, default_conf) -> None:
"""
Test __init__, _init_modules, update_state, and get_state methods
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state is State.RUNNING
conf = deepcopy(default_conf)
conf.pop('initial_state')
freqtrade = FreqtradeBot(conf)
assert freqtrade.state is State.STOPPED
def test_clean(mocker, default_conf, caplog) -> None:
"""
Test clean() method
"""
mock_cleanup = MagicMock()
mocker.patch('freqtrade.persistence.cleanup', mock_cleanup)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.state == State.RUNNING
assert freqtrade.clean()
assert freqtrade.state == State.STOPPED
assert log_has('Stopping trader and cleaning up modules...', caplog.record_tuples)
assert mock_cleanup.call_count == 1
def test_worker_running(mocker, default_conf, caplog) -> None:
"""
Test worker() method. Test when we start the bot
"""
mock_throttle = MagicMock()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
state = freqtrade.worker(old_state=None)
assert state is State.RUNNING
assert log_has('Changing state to: RUNNING', caplog.record_tuples)
assert mock_throttle.call_count == 1
def test_worker_stopped(mocker, default_conf, caplog) -> None:
"""
Test worker() method. Test when we stop the bot
"""
mock_throttle = MagicMock()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._throttle', mock_throttle)
mock_sleep = mocker.patch('time.sleep', return_value=None)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.state = State.STOPPED
state = freqtrade.worker(old_state=State.RUNNING)
assert state is State.STOPPED
assert log_has('Changing state to: STOPPED', caplog.record_tuples)
assert mock_throttle.call_count == 0
assert mock_sleep.call_count == 1
def test_throttle(mocker, default_conf, caplog) -> None:
"""
Test _throttle() method
"""
def func():
"""
Test function to throttle
"""
return 42
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
start = time.time()
result = freqtrade._throttle(func, min_secs=0.1)
end = time.time()
assert result == 42
assert end - start > 0.1
assert log_has('Throttling func for 0.10 seconds', caplog.record_tuples)
result = freqtrade._throttle(func, min_secs=-1)
assert result == 42
def test_throttle_with_assets(mocker, default_conf) -> None:
"""
Test _throttle() method when the function passed can have parameters
"""
def func(nb_assets=-1):
"""
Test function to throttle
"""
return nb_assets
freqtrade = get_patched_freqtradebot(mocker, default_conf)
result = freqtrade._throttle(func, min_secs=0.1, nb_assets=666)
assert result == 666
result = freqtrade._throttle(func, min_secs=0.1)
assert result == -1
def test_gen_pair_whitelist(mocker, default_conf, tickers) -> None:
"""
Test _gen_pair_whitelist() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.exchange.get_tickers', tickers)
mocker.patch('freqtrade.freqtradebot.exchange.exchange_has', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
# Test to retrieved BTC sorted on quoteVolume (default)
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
assert whitelist == ['ETH/BTC', 'TKN/BTC', 'BLK/BTC', 'LTC/BTC']
# Test to retrieve BTC sorted on bidVolume
whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='bidVolume')
assert whitelist == ['LTC/BTC', 'TKN/BTC', 'ETH/BTC', 'BLK/BTC']
# Test with USDT sorted on quoteVolume (default)
whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT')
assert whitelist == ['TKN/USDT', 'ETH/USDT', 'LTC/USDT', 'BLK/USDT']
# Test with ETH (our fixture does not have ETH, so result should be empty)
whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH')
assert whitelist == []
@pytest.mark.skip(reason="Test not implemented")
def test_refresh_whitelist() -> None:
"""
Test _refresh_whitelist() method
"""
pass
def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
# Save state of current whitelist
whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
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 == 'bittrex'
# Simulate fulfilled LIMIT_BUY order for trade
trade.update(limit_buy_order)
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073
assert whitelist == default_conf['exchange']['pair_whitelist']
def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
buy_mock = MagicMock(return_value={'id': limit_buy_order['id']})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=buy_mock,
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['stake_amount'] = 0.0005
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
assert rate * amount >= conf['stake_amount']
def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade()
def test_create_trade_no_pairs(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
freqtrade.create_trade()
def test_create_trade_no_pairs_after_blacklist(default_conf, ticker,
limit_buy_order, fee, mocker) -> None:
"""
Test create_trade() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
conf['exchange']['pair_blacklist'] = ["ETH/BTC"]
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
with pytest.raises(DependencyException, match=r'.*No currency pairs in whitelist.*'):
freqtrade.create_trade()
def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
"""
Test create_trade() method
"""
conf = deepcopy(default_conf)
conf['dry_run'] = True
patch_get_signal(mocker, value=(False, False))
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker_history=MagicMock(return_value=20),
get_balance=MagicMock(return_value=20),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['stake_amount'] = 10
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
Trade.query = MagicMock()
Trade.query.filter = MagicMock()
assert not freqtrade.create_trade()
def test_process_trade_creation(default_conf, ticker, limit_buy_order,
markets, fee, mocker, caplog) -> None:
"""
Test the trade creation in _process() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = freqtrade._process()
assert result is True
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 == 'bittrex'
assert trade.open_rate == 0.00001099
assert trade.amount == 90.99181073703367
assert log_has(
'Checking buy signals to create a new trade with stake_amount: 0.001000 ...',
caplog.record_tuples
)
def test_process_exchange_failures(default_conf, ticker, markets, mocker) -> None:
"""
Test _process() method when a RequestException happens
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(side_effect=requests.exceptions.RequestException)
)
sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
result = freqtrade._process()
assert result is False
assert sleep_mock.has_calls()
def test_process_operational_exception(default_conf, ticker, markets, mocker) -> None:
"""
Test _process() method when an OperationalException happens
"""
patch_get_signal(mocker)
msg_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(side_effect=OperationalException)
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
assert freqtrade.state == State.RUNNING
result = freqtrade._process()
assert result is False
assert freqtrade.state == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
def test_process_trade_handling(
default_conf, ticker, limit_buy_order, markets, fee, mocker) -> None:
"""
Test _process()
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_markets=markets,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_order=MagicMock(return_value=limit_buy_order),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert not trades
result = freqtrade._process()
assert result is True
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
assert len(trades) == 1
result = freqtrade._process()
assert result is False
def test_balance_fully_ask_side(mocker) -> None:
"""
Test get_target_bid() method
"""
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 0.0}})
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20
def test_balance_fully_last_side(mocker) -> None:
"""
Test get_target_bid() method
"""
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10
def test_balance_bigger_last_ask(mocker) -> None:
"""
Test get_target_bid() method
"""
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
"""
Test process_maybe_execute_buy() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True))
assert freqtrade.process_maybe_execute_buy()
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
assert not freqtrade.process_maybe_execute_buy()
def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None:
"""
Test exception on process_maybe_execute_buy() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(side_effect=DependencyException)
)
freqtrade.process_maybe_execute_buy()
log_has('Unable to create trade:', caplog.record_tuples)
def test_process_maybe_execute_sell(mocker, default_conf, limit_buy_order, caplog) -> None:
"""
Test process_maybe_execute_sell() method
"""
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=limit_buy_order)
mocker.patch('freqtrade.freqtradebot.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
assert not freqtrade.process_maybe_execute_sell(trade)
# Test amount not modified by fee-logic
assert not log_has('Updating amount for Trade {} from 90.99181073 to 90.81'.format(trade),
caplog.record_tuples)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
# test amount modified by fee-logic
assert not freqtrade.process_maybe_execute_sell(trade)
assert log_has('Updating amount for Trade {} from 90.99181073 to 90.81'.format(trade),
caplog.record_tuples)
trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution
assert freqtrade.process_maybe_execute_sell(trade)
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, fee, mocker) -> None:
"""
Test check_handle() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00001172,
'ask': 0.00001173,
'last': 0.00001172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
sell=MagicMock(return_value={'id': limit_sell_order['id']}),
get_fee=fee
)
patch_coinmarketcap(mocker, value={'price_usd': 15000.0})
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
time.sleep(0.01) # Race condition fix
trade.update(limit_buy_order)
assert trade.is_open is True
patch_get_signal(mocker, value=(False, True))
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 == 0.06201057
assert trade.calc_profit() == 0.00006217
assert trade.close_date is not None
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
"""
Test check_handle() method
"""
conf = deepcopy(default_conf)
conf.update({'experimental': {'use_sell_signal': True}})
patch_get_signal(mocker, value=(True, True))
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
# 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(mocker, value=(True, False))
freqtrade.create_trade()
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(mocker, value=(False, False))
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(mocker, value=(True, True))
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(mocker, value=(False, True))
trades = Trade.query.all()
assert freqtrade.handle_trade(trades[0]) is True
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
"""
Test check_handle() method
"""
caplog.set_level(logging.DEBUG)
conf = deepcopy(default_conf)
conf.update({'experimental': {'use_sell_signal': True}})
patch_get_signal(mocker, value=(True, False))
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_sell
# 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(mocker, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has('Required profit reached. Selling..', caplog.record_tuples)
def test_handle_trade_experimental(
default_conf, ticker, limit_buy_order, fee, mocker, caplog) -> None:
"""
Test check_handle() method
"""
caplog.set_level(logging.DEBUG)
conf = deepcopy(default_conf)
conf.update({'experimental': {'use_sell_signal': True}})
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
trade.is_open = True
patch_get_signal(mocker, value=(False, False))
assert not freqtrade.handle_trade(trade)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has('Sell signal received. Selling..', caplog.record_tuples)
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, fee, mocker) -> None:
"""
Test check_handle() method
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create trade and sell it
freqtrade.create_trade()
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(ValueError, match=r'.*closed trade.*'):
freqtrade.handle_trade(trade)
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, fee, mocker) -> None:
"""
Test check_handle_timedout() method
"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit
freqtrade.check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
nb_trades = len(trades)
assert nb_trades == 0
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
"""
Test check_handle_timedout() method
"""
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trade_sell = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(hours=-5).datetime,
close_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=False
)
Trade.session.add(trade_sell)
# check it does cancel sell orders over the time limit
freqtrade.check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
assert trade_sell.is_open is True
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
mocker) -> None:
"""
Test check_handle_timedout() method
"""
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
freqtrade.check_handle_timedout(600)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 1
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -> None:
"""
Test check_handle_timedout() method when get_order throw an exception
"""
patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
handle_timedout_limit_buy=MagicMock(),
handle_timedout_limit_sell=MagicMock(),
)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_order=MagicMock(side_effect=requests.exceptions.RequestException('Oh snap')),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trade_buy = Trade(
pair='ETH/BTC',
open_rate=0.00001099,
exchange='bittrex',
open_order_id='123456789',
amount=90.99181073,
fee_open=0.0,
fee_close=0.0,
stake_amount=1,
open_date=arrow.utcnow().shift(minutes=-601).datetime,
is_open=True
)
Trade.session.add(trade_buy)
regexp = re.compile(
'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, '
'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most '
'recent call last):\n.*'
)
freqtrade.check_handle_timedout(600)
assert filter(regexp.match, caplog.record_tuples)
def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
"""
Test handle_timedout_limit_buy() method
"""
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
Trade.session = MagicMock()
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert freqtrade.handle_timedout_limit_buy(trade, order)
assert cancel_order_mock.call_count == 1
order['amount'] = 2
assert not freqtrade.handle_timedout_limit_buy(trade, order)
assert cancel_order_mock.call_count == 2
def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
"""
Test handle_timedout_limit_sell() method
"""
patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
trade = MagicMock()
order = {'remaining': 1,
'amount': 1}
assert freqtrade.handle_timedout_limit_sell(trade, order)
assert cancel_order_mock.call_count == 1
order['amount'] = 2
assert not freqtrade.handle_timedout_limit_sell(trade, order)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
"""
Test execute_sell() method with a ticker going UP
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
ticker_sell_up, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
# Increase the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_up
)
freqtrade.config = {}
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
assert 'USD' not in rpc_mock.call_args_list[-1][0][0]
def test_execute_sell_without_conf_sell_down(default_conf, ticker, fee,
ticker_sell_down, mocker) -> None:
"""
Test execute_sell() method with a ticker going DOWN and with a bot config empty
"""
patch_get_signal(mocker)
rpc_mock = patch_RPCManager(mocker)
patch_coinmarketcap(mocker, value={'price_usd': 12345.0})
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Create some test data
freqtrade.create_trade()
trade = Trade.query.first()
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker_sell_down
)
freqtrade.config = {}
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
assert rpc_mock.call_count == 2
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
assert '[ETH/BTC]' in rpc_mock.call_args_list[-1][0][0]
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
"""
Test sell_profit_only feature when enabled
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, fee, mocker) -> None:
"""
Test sell_profit_only feature when disabled
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.freqtradebot.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['experimental'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
patch_get_signal(mocker, value=(False, True))
assert freqtrade.handle_trade(trade) is True
def test_get_real_amount_quote(default_conf, trades_for_order, mocker):
"""
Test get_real_amount - fee in quote currency
"""
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order)
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade) == amount - (amount * 0.001)
def test_get_real_amount_stake(default_conf, trades_for_order, mocker):
"""
Test get_real_amount - fees in Stake currency
"""
trades_for_order[0]['fee']['currency'] = 'ETH'
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.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_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount does not change
assert freqtrade.get_real_amount(trade) == amount
def test_get_real_amount_BNB(default_conf, trades_for_order, mocker):
"""
Test get_real_amount - Fees in BNB
"""
trades_for_order[0]['fee']['currency'] = 'BNB'
trades_for_order[0]['fee']['cost'] = 0.00094518
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.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_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount does not change
assert freqtrade.get_real_amount(trade) == amount
def test_get_real_amount_multi(default_conf, trades_for_order2, mocker):
"""
Test get_real_amount with split trades (multiple trades for this order)
"""
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch('freqtrade.exchange.get_trades_for_order', return_value=trades_for_order2)
amount = float(sum(x['amount'] for x in trades_for_order2))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_order_id="123456"
)
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade) == amount - (amount * 0.001)