stable/tests/conftest_trades.py
2021-03-13 15:51:27 +01:00

304 lines
7.2 KiB
Python

from datetime import datetime, timedelta, timezone
from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 6
def mock_order_1():
return {
'id': '1234',
'symbol': 'ETH/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_1(fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
open_rate=0.123,
exchange='bittrex',
open_order_id='dry_run_buy_12345',
strategy='DefaultStrategy',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
trade.orders.append(o)
return trade
def mock_order_2():
return {
'id': '1235',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_order_2_sell():
return {
'id': '12366',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_2(fee):
"""
Closed trade...
"""
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.005,
close_profit_abs=0.000584127,
exchange='bittrex',
is_open=False,
open_order_id='dry_run_sell_12345',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
)
o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETC/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_order_3():
return {
'id': '41231a12a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.05,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_order_3_sell():
return {
'id': '41231a666a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'sell',
'type': 'stop_loss_limit',
'price': 0.06,
'average': 0.06,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_3(fee):
"""
Closed trade
"""
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.05,
close_rate=0.06,
close_profit=0.01,
close_profit_abs=0.000155,
exchange='bittrex',
is_open=False,
strategy='DefaultStrategy',
timeframe=5,
sell_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)
o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'XRP/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_order_4():
return {
'id': 'prod_buy_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 0.0,
'remaining': 123.0,
}
def mock_trade_4(fee):
"""
Simulate prod entry
"""
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=124.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
is_open=True,
open_rate=0.123,
exchange='bittrex',
open_order_id='prod_buy_12345',
strategy='DefaultStrategy',
timeframe=5,
)
o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
trade.orders.append(o)
return trade
def mock_order_5():
return {
'id': 'prod_buy_3455',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_order_5_stoploss():
return {
'id': 'prod_stoploss_3455',
'symbol': 'XRP/BTC',
'status': 'open',
'side': 'sell',
'type': 'stop_loss_limit',
'price': 0.123,
'amount': 123.0,
'filled': 0.0,
'remaining': 123.0,
}
def mock_trade_5(fee):
"""
Simulate prod entry with stoploss
"""
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=124.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
is_open=True,
open_rate=0.123,
exchange='bittrex',
strategy='SampleStrategy',
stoploss_order_id='prod_stoploss_3455'
)
o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_5_stoploss(), 'XRP/BTC', 'stoploss')
trade.orders.append(o)
return trade
def mock_order_6():
return {
'id': 'prod_buy_6',
'symbol': 'LTC/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.15,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
}
def mock_order_6_sell():
return {
'id': 'prod_sell_6',
'symbol': 'LTC/BTC',
'status': 'open',
'side': 'sell',
'type': 'limit',
'price': 0.20,
'amount': 2.0,
'filled': 0.0,
'remaining': 2.0,
}
def mock_trade_6(fee):
"""
Simulate prod entry with open sell order
"""
trade = Trade(
pair='LTC/BTC',
stake_amount=0.001,
amount=2.0,
amount_requested=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_rate=0.15,
exchange='bittrex',
strategy='SampleStrategy',
open_order_id="prod_sell_6",
)
o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell')
trade.orders.append(o)
return trade