516 lines
17 KiB
Python
516 lines
17 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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from copy import deepcopy
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from unittest.mock import MagicMock
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import pytest
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from sqlalchemy import create_engine
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from freqtrade import constants, OperationalException
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from freqtrade.persistence import Trade, init, clean_dry_run_db
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from freqtrade.tests.conftest import log_has
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@pytest.fixture(scope='function')
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def init_persistence(default_conf):
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init(default_conf)
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def test_init_create_session(default_conf):
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# Check if init create a session
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init(default_conf)
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assert hasattr(Trade, 'session')
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assert 'Session' in type(Trade.session).__name__
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def test_init_custom_db_url(default_conf, mocker):
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conf = deepcopy(default_conf)
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# Update path to a value other than default, but still in-memory
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conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(conf)
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
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def test_init_invalid_db_url(default_conf):
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conf = deepcopy(default_conf)
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# Update path to a value other than default, but still in-memory
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conf.update({'db_url': 'unknown:///some.url'})
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with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
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init(conf)
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def test_init_prod_db(default_conf, mocker):
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conf = deepcopy(default_conf)
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conf.update({'dry_run': False})
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conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(conf)
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
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def test_init_dryrun_db(default_conf, mocker):
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conf = deepcopy(default_conf)
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conf.update({'dry_run': True})
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conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
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init(conf)
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
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@pytest.mark.usefixtures("init_persistence")
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def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee):
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"""
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On this test we will buy and sell a crypto currency.
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Buy
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- Buy: 90.99181073 Crypto at 0.00001099 BTC
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(90.99181073*0.00001099 = 0.0009999 BTC)
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- Buying fee: 0.25%
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- Total cost of buy trade: 0.001002500 BTC
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((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
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Sell
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- Sell: 90.99181073 Crypto at 0.00001173 BTC
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(90.99181073*0.00001173 = 0,00106733394 BTC)
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- Selling fee: 0.25%
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- Total cost of sell trade: 0.001064666 BTC
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((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
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Profit/Loss: +0.000062166 BTC
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(Sell:0.001064666 - Buy:0.001002500)
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Profit/Loss percentage: 0.0620
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((0.001064666/0.001002500)-1 = 6.20%)
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:param limit_buy_order:
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:param limit_sell_order:
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:return:
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"""
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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assert trade.open_order_id is None
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assert trade.open_rate is None
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assert trade.close_profit is None
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assert trade.close_date is None
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trade.open_order_id = 'something'
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trade.update(limit_buy_order)
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assert trade.open_order_id is None
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assert trade.open_rate == 0.00001099
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assert trade.close_profit is None
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assert trade.close_date is None
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trade.open_order_id = 'something'
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trade.update(limit_sell_order)
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assert trade.open_order_id is None
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assert trade.close_rate == 0.00001173
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assert trade.close_profit == 0.06201057
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assert trade.close_date is not None
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'something'
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trade.update(limit_buy_order)
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assert trade.calc_open_trade_price() == 0.001002500
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trade.update(limit_sell_order)
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assert trade.calc_close_trade_price() == 0.0010646656
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# Profit in BTC
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assert trade.calc_profit() == 0.00006217
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# Profit in percent
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assert trade.calc_profit_percent() == 0.06201057
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_close_trade_price_exception(limit_buy_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'something'
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trade.update(limit_buy_order)
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assert trade.calc_close_trade_price() == 0.0
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@pytest.mark.usefixtures("init_persistence")
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def test_update_open_order(limit_buy_order):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=1.00,
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fee_open=0.1,
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fee_close=0.1,
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exchange='bittrex',
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)
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assert trade.open_order_id is None
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assert trade.open_rate is None
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assert trade.close_profit is None
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assert trade.close_date is None
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limit_buy_order['status'] = 'open'
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trade.update(limit_buy_order)
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assert trade.open_order_id is None
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assert trade.open_rate is None
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assert trade.close_profit is None
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assert trade.close_date is None
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@pytest.mark.usefixtures("init_persistence")
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def test_update_invalid_order(limit_buy_order):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=1.00,
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fee_open=0.1,
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fee_close=0.1,
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exchange='bittrex',
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)
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limit_buy_order['type'] = 'invalid'
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with pytest.raises(ValueError, match=r'Unknown order type'):
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trade.update(limit_buy_order)
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_open_trade_price(limit_buy_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'open_trade'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get the open rate price with the standard fee rate
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assert trade.calc_open_trade_price() == 0.001002500
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# Get the open rate price with a custom fee rate
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assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'close_trade'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get the close rate price with a custom close rate and a regular fee rate
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assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
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# Get the close rate price with a custom close rate and a custom fee rate
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assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
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# Test when we apply a Sell order, and ask price with a custom fee rate
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trade.update(limit_sell_order)
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assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_profit(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'profit_percent'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Custom closing rate and regular fee rate
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# Higher than open rate
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assert trade.calc_profit(rate=0.00001234) == 0.00011753
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# Lower than open rate
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assert trade.calc_profit(rate=0.00000123) == -0.00089086
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# Custom closing rate and custom fee rate
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# Higher than open rate
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assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
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# Lower than open rate
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assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
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# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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trade.update(limit_sell_order)
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assert trade.calc_profit() == 0.00006217
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# Test with a custom fee rate on the close trade
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assert trade.calc_profit(fee=0.003) == 0.00006163
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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)
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trade.open_order_id = 'profit_percent'
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trade.update(limit_buy_order) # Buy @ 0.00001099
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# Get percent of profit with a custom rate (Higher than open rate)
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assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
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# Get percent of profit with a custom rate (Lower than open rate)
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assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
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# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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trade.update(limit_sell_order)
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assert trade.calc_profit_percent() == 0.06201057
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# Test with a custom fee rate on the close trade
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assert trade.calc_profit_percent(fee=0.003) == 0.0614782
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def test_clean_dry_run_db(default_conf, fee):
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init(default_conf)
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# Simulate dry_run entries
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='dry_run_buy_12345'
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)
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Trade.session.add(trade)
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trade = Trade(
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pair='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='dry_run_sell_12345'
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)
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Trade.session.add(trade)
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# Simulate prod entry
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trade = Trade(
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pair='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='prod_buy_12345'
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)
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Trade.session.add(trade)
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# We have 3 entries: 2 dry_run, 1 prod
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assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
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clean_dry_run_db()
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# We have now only the prod
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assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
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def test_migrate_old(mocker, default_conf, fee):
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"""
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Test Database migration(starting with old pairformat)
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"""
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amount = 103.223
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create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
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id INTEGER NOT NULL,
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exchange VARCHAR NOT NULL,
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pair VARCHAR NOT NULL,
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is_open BOOLEAN NOT NULL,
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fee FLOAT NOT NULL,
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open_rate FLOAT,
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close_rate FLOAT,
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close_profit FLOAT,
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stake_amount FLOAT NOT NULL,
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amount FLOAT,
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open_date DATETIME NOT NULL,
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close_date DATETIME,
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open_order_id VARCHAR,
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PRIMARY KEY (id),
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CHECK (is_open IN (0, 1))
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);"""
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insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
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open_rate, stake_amount, amount, open_date)
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VALUES ('BITTREX', 'BTC_ETC', 1, {fee},
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0.00258580, {stake}, {amount},
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'2017-11-28 12:44:24.000000')
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""".format(fee=fee.return_value,
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stake=default_conf.get("stake_amount"),
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amount=amount
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)
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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engine.execute(create_table_old)
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engine.execute(insert_table_old)
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# Run init to test migration
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init(default_conf)
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assert len(Trade.query.filter(Trade.id == 1).all()) == 1
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trade = Trade.query.filter(Trade.id == 1).first()
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assert trade.fee_open == fee.return_value
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assert trade.fee_close == fee.return_value
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assert trade.open_rate_requested is None
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assert trade.close_rate_requested is None
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assert trade.is_open == 1
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assert trade.amount == amount
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assert trade.stake_amount == default_conf.get("stake_amount")
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assert trade.pair == "ETC/BTC"
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assert trade.exchange == "bittrex"
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assert trade.max_rate == 0.0
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assert trade.stop_loss == 0.0
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assert trade.initial_stop_loss == 0.0
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def test_migrate_new(mocker, default_conf, fee, caplog):
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"""
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Test Database migration (starting with new pairformat)
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"""
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amount = 103.223
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create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
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id INTEGER NOT NULL,
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exchange VARCHAR NOT NULL,
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pair VARCHAR NOT NULL,
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is_open BOOLEAN NOT NULL,
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fee FLOAT NOT NULL,
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open_rate FLOAT,
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close_rate FLOAT,
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close_profit FLOAT,
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stake_amount FLOAT NOT NULL,
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amount FLOAT,
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open_date DATETIME NOT NULL,
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close_date DATETIME,
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open_order_id VARCHAR,
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PRIMARY KEY (id),
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CHECK (is_open IN (0, 1))
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);"""
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insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
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open_rate, stake_amount, amount, open_date)
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VALUES ('binance', 'ETC/BTC', 1, {fee},
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0.00258580, {stake}, {amount},
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'2019-11-28 12:44:24.000000')
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""".format(fee=fee.return_value,
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stake=default_conf.get("stake_amount"),
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amount=amount
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)
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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engine.execute(create_table_old)
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engine.execute(insert_table_old)
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# fake previous backup
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engine.execute("create table trades_bak as select * from trades")
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engine.execute("create table trades_bak1 as select * from trades")
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# Run init to test migration
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init(default_conf)
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assert len(Trade.query.filter(Trade.id == 1).all()) == 1
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trade = Trade.query.filter(Trade.id == 1).first()
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assert trade.fee_open == fee.return_value
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assert trade.fee_close == fee.return_value
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assert trade.open_rate_requested is None
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assert trade.close_rate_requested is None
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assert trade.is_open == 1
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assert trade.amount == amount
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assert trade.stake_amount == default_conf.get("stake_amount")
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assert trade.pair == "ETC/BTC"
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assert trade.exchange == "binance"
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assert trade.max_rate == 0.0
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assert trade.stop_loss == 0.0
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assert trade.initial_stop_loss == 0.0
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assert log_has("trying trades_bak1", caplog.record_tuples)
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assert log_has("trying trades_bak2", caplog.record_tuples)
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def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='bittrex',
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open_rate=1,
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)
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trade.adjust_stop_loss(trade.open_rate, 0.05, True)
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assert trade.stop_loss == 0.95
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assert trade.max_rate == 1
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assert trade.initial_stop_loss == 0.95
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# Get percent of profit with a lowre rate
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trade.adjust_stop_loss(0.96, 0.05)
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assert trade.stop_loss == 0.95
|
|
assert trade.max_rate == 1
|
|
assert trade.initial_stop_loss == 0.95
|
|
|
|
# Get percent of profit with a custom rate (Higher than open rate)
|
|
trade.adjust_stop_loss(1.3, -0.1)
|
|
assert round(trade.stop_loss, 8) == 1.17
|
|
assert trade.max_rate == 1.3
|
|
assert trade.initial_stop_loss == 0.95
|
|
|
|
# current rate lower again ... should not change
|
|
trade.adjust_stop_loss(1.2, 0.1)
|
|
assert round(trade.stop_loss, 8) == 1.17
|
|
assert trade.max_rate == 1.3
|
|
assert trade.initial_stop_loss == 0.95
|
|
|
|
# current rate higher... should raise stoploss
|
|
trade.adjust_stop_loss(1.4, 0.1)
|
|
assert round(trade.stop_loss, 8) == 1.26
|
|
assert trade.max_rate == 1.4
|
|
assert trade.initial_stop_loss == 0.95
|
|
|
|
# Initial is true but stop_loss set - so doesn't do anything
|
|
trade.adjust_stop_loss(1.7, 0.1, True)
|
|
assert round(trade.stop_loss, 8) == 1.26
|
|
assert trade.max_rate == 1.4
|
|
assert trade.initial_stop_loss == 0.95
|