mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
Fixed a bunch of freqtradebot tests
This commit is contained in:
Sam Germain
parent
dadd134200
commit
8d7f75c4de
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@ -338,8 +338,7 @@ def get_default_conf(testdatadir):
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"ETH/BTC",
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"LTC/BTC",
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"XRP/BTC",
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"NEO/BTC",
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"ADA/USDT"
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"NEO/BTC"
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],
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"pair_blacklist": [
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"DOGE/BTC",
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@ -469,31 +468,6 @@ def get_markets():
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},
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'info': {},
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},
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'ADA/USDT': {
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'id': 'ethbtc',
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'symbol': 'ADA/USDT',
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'base': 'USDT',
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'quote': 'ADA',
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'active': True,
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'precision': {
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'price': 8,
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'amount': 8,
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'cost': 8,
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},
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'lot': 0.00000001,
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'limits': {
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'amount': {
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'min': 0.01,
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'max': 1000,
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},
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'price': 500000,
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'cost': {
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'min': 0.0001,
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'max': 500000,
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},
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},
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'info': {},
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},
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'TKN/BTC': {
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'id': 'tknbtc',
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'symbol': 'TKN/BTC',
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@ -1267,11 +1267,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
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)
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# price fell below stoploss, so dry-run sells trade.
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
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'bid': 4.1712,
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'ask': 4.1921,
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'last': 4.1712
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}))
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': 4.1712,
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'ask': 4.1921,
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'last': 4.1712
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})
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)
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assert freqtrade.handle_trade(trade) is True
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@ -1407,7 +1410,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
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'price': 3,
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'average': 2,
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'info': {
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'stopPrice': '0.000011134'
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'stopPrice': '2.0805'
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}
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})
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@ -1417,11 +1420,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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# price jumped 2x
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
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'bid': 4.38,
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'ask': 4.4,
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'last': 4.38
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}))
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': 4.38,
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'ask': 4.4,
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'last': 4.38
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})
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)
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cancel_order_mock = MagicMock()
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stoploss_order_mock = MagicMock(return_value={'id': 13434334})
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@ -1435,7 +1441,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
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stoploss_order_mock.assert_not_called()
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assert freqtrade.handle_trade(trade) is False
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assert trade.stop_loss == 0.00002346 * 0.96
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assert trade.stop_loss == 4.4 * 0.96
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assert trade.stop_loss_pct == -0.04
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# setting stoploss_on_exchange_interval to 0 seconds
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@ -1444,17 +1450,22 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
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assert freqtrade.handle_stoploss_on_exchange(trade) is False
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cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
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stoploss_order_mock.assert_called_once_with(amount=85.32423208,
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pair='ETH/BTC',
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order_types=freqtrade.strategy.order_types,
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stop_price=0.00002346 * 0.96)
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stoploss_order_mock.assert_called_once_with(
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amount=100.0,
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pair='ETH/BTC',
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order_types=freqtrade.strategy.order_types,
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stop_price=4.4 * 0.96
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)
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# price fell below stoploss, so dry-run sells trade.
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
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'bid': 0.00002144,
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'ask': 0.00002146,
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'last': 0.00002144
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}))
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': 4.1712,
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'ask': 4.1921,
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'last': 4.1712
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})
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)
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assert freqtrade.handle_trade(trade) is True
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@ -3192,9 +3203,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': 0.0000172,
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'ask': 0.0000173,
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'last': 0.0000172
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'bid': 2.19,
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'ask': 2.2,
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'last': 2.19
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_usdt_open,
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@ -3259,7 +3270,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
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# Stoploss should be adjusted
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assert freqtrade.handle_trade(trade) is False
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caplog.clear()
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# Price fell
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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@ -3271,22 +3282,28 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
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caplog.set_level(logging.DEBUG)
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# Sell as trailing-stop is reached
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assert freqtrade.handle_trade(trade) is True
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assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
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"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
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# TODO: Does this make sense? How is stoploss 2.7?
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assert log_has("ETH/BTC - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
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"initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
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assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
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def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
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caplog, mocker) -> None:
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@pytest.mark.parametrize('offset,trail_if_reached,second_sl', [
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(0, False, 2.0394),
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(0.011, False, 2.0394),
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(0.055, True, 1.8),
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])
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def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
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offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
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buy_price = limit_buy_order_usdt['price']
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': buy_price - 0.000001,
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'ask': buy_price - 0.000001,
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'last': buy_price - 0.000001
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'bid': buy_price - 0.01,
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'ask': buy_price - 0.01,
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'last': buy_price - 0.01
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_usdt_open,
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@ -3296,6 +3313,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
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)
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default_conf['trailing_stop'] = True
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default_conf['trailing_stop_positive'] = 0.01
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if offset:
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default_conf['trailing_stop_positive_offset'] = offset
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default_conf['trailing_only_offset_is_reached'] = trail_if_reached
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patch_whitelist(mocker, default_conf)
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freqtrade = FreqtradeBot(default_conf)
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@ -3310,159 +3330,59 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
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assert freqtrade.handle_trade(trade) is False
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# Raise ticker above buy price
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.000003,
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'ask': buy_price + 0.000003,
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'last': buy_price + 0.000003
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}))
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# stop-loss not reached, adjusted stoploss
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assert freqtrade.handle_trade(trade) is False
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assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
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assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
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assert trade.stop_loss == 0.0000138501
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caplog.clear()
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.000002,
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'ask': buy_price + 0.000002,
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'last': buy_price + 0.000002
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}))
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# Lower price again (but still positive)
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assert freqtrade.handle_trade(trade) is True
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assert log_has(
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f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
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f"stoploss is {trade.stop_loss:.6f}, "
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f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
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def test_trailing_stop_loss_offset(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
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caplog, mocker) -> None:
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buy_price = limit_buy_order_usdt['price']
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': buy_price - 0.000001,
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'ask': buy_price - 0.000001,
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'last': buy_price - 0.000001
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}),
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create_order=MagicMock(side_effect=[
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limit_buy_order_usdt_open,
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{'id': 1234553382},
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]),
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get_fee=fee,
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.06,
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'ask': buy_price + 0.06,
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'last': buy_price + 0.06
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})
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)
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patch_whitelist(mocker, default_conf)
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default_conf['trailing_stop'] = True
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default_conf['trailing_stop_positive'] = 0.01
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default_conf['trailing_stop_positive_offset'] = 0.011
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order_usdt)
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caplog.set_level(logging.DEBUG)
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# stop-loss not reached
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assert freqtrade.handle_trade(trade) is False
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# Raise ticker above buy price
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.000003,
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'ask': buy_price + 0.000003,
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'last': buy_price + 0.000003
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}))
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# stop-loss not reached, adjusted stoploss
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assert freqtrade.handle_trade(trade) is False
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assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
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assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
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assert trade.stop_loss == 0.0000138501
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# TODO: is 0.0249% correct? Shouldn't it be higher?
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caplog_text = f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
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if trail_if_reached:
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assert not log_has(caplog_text, caplog)
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assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
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else:
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assert log_has(caplog_text, caplog)
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assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
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assert trade.stop_loss == second_sl
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caplog.clear()
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.000002,
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'ask': buy_price + 0.000002,
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'last': buy_price + 0.000002
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}))
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.125,
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'ask': buy_price + 0.125,
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'last': buy_price + 0.125,
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})
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)
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assert freqtrade.handle_trade(trade) is False
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assert log_has(
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f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
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caplog
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)
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assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
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mocker.patch(
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'freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.02,
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'ask': buy_price + 0.02,
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'last': buy_price + 0.02
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})
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)
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# Lower price again (but still positive)
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assert freqtrade.handle_trade(trade) is True
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assert log_has(
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f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
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f"ETH/BTC - HIT STOP: current price at {buy_price + 0.02:.6f}, "
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f"stoploss is {trade.stop_loss:.6f}, "
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f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
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f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
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assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
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def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
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caplog, mocker) -> None:
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buy_price = limit_buy_order_usdt['price']
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# buy_price: 2.0
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patch_RPCManager(mocker)
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patch_exchange(mocker)
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=MagicMock(return_value={
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'bid': buy_price,
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'ask': buy_price,
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'last': buy_price
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}),
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create_order=MagicMock(return_value=limit_buy_order_usdt_open),
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get_fee=fee,
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)
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patch_whitelist(mocker, default_conf)
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default_conf['trailing_stop'] = True
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default_conf['trailing_stop_positive'] = 0.05
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default_conf['trailing_stop_positive_offset'] = 0.055
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default_conf['trailing_only_offset_is_reached'] = True
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freqtrade = FreqtradeBot(default_conf)
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patch_get_signal(freqtrade)
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freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
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freqtrade.enter_positions()
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trade = Trade.query.first()
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trade.update(limit_buy_order_usdt)
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caplog.set_level(logging.DEBUG)
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# stop-loss not reached
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assert freqtrade.handle_trade(trade) is False
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assert trade.stop_loss == 1.8
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# Raise ticker above buy price
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.0000004,
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'ask': buy_price + 0.0000004,
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'last': buy_price + 0.0000004
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}))
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# stop-loss should not be adjusted as offset is not reached yet
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assert freqtrade.handle_trade(trade) is False
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assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
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assert trade.stop_loss == 1.8
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caplog.clear()
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# price rises above the offset (rises 12% when the offset is 5.5%)
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mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
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MagicMock(return_value={
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'bid': buy_price + 0.0000014,
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'ask': buy_price + 0.0000014,
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'last': buy_price + 0.0000014
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}))
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assert freqtrade.handle_trade(trade) is False
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assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
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assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
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assert trade.stop_loss == 0.0000117705
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def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
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fee, mocker) -> None:
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patch_RPCManager(mocker)
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