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Merge pull request #5890 from aezomz/todo-rpc

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Todo-lev RPC tests and model
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Matthias 2021-11-17 06:58:07 +01:00 committed by GitHub
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7 changed files with 119 additions and 63 deletions
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1
freqtrade/rpc/api_server/api_schemas.py
View File

@ -154,6 +154,7 @@ class TradeSchema(BaseModel):
trade_id: int
pair: str
is_open: bool
is_short: bool
exchange: str
amount: float
amount_requested: float

12
freqtrade/rpc/rpc.py
View File

@ -156,8 +156,9 @@ class RPC:
# calculate profit and send message to user
if trade.is_open:
try:
closing_side = "buy" if trade.is_short else "sell"
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
trade.pair, refresh=False, side=closing_side)
except (ExchangeError, PricingError):
current_rate = NAN
else:
@ -216,8 +217,9 @@ class RPC:
for trade in trades:
# calculate profit and send message to user
try:
closing_side = "buy" if trade.is_short else "sell"
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
trade.pair, refresh=False, side=closing_side)
except (PricingError, ExchangeError):
current_rate = NAN
trade_percent = (100 * trade.calc_profit_ratio(current_rate))
@ -376,8 +378,9 @@ class RPC:
else:
# Get current rate
try:
closing_side = "buy" if trade.is_short else "sell"
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
trade.pair, refresh=False, side=closing_side)
except (PricingError, ExchangeError):
current_rate = NAN
profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@ -572,8 +575,9 @@ class RPC:
if not fully_canceled:
# Get current rate and execute sell
closing_side = "buy" if trade.is_short else "sell"
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side="sell")
trade.pair, refresh=False, side=closing_side)
sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
# ---- EOF def _exec_forcesell ----

18
tests/conftest.py
View File

@ -248,33 +248,35 @@ def patch_get_signal(
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
def create_mock_trades(fee, is_short: bool = False, use_db: bool = True):
def create_mock_trades(fee, is_short: Optional[bool] = False, use_db: bool = True):
"""
Create some fake trades ...
:param is_short: Optional bool, None creates a mix of long and short trades.
"""
def add_trade(trade):
if use_db:
Trade.query.session.add(trade)
else:
LocalTrade.add_bt_trade(trade)
is_short1 = is_short if is_short is not None else True
is_short2 = is_short if is_short is not None else False
# Simulate dry_run entries
trade = mock_trade_1(fee, is_short)
trade = mock_trade_1(fee, is_short1)
add_trade(trade)
trade = mock_trade_2(fee, is_short)
trade = mock_trade_2(fee, is_short1)
add_trade(trade)
trade = mock_trade_3(fee, is_short)
trade = mock_trade_3(fee, is_short2)
add_trade(trade)
trade = mock_trade_4(fee, is_short)
trade = mock_trade_4(fee, is_short2)
add_trade(trade)
trade = mock_trade_5(fee, is_short)
trade = mock_trade_5(fee, is_short2)
add_trade(trade)
trade = mock_trade_6(fee, is_short)
trade = mock_trade_6(fee, is_short1)
add_trade(trade)
if use_db:

1
tests/conftest_trades.py
View File

@ -317,6 +317,7 @@ def mock_trade_6(fee, is_short: bool):
buy_tag='TEST2',
open_order_id=f"prod_sell_{direc(is_short)}_6",
timeframe=5,
is_short=is_short
)
o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short))
trade.orders.append(o)

119
tests/rpc/test_rpc_apiserver.py
View File

@ -476,7 +476,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets, is_short):
assert rc.json()["max"] == 1
# Create some test data
create_mock_trades(fee, is_short)
create_mock_trades(fee, is_short=is_short)
rc = client_get(client, f"{BASE_URI}/count")
assert_response(rc)
assert rc.json()["current"] == 4
@ -571,7 +571,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
assert rc.json()['trades_count'] == 0
assert rc.json()['total_trades'] == 0
create_mock_trades(fee, is_short)
create_mock_trades(fee, is_short=is_short)
Trade.query.session.flush()
rc = client_get(client, f"{BASE_URI}/trades")
@ -579,6 +579,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
assert len(rc.json()['trades']) == 2
assert rc.json()['trades_count'] == 2
assert rc.json()['total_trades'] == 2
assert rc.json()['trades'][0]['is_short'] == is_short
rc = client_get(client, f"{BASE_URI}/trades?limit=1")
assert_response(rc)
assert len(rc.json()['trades']) == 1
@ -605,6 +606,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short):
rc = client_get(client, f"{BASE_URI}/trade/3")
assert_response(rc)
assert rc.json()['trade_id'] == 3
assert rc.json()['is_short'] == is_short
@pytest.mark.parametrize('is_short', [True, False])
@ -623,7 +625,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
# Error - trade won't exist yet.
assert_response(rc, 502)
create_mock_trades(fee, False)
create_mock_trades(fee, is_short=is_short)
ftbot.strategy.order_types['stoploss_on_exchange'] = True
trades = Trade.query.all()
@ -698,8 +700,46 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
assert rc.json() == {"error": "Error querying /api/v1/edge: Edge is not enabled."}
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_api_profit(botclient, mocker, ticker, fee, markets):
@pytest.mark.parametrize(
'is_short,expected',
[(
True,
{'best_pair': 'ETC/BTC', 'best_rate': -0.5, 'profit_all_coin': 43.61269123,
'profit_all_fiat': 538398.67323435, 'profit_all_percent_mean': 66.41,
'profit_all_ratio_mean': 0.664109545, 'profit_all_percent_sum': 398.47,
'profit_all_ratio_sum': 3.98465727, 'profit_all_percent': 4.36,
'profit_all_ratio': 0.043612222872799825, 'profit_closed_coin': -0.00673913,
'profit_closed_fiat': -83.19455985, 'profit_closed_ratio_mean': -0.0075,
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2}
),
(
False,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'profit_all_coin': -44.0631579,
'profit_all_fiat': -543959.6842755, 'profit_all_percent_mean': -66.41,
'profit_all_ratio_mean': -0.6641100666666667, 'profit_all_percent_sum': -398.47,
'profit_all_ratio_sum': -3.9846604, 'profit_all_percent': -4.41,
'profit_all_ratio': -0.044063014216106644, 'profit_closed_coin': 0.00073913,
'profit_closed_fiat': 9.124559849999999, 'profit_closed_ratio_mean': 0.0075,
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0}
),
(
None,
{'best_pair': 'XRP/BTC', 'best_rate': 1.0, 'profit_all_coin': -14.43790415,
'profit_all_fiat': -178235.92673175, 'profit_all_percent_mean': 0.08,
'profit_all_ratio_mean': 0.000835751666666662, 'profit_all_percent_sum': 0.5,
'profit_all_ratio_sum': 0.005014509999999972, 'profit_all_percent': -1.44,
'profit_all_ratio': -0.014437768014451796, 'profit_closed_coin': -0.00542913,
'profit_closed_fiat': -67.02260985, 'profit_closed_ratio_mean': 0.0025,
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1}
)
])
def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected):
ftbot, client = botclient
patch_get_signal(ftbot)
mocker.patch.multiple(
@ -714,38 +754,40 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
assert_response(rc, 200)
assert rc.json()['trade_count'] == 0
create_mock_trades(fee, False)
create_mock_trades(fee, is_short=is_short)
# Simulate fulfilled LIMIT_BUY order for trade
rc = client_get(client, f"{BASE_URI}/profit")
assert_response(rc)
assert rc.json() == {'avg_duration': ANY,
'best_pair': 'XRP/BTC',
'best_rate': 1.0,
# raise ValueError(rc.json())
assert rc.json() == {
'avg_duration': ANY,
'best_pair': expected['best_pair'],
'best_rate': expected['best_rate'],
'first_trade_date': ANY,
'first_trade_timestamp': ANY,
'latest_trade_date': '5 minutes ago',
'latest_trade_timestamp': ANY,
'profit_all_coin': -44.0631579,
'profit_all_fiat': -543959.6842755,
'profit_all_percent_mean': -66.41,
'profit_all_ratio_mean': -0.6641100666666667,
'profit_all_percent_sum': -398.47,
'profit_all_ratio_sum': -3.9846604,
'profit_all_percent': -4.41,
'profit_all_ratio': -0.044063014216106644,
'profit_closed_coin': 0.00073913,
'profit_closed_fiat': 9.124559849999999,
'profit_closed_ratio_mean': 0.0075,
'profit_closed_percent_mean': 0.75,
'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5,
'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0,
'profit_all_coin': expected['profit_all_coin'],
'profit_all_fiat': expected['profit_all_fiat'],
'profit_all_percent_mean': expected['profit_all_percent_mean'],
'profit_all_ratio_mean': expected['profit_all_ratio_mean'],
'profit_all_percent_sum': expected['profit_all_percent_sum'],
'profit_all_ratio_sum': expected['profit_all_ratio_sum'],
'profit_all_percent': expected['profit_all_percent'],
'profit_all_ratio': expected['profit_all_ratio'],
'profit_closed_coin': expected['profit_closed_coin'],
'profit_closed_fiat': expected['profit_closed_fiat'],
'profit_closed_ratio_mean': expected['profit_closed_ratio_mean'],
'profit_closed_percent_mean': expected['profit_closed_percent_mean'],
'profit_closed_ratio_sum': expected['profit_closed_ratio_sum'],
'profit_closed_percent_sum': expected['profit_closed_percent_sum'],
'profit_closed_ratio': expected['profit_closed_ratio'],
'profit_closed_percent': expected['profit_closed_percent'],
'trade_count': 6,
'closed_trade_count': 2,
'winning_trades': 2,
'losing_trades': 0,
'winning_trades': expected['winning_trades'],
'losing_trades': expected['losing_trades'],
}
@ -826,11 +868,12 @@ def test_api_performance(botclient, fee):
'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
# TODO-lev: @pytest.mark.parametrize('is_short,side', [
# (True, "short"),
# (False, "long")
# ])
def test_api_status(botclient, mocker, ticker, fee, markets):
@pytest.mark.parametrize(
'is_short,current_rate,open_order_id,open_trade_value',
[(True, 1.098e-05, 'dry_run_buy_short_12345', 15.0911775),
(False, 1.099e-05, 'dry_run_buy_long_12345', 15.1668225)])
def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
current_rate, open_order_id, open_trade_value):
ftbot, client = botclient
patch_get_signal(ftbot)
mocker.patch.multiple(
@ -845,7 +888,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc, 200)
assert rc.json() == []
create_mock_trades(fee, False)
create_mock_trades(fee, is_short=is_short)
rc = client_get(client, f"{BASE_URI}/status")
assert_response(rc)
@ -866,7 +909,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'profit_pct': ANY,
'profit_abs': ANY,
'profit_fiat': ANY,
'current_rate': 1.099e-05,
'current_rate': current_rate,
'open_date': ANY,
'open_timestamp': ANY,
'open_order': None,
@ -896,11 +939,12 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
'fee_open_cost': None,
'fee_open_currency': None,
'is_open': True,
"is_short": is_short,
'max_rate': ANY,
'min_rate': ANY,
'open_order_id': 'dry_run_buy_long_12345',
'open_order_id': open_order_id,
'open_rate_requested': ANY,
'open_trade_value': 15.1668225,
'open_trade_value': open_trade_value,
'sell_reason': None,
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
@ -974,6 +1018,7 @@ def test_api_whitelist(botclient):
}
# TODO -lev: add test for forcebuy (short) when feature is supported
def test_api_forcebuy(botclient, mocker, fee):
ftbot, client = botclient
@ -1003,6 +1048,7 @@ def test_api_forcebuy(botclient, mocker, fee):
open_order_id="123456",
open_date=datetime.utcnow(),
is_open=False,
is_short=False,
fee_close=fee.return_value,
fee_open=fee.return_value,
close_rate=0.265441,
@ -1051,6 +1097,7 @@ def test_api_forcebuy(botclient, mocker, fee):
'fee_open_cost': None,
'fee_open_currency': None,
'is_open': False,
'is_short': False,
'max_rate': None,
'min_rate': None,
'open_order_id': '123456',

15
tests/rpc/test_rpc_telegram.py
View File

@ -499,7 +499,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
msg_mock.reset_mock()
# Create some test data
create_mock_trades(fee, is_short)
create_mock_trades(fee, is_short=is_short)
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
@ -1261,8 +1261,10 @@ def test_edge_enabled(edge_conf, update, mocker) -> None:
assert 'Winrate' not in msg_mock.call_args_list[0][0][0]
# TODO-lev: @pytest.mark.parametrize('is_short', [True, False])
def test_telegram_trades(mocker, update, default_conf, fee):
@pytest.mark.parametrize('is_short,regex_pattern',
[(True, r"just now[ ]*XRP\/BTC \(#3\) -1.00% \("),
(False, r"just now[ ]*XRP\/BTC \(#3\) 1.00% \(")])
def test_telegram_trades(mocker, update, default_conf, fee, is_short, regex_pattern):
telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
@ -1280,7 +1282,7 @@ def test_telegram_trades(mocker, update, default_conf, fee):
assert "<pre>" not in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee, False)
create_mock_trades(fee, is_short=is_short)
context = MagicMock()
context.args = [5]
@ -1290,8 +1292,7 @@ def test_telegram_trades(mocker, update, default_conf, fee):
assert "Profit (" in msg_mock.call_args_list[0][0][0]
assert "Close Date" in msg_mock.call_args_list[0][0][0]
assert "<pre>" in msg_mock.call_args_list[0][0][0]
assert bool(re.search(r"just now[ ]*XRP\/BTC \(#3\) 1.00% \(",
msg_mock.call_args_list[0][0][0]))
assert bool(re.search(regex_pattern, msg_mock.call_args_list[0][0][0]))
@pytest.mark.parametrize('is_short', [True, False])
@ -1305,7 +1306,7 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee, is_short):
assert "Trade-id not set." in msg_mock.call_args_list[0][0][0]
msg_mock.reset_mock()
create_mock_trades(fee, is_short)
create_mock_trades(fee, is_short=is_short)
context = MagicMock()
context.args = [1]

2
tests/test_freqtradebot.py
View File

@ -4317,7 +4317,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short,buy_calls,sell_calls", [
(False, 1, 2),
(True, 2, 1),
(True, 1, 2),
])
def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, limit_order_open,
is_short, buy_calls, sell_calls):