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https://github.com/freqtrade/freqtrade.git
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Extract mock_trade generation to sepearate file
This commit is contained in:
Matthias
parent
f6ebe51314
commit
cad0275b32
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@ -1,4 +1,5 @@
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# pragma pylint: disable=missing-docstring
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from tests.conftest_trades import create_mock_trades
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from freqtrade.persistence.models import Order
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import json
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import logging
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@ -168,136 +169,9 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
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freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
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def create_mock_trades(fee):
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"""
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Create some fake trades ...
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"""
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# Simulate dry_run entries
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=123.0,
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amount_requested=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='dry_run_buy_12345',
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strategy='DefaultStrategy',
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)
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o = Order.parse_from_ccxt_object({
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'id': '1234',
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'symbol': 'ETH/BTC',
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'status': 'closed',
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'side': 'buy',
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'price': 0.123,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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Trade.session.add(trade)
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trade = Trade(
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pair='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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amount_requested=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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close_rate=0.128,
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close_profit=0.005,
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exchange='bittrex',
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is_open=False,
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open_order_id='dry_run_sell_12345',
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strategy='DefaultStrategy',
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)
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o = Order.parse_from_ccxt_object({
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'id': '1235',
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'symbol': 'ETC/BTC',
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'status': 'closed',
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'side': 'buy',
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'price': 0.123,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object({
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'id': '12366',
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'symbol': 'ETC/BTC',
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'status': 'closed',
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'side': 'sell',
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'price': 0.128,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'sell')
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trade.orders.append(o)
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Trade.session.add(trade)
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trade = Trade(
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pair='XRP/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.05,
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close_rate=0.06,
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close_profit=0.01,
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exchange='bittrex',
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is_open=False,
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)
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o = Order.parse_from_ccxt_object({
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'id': '41231a12a',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'buy',
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'price': 0.05,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object({
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'id': '41231a666a',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'stop_loss',
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'price': 0.06,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'sell')
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trade.orders.append(o)
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Trade.session.add(trade)
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# Simulate prod entry
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trade = Trade(
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pair='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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amount_requested=124.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='prod_buy_12345',
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strategy='DefaultStrategy',
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)
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o = Order.parse_from_ccxt_object({
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'id': 'prod_buy_12345',
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'symbol': 'ETC/BTC',
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'status': 'open',
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'side': 'buy',
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'price': 0.123,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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Trade.session.add(trade)
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@pytest.fixture(scope='function')
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def mock_trades(fee):
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return create_mock_trades(fee)
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@pytest.fixture(autouse=True)
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162
tests/conftest_trades.py
Normal file
162
tests/conftest_trades.py
Normal file
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@ -0,0 +1,162 @@
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import pytest
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from freqtrade.persistence.models import Order, Trade
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def mock_trade_1(fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=123.0,
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amount_requested=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='dry_run_buy_12345',
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strategy='DefaultStrategy',
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)
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o = Order.parse_from_ccxt_object({
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'id': '1234',
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'symbol': 'ETH/BTC',
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'status': 'closed',
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'side': 'buy',
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'price': 0.123,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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return trade
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def mock_trade_2(fee):
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"""
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Closed trade...
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"""
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trade = Trade(
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pair='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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amount_requested=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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close_rate=0.128,
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close_profit=0.005,
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exchange='bittrex',
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is_open=False,
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open_order_id='dry_run_sell_12345',
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strategy='DefaultStrategy',
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)
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o = Order.parse_from_ccxt_object({
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'id': '1235',
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'symbol': 'ETC/BTC',
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'status': 'closed',
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'side': 'buy',
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'price': 0.123,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object({
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'id': '12366',
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'symbol': 'ETC/BTC',
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'status': 'closed',
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'side': 'sell',
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'price': 0.128,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'sell')
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trade.orders.append(o)
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return trade
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def mock_trade_3(fee):
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"""
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Closed trade
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"""
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trade = Trade(
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pair='XRP/BTC',
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stake_amount=0.001,
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amount=123.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.05,
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close_rate=0.06,
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close_profit=0.01,
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exchange='bittrex',
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is_open=False,
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)
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o = Order.parse_from_ccxt_object({
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'id': '41231a12a',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'buy',
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'price': 0.05,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object({
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'id': '41231a666a',
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'symbol': 'XRP/BTC',
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'status': 'closed',
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'side': 'stop_loss',
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'price': 0.06,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'sell')
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trade.orders.append(o)
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return trade
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def mock_trade_4(fee):
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"""
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Simulate prod entry
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"""
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trade = Trade(
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pair='ETC/BTC',
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stake_amount=0.001,
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amount=123.0,
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amount_requested=124.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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exchange='bittrex',
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open_order_id='prod_buy_12345',
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strategy='DefaultStrategy',
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)
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o = Order.parse_from_ccxt_object({
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'id': 'prod_buy_12345',
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'symbol': 'ETC/BTC',
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'status': 'open',
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'side': 'buy',
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'price': 0.123,
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'amount': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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}, 'ETH/BTC', 'buy')
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trade.orders.append(o)
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def create_mock_trades(fee):
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"""
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Create some fake trades ...
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"""
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# Simulate dry_run entries
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trade = mock_trade_1(fee)
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Trade.session.add(trade)
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trade = mock_trade_2(fee)
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Trade.session.add(trade)
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trade = mock_trade_3(fee)
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Trade.session.add(trade)
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trade = mock_trade_4(fee)
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Trade.session.add(trade)
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