stable/tests/test_integration.py
2022-03-25 06:55:37 +01:00

355 lines
12 KiB
Python

from unittest.mock import MagicMock
import pytest
from freqtrade.enums import ExitCheckTuple, ExitType
from freqtrade.persistence import Trade
from freqtrade.persistence.models import Order
from freqtrade.rpc.rpc import RPC
from tests.conftest import get_patched_freqtradebot, patch_get_signal
def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
limit_buy_order, mocker) -> None:
"""
Tests workflow of selling stoploss_on_exchange.
Sells
* first trade as stoploss
* 2nd trade is kept
* 3rd trade is sold via sell-signal
"""
default_conf['max_open_trades'] = 3
default_conf['exchange']['name'] = 'binance'
stoploss = {
'id': 123,
'info': {}
}
stoploss_order_open = {
"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": 0.0,
"average": 0.0,
"filled": 0.0,
"remaining": 0.0,
"status": "open",
"fee": None,
"trades": None
}
stoploss_order_closed = stoploss_order_open.copy()
stoploss_order_closed['status'] = 'closed'
stoploss_order_closed['filled'] = stoploss_order_closed['amount']
# Sell first trade based on stoploss, keep 2nd and 3rd trade open
stoploss_order_mock = MagicMock(
side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
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,
fetch_stoploss_order=stoploss_order_mock,
cancel_stoploss_order_with_result=cancel_order_mock,
)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
create_stoploss_order=MagicMock(return_value=True),
_notify_exit=MagicMock(),
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
mocker.patch("freqtrade.wallets.Wallets.get_free", MagicMock(return_value=1000))
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Switch ordertype to market to close trade immediately
freqtrade.strategy.order_types['exit'] = 'market'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
patch_get_signal(freqtrade)
# Create some test data
freqtrade.enter_positions()
assert freqtrade.strategy.confirm_trade_entry.call_count == 3
freqtrade.strategy.confirm_trade_entry.reset_mock()
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
wallets_mock.reset_mock()
trades = Trade.query.all()
# Make sure stoploss-order is open and trade is bought (since we mock update_trade_state)
for trade in trades:
stoploss_order_closed['id'] = '3'
oobj = Order.parse_from_ccxt_object(stoploss_order_closed, trade.pair, 'stoploss')
trade.orders.append(oobj)
trade.stoploss_order_id = '3'
trade.open_order_id = None
n = freqtrade.exit_positions(trades)
assert n == 2
assert should_sell_mock.call_count == 2
assert freqtrade.strategy.confirm_trade_entry.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
freqtrade.strategy.confirm_trade_exit.reset_mock()
# Only order for 3rd trade needs to be cancelled
assert cancel_order_mock.call_count == 1
# Wallets must be updated between stoploss cancellation and selling, and will be updated again
# during update_trade_state
assert wallets_mock.call_count == 4
trade = trades[0]
assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert not trade.is_open
trade = trades[1]
assert not trade.sell_reason
assert trade.is_open
trade = trades[2]
assert trade.sell_reason == ExitType.SELL_SIGNAL.value
assert not trade.is_open
@pytest.mark.parametrize("balance_ratio,result1", [
(1, 200),
(0.99, 198),
])
def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_ratio, result1) -> None:
"""
Tests workflow unlimited stake-amount
Buy 4 trades, forcebuy a 5th trade
Sell one trade, calculated stake amount should now be lower than before since
one trade was sold at a loss.
"""
default_conf['max_open_trades'] = 5
default_conf['forcebuy_enable'] = True
default_conf['stake_amount'] = 'unlimited'
default_conf['tradable_balance_ratio'] = balance_ratio
default_conf['dry_run_wallet'] = 1000
default_conf['exchange']['name'] = 'binance'
default_conf['telegram']['enabled'] = True
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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,
)
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
create_stoploss_order=MagicMock(return_value=True),
_notify_exit=MagicMock(),
)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE)]
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
rpc = RPC(freqtrade)
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# Switch ordertype to market to close trade immediately
freqtrade.strategy.order_types['exit'] = 'market'
patch_get_signal(freqtrade)
# Create 4 trades
n = freqtrade.enter_positions()
assert n == 4
trades = Trade.query.all()
assert len(trades) == 4
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
rpc._rpc_force_entry('TKN/BTC', None)
trades = Trade.query.all()
assert len(trades) == 5
for trade in trades:
assert trade.stake_amount == result1
# Reset trade open order id's
trade.open_order_id = None
trades = Trade.get_open_trades()
assert len(trades) == 5
bals = freqtrade.wallets.get_all_balances()
n = freqtrade.exit_positions(trades)
assert n == 1
trades = Trade.get_open_trades()
# One trade sold
assert len(trades) == 4
# stake-amount should now be reduced, since one trade was sold at a loss.
assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
# Validate that balance of sold trade is not in dry-run balances anymore.
bals2 = freqtrade.wallets.get_all_balances()
assert bals != bals2
assert len(bals) == 6
assert len(bals2) == 5
assert 'LTC' in bals
assert 'LTC' not in bals2
def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
default_conf_usdt['position_adjustment_enable'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
assert len(Trade.get_trades().all()) == 1
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
assert trade.open_rate == 2.0
# No adjustment
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
# Reduce bid amount
ticker_usdt_modif = ticker_usdt.return_value
ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 0.995
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif)
# additional buy order
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
for o in trade.orders:
assert o.status == "closed"
assert trade.stake_amount == 120
# Open-rate averaged between 2.0 and 2.0 * 0.995
assert trade.open_rate < 2.0
assert trade.open_rate > 2.0 * 0.995
# No action - profit raised above 1% (the bar set in the strategy).
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
assert trade.stake_amount == 120
assert trade.orders[0].amount == 30
assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
assert trade.nr_of_successful_buys == 2
assert trade.nr_of_successful_entries == 2
# Sell
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
freqtrade.process()
trade = Trade.get_trades().first()
assert trade.is_open is False
assert trade.orders[0].amount == 30
assert trade.orders[0].side == 'buy'
assert trade.orders[1].amount == 60 / ticker_usdt_modif['bid']
# Sold everything
assert trade.orders[-1].side == 'sell'
assert trade.orders[2].amount == trade.amount
assert trade.nr_of_successful_buys == 2
assert trade.nr_of_successful_entries == 2
def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
default_conf_usdt['position_adjustment_enable'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker_usdt,
get_fee=fee,
amount_to_precision=lambda s, x, y: y,
price_to_precision=lambda s, x, y: y,
)
patch_get_signal(freqtrade, enter_long=False, enter_short=True)
freqtrade.enter_positions()
assert len(Trade.get_trades().all()) == 1
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
assert trade.open_rate == 2.02
# No adjustment
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 1
assert pytest.approx(trade.stake_amount) == 60
# Reduce bid amount
ticker_usdt_modif = ticker_usdt.return_value
ticker_usdt_modif['ask'] = ticker_usdt_modif['ask'] * 1.015
ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 1.0125
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif)
# additional buy order
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
for o in trade.orders:
assert o.status == "closed"
assert pytest.approx(trade.stake_amount) == 120
# Open-rate averaged between 2.0 and 2.0 * 1.015
assert trade.open_rate >= 2.02
assert trade.open_rate < 2.02 * 1.015
# No action - profit raised above 1% (the bar set in the strategy).
freqtrade.process()
trade = Trade.get_trades().first()
assert len(trade.orders) == 2
assert pytest.approx(trade.stake_amount) == 120
# assert trade.orders[0].amount == 30
assert trade.orders[1].amount == 60 / ticker_usdt_modif['ask']
assert trade.amount == trade.orders[0].amount + trade.orders[1].amount
assert trade.nr_of_successful_entries == 2
# Buy
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
freqtrade.process()
trade = Trade.get_trades().first()
assert trade.is_open is False
# assert trade.orders[0].amount == 30
assert trade.orders[0].side == 'sell'
assert trade.orders[1].amount == 60 / ticker_usdt_modif['ask']
# Sold everything
assert trade.orders[-1].side == 'buy'
assert trade.orders[2].amount == trade.amount
assert trade.nr_of_successful_entries == 2
assert trade.nr_of_successful_exits == 1