mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
commit
7dc63c06e7
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@ -82,35 +82,39 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
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return dataframe
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# FIX: Maybe return False, if an error has occured,
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# Otherwise we might mask an error as an non-signal-scenario
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def get_signal(pair: str, interval: int) -> (bool, bool):
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"""
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Calculates current signal based several technical analysis indicators
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:param pair: pair in format BTC_ANT or BTC-ANT
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:return: (True, False) if pair is good for buying and not for selling
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:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
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"""
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ticker_hist = get_ticker_history(pair, interval)
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if not ticker_hist:
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logger.warning('Empty ticker history for pair %s', pair)
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return (False, False)
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return (False, False) # return False ?
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try:
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dataframe = analyze_ticker(ticker_hist)
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except ValueError as ex:
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logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
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return (False, False)
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return (False, False) # return False ?
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except Exception as ex:
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logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
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return (False, False)
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return (False, False) # return False ?
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if dataframe.empty:
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return (False, False)
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logger.warning('Empty dataframe for pair %s', pair)
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return (False, False) # return False ?
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latest = dataframe.iloc[-1]
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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if signal_date < arrow.now() - timedelta(minutes=10):
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return (False, False)
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logger.warning('Too old dataframe for pair %s', pair)
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return (False, False) # return False ?
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(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
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logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', latest['date'], pair, str(buy), str(sell))
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@ -55,12 +55,49 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
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return final_list
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def process_maybe_execute_buy(conf, interval):
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"""
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Tries to execute a buy trade in a safe way
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:return: True if executed
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"""
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try:
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# Create entity and execute trade
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if create_trade(float(_CONF['stake_amount']), interval):
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return True
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else:
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logger.info(
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'Checked all whitelisted currencies. '
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'Found no suitable entry positions for buying. Will keep looking ...'
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)
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return False
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except DependencyException as exception:
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logger.warning('Unable to create trade: %s', exception)
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return False
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def process_maybe_execute_sell(trade, interval):
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"""
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Tries to execute a sell trade
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:return: True if executed
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"""
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Got open order for %s', trade)
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trade.update(exchange.get_order(trade.open_order_id))
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if trade.is_open and trade.open_order_id is None:
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# Check if we can sell our current pair
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return handle_trade(trade, interval)
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return False
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def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
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"""
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Queries the persistence layer for open trades and handles them,
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otherwise a new trade is created.
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:param: nb_assets: the maximum number of pairs to be traded at the same time
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:return: True if a trade has been created or closed, False otherwise
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:return: True if one or more trades has been created or closed, False otherwise
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"""
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state_changed = False
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try:
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@ -78,33 +115,16 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
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# Query trades from persistence layer
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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if len(trades) < _CONF['max_open_trades']:
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try:
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# Create entity and execute trade
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state_changed = create_trade(float(_CONF['stake_amount']), interval)
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if not state_changed:
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logger.info(
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'Checked all whitelisted currencies. '
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'Found no suitable entry positions for buying. Will keep looking ...'
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)
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except DependencyException as exception:
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logger.warning('Unable to create trade: %s', exception)
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state_changed = process_maybe_execute_buy(_CONF, interval)
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for trade in trades:
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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logger.info('Got open order for %s', trade)
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trade.update(exchange.get_order(trade.open_order_id))
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if trade.is_open and trade.open_order_id is None:
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# Check if we can sell our current pair
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state_changed = handle_trade(trade, interval) or state_changed
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state_changed |= process_maybe_execute_sell(trade, interval)
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if 'unfilledtimeout' in _CONF:
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# Check and handle any timed out open orders
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check_handle_timedout(_CONF['unfilledtimeout'])
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Trade.session.flush()
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except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
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logger.warning(
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'Got %s in _process(), retrying in 30 seconds...',
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@ -121,6 +141,59 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
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return state_changed
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# FIX: 20180110, why is cancel.order unconditionally here, whereas
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# it is conditionally called in the
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# handle_timedout_limit_sell()?
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def handle_timedout_limit_buy(trade: Trade, order: Dict) -> bool:
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"""Buy timeout - cancel order
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:return: True if order was fully cancelled
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"""
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exchange.cancel_order(trade.open_order_id)
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if order['remaining'] == order['amount']:
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# if trade is not partially completed, just delete the trade
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Trade.session.delete(trade)
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# FIX? do we really need to flush, caller of
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# check_handle_timedout will flush afterwards
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Trade.session.flush()
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logger.info('Buy order timeout for %s.', trade)
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rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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return True
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else:
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# if trade is partially complete, edit the stake details for the trade
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# and close the order
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trade.amount = order['amount'] - order['remaining']
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trade.stake_amount = trade.amount * trade.open_rate
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trade.open_order_id = None
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logger.info('Partial buy order timeout for %s.', trade)
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rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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return False
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# FIX: 20180110, should cancel_order() be cond. or unconditionally called?
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def handle_timedout_limit_sell(trade: Trade, order: Dict) -> bool:
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"""
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Sell timeout - cancel order and update trade
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:return: True if order was fully cancelled
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"""
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if order['remaining'] == order['amount']:
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# if trade is not partially completed, just cancel the trade
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exchange.cancel_order(trade.open_order_id)
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trade.close_rate = None
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trade.close_profit = None
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trade.close_date = None
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trade.is_open = True
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trade.open_order_id = None
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rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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logger.info('Sell order timeout for %s.', trade)
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return True
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else:
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# TODO: figure out how to handle partially complete sell orders
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return False
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def check_handle_timedout(timeoutvalue: int) -> None:
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"""
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Check if any orders are timed out and cancel if neccessary
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@ -142,41 +215,9 @@ def check_handle_timedout(timeoutvalue: int) -> None:
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continue
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if order['type'] == "LIMIT_BUY" and ordertime < timeoutthreashold:
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# Buy timeout - cancel order
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exchange.cancel_order(trade.open_order_id)
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if order['remaining'] == order['amount']:
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# if trade is not partially completed, just delete the trade
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Trade.session.delete(trade)
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Trade.session.flush()
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logger.info('Buy order timeout for %s.', trade)
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rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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else:
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# if trade is partially complete, edit the stake details for the trade
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# and close the order
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trade.amount = order['amount'] - order['remaining']
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trade.stake_amount = trade.amount * trade.open_rate
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trade.open_order_id = None
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logger.info('Partial buy order timeout for %s.', trade)
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rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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handle_timedout_limit_buy(trade, order)
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elif order['type'] == "LIMIT_SELL" and ordertime < timeoutthreashold:
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# Sell timeout - cancel order and update trade
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if order['remaining'] == order['amount']:
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# if trade is not partially completed, just cancel the trade
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exchange.cancel_order(trade.open_order_id)
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trade.close_rate = None
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trade.close_profit = None
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trade.close_date = None
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trade.is_open = True
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trade.open_order_id = None
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rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
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trade.pair.replace('_', '/')))
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logger.info('Sell order timeout for %s.', trade)
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return True
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else:
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# TODO: figure out how to handle partially complete sell orders
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pass
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handle_timedout_limit_sell(trade, order)
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def execute_sell(trade: Trade, limit: float) -> None:
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@ -435,7 +476,7 @@ def cleanup() -> None:
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exit(0)
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def main(sysargv=sys.argv[1:]) -> None:
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def main(sysargv=sys.argv[1:]) -> int:
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"""
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Loads and validates the config and handles the main loop
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:return: None
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@ -447,7 +488,7 @@ def main(sysargv=sys.argv[1:]) -> None:
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# A subcommand has been issued
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if hasattr(args, 'func'):
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args.func(args)
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exit(0)
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return 0
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# Initialize logger
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logging.basicConfig(
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@ -508,7 +549,8 @@ def main(sysargv=sys.argv[1:]) -> None:
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logger.exception('Got fatal exception!')
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finally:
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cleanup()
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return 0
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if __name__ == '__main__':
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main()
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main(sys.argv[1:])
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@ -109,6 +109,12 @@ def download_pairs(datadir, pairs: List[str], ticker_interval: int) -> bool:
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return True
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def file_dump_json(filename, data):
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with open(filename, "wt") as fp:
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json.dump(data, fp)
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# FIX: 20180110, suggest rename interval to tick_interval
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def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool:
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"""
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Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters
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@ -1,6 +1,7 @@
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# pragma pylint: disable=missing-docstring
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from datetime import datetime
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from unittest.mock import MagicMock
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from functools import reduce
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import arrow
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import pytest
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@ -10,6 +11,14 @@ from telegram import Chat, Message, Update
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from freqtrade.misc import CONF_SCHEMA
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def log_has(line, logs):
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# caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
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# and we want to match line against foobar in the tuple
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return reduce(lambda a, b: a or b,
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filter(lambda x: x[2] == line, logs),
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False)
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@pytest.fixture(scope="module")
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def default_conf():
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""" Returns validated configuration suitable for most tests """
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@ -7,13 +7,23 @@ import pytest
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from freqtrade import OperationalException
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from freqtrade.exchange import init, validate_pairs, buy, sell, get_balance, get_balances, \
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get_ticker, cancel_order, get_name, get_fee
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get_ticker, get_ticker_history, cancel_order, get_name, get_fee
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import freqtrade.exchange as exchange
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API_INIT = False
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def maybe_init_api(conf, mocker):
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global API_INIT
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if not API_INIT:
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mocker.patch('freqtrade.exchange.validate_pairs',
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side_effect=lambda s: True)
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init(config=conf)
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API_INIT = True
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def test_init(default_conf, mocker, caplog):
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mocker.patch('freqtrade.exchange.validate_pairs',
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side_effect=lambda s: True)
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init(config=default_conf)
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maybe_init_api(default_conf, mocker)
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assert ('freqtrade.exchange',
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logging.INFO,
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'Instance is running with dry_run enabled'
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@ -159,8 +169,10 @@ def test_get_balances_prod(default_conf, mocker):
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assert get_balances()[0]['Pending'] == 0.0
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def test_get_ticker(mocker, ticker):
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# This test is somewhat redundant with
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# test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
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def test_get_ticker(default_conf, mocker, ticker):
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maybe_init_api(default_conf, mocker)
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api_mock = MagicMock()
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tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
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api_mock.get_ticker = MagicMock(return_value=tick)
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@ -177,6 +189,7 @@ def test_get_ticker(mocker, ticker):
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mocker.patch('freqtrade.exchange.bittrex._API', api_mock)
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# if not caching the result we should get the same ticker
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# if not fetching a new result we should get the cached ticker
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ticker = get_ticker(pair='BTC_ETH', refresh=False)
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assert ticker['bid'] == 0.00001098
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assert ticker['ask'] == 0.00001099
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@ -187,6 +200,26 @@ def test_get_ticker(mocker, ticker):
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assert ticker['ask'] == 1
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def test_get_ticker_history(default_conf, mocker, ticker):
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api_mock = MagicMock()
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tick = 123
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api_mock.get_ticker_history = MagicMock(return_value=tick)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# retrieve original ticker
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ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
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assert ticks == 123
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# change the ticker
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tick = 999
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api_mock.get_ticker_history = MagicMock(return_value=tick)
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mocker.patch('freqtrade.exchange._API', api_mock)
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# ensure caching will still return the original ticker
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ticks = get_ticker_history('BTC_ETH', int(default_conf['ticker_interval']))
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assert ticks == 123
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def test_cancel_order_dry_run(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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@ -194,6 +227,33 @@ def test_cancel_order_dry_run(default_conf, mocker):
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assert cancel_order(order_id='123') is None
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# Ensure that if not dry_run, we should call API
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def test_cancel_order(default_conf, mocker):
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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api_mock = MagicMock()
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api_mock.cancel_order = MagicMock(return_value=123)
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mocker.patch('freqtrade.exchange._API', api_mock)
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assert cancel_order(order_id='_') == 123
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def test_get_order(default_conf, mocker):
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default_conf['dry_run'] = True
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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order = MagicMock()
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order.myid = 123
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exchange._DRY_RUN_OPEN_ORDERS['X'] = order
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print(exchange.get_order('X'))
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assert exchange.get_order('X').myid == 123
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default_conf['dry_run'] = False
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mocker.patch.dict('freqtrade.exchange._CONF', default_conf)
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api_mock = MagicMock()
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api_mock.get_order = MagicMock(return_value=456)
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mocker.patch('freqtrade.exchange._API', api_mock)
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assert 456 == exchange.get_order('X')
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def test_get_name(default_conf, mocker):
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mocker.patch('freqtrade.exchange.validate_pairs',
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side_effect=lambda s: True)
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|
@ -209,3 +269,18 @@ def test_get_fee(default_conf, mocker):
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init(default_conf)
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assert get_fee() == 0.0025
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def test_exchange_misc(default_conf, mocker):
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api_mock = MagicMock()
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mocker.patch('freqtrade.exchange._API', api_mock)
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exchange.get_markets()
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assert 1 == api_mock.get_markets.call_count
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exchange.get_market_summaries()
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assert 1 == api_mock.get_market_summaries.call_count
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api_mock.name = 123
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assert 123 == exchange.get_name()
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api_mock.fee = 456
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assert 456 == exchange.get_fee()
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exchange.get_wallet_health()
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assert 1 == api_mock.get_wallet_health.call_count
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|
|
|
@ -143,7 +143,7 @@ def test_exchange_bittrex_fee():
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assert fee >= 0 and fee < 0.1 # Fee is 0-10 %
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def test_exchange_bittrex_buy_good(mocker):
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def test_exchange_bittrex_buy_good():
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wb = make_wrap_bittrex()
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fb = FakeBittrex()
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uuid = wb.buy('BTC_ETH', 1, 1)
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||||
|
@ -154,7 +154,7 @@ def test_exchange_bittrex_buy_good(mocker):
|
|||
wb.buy('BAD', 1, 1)
|
||||
|
||||
|
||||
def test_exchange_bittrex_sell_good(mocker):
|
||||
def test_exchange_bittrex_sell_good():
|
||||
wb = make_wrap_bittrex()
|
||||
fb = FakeBittrex()
|
||||
uuid = wb.sell('BTC_ETH', 1, 1)
|
||||
|
@ -165,7 +165,7 @@ def test_exchange_bittrex_sell_good(mocker):
|
|||
uuid = wb.sell('BAD', 1, 1)
|
||||
|
||||
|
||||
def test_exchange_bittrex_get_balance(mocker):
|
||||
def test_exchange_bittrex_get_balance():
|
||||
wb = make_wrap_bittrex()
|
||||
fb = FakeBittrex()
|
||||
bal = wb.get_balance('BTC_ETH')
|
||||
|
@ -238,10 +238,12 @@ def test_exchange_bittrex_get_ticker_bad():
|
|||
wb.get_ticker('BTC_ETH')
|
||||
|
||||
|
||||
def test_exchange_bittrex_get_ticker_history_one():
|
||||
def test_exchange_bittrex_get_ticker_history_intervals():
|
||||
wb = make_wrap_bittrex()
|
||||
FakeBittrex()
|
||||
assert wb.get_ticker_history('BTC_ETH', 1)
|
||||
for tick_interval in [1, 5, 30, 60, 1440]:
|
||||
assert ([{'C': 0, 'V': 0, 'O': 0, 'H': 0, 'L': 0, 'T': 0}] ==
|
||||
wb.get_ticker_history('BTC_ETH', tick_interval))
|
||||
|
||||
|
||||
def test_exchange_bittrex_get_ticker_history():
|
||||
|
@ -351,3 +353,8 @@ def test_validate_response_min_trade_requirement_not_met():
|
|||
}
|
||||
with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'):
|
||||
Bittrex._validate_response(response)
|
||||
|
||||
|
||||
def test_custom_requests(mocker):
|
||||
mocker.patch('freqtrade.exchange.bittrex.requests', MagicMock())
|
||||
btx.custom_requests('http://', '')
|
||||
|
|
|
@ -2,6 +2,7 @@
|
|||
|
||||
import os
|
||||
import logging
|
||||
# from unittest.mock import MagicMock
|
||||
from shutil import copyfile
|
||||
from freqtrade import exchange, optimize
|
||||
from freqtrade.exchange import Bittrex
|
||||
|
@ -198,12 +199,27 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
|
|||
_clean_test_file(file2)
|
||||
|
||||
|
||||
def test_download_backtesting_testdata2(default_conf, mocker):
|
||||
tick = [{'T': 'bar'}, {'T': 'foo'}]
|
||||
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
||||
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
|
||||
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=1)
|
||||
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
|
||||
|
||||
|
||||
def test_load_tickerdata_file():
|
||||
assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
|
||||
tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
|
||||
assert _btc_unittest_length == len(tickerdata)
|
||||
|
||||
|
||||
def test_init(default_conf, mocker):
|
||||
conf = {'exchange': {'pair_whitelist': []}}
|
||||
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
|
||||
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
|
||||
ticker_interval=int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe():
|
||||
timerange = ((None, 'line'), None, -100)
|
||||
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
|
||||
|
|
|
@ -1,8 +1,10 @@
|
|||
# pragma pylint: disable=missing-docstring,W0621
|
||||
import json
|
||||
from unittest.mock import MagicMock
|
||||
import freqtrade.tests.conftest as tt # test tools
|
||||
|
||||
import arrow
|
||||
import datetime
|
||||
import pytest
|
||||
from pandas import DataFrame
|
||||
|
||||
|
@ -73,6 +75,41 @@ def test_returns_latest_sell_signal(mocker):
|
|||
assert get_signal('BTC-ETH', 5) == (True, False)
|
||||
|
||||
|
||||
def test_get_signal_empty(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=None)
|
||||
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Empty ticker history for pair foo',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_exception_valueerror(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker',
|
||||
side_effect=ValueError('xyz'))
|
||||
assert (False, False) == get_signal('foo', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Unable to analyze ticker for pair foo: xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_empty_dataframe(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame([]))
|
||||
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Empty dataframe for pair xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_old_dataframe(default_conf, mocker, caplog):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=1)
|
||||
# FIX: The get_signal function has hardcoded 10, which we must inturn hardcode
|
||||
oldtime = arrow.utcnow() - datetime.timedelta(minutes=11)
|
||||
ticks = DataFrame([{'buy': 1, 'date': oldtime}])
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker', return_value=DataFrame(ticks))
|
||||
assert (False, False) == get_signal('xyz', int(default_conf['ticker_interval']))
|
||||
assert tt.log_has('Too old dataframe for pair xyz',
|
||||
caplog.record_tuples)
|
||||
|
||||
|
||||
def test_get_signal_handles_exceptions(mocker):
|
||||
mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
|
||||
mocker.patch('freqtrade.analyze.analyze_ticker',
|
||||
|
|
|
@ -2,6 +2,7 @@
|
|||
import copy
|
||||
import logging
|
||||
from unittest.mock import MagicMock
|
||||
import freqtrade.tests.conftest as tt # test tools
|
||||
|
||||
import arrow
|
||||
import pytest
|
||||
|
@ -20,10 +21,9 @@ from freqtrade.persistence import Trade
|
|||
def test_parse_args_backtesting(mocker):
|
||||
""" Test that main() can start backtesting or hyperopt.
|
||||
and also ensure we can pass some specific arguments
|
||||
argument parsing is done in test_misc.py """
|
||||
further argument parsing is done in test_misc.py """
|
||||
backtesting_mock = mocker.patch(
|
||||
'freqtrade.optimize.backtesting.start', MagicMock())
|
||||
with pytest.raises(SystemExit, match=r'0'):
|
||||
main.main(['backtesting'])
|
||||
assert backtesting_mock.call_count == 1
|
||||
call_args = backtesting_mock.call_args[0][0]
|
||||
|
@ -38,7 +38,6 @@ def test_parse_args_backtesting(mocker):
|
|||
def test_main_start_hyperopt(mocker):
|
||||
hyperopt_mock = mocker.patch(
|
||||
'freqtrade.optimize.hyperopt.start', MagicMock())
|
||||
with pytest.raises(SystemExit, match=r'0'):
|
||||
main.main(['hyperopt'])
|
||||
assert hyperopt_mock.call_count == 1
|
||||
call_args = hyperopt_mock.call_args[0][0]
|
||||
|
@ -48,6 +47,34 @@ def test_main_start_hyperopt(mocker):
|
|||
assert call_args.func is not None
|
||||
|
||||
|
||||
def test_process_maybe_execute_buy(default_conf, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.create_trade', return_value=True)
|
||||
assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
|
||||
mocker.patch('freqtrade.main.create_trade', return_value=False)
|
||||
assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_process_maybe_execute_sell(default_conf, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.handle_trade', return_value=True)
|
||||
mocker.patch('freqtrade.exchange.get_order', return_value=1)
|
||||
trade = MagicMock()
|
||||
trade.open_order_id = '123'
|
||||
assert not main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
||||
trade.is_open = True
|
||||
trade.open_order_id = None
|
||||
# Assert we call handle_trade() if trade is feasible for execution
|
||||
assert main.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
|
||||
main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
|
||||
tt.log_has('Unable to create trade:', caplog.record_tuples)
|
||||
|
||||
|
||||
def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
|
||||
|
@ -229,6 +256,20 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
|
|||
create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_create_trade_no_signal(default_conf, ticker, mocker):
|
||||
default_conf['dry_run'] = True
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=(False, False)))
|
||||
mocker.patch.multiple('freqtrade.exchange',
|
||||
get_ticker_history=MagicMock(return_value=20))
|
||||
mocker.patch.multiple('freqtrade.main.exchange',
|
||||
get_balance=MagicMock(return_value=20))
|
||||
stake_amount = 10
|
||||
Trade.query = MagicMock()
|
||||
Trade.query.filter = MagicMock()
|
||||
assert not create_trade(stake_amount, int(default_conf['ticker_interval']))
|
||||
|
||||
|
||||
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
|
||||
|
@ -430,6 +471,20 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
|
|||
assert len(trades) == 0
|
||||
|
||||
|
||||
def test_handle_timedout_limit_buy(default_conf, mocker):
|
||||
cancel_order = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
|
||||
Trade.session = MagicMock()
|
||||
trade = MagicMock()
|
||||
order = {'remaining': 1,
|
||||
'amount': 1}
|
||||
assert main.handle_timedout_limit_buy(trade, order)
|
||||
assert cancel_order.call_count == 1
|
||||
order['amount'] = 2
|
||||
assert not main.handle_timedout_limit_buy(trade, order)
|
||||
assert cancel_order.call_count == 2
|
||||
|
||||
|
||||
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
cancel_order_mock = MagicMock()
|
||||
|
@ -464,6 +519,20 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
|
|||
assert trade_sell.is_open is True
|
||||
|
||||
|
||||
def test_handle_timedout_limit_sell(default_conf, mocker):
|
||||
cancel_order = MagicMock()
|
||||
mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
|
||||
trade = MagicMock()
|
||||
order = {'remaining': 1,
|
||||
'amount': 1}
|
||||
assert main.handle_timedout_limit_sell(trade, order)
|
||||
assert cancel_order.call_count == 1
|
||||
order['amount'] = 2
|
||||
assert not main.handle_timedout_limit_sell(trade, order)
|
||||
# Assert cancel_order was not called (callcount remains unchanged)
|
||||
assert cancel_order.call_count == 1
|
||||
|
||||
|
||||
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
|
||||
mocker):
|
||||
mocker.patch.dict('freqtrade.main._CONF', default_conf)
|
||||
|
|
Loading…
Reference in New Issue
Block a user