Extract orders for mock trades

This commit is contained in:
Matthias 2020-09-07 06:48:34 +02:00
parent cad0275b32
commit da0ceb7d87
2 changed files with 88 additions and 57 deletions

View File

@ -170,7 +170,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
@pytest.fixture(scope='function')
def mock_trades(fee):
def mock_trades(init_persistence, fee):
return create_mock_trades(fee)

View File

@ -3,6 +3,20 @@ import pytest
from freqtrade.persistence.models import Order, Trade
def mock_order_1():
return {
'id': '1234',
'symbol': 'ETH/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_1(fee):
trade = Trade(
pair='ETH/BTC',
@ -16,18 +30,37 @@ def mock_trade_1(fee):
open_order_id='dry_run_buy_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': '1234',
'symbol': 'ETH/BTC',
o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
trade.orders.append(o)
return trade
def mock_order_2():
return {
'id': '1235',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
trade.orders.append(o)
return trade
}
def mock_order_2_sell():
return {
'id': '12366',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'type': 'limit',
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_2(fee):
@ -49,31 +82,41 @@ def mock_trade_2(fee):
open_order_id='dry_run_sell_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': '1235',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_2(), 'ETH/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object({
'id': '12366',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
'price': 0.128,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'sell')
o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETH/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_order_3():
return {
'id': '41231a12a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'type': 'limit',
'price': 0.05,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_order_3_sell():
return {
'id': '41231a666a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'stop_loss',
'type': 'limit',
'price': 0.06,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}
def mock_trade_3(fee):
"""
Closed trade
@ -90,31 +133,27 @@ def mock_trade_3(fee):
exchange='bittrex',
is_open=False,
)
o = Order.parse_from_ccxt_object({
'id': '41231a12a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'buy',
'price': 0.05,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_3(), 'ETH/BTC', 'buy')
trade.orders.append(o)
o = Order.parse_from_ccxt_object({
'id': '41231a666a',
'symbol': 'XRP/BTC',
'status': 'closed',
'side': 'stop_loss',
'price': 0.06,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'sell')
o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'ETH/BTC', 'sell')
trade.orders.append(o)
return trade
def mock_order_4():
return {
'id': 'prod_buy_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': 'buy',
'type': 'limit',
'price': 0.123,
'amount': 123.0,
'filled': 0.0,
'remaining': 123.0,
}
def mock_trade_4(fee):
"""
Simulate prod entry
@ -131,17 +170,9 @@ def mock_trade_4(fee):
open_order_id='prod_buy_12345',
strategy='DefaultStrategy',
)
o = Order.parse_from_ccxt_object({
'id': 'prod_buy_12345',
'symbol': 'ETC/BTC',
'status': 'open',
'side': 'buy',
'price': 0.123,
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
}, 'ETH/BTC', 'buy')
o = Order.parse_from_ccxt_object(mock_order_4(), 'ETH/BTC', 'buy')
trade.orders.append(o)
return trade
def create_mock_trades(fee):