# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments import logging import time from copy import deepcopy from math import isclose from unittest.mock import ANY, MagicMock, PropertyMock import arrow import pytest from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError, InvalidOrderException, OperationalException, PricingError, TemporaryError) from freqtrade.freqtradebot import FreqtradeBot from freqtrade.persistence import Order, PairLocks, Trade from freqtrade.persistence.models import PairLock from freqtrade.strategy.interface import SellCheckTuple from freqtrade.worker import Worker from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, patch_wallet, patch_whitelist) from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) def enter_side(is_short: bool): return "sell" if is_short else "buy" def exit_side(is_short: bool): return "buy" if is_short else "sell" def patch_RPCManager(mocker) -> MagicMock: """ This function mock RPC manager to avoid repeating this code in almost every tests :param mocker: mocker to patch RPCManager class :return: RPCManager.send_msg MagicMock to track if this method is called """ mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock()) return rpc_mock # Unit tests def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None: mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.state is State.RUNNING default_conf_usdt.pop('initial_state') freqtrade = FreqtradeBot(default_conf_usdt) assert freqtrade.state is State.STOPPED def test_process_stopped(mocker, default_conf_usdt) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') freqtrade.process_stopped() assert coo_mock.call_count == 0 default_conf_usdt['cancel_open_orders_on_exit'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.process_stopped() assert coo_mock.call_count == 1 def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None: mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db') coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.cleanup() assert log_has('Cleaning up modules ...', caplog) assert mock_cleanup.call_count == 1 assert coo_mock.call_count == 0 freqtrade.config['cancel_open_orders_on_exit'] = True freqtrade.cleanup() assert coo_mock.call_count == 1 @pytest.mark.parametrize('runmode', [ RunMode.DRY_RUN, RunMode.LIVE ]) def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) conf = default_conf_usdt.copy() conf['runmode'] = runmode conf['order_types'] = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': True, } conf['bid_strategy']['price_side'] = 'ask' freqtrade = FreqtradeBot(conf) if runmode == RunMode.LIVE: assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) assert freqtrade.strategy.order_types['stoploss_on_exchange'] caplog.clear() # is left untouched conf = default_conf_usdt.copy() conf['runmode'] = runmode conf['order_types'] = { 'buy': 'market', 'sell': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, } freqtrade = FreqtradeBot(conf) assert not freqtrade.strategy.order_types['stoploss_on_exchange'] assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf_usdt) result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT') assert result == default_conf_usdt['stake_amount'] @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [ (False, 120, 2, 0.5, [60, None]), (True, 120, 2, 0.5, [60, 58.8]), (False, 180, 3, 0.5, [60, 60, None]), (True, 180, 3, 0.5, [60, 60, 58.2]), (False, 122, 3, 0.5, [60, 60, None]), (True, 122, 3, 0.5, [60, 60, 0.0]), (True, 167, 3, 0.5, [60, 60, 45.33]), (True, 122, 3, 1, [60, 60, 0.0]), ]) def test_check_available_stake_amount( default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open, amend_last, wallet, max_open, lsamr, expected ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee ) default_conf_usdt['dry_run_wallet'] = wallet default_conf_usdt['amend_last_stake_amount'] = amend_last default_conf_usdt['last_stake_amount_min_ratio'] = lsamr freqtrade = FreqtradeBot(default_conf_usdt) for i in range(0, max_open): if expected[i] is not None: limit_buy_order_usdt_open['id'] = str(i) result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT') assert pytest.approx(result) == expected[i] freqtrade.execute_entry('ETH/USDT', result) else: with pytest.raises(DependencyException): freqtrade.wallets.get_trade_stake_amount('ETH/USDT') def test_edge_called_in_process(mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_edge(mocker) def _refresh_whitelist(list): return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] patch_exchange(mocker) freqtrade = FreqtradeBot(edge_conf) freqtrade.pairlists._validate_whitelist = _refresh_whitelist patch_get_signal(freqtrade) freqtrade.process() assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC'] def test_edge_overrides_stake_amount(mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['dry_run_wallet'] = 999.9 freqtrade = FreqtradeBot(edge_conf) assert freqtrade.wallets.get_trade_stake_amount( 'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20 assert freqtrade.wallets.get_trade_stake_amount( 'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21 @pytest.mark.parametrize('buy_price_mult,ignore_strat_sl,is_short', [ (0.79, False, False), # Override stoploss (0.85, True, False), # Override strategy stoploss (0.85, False, True), # Override stoploss (0.79, True, True) # Override strategy stoploss ]) def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker, is_short, buy_price_mult, ignore_strat_sl, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['max_open_trades'] = float('inf') # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2 # Thus, if price falls 21%, stoploss should be triggered # # mocking the ticker: price is falling ... enter_price = limit_order[enter_side(is_short)]['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': enter_price * buy_price_mult, 'ask': enter_price * buy_price_mult, 'last': enter_price * buy_price_mult, }), get_fee=fee, ) ############################################# # Create a trade with "limit_buy_order_usdt" price freqtrade = FreqtradeBot(edge_conf) freqtrade.active_pair_whitelist = ['NEO/BTC'] patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short caplog.clear() trade.update(limit_order[enter_side(is_short)]) ############################################# # stoploss shoud be hit assert freqtrade.handle_trade(trade) is not ignore_strat_sl if not ignore_strat_sl: assert log_has('Exit for NEO/BTC detected. Reason: stop_loss', caplog) assert trade.sell_reason == SellType.STOP_LOSS.value def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf_usdt['max_open_trades'] = 2 mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade is not None assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None freqtrade.enter_positions() trade = Trade.query.order_by(Trade.id.desc()).first() assert trade is not None assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert Trade.total_open_trades_stakes() == 120.0 @pytest.mark.parametrize("is_short,open_rate", [ (False, 2.0), (True, 2.2) ]) def test_create_trade(default_conf_usdt, ticker_usdt, limit_order, fee, mocker, is_short, open_rate) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) # Save state of current whitelist whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist']) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.create_trade('ETH/USDT') trade = Trade.query.first() trade.is_short = is_short assert trade is not None assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_order[enter_side(is_short)]) assert trade.open_rate == open_rate assert trade.amount == 30.0 assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): freqtrade.create_trade('ETH/USDT') @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [ (5.0, True, True, 99), (0.00005, True, False, 99), (0, False, True, 99), (UNLIMITED_STAKE_AMOUNT, False, True, 0), ]) def test_create_trade_minimal_amount( default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, stake_amount, create, amount_enough, max_open_trades, caplog, is_short ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) enter_mock = MagicMock(return_value=limit_order_open[enter_side(is_short)]) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=enter_mock, get_fee=fee, ) default_conf_usdt['max_open_trades'] = max_open_trades freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.config['stake_amount'] = stake_amount patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) if create: assert freqtrade.create_trade('ETH/USDT') if amount_enough: rate, amount = enter_mock.call_args[1]['rate'], enter_mock.call_args[1]['amount'] assert rate * amount <= default_conf_usdt['stake_amount'] else: assert log_has_re( r"Stake amount for pair .* is too small.*", caplog ) else: assert not freqtrade.create_trade('ETH/USDT') if not max_open_trades: assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0 @pytest.mark.parametrize('whitelist,positions', [ (["ETH/USDT"], 1), # No pairs left ([], 0), # No pairs in whitelist ]) def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, whitelist, positions, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) default_conf_usdt['exchange']['pair_whitelist'] = whitelist freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() assert n == positions if positions: assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog) n = freqtrade.enter_positions() assert n == 0 assert log_has_re(r"No currency pair in active pair whitelist.*", caplog) else: assert n == 0 assert log_has("Active pair whitelist is empty.", caplog) @pytest.mark.usefixtures("init_persistence") def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() message = r"Global pairlock active until.* Not creating new trades." n = freqtrade.enter_positions() # 0 trades, but it's not because of pairlock. assert n == 0 assert not log_has_re(message, caplog) caplog.clear() PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because') n = freqtrade.enter_positions() assert n == 0 assert log_has_re(message, caplog) @pytest.mark.parametrize('is_short', [False, True]) def test_handle_protections(mocker, default_conf_usdt, fee, is_short): default_conf_usdt['protections'] = [ {"method": "CooldownPeriod", "stop_duration": 60}, { "method": "StoplossGuard", "lookback_period_candles": 24, "trade_limit": 4, "stop_duration_candles": 4, "only_per_pair": False } ] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.protections._protection_handlers[1].global_stop = MagicMock( return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf")) create_mock_trades(fee, is_short) freqtrade.handle_protections('ETC/BTC') send_msg_mock = freqtrade.rpc.send_msg assert send_msg_mock.call_count == 2 assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None: default_conf_usdt['dry_run'] = True patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_fee=fee, ) default_conf_usdt['stake_amount'] = 10 freqtrade = FreqtradeBot(default_conf_usdt) # patch_get_signal(freqtrade, enter_long=False) patch_get_signal(freqtrade, enter_long=False, exit_long=False) Trade.query = MagicMock() Trade.query.filter = MagicMock() assert not freqtrade.create_trade('ETH/USDT') @pytest.mark.parametrize("max_open", range(0, 5)) @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)]) def test_create_trades_multiple_trades( default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open, max_open, tradable_balance_ratio, modifier ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf_usdt['max_open_trades'] = max_open default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio default_conf_usdt['dry_run_wallet'] = 60.0 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() trades = Trade.get_open_trades() # Expected trades should be max_open * a modified value # depending on the configured tradable_balance assert n == max(int(max_open * modifier), 0) assert len(trades) == max(int(max_open * modifier), 0) def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf_usdt['max_open_trades'] = 4 mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create 2 existing trades freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount']) freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount']) assert len(Trade.get_open_trades()) == 2 # Change order_id for new orders limit_buy_order_usdt_open['id'] = '123444' # Create 2 new trades using create_trades assert freqtrade.create_trade('ETH/USDT') assert freqtrade.create_trade('NEO/BTC') trades = Trade.get_open_trades() assert len(trades) == 4 @pytest.mark.parametrize('is_short', [False, True]) def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, limit_order_open, is_short, fee, mocker, caplog ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]), fetch_order=MagicMock(return_value=limit_order[enter_side(is_short)]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades freqtrade.process() trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 trade = trades[0] assert trade is not None assert trade.stake_amount == default_conf_usdt['stake_amount'] assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' assert trade.open_rate == 2.0 assert trade.amount == 30.0 assert log_has( 'Long signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...', caplog ) def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) worker._process_running() assert sleep_mock.has_calls() def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None: msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=OperationalException) ) worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) assert worker.freqtrade.state == State.RUNNING worker._process_running() assert worker.freqtrade.state == State.STOPPED assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status'] def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), fetch_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert not trades freqtrade.process() trades = Trade.query.filter(Trade.is_open.is_(True)).all() assert len(trades) == 1 # Nothing happened ... freqtrade.process() assert len(trades) == 1 def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None: """ Test process with trade not in pair list """ patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), fetch_order=MagicMock(return_value=limit_buy_order_usdt), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) pair = 'BLK/BTC' # Ensure the pair is not in the whitelist! assert pair not in default_conf_usdt['exchange']['pair_whitelist'] # create open trade not in whitelist Trade.query.session.add(Trade( pair=pair, stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, amount=20, open_rate=0.01, exchange='binance', )) Trade.query.session.add(Trade( pair='ETH/USDT', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, amount=12, open_rate=0.001, exchange='binance', )) assert pair not in freqtrade.active_pair_whitelist freqtrade.process() assert pair in freqtrade.active_pair_whitelist # Make sure each pair is only in the list once assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist)) def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) def _refresh_whitelist(list): return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] refresh_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")]) mocker.patch.multiple( 'freqtrade.strategy.interface.IStrategy', get_exit_signal=MagicMock(return_value=(False, False)), get_entry_signal=MagicMock(return_value=(None, None)) ) mocker.patch('time.sleep', return_value=None) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.pairlists._validate_whitelist = _refresh_whitelist freqtrade.strategy.informative_pairs = inf_pairs # patch_get_signal(freqtrade) freqtrade.process() assert inf_pairs.call_count == 1 assert refresh_mock.call_count == 1 assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0] assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0] @pytest.mark.parametrize("is_short", [False, True]) def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, limit_order_open, is_short) -> None: open_order = limit_order_open[enter_side(is_short)] order = limit_order[enter_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) stake_amount = 2 bid = 0.11 enter_rate_mock = MagicMock(return_value=bid) enter_mm = MagicMock(return_value=open_order) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_rate=enter_rate_mock, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=enter_mm, get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) pair = 'ETH/USDT' assert not freqtrade.execute_entry(pair, stake_amount, is_short=is_short) assert enter_rate_mock.call_count == 1 assert enter_mm.call_count == 0 assert freqtrade.strategy.confirm_trade_entry.call_count == 1 enter_rate_mock.reset_mock() open_order['id'] = '22' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) assert enter_rate_mock.call_count == 1 assert enter_mm.call_count == 1 call_args = enter_mm.call_args_list[0][1] assert call_args['pair'] == pair assert call_args['rate'] == bid assert call_args['amount'] == round(stake_amount / bid, 8) enter_rate_mock.reset_mock() # Should create an open trade with an open order id # As the order is not fulfilled yet trade = Trade.query.first() trade.is_short = is_short assert trade assert trade.is_open is True assert trade.open_order_id == '22' # Test calling with price open_order['id'] = '33' fix_price = 0.06 assert freqtrade.execute_entry(pair, stake_amount, fix_price, is_short=is_short) # Make sure get_rate wasn't called again assert enter_rate_mock.call_count == 0 assert enter_mm.call_count == 2 call_args = enter_mm.call_args_list[1][1] assert call_args['pair'] == pair assert call_args['rate'] == fix_price assert call_args['amount'] == round(stake_amount / fix_price, 8) # In case of closed order order['status'] = 'closed' order['price'] = 10 order['cost'] = 100 order['id'] = '444' mocker.patch('freqtrade.exchange.Exchange.create_order', MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[2] trade.is_short = is_short assert trade assert trade.open_order_id is None assert trade.open_rate == 10 assert trade.stake_amount == 100 # In case of rejected or expired order and partially filled order['status'] = 'expired' order['amount'] = 30.0 order['filled'] = 20.0 order['remaining'] = 10.00 order['price'] = 0.5 order['cost'] = 15.0 order['id'] = '555' mocker.patch('freqtrade.exchange.Exchange.create_order', MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[3] trade.is_short = is_short assert trade assert trade.open_order_id == '555' assert trade.open_rate == 0.5 assert trade.stake_amount == 15.0 # Test with custom stake order['status'] = 'open' order['id'] = '556' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0 assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[4] trade.is_short = is_short assert trade assert trade.stake_amount == 150 # Exception case order['id'] = '557' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0 assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[5] trade.is_short = is_short assert trade assert trade.stake_amount == 2.0 # In case of the order is rejected and not filled at all order['status'] = 'rejected' order['amount'] = 30.0 order['filled'] = 0.0 order['remaining'] = 30.0 order['price'] = 0.5 order['cost'] = 0.0 order['id'] = '66' mocker.patch('freqtrade.exchange.Exchange.create_order', MagicMock(return_value=order)) assert not freqtrade.execute_entry(pair, stake_amount) # Fail to get price... mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0)) with pytest.raises(PricingError, match=f"Could not determine {enter_side(is_short)} price."): freqtrade.execute_entry(pair, stake_amount, is_short=is_short) # In case of custom entry price mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50) order['status'] = 'open' order['id'] = '5566' freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508 assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[6] trade.is_short = is_short assert trade assert trade.open_rate_requested == 0.508 # In case of custom entry price set to None order['status'] = 'open' order['id'] = '5567' freqtrade.strategy.custom_entry_price = lambda **kwargs: None mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_rate=MagicMock(return_value=10), ) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[7] trade.is_short = is_short assert trade assert trade.open_rate_requested == 10 # In case of custom entry price not float type order['status'] = 'open' order['id'] = '5568' freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price" assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[8] trade.is_short = is_short assert trade assert trade.open_rate_requested == 10 @pytest.mark.parametrize("is_short", [False, True]) def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order, is_short) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(return_value=limit_order[enter_side(is_short)]), get_rate=MagicMock(return_value=0.11), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) stake_amount = 2 pair = 'ETH/USDT' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) # TODO-lev: KeyError happens on short, why? assert freqtrade.execute_entry(pair, stake_amount) limit_order[enter_side(is_short)]['id'] = '222' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_entry(pair, stake_amount) limit_order[enter_side(is_short)]['id'] = '2223' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) assert not freqtrade.execute_entry(pair, stake_amount) @pytest.mark.parametrize("is_short", [False, True]) def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) order = limit_order[enter_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=order['amount']) stoploss = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True trade = MagicMock() trade.is_short = is_short trade.open_order_id = None trade.stoploss_order_id = None trade.is_open = True trades = [trade] freqtrade.exit_positions(trades) assert trade.stoploss_order_id == '13434334' assert stoploss.call_count == 1 assert trade.is_open is True @pytest.mark.parametrize("is_short", [False, True]) def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short, limit_order) -> None: stoploss = MagicMock(return_value={'id': 13434334}) enter_order = limit_order[enter_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, {'id': exit_order['id']}, ]), get_fee=fee, ) mocker.patch.multiple( 'freqtrade.exchange.Binance', stoploss=stoploss ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # First case: when stoploss is not yet set but the order is open # should get the stoploss order id immediately # and should return false as no trade actually happened trade = MagicMock() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = None trade.is_short = is_short assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 1 assert trade.stoploss_order_id == "13434334" # Second case: when stoploss is set but it is not yet hit # should do nothing and return false trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', hanging_stoploss_order) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id == 100 # Third case: when stoploss was set but it was canceled for some reason # should set a stoploss immediately and return False caplog.clear() trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', canceled_stoploss_order) stoploss.reset_mock() assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 1 assert trade.stoploss_order_id == "13434334" # Fourth case: when stoploss is set and it is hit # should unset stoploss_order_id and return true # as a trade actually happened caplog.clear() freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 assert trade stoploss_order_hit = MagicMock(return_value={ 'id': 100, 'status': 'closed', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'amount': enter_order['amount'], }) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog) assert trade.stoploss_order_id is None assert trade.is_open is False caplog.clear() mocker.patch( 'freqtrade.exchange.Binance.stoploss', side_effect=ExchangeError() ) trade.is_open = True freqtrade.handle_stoploss_on_exchange(trade) assert log_has('Unable to place a stoploss order on exchange.', caplog) assert trade.stoploss_order_id is None # Fifth case: fetch_order returns InvalidOrder # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) freqtrade.handle_stoploss_on_exchange(trade) assert stoploss.call_count == 1 # Sixth case: Closed Trade # Should not create new order trade.stoploss_order_id = None trade.is_open = False stoploss.reset_mock() mocker.patch('freqtrade.exchange.Exchange.fetch_order') mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 0 @pytest.mark.parametrize("is_short", [False, True]) def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short, limit_order) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one enter_order = limit_order[enter_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, {'id': exit_order['id']}, ]), get_fee=fee, ) mocker.patch.multiple( 'freqtrade.exchange.Binance', fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}), stoploss=MagicMock(side_effect=ExchangeError()), ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 assert trade assert freqtrade.handle_stoploss_on_exchange(trade) is False assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog) assert trade.stoploss_order_id is None assert trade.is_open is True @pytest.mark.parametrize("is_short", [False, True]) def test_create_stoploss_order_invalid_order( mocker, default_conf_usdt, caplog, fee, is_short, limit_order, limit_order_open ): open_order = limit_order_open[enter_side(is_short)] order = limit_order[exit_side(is_short)] rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) create_order_mock = MagicMock(side_effect=[ open_order, {'id': order['id']} ]) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=create_order_mock, get_fee=fee, ) mocker.patch.multiple( 'freqtrade.exchange.Binance', fetch_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=InvalidOrderException()), ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short caplog.clear() freqtrade.create_stoploss_order(trade, 200) assert trade.stoploss_order_id is None assert trade.sell_reason == SellType.EMERGENCY_SELL.value assert log_has("Unable to place a stoploss order on exchange. ", caplog) assert log_has("Exiting the trade forcefully", caplog) # Should call a market sell assert create_order_mock.call_count == 2 assert create_order_mock.call_args[1]['ordertype'] == 'market' assert create_order_mock.call_args[1]['pair'] == trade.pair assert create_order_mock.call_args[1]['amount'] == trade.amount # Rpc is sending first buy, then sell assert rpc_mock.call_count == 2 assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' @pytest.mark.parametrize("is_short", [False, True]) def test_create_stoploss_order_insufficient_funds( mocker, default_conf_usdt, caplog, fee, limit_order_open, limit_order, is_short ): exit_order = limit_order[exit_side(is_short)]['id'] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ limit_order[enter_side(is_short)], exit_order, ]), get_fee=fee, fetch_order=MagicMock(return_value={'status': 'canceled'}), ) mocker.patch.multiple( 'freqtrade.exchange.Binance', stoploss=MagicMock(side_effect=InsufficientFundsError()), ) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.order_types['stoploss_on_exchange'] = True freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short caplog.clear() freqtrade.create_stoploss_order(trade, 200) # stoploss_orderid was empty before assert trade.stoploss_order_id is None assert mock_insuf.call_count == 1 mock_insuf.reset_mock() trade.stoploss_order_id = 'stoploss_orderid' freqtrade.create_stoploss_order(trade, 200) # No change to stoploss-orderid assert trade.stoploss_order_id == 'stoploss_orderid' assert mock_insuf.call_count == 1 @pytest.mark.parametrize("is_short,bid,ask,stop_price,amt,hang_price", [ (False, [4.38, 4.16], [4.4, 4.17], ['2.0805', 4.4 * 0.95], 27.39726027, 3), (True, [1.09, 1.21], [1.1, 1.22], ['2.321', 1.1 * 0.95], 27.39726027, 1.5), ]) @pytest.mark.usefixtures("init_persistence") def test_handle_stoploss_on_exchange_trailing( mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, amt, hang_price ) -> None: # TODO-lev: test for short # When trailing stoploss is set enter_order = limit_order[enter_side(is_short)] exit_order = limit_order[exit_side(is_short)] stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, 'last': 2.19, }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, {'id': exit_order['id']}, ]), get_fee=fee, ) mocker.patch.multiple( 'freqtrade.exchange.Binance', stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) # enabling TSL default_conf_usdt['trailing_stop'] = True # disabling ROI default_conf_usdt['minimal_roi']['0'] = 999999999 freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.stoploss = 0.05 if is_short else -0.05 # setting stoploss_on_exchange_interval to 60 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 stoploss_order_hanging = MagicMock(return_value={ 'id': 100, 'status': 'open', 'type': 'stop_loss_limit', 'price': hang_price, 'average': 2, 'info': { 'stopPrice': stop_price[0] } }) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 5% assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': bid[0], 'ask': ask[0], 'last': bid[0], }) ) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) # stoploss should not be updated as the interval is 60 seconds assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_not_called() stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False assert trade.stop_loss == stop_price[1] # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( amount=27.39726027, pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=stop_price[1], side=exit_side(is_short), leverage=1.0 ) # price fell below stoploss, so dry-run sells trade. mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': bid[1], 'ask': ask[1], 'last': bid[1], }) ) assert freqtrade.handle_trade(trade) is True @pytest.mark.parametrize("is_short", [False, True]) def test_handle_stoploss_on_exchange_trailing_error( mocker, default_conf_usdt, fee, caplog, limit_order, is_short ) -> None: enter_order = limit_order[enter_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, {'id': exit_order['id']}, ]), get_fee=fee, ) mocker.patch.multiple( 'freqtrade.exchange.Binance', stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) # enabling TSL default_conf_usdt['trailing_stop'] = True freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.stoploss = 0.05 if is_short else -0.05 # setting stoploss_on_exchange_interval to 60 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = "abcd" trade.stop_loss = 0.2 trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime.replace(tzinfo=None) trade.is_short = is_short stoploss_order_hanging = { 'id': "abcd", 'status': 'open', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'info': { 'stopPrice': '0.1' } } mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', return_value=stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog) # Still try to create order assert stoploss.call_count == 1 # Fail creating stoploss order caplog.clear() cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock()) mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert cancel_mock.call_count == 1 assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.usefixtures("init_persistence") def test_handle_stoploss_on_exchange_custom_stop( mocker, default_conf_usdt, fee, is_short, limit_order ) -> None: enter_order = limit_order[enter_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set # TODO-lev: test for short stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, {'id': exit_order['id']}, ]), get_fee=fee, ) mocker.patch.multiple( 'freqtrade.exchange.Binance', stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) # enabling TSL default_conf_usdt['use_custom_stoploss'] = True # disabling ROI default_conf_usdt['minimal_roi']['0'] = 999999999 freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04 # setting stoploss_on_exchange_interval to 60 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60 patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 stoploss_order_hanging = MagicMock(return_value={ 'id': 100, 'status': 'open', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'info': { 'stopPrice': '2.0805' } }) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 4.38, 'ask': 4.4, 'last': 4.38 }) ) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) # stoploss should not be updated as the interval is 60 seconds assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_not_called() stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False assert trade.stop_loss == 4.4 * 0.96 assert trade.stop_loss_pct == -0.04 # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 assert freqtrade.handle_stoploss_on_exchange(trade) is False cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( amount=31.57894736, pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96, side=exit_side(is_short), leverage=1.0 ) # price fell below stoploss, so dry-run sells trade. mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 4.17, 'ask': 4.19, 'last': 4.17 }) ) assert freqtrade.handle_trade(trade) is True @pytest.mark.parametrize("is_short", [False, True]) def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, is_short, limit_order) -> None: enter_order = limit_order[enter_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) patch_exchange(mocker) patch_edge(mocker) edge_conf['max_open_trades'] = float('inf') edge_conf['dry_run_wallet'] = 999.9 edge_conf['exchange']['name'] = 'binance' mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, 'last': 2.19 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, {'id': exit_order['id']}, ]), get_fee=fee, stoploss=stoploss, ) # enabling TSL edge_conf['trailing_stop'] = True edge_conf['trailing_stop_positive'] = 0.01 edge_conf['trailing_stop_positive_offset'] = 0.011 # disabling ROI edge_conf['minimal_roi']['0'] = 999999999 freqtrade = FreqtradeBot(edge_conf) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True # setting stoploss freqtrade.strategy.stoploss = -0.02 # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True trade.open_order_id = None trade.stoploss_order_id = 100 trade.is_short = is_short stoploss_order_hanging = MagicMock(return_value={ 'id': 100, 'status': 'open', 'type': 'stop_loss_limit', 'price': 3, 'average': 2, 'info': { 'stopPrice': '2.178' } }) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False assert isclose(trade.stop_loss, 1.76) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock) # price goes down 5% mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 2.19 * 0.95, 'ask': 2.2 * 0.95, 'last': 2.19 * 0.95 })) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should remain the same assert isclose(trade.stop_loss, 1.76) # stoploss on exchange should not be canceled cancel_order_mock.assert_not_called() # price jumped 2x mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 4.38, 'ask': 4.4, 'last': 4.38 })) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should be set to 1% as trailing is on assert trade.stop_loss == 4.4 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') stoploss_order_mock.assert_called_once_with( amount=11.41438356, pair='NEO/BTC', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.99, side=exit_side(is_short), leverage=1.0 ) @pytest.mark.parametrize('return_value,side_effect,log_message', [ (False, None, 'Found no enter signals for whitelisted currencies. Trying again...'), (None, DependencyException, 'Unable to create trade for ETH/USDT: ') ]) def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect, log_message, caplog) -> None: caplog.set_level(logging.DEBUG) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_ct = mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock( return_value=return_value, side_effect=side_effect ) ) n = freqtrade.enter_positions() assert n == 0 assert log_has(log_message, caplog) # create_trade should be called once for every pair in the whitelist. assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist']) @pytest.mark.parametrize("is_short", [False, True]) def test_exit_positions( mocker, default_conf_usdt, limit_order, is_short, caplog ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_order[enter_side(is_short)]) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=limit_order[enter_side(is_short)]['amount']) trade = MagicMock() trade.is_short = is_short trade.open_order_id = '123' trade.open_fee = 0.001 trades = [trade] n = freqtrade.exit_positions(trades) assert n == 0 # Test amount not modified by fee-logic assert not log_has( 'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) # test amount modified by fee-logic n = freqtrade.exit_positions(trades) assert n == 0 @pytest.mark.parametrize("is_short", [False, True]) def test_exit_positions_exception( mocker, default_conf_usdt, limit_order, caplog, is_short ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order = limit_order[enter_side(is_short)] mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) trade = MagicMock() trade.is_short = is_short trade.open_order_id = None trade.open_fee = 0.001 trade.pair = 'ETH/USDT' trades = [trade] # Test raise of DependencyException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.handle_trade', side_effect=DependencyException() ) caplog.clear() n = freqtrade.exit_positions(trades) assert n == 0 assert log_has('Unable to exit trade ETH/USDT: ', caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state( mocker, default_conf_usdt, limit_order, is_short, caplog ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order = limit_order[enter_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=order['amount']) trade = Trade( open_order_id=123, fee_open=0.001, fee_close=0.001, open_rate=0.01, open_date=arrow.utcnow().datetime, amount=11, exchange="binance", is_short=is_short ) assert not freqtrade.update_trade_state(trade, None) assert log_has_re(r'Orderid for trade .* is empty.', caplog) caplog.clear() # Add datetime explicitly since sqlalchemy defaults apply only once written to database freqtrade.update_trade_state(trade, '123') # Test amount not modified by fee-logic assert not log_has_re(r'Applying fee to .*', caplog) caplog.clear() assert trade.open_order_id is None assert trade.amount == order['amount'] trade.open_order_id = '123' mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) assert trade.amount != 90.81 # test amount modified by fee-logic freqtrade.update_trade_state(trade, '123') assert trade.amount == 90.81 assert trade.open_order_id is None trade.is_open = True trade.open_order_id = None # Assert we call handle_trade() if trade is feasible for execution freqtrade.update_trade_state(trade, '123') assert log_has_re('Found open order for.*', caplog) @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize('initial_amount,has_rounding_fee', [ (30.0 + 1e-14, True), (8.0, False) ]) def test_update_trade_state_withorderdict( default_conf_usdt, trades_for_order, limit_order, fee, mocker, initial_amount, has_rounding_fee, is_short, caplog ): order = limit_order[enter_side(is_short)] trades_for_order[0]['amount'] = initial_amount mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) amount = sum(x['amount'] for x in trades_for_order) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) caplog.clear() trade = Trade( pair='LTC/USDT', amount=amount, exchange='binance', open_rate=2.0, open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456", is_open=True, is_short=is_short ) freqtrade.update_trade_state(trade, '123456', order) assert trade.amount != amount assert trade.amount == order['amount'] if has_rounding_fee: assert log_has_re(r'Applying fee on amount for .*', caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_order, caplog) -> None: order = limit_order[enter_side(is_short)] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 trade.is_short = is_short # Test raise of OperationalException exception mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=DependencyException() ) freqtrade.update_trade_state(trade, trade.open_order_id) assert log_has('Could not update trade amount: ', caplog) def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=InvalidOrderException)) trade = MagicMock() trade.open_order_id = '123' trade.open_fee = 0.001 # Test raise of OperationalException exception grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock()) freqtrade.update_trade_state(trade, trade.open_order_id) assert grm_mock.call_count == 0 assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state_sell( default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker, ): open_order = limit_order_open[exit_side(is_short)] l_order = limit_order[exit_side(is_short)] mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) wallet_mock = MagicMock() mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) patch_exchange(mocker) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) amount = l_order["amount"] wallet_mock.reset_mock() trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=0.0025, fee_close=0.0025, open_date=arrow.utcnow().datetime, open_order_id="123456", is_open=True, interest_rate=0.0005, is_short=is_short ) order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', (enter_side(is_short))) trade.orders.append(order) assert order.status == 'open' freqtrade.update_trade_state(trade, trade.open_order_id, l_order) assert trade.amount == l_order['amount'] # Wallet needs to be updated after closing a limit-sell order to reenable buying assert wallet_mock.call_count == 1 assert not trade.is_open # Order is updated by update_trade_state assert order.status == 'closed' @pytest.mark.parametrize('is_short', [False, True]) def test_handle_trade( default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short ) -> None: open_order = limit_order_open[exit_side(is_short)] enter_order = limit_order[exit_side(is_short)] exit_order = limit_order[enter_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ enter_order, open_order, ]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade time.sleep(0.01) # Race condition fix trade.update(enter_order) assert trade.is_open is True freqtrade.wallets.update() if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=True) else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is True assert trade.open_order_id == exit_order['id'] # Simulate fulfilled LIMIT order for trade trade.update(exit_order) assert trade.close_rate == 2.2 assert trade.close_profit == 0.09451372 assert trade.calc_profit() == 5.685 assert trade.close_date is not None @ pytest.mark.parametrize("is_short", [False, True]) def test_handle_overlapping_signals( default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, is_short ) -> None: open_order = limit_order_open[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ open_order, {'id': 1234553382}, ]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) if is_short: patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True) else: patch_get_signal(freqtrade, enter_long=True, exit_long=True) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() # Buy and Sell triggering, so doing nothing ... trades = Trade.query.all() nb_trades = len(trades) assert nb_trades == 0 # Buy is triggering, so buying ... patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trades = Trade.query.all() for trade in trades: trade.is_short = is_short nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True # Buy and Sell are not triggering, so doing nothing ... patch_get_signal(freqtrade, enter_long=False) assert freqtrade.handle_trade(trades[0]) is False trades = Trade.query.all() for trade in trades: trade.is_short = is_short nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True # Buy and Sell are triggering, so doing nothing ... if is_short: patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True) else: patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trades[0]) is False trades = Trade.query.all() for trade in trades: trade.is_short = is_short nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True # Sell is triggering, guess what : we are Selling! if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=True) else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) trades = Trade.query.all() for trade in trades: trade.is_short = is_short assert freqtrade.handle_trade(trades[0]) is True @ pytest.mark.parametrize("is_short", [False, True]) def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short) -> None: open_order = limit_order_open[enter_side(is_short)] caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ open_order, {'id': 1234553382}, ]), get_fee=fee, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True # FIX: sniffing logs, suggest handle_trade should not execute_trade_exit # instead that responsibility should be moved out of handle_trade(), # we might just want to check if we are in a sell condition without # executing # if ROI is reached we must sell # TODO-lev: Change the next line for shorts caplog.clear() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI", caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_handle_trade_use_sell_signal( default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short ) -> None: enter_open_order = limit_order_open[exit_side(is_short)] exit_open_order = limit_order_open[enter_side(is_short)] # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ enter_open_order, exit_open_order, ]), get_fee=fee, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.is_open = True patch_get_signal(freqtrade, enter_long=False, exit_long=False) assert not freqtrade.handle_trade(trade) if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=True) else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL", caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_close_trade( default_conf_usdt, ticker_usdt, limit_order_open, limit_order, fee, mocker, is_short ) -> None: open_order = limit_order_open[exit_side(is_short)] enter_order = limit_order[exit_side(is_short)] exit_order = limit_order[enter_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=open_order), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create trade and sell it freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade trade.update(enter_order) trade.update(exit_order) assert trade.is_open is False with pytest.raises(DependencyException, match=r'.*closed trade.*'): freqtrade.handle_trade(trade) def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog): ftbot = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade') patch_get_signal(ftbot) ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError) ftbot.strategy.analyze = MagicMock() ftbot.process() assert log_has_re(r'Strategy caused the following exception.*', caplog) assert ftbot.strategy.bot_loop_start.call_count == 1 assert ftbot.strategy.analyze.call_count == 1 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_buy_usercustom( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, limit_sell_order_old, fee, mocker, is_short ) -> None: old_order = limit_sell_order_old if is_short else limit_buy_order_old default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=old_order) cancel_enter_order = deepcopy(old_order) cancel_enter_order['status'] = 'canceled' cancel_order_wr_mock = MagicMock(return_value=cancel_enter_order) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_wr_mock, cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) # Ensure default is to return empty (so not mocked yet) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 # Return false - trade remains open freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_buy_timeout.call_count == 1 # Raise Keyerror ... (no impact on trade) freqtrade.strategy.check_buy_timeout = MagicMock(side_effect=KeyError) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_buy_timeout.call_count == 1 freqtrade.strategy.check_buy_timeout = MagicMock(return_value=True) # Trade should be closed since the function returns true freqtrade.check_handle_timedout() assert cancel_order_wr_mock.call_count == 1 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 assert freqtrade.strategy.check_buy_timeout.call_count == 1 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_buy( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade_usdt, limit_sell_order_old, fee, mocker, is_short ) -> None: old_order = limit_sell_order_old if is_short else limit_buy_order_old rpc_mock = patch_RPCManager(mocker) limit_buy_cancel = deepcopy(old_order) limit_buy_cancel['status'] = 'canceled' cancel_order_mock = MagicMock(return_value=limit_buy_cancel) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade_usdt) freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade_usdt.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 # Custom user buy-timeout is never called assert freqtrade.strategy.check_buy_timeout.call_count == 0 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_cancelled_buy( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, limit_sell_order_old, fee, mocker, caplog, is_short ) -> None: """ Handle Buy order cancelled on exchange""" old_order = limit_sell_order_old if is_short else limit_buy_order_old rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) old_order.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 assert log_has_re( f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_buy_exception( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, is_short, fee, mocker ) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError), cancel_order=cancel_order_mock, get_fee=fee ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 1 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_sell_usercustom( default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, is_short, open_trade_usdt ) -> None: default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade_usdt.close_profit_abs = 0.001 open_trade_usdt.is_open = False Trade.query.session.add(open_trade_usdt) # Ensure default is false freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # Return false - No impact freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 assert open_trade_usdt.is_open is False assert freqtrade.strategy.check_sell_timeout.call_count == 1 freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError) # Return Error - No impact freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 assert open_trade_usdt.is_open is False assert freqtrade.strategy.check_sell_timeout.call_count == 1 # Return True - sells! freqtrade.strategy.check_sell_timeout = MagicMock(return_value=True) freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 assert open_trade_usdt.is_open is True assert freqtrade.strategy.check_sell_timeout.call_count == 1 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_sell( default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, is_short, open_trade_usdt ) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade_usdt.close_profit_abs = 0.001 open_trade_usdt.is_open = False Trade.query.session.add(open_trade_usdt) freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 assert open_trade_usdt.is_open is True # Custom user sell-timeout is never called assert freqtrade.strategy.check_sell_timeout.call_count == 0 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_cancelled_sell( default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade_usdt, is_short, mocker, caplog ) -> None: """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() limit_sell_order_old.update({"status": "canceled", 'filled': 0.0}) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime open_trade_usdt.is_open = False Trade.query.session.add(open_trade_usdt) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 assert open_trade_usdt.is_open is True assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_partial( default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short, open_trade, mocker ) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_canceled = deepcopy(limit_buy_order_old_partial) limit_buy_canceled['status'] = 'canceled' cancel_order_mock = MagicMock(return_value=limit_buy_canceled) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) # check it does cancel buy orders over the time limit # note this is for a partially-complete buy order freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_partial_fee( default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker ) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0)) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) freqtrade = FreqtradeBot(default_conf_usdt) assert open_trade.amount == limit_buy_order_old_partial['amount'] open_trade.fee_open = fee() open_trade.fee_close = fee() Trade.query.session.add(open_trade) # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. freqtrade.check_handle_timedout() assert log_has_re(r"Applying fee on amount for Trade.*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) - 0.023 assert trades[0].open_order_id is None assert trades[0].fee_updated('buy') assert pytest.approx(trades[0].fee_open) == 0.001 @ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_partial_except( default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker ) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, get_trades_for_order=MagicMock(return_value=trades_for_order), ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', MagicMock(side_effect=DependencyException)) freqtrade = FreqtradeBot(default_conf_usdt) assert open_trade.amount == limit_buy_order_old_partial['amount'] open_trade.fee_open = fee() open_trade.fee_close = fee() Trade.query.session.add(open_trade) # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. freqtrade.check_handle_timedout() assert log_has_re(r"Could not update trade amount: .*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() assert len(trades) == 1 # Verify that trade has been updated assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) assert trades[0].open_order_id is None assert trades[0].fee_open == fee() def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.freqtradebot.FreqtradeBot', handle_cancel_enter=MagicMock(), handle_cancel_exit=MagicMock(), ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade_usdt) caplog.clear() freqtrade.check_handle_timedout() assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, " r"is_short=False, leverage=1.0, " r"open_rate=2.00000000, open_since=" f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) due to Traceback \(most recent call last\):\n*", caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) l_order = limit_order[enter_side(is_short)] cancel_buy_order = deepcopy(limit_order[enter_side(is_short)]) cancel_buy_order['status'] = 'canceled' del cancel_buy_order['filled'] cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = MagicMock() trade.pair = 'LTC/USDT' trade.open_rate = 200 trade.is_short = False trade.enter_side = "buy" l_order['filled'] = 0.0 l_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] assert freqtrade.handle_cancel_enter(trade, l_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() caplog.clear() l_order['filled'] = 0.01 assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert cancel_order_mock.call_count == 0 assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unexitable.*", caplog) caplog.clear() cancel_order_mock.reset_mock() l_order['filled'] = 2 assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert cancel_order_mock.call_count == 1 # Order remained open for some reason (cancel failed) cancel_buy_order['status'] = 'open' cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert log_has_re(r"Order .* for .* not cancelled.", caplog) @ pytest.mark.parametrize("is_short", [False, True]) @ pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], indirect=['limit_buy_order_canceled_empty']) def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, limit_buy_order_canceled_empty) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = mocker.patch( 'freqtrade.exchange.Exchange.cancel_order_with_result', return_value=limit_buy_order_canceled_empty) nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel') freqtrade = FreqtradeBot(default_conf_usdt) reason = CANCEL_REASON['TIMEOUT'] trade = MagicMock() trade.pair = 'LTC/ETH' trade.enter_side = "buy" assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason) assert cancel_order_mock.call_count == 0 assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog) assert nofiy_mock.call_count == 1 @ pytest.mark.parametrize("is_short", [False, True]) @ pytest.mark.parametrize('cancelorder', [ {}, {'remaining': None}, 'String Return value', 123 ]) def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) l_order = limit_order[enter_side(is_short)] cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( 'freqtrade.exchange.Exchange', cancel_order=cancel_order_mock ) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = MagicMock() trade.pair = 'LTC/USDT' trade.enter_side = "buy" trade.open_rate = 200 trade.enter_side = "buy" l_order['filled'] = 0.0 l_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] assert freqtrade.handle_cancel_enter(trade, l_order, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() l_order['filled'] = 1.0 assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert cancel_order_mock.call_count == 1 def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: send_msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', cancel_order=cancel_order_mock, ) mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441) freqtrade = FreqtradeBot(default_conf_usdt) trade = Trade( pair='LTC/ETH', amount=2, exchange='binance', open_rate=0.245441, open_order_id="123456", open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, ) order = {'remaining': 1, 'amount': 1, 'status': "open"} reason = CANCEL_REASON['TIMEOUT'] assert freqtrade.handle_cancel_exit(trade, order, reason) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 send_msg_mock.reset_mock() order['amount'] = 2 assert freqtrade.handle_cancel_exit(trade, order, reason ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 assert freqtrade.handle_cancel_exit(trade, order, reason ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] # Message should not be iterated again assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] assert send_msg_mock.call_count == 1 def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch( 'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException()) freqtrade = FreqtradeBot(default_conf_usdt) trade = MagicMock() reason = CANCEL_REASON['TIMEOUT'] order = {'remaining': 1, 'amount': 1, 'status': "open"} assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker, is_short) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) patch_whitelist(mocker, default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) # Create some test data freqtrade.enter_positions() rpc_mock.reset_mock() trade = Trade.query.first() trade.is_short = is_short assert trade assert freqtrade.strategy.confirm_trade_exit.call_count == 0 # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_up ) # Prevented sell ... # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert rpc_mock.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 # Repatch with true freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert rpc_mock.call_count == 1 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'trade_id': 1, 'type': RPCMessageType.SELL, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.2, 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, 'profit_amount': 5.685, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, } == last_msg @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, is_short) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) patch_whitelist(mocker, default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_down ) # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'loss', 'limit': 2.01, 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.0, 'profit_amount': -0.00075, 'profit_ratio': -1.247e-05, 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, } == last_msg @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) config = deepcopy(default_conf_usdt) config['custom_price_max_distance_ratio'] = 0.1 patch_whitelist(mocker, config) freqtrade = FreqtradeBot(config) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) # Create some test data freqtrade.enter_positions() rpc_mock.reset_mock() trade = Trade.query.first() trade.is_short = is_short assert trade assert freqtrade.strategy.confirm_trade_exit.call_count == 0 # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_up ) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) # Set a custom exit price freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25 # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)) # Sell price must be different to default bid price assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert rpc_mock.call_count == 1 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'trade_id': 1, 'type': RPCMessageType.SELL, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.25, 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, 'profit_amount': 7.18125, 'profit_ratio': 0.11938903, 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.SELL_SIGNAL.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, } == last_msg @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) patch_whitelist(mocker, default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_down ) default_conf_usdt['dry_run'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Setting trade stoploss to 0.01 trade.stop_loss = 2.0 * 0.99 # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'loss', 'limit': 1.98, 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.0, 'profit_amount': -0.8985, 'profit_ratio': -0.01493766, 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, } == last_msg def test_execute_trade_exit_sloe_cancel_exception( mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) create_order_mock = MagicMock(side_effect=[ {'id': '12345554'}, {'id': '12345555'}, ]) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, create_order=create_order_mock, ) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() PairLock.session = MagicMock() freqtrade.config['dry_run'] = False trade.stoploss_order_id = "abcd" # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=1234, sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert create_order_mock.call_count == 2 assert log_has('Could not cancel stoploss order abcd', caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_with_stoploss_on_exchange( default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, mocker) -> None: default_conf_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) stoploss = MagicMock(return_value={ 'id': 123, 'info': { 'foo': 'bar' } }) cancel_order = MagicMock(return_value=True) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, stoploss=stoploss, cancel_stoploss_order=cancel_order, _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]), ) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade trades = [trade] freqtrade.check_handle_timedout() freqtrade.exit_positions(trades) # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_up ) # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) trade = Trade.query.first() trade.is_short = is_short assert trade assert cancel_order.call_count == 1 assert rpc_mock.call_count == 3 def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt, ticker_usdt, fee, mocker) -> None: default_conf_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]), ) stoploss = MagicMock(return_value={ 'id': 123, 'info': { 'foo': 'bar' } }) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) # Create some test data freqtrade.enter_positions() freqtrade.check_handle_timedout() trade = Trade.query.first() trades = [trade] assert trade.stoploss_order_id is None freqtrade.exit_positions(trades) assert trade assert trade.stoploss_order_id == '123' assert trade.open_order_id is None # Assuming stoploss on exchnage is hit # stoploss_order_id should become None # and trade should be sold at the price of stoploss stoploss_executed = MagicMock(return_value={ "id": "123", "timestamp": 1542707426845, "datetime": "2018-11-20T09:50:26.845Z", "lastTradeTimestamp": None, "symbol": "BTC/USDT", "type": "stop_loss_limit", "side": "sell", "price": 1.08801, "amount": 90.99181074, "cost": 99.0000000032274, "average": 1.08801, "filled": 90.99181074, "remaining": 0.0, "status": "closed", "fee": None, "trades": None }) mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed) freqtrade.exit_positions(trades) assert trade.stoploss_order_id is None assert trade.is_open is False assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert rpc_mock.call_count == 3 assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) patch_whitelist(mocker, default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_up ) freqtrade.config['order_types']['sell'] = 'market' # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert not trade.is_open assert trade.close_profit == 0.09451372 assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.2, 'amount': 30.0, 'order_type': 'market', 'open_rate': 2.0, 'current_rate': 2.3, 'profit_amount': 5.685, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, } == last_msg @ pytest.mark.parametrize("is_short", [False, True]) def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_up, mocker) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, create_order=MagicMock(side_effect=[ {'id': 1234553382}, InsufficientFundsError(), ]), ) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_up ) sell_reason = SellCheckTuple(sell_type=SellType.ROI) # TODO-lev: side="buy" assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=sell_reason) assert mock_insuf.call_count == 1 @ pytest.mark.parametrize("is_short", [False, True]) @ pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [ # Enable profit (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value), # Disable profit (False, 2.9, 3.2, True, False, SellType.SELL_SIGNAL.value), # Enable loss # * Shouldn't this be SellType.STOP_LOSS.value (True, 0.19, 0.22, False, False, None), # Disable loss (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value), ]) def test_sell_profit_only( default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': bid, 'ask': ask, 'last': bid }), create_order=MagicMock(side_effect=[ limit_order_open[enter_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, ) default_conf_usdt.update({ 'use_sell_signal': True, 'sell_profit_only': profit_only, 'sell_profit_offset': 0.1, }) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) if sell_type == SellType.SELL_SIGNAL.value: freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) else: freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple( sell_type=SellType.NONE)) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.update(limit_order[enter_side(is_short)]) freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is handle_first if handle_second: freqtrade.strategy.sell_profit_offset = 0.0 assert freqtrade.handle_trade(trade) is True @ pytest.mark.parametrize("is_short", [False, True]) def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, 'last': 0.00002172 }), create_order=MagicMock(side_effect=[ limit_order_open[enter_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short amnt = trade.amount trade.update(limit_order[enter_side(is_short)]) patch_get_signal(freqtrade, enter_long=False, exit_long=True) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985)) assert freqtrade.handle_trade(trade) is True assert log_has_re(r'.*Falling back to wallet-amount.', caplog) assert trade.amount != amnt @ pytest.mark.parametrize('amount_wallet,has_err', [ (95.29, False), (91.29, True) ]) def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err): patch_RPCManager(mocker) patch_exchange(mocker) amount = 95.33 amount_wallet = amount_wallet mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet)) wallet_update = mocker.patch('freqtrade.wallets.Wallets.update') trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, open_order_id="123456", fee_open=fee.return_value, fee_close=fee.return_value, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) if has_err: with pytest.raises(DependencyException, match=r"Not enough amount to exit trade."): assert freqtrade._safe_exit_amount(trade.pair, trade.amount) else: wallet_update.reset_mock() assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet assert log_has_re(r'.*Falling back to wallet-amount.', caplog) assert wallet_update.call_count == 1 caplog.clear() wallet_update.reset_mock() assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet assert not log_has_re(r'.*Falling back to wallet-amount.', caplog) assert wallet_update.call_count == 1 @ pytest.mark.parametrize("is_short", [False, True]) def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, caplog, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) # Create some test data freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert trade # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt_sell_down ) # TODO-lev: side="buy" freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) trade.close(ticker_usdt_sell_down()['bid']) assert freqtrade.strategy.is_pair_locked(trade.pair) # reinit - should buy other pair. caplog.clear() freqtrade.enter_positions() assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog) @ pytest.mark.parametrize("is_short", [False, True]) def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, 'last': 2.19 }), create_order=MagicMock(side_effect=[ limit_order_open[enter_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, ) default_conf_usdt['ignore_roi_if_buy_signal'] = True freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.update(limit_order[enter_side(is_short)]) freqtrade.wallets.update() if is_short: patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True) else: patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trade) is False # Test if buy-signal is absent (should sell due to roi = true) if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=True) else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.ROI.value @ pytest.mark.parametrize("is_short", [False, True]) def test_trailing_stop_loss(default_conf_usdt, limit_order_open, is_short, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 2.0, 'ask': 2.0, 'last': 2.0 }), create_order=MagicMock(side_effect=[ limit_order_open[enter_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, ) default_conf_usdt['trailing_stop'] = True patch_whitelist(mocker, default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short assert freqtrade.handle_trade(trade) is False # Raise ticker_usdt above buy price mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 2.0 * 1.5, 'ask': 2.0 * 1.5, 'last': 2.0 * 1.5 })) # Stoploss should be adjusted assert freqtrade.handle_trade(trade) is False caplog.clear() # Price fell mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': 2.0 * 1.1, 'ask': 2.0 * 1.1, 'last': 2.0 * 1.1 })) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, " "initial stoploss was at 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value @ pytest.mark.parametrize("is_short", [False, True]) @ pytest.mark.parametrize('offset,trail_if_reached,second_sl', [ (0, False, 2.0394), (0.011, False, 2.0394), (0.055, True, 1.8), ]) def test_trailing_stop_loss_positive( default_conf_usdt, limit_order, limit_order_open, offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short ) -> None: enter_price = limit_order[enter_side(is_short)]['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': enter_price - 0.01, 'ask': enter_price - 0.01, 'last': enter_price - 0.01 }), create_order=MagicMock(side_effect=[ limit_order_open[enter_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, ) default_conf_usdt['trailing_stop'] = True default_conf_usdt['trailing_stop_positive'] = 0.01 if offset: default_conf_usdt['trailing_stop_positive_offset'] = offset default_conf_usdt['trailing_only_offset_is_reached'] = trail_if_reached patch_whitelist(mocker, default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.update(limit_order[enter_side(is_short)]) caplog.set_level(logging.DEBUG) # stop-loss not reached assert freqtrade.handle_trade(trade) is False # Raise ticker_usdt above buy price mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': enter_price + 0.06, 'ask': enter_price + 0.06, 'last': enter_price + 0.06 }) ) # stop-loss not reached, adjusted stoploss assert freqtrade.handle_trade(trade) is False caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%" if trail_if_reached: assert not log_has(caplog_text, caplog) assert not log_has("ETH/USDT - Adjusting stoploss...", caplog) else: assert log_has(caplog_text, caplog) assert log_has("ETH/USDT - Adjusting stoploss...", caplog) assert trade.stop_loss == second_sl caplog.clear() mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': enter_price + 0.125, 'ask': enter_price + 0.125, 'last': enter_price + 0.125, }) ) assert freqtrade.handle_trade(trade) is False assert log_has( f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%", caplog ) assert log_has("ETH/USDT - Adjusting stoploss...", caplog) mocker.patch( 'freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ 'bid': enter_price + 0.02, 'ask': enter_price + 0.02, 'last': enter_price + 0.02 }) ) # Lower price again (but still positive) assert freqtrade.handle_trade(trade) is True assert log_has( f"ETH/USDT - HIT STOP: current price at {enter_price + 0.02:.6f}, " f"stoploss is {trade.stop_loss:.6f}, " f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value @pytest.mark.parametrize("is_short", [False, True]) def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 0.00000172, 'ask': 0.00000173, 'last': 0.00000172 }), create_order=MagicMock(side_effect=[ limit_order_open[enter_side(is_short)], {'id': 1234553382}, {'id': 1234553383} ]), get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) default_conf_usdt['ask_strategy'] = { 'ignore_roi_if_buy_signal': False } freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short trade.update(limit_order[enter_side(is_short)]) # Sell due to min_roi_reached if is_short: patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True) else: patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trade) is True # Test if buy-signal is absent if is_short: patch_get_signal(freqtrade, enter_long=False, exit_long=True) else: patch_get_signal(freqtrade, enter_long=False, exit_short=True) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.SELL_SIGNAL.value def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) caplog.clear() # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has( 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,' ' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).', caplog ) def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # Amount is kept as is assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert walletmock.call_count == 1 assert log_has_re(r'Fee amount for Trade.* was in base currency ' '- Eating Fee 0.008 into dust', caplog) def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = buy_order_fee['amount'] trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount assert log_has( 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: ' 'myTrade-Dict empty found', caplog ) @ pytest.mark.parametrize( 'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [ # basic, amount does not change ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None), # no currency in fee ({'cost': 0.004, 'currency': None}, 0, True, None), # BNB no rate ({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, ( 'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, ' 'leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -' ' rate: None' )), # from order ({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, ( 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) (from' ' 8.0 to 7.996).' )), # invalid, no currency in from fee dict ({'cost': 0.008, 'currency': None}, 0, True, None), ]) def test_get_real_amount( default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog, fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log ): buy_order = deepcopy(buy_order_fee) buy_order['fee'] = fee_par trades_for_order[0]['fee'] = fee_par mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) if not use_ticker_usdt_rate: mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) caplog.clear() assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount if expected_log: assert log_has(expected_log, caplog) @ pytest.mark.parametrize( 'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [ # basic, amount is reduced by fee (None, None, 0.001, 0.001, 7.992), # different fee currency on both trades, fee is average of both trade's fee (0.02, 'BNB', 0.0005, 0.001518575, 7.996), ]) def test_get_real_amount_multi( default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount, ): trades_for_order = deepcopy(trades_for_order2) if fee_cost: trades_for_order[0]['fee']['cost'] = fee_cost if fee_currency: trades_for_order[0]['fee']['currency'] = fee_currency mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) default_conf_usdt['stake_currency'] = "ETH" trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) # Fake markets entry to enable fee parsing markets['BNB/ETH'] = markets['ETH/USDT'] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.19, 'last': 0.2}) # Amount is reduced by "fee" expected_amount = amount - (amount * fee_reduction_amount) assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount assert log_has( ( 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' 'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) ' f'(from 8.0 to {expected_log_amount}).' ), caplog ) assert trade.fee_open == expected_fee assert trade.fee_close == expected_fee assert trade.fee_open_cost is not None assert trade.fee_open_currency is not None assert trade.fee_close_cost is None assert trade.fee_close_currency is None def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker): limit_buy_order_usdt = deepcopy(buy_order_fee) limit_buy_order_usdt['fee'] = {'cost': 0.004} mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker): limit_buy_order_usdt = deepcopy(buy_order_fee) limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): freqtrade.get_real_amount(trade, limit_buy_order_usdt) def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker): # Floats should not be compared directly. limit_buy_order_usdt = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount changes by fee amount. assert isclose( freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001), abs_tol=MATH_CLOSE_PREC, ) def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker): amount = 12345 trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) order = { 'id': 'mocked_order', 'amount': amount, 'status': 'open', 'side': 'buy', } freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.get_real_amount(trade, order) == amount @ pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [ (8.0, 0.0, 10, 8), (8.0, 0.0, 0, 8), (8.0, 0.1, 0, 7.9), (8.0, 0.1, 10, 8), (8.0, 0.1, 8.0, 8.0), (8.0, 0.1, 7.9, 7.9), ]) def test_apply_fee_conditional(default_conf_usdt, fee, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) trade = Trade( pair='LTC/ETH', amount=amount, exchange='binance', open_rate=0.245441, fee_open=fee.return_value, fee_close=fee.return_value, open_order_id="123456" ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # Amount is kept as is assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs) == amount_exp assert walletmock.call_count == 1 @ pytest.mark.parametrize("delta, is_high_delta", [ (0.1, False), (100, True), ]) @ pytest.mark.parametrize('is_short', [False, True]) def test_order_book_depth_of_market( default_conf_usdt, ticker_usdt, limit_order, limit_order_open, fee, mocker, order_book_l2, delta, is_high_delta, is_short ): default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]), get_fee=fee, ) # Save state of current whitelist whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist']) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.enter_positions() trade = Trade.query.first() trade.is_short = is_short if is_high_delta: assert trade is None else: assert trade is not None assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' assert len(Trade.query.all()) == 1 # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_order_open[enter_side(is_short)]) assert trade.open_rate == 2.0 assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] @ pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [ (False, 0.045, 0.046, 2, None), (True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]}) ]) def test_order_book_bid_strategy1(mocker, default_conf_usdt, order_book_l2, exception_thrown, ask, last, order_book_top, order_book, caplog) -> None: """ test if function get_rate will return the order book price instead of the ask rate """ patch_exchange(mocker) ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2, fetch_ticker=ticker_usdt_mock, ) default_conf_usdt['exchange']['name'] = 'binance' default_conf_usdt['bid_strategy']['use_order_book'] = True default_conf_usdt['bid_strategy']['order_book_top'] = order_book_top default_conf_usdt['bid_strategy']['ask_last_balance'] = 0 default_conf_usdt['telegram']['enabled'] = False freqtrade = FreqtradeBot(default_conf_usdt) if exception_thrown: with pytest.raises(PricingError): freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") assert log_has_re( r'Buy Price at location 1 from orderbook could not be determined.', caplog) else: assert freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") == 0.043935 assert ticker_usdt_mock.call_count == 0 def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None: """ test check depth of market """ patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=order_book_l2 ) default_conf_usdt['telegram']['enabled'] = False default_conf_usdt['exchange']['name'] = 'binance' default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True # delta is 100 which is impossible to reach. hence function will return false default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 freqtrade = FreqtradeBot(default_conf_usdt) conf = default_conf_usdt['bid_strategy']['check_depth_of_market'] assert freqtrade._check_depth_of_market('ETH/BTC', conf, side=SignalDirection.LONG) is False def test_order_book_ask_strategy( default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None: """ test order book ask strategy """ mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) default_conf_usdt['exchange']['name'] = 'binance' default_conf_usdt['ask_strategy']['use_order_book'] = True default_conf_usdt['ask_strategy']['order_book_top'] = 1 default_conf_usdt['telegram']['enabled'] = False patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, 'last': 1.9 }), create_order=MagicMock(side_effect=[ limit_buy_order_usdt_open, limit_sell_order_usdt_open, ]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade time.sleep(0.01) # Race condition fix trade.update(limit_buy_order_usdt) freqtrade.wallets.update() assert trade.is_open is True if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=True) else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is True assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0] mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) with pytest.raises(PricingError): freqtrade.handle_trade(trade) assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog) def test_startup_state(default_conf_usdt, mocker): default_conf_usdt['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 20} } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) worker = get_patched_worker(mocker, default_conf_usdt) assert worker.freqtrade.state is State.RUNNING def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) reinit_mock = MagicMock() mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock) ftbot = get_patched_freqtradebot(mocker, default_conf_usdt) ftbot.startup() assert reinit_mock.call_count == 1 reinit_mock.reset_mock() ftbot = get_patched_freqtradebot(mocker, edge_conf) ftbot.startup() assert reinit_mock.call_count == 0 @ pytest.mark.usefixtures("init_persistence") def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog): default_conf_usdt['dry_run'] = True # Initialize to 2 times stake amount default_conf_usdt['dry_run_wallet'] = 120.0 default_conf_usdt['max_open_trades'] = 2 default_conf_usdt['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) bot = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(bot) assert bot.wallets.get_free('USDT') == 120.0 n = bot.enter_positions() assert n == 2 trades = Trade.query.all() assert len(trades) == 2 bot.config['max_open_trades'] = 3 n = bot.enter_positions() assert n == 0 assert log_has_re(r"Unable to create trade for XRP/USDT: " r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)", caplog) @ pytest.mark.usefixtures("init_persistence") @ pytest.mark.parametrize("is_short", [False, True]) def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, limit_order_open, is_short): default_conf_usdt['cancel_open_orders_on_exit'] = True mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=[ ExchangeError(), limit_order[exit_side(is_short)], limit_order_open[enter_side(is_short)], limit_order_open[exit_side(is_short)], ]) buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter') sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit') freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee, is_short=is_short) trades = Trade.query.all() assert len(trades) == MOCK_TRADE_COUNT freqtrade.cancel_all_open_orders() assert buy_mock.call_count == 1 assert sell_mock.call_count == 2 @ pytest.mark.usefixtures("init_persistence") @ pytest.mark.parametrize("is_short", [False, True]) def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short): freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.check_for_open_trades() assert freqtrade.rpc.send_msg.call_count == 0 create_mock_trades(fee, is_short) trade = Trade.query.first() trade.is_short = is_short trade.is_open = True freqtrade.check_for_open_trades() assert freqtrade.rpc.send_msg.call_count == 1 assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status'] @ pytest.mark.parametrize("is_short", [False, True]) @ pytest.mark.usefixtures("init_persistence") def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_short): freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee, is_short=is_short) freqtrade.startup_update_open_orders() assert not log_has_re(r"Error updating Order .*", caplog) caplog.clear() freqtrade.config['dry_run'] = False freqtrade.startup_update_open_orders() assert log_has_re(r"Error updating Order .*", caplog) caplog.clear() assert len(Order.get_open_orders()) == 3 matching_buy_order = mock_order_4(is_short=is_short) matching_buy_order.update({ 'status': 'closed', }) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order) freqtrade.startup_update_open_orders() # Only stoploss and sell orders are kept open assert len(Order.get_open_orders()) == 2 @ pytest.mark.usefixtures("init_persistence") @ pytest.mark.parametrize("is_short", [False, True]) def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short): freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) def patch_with_fee(order): order.update({'fee': {'cost': 0.1, 'rate': 0.01, 'currency': order['symbol'].split('/')[0]}}) return order mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', side_effect=[ patch_with_fee(mock_order_2_sell(is_short=is_short)), patch_with_fee(mock_order_3_sell(is_short=is_short)), patch_with_fee(mock_order_1(is_short=is_short)), patch_with_fee(mock_order_2(is_short=is_short)), patch_with_fee(mock_order_3(is_short=is_short)), patch_with_fee(mock_order_4(is_short=is_short)), ] ) create_mock_trades(fee, is_short=is_short) trades = Trade.get_trades().all() assert len(trades) == MOCK_TRADE_COUNT for trade in trades: trade.is_short = is_short assert trade.fee_open_cost is None assert trade.fee_open_currency is None assert trade.fee_close_cost is None assert trade.fee_close_currency is None freqtrade.update_closed_trades_without_assigned_fees() # Does nothing for dry-run trades = Trade.get_trades().all() assert len(trades) == MOCK_TRADE_COUNT for trade in trades: assert trade.fee_open_cost is None assert trade.fee_open_currency is None assert trade.fee_close_cost is None assert trade.fee_close_currency is None freqtrade.config['dry_run'] = False freqtrade.update_closed_trades_without_assigned_fees() trades = Trade.get_trades().all() assert len(trades) == MOCK_TRADE_COUNT for trade in trades: if trade.is_open: # Exclude Trade 4 - as the order is still open. if trade.select_order(enter_side(is_short), False): assert trade.fee_open_cost is not None assert trade.fee_open_currency is not None else: assert trade.fee_open_cost is None assert trade.fee_open_currency is None else: assert trade.fee_close_cost is not None assert trade.fee_close_currency is not None @ pytest.mark.usefixtures("init_persistence") @ pytest.mark.parametrize("is_short", [False, True]) def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_short): freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') create_mock_trades(fee, is_short=is_short) trades = Trade.get_trades().all() freqtrade.reupdate_enter_order_fees(trades[0]) assert log_has_re( f"Trying to reupdate {enter_side(is_short)} " r"fees for .*", caplog ) assert mock_uts.call_count == 1 assert mock_uts.call_args_list[0][0][0] == trades[0] assert mock_uts.call_args_list[0][0][1] == mock_order_1(is_short=is_short)['id'] assert log_has_re( f"Updating {enter_side(is_short)}-fee on trade " r".* for order .*\.", caplog ) mock_uts.reset_mock() caplog.clear() # Test with trade without orders trade = Trade( pair='XRP/ETH', stake_amount=60.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().datetime, is_open=True, amount=30, open_rate=2.0, exchange='binance', is_short=is_short ) Trade.query.session.add(trade) freqtrade.reupdate_enter_order_fees(trade) assert log_has_re(f"Trying to reupdate {enter_side(is_short)} fees for " r".*", caplog) assert mock_uts.call_count == 0 assert not log_has_re(f"Updating {enter_side(is_short)}-fee on trade " r".* for order .*\.", caplog) @ pytest.mark.usefixtures("init_persistence") def test_handle_insufficient_funds(mocker, default_conf_usdt, fee): freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order') mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees') create_mock_trades(fee, is_short=False) trades = Trade.get_trades().all() # Trade 0 has only a open buy order, no closed order freqtrade.handle_insufficient_funds(trades[0]) assert mock_rlo.call_count == 0 assert mock_bof.call_count == 1 mock_rlo.reset_mock() mock_bof.reset_mock() # Trade 1 has closed buy and sell orders freqtrade.handle_insufficient_funds(trades[1]) assert mock_rlo.call_count == 1 assert mock_bof.call_count == 0 mock_rlo.reset_mock() mock_bof.reset_mock() # Trade 2 has closed buy and sell orders freqtrade.handle_insufficient_funds(trades[2]) assert mock_rlo.call_count == 1 assert mock_bof.call_count == 0 mock_rlo.reset_mock() mock_bof.reset_mock() # Trade 3 has an opne buy order freqtrade.handle_insufficient_funds(trades[3]) assert mock_rlo.call_count == 0 assert mock_bof.call_count == 1 @ pytest.mark.usefixtures("init_persistence") @ pytest.mark.parametrize("is_short", [False, True]) def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog, is_short): caplog.set_level(logging.DEBUG) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', return_value={'status': 'open'}) def reset_open_orders(trade): trade.open_order_id = None trade.stoploss_order_id = None trade.is_short = is_short create_mock_trades(fee, is_short=is_short) trades = Trade.get_trades().all() caplog.clear() # No open order trade = trades[0] reset_open_orders(trade) assert trade.open_order_id is None assert trade.stoploss_order_id is None freqtrade.refind_lost_order(trade) order = mock_order_1(is_short=is_short) assert log_has_re(r"Order Order(.*order_id=" + order['id'] + ".*) is no longer open.", caplog) assert mock_fo.call_count == 0 assert mock_uts.call_count == 0 # No change to orderid - as update_trade_state is mocked assert trade.open_order_id is None assert trade.stoploss_order_id is None caplog.clear() mock_fo.reset_mock() # Open buy order trade = trades[3] reset_open_orders(trade) assert trade.open_order_id is None assert trade.stoploss_order_id is None freqtrade.refind_lost_order(trade) order = mock_order_4(is_short=is_short) assert log_has_re(r"Trying to refind Order\(.*", caplog) assert mock_fo.call_count == 0 assert mock_uts.call_count == 0 # No change to orderid - as update_trade_state is mocked assert trade.open_order_id is None assert trade.stoploss_order_id is None caplog.clear() mock_fo.reset_mock() # Open stoploss order trade = trades[4] reset_open_orders(trade) assert trade.open_order_id is None assert trade.stoploss_order_id is None freqtrade.refind_lost_order(trade) order = mock_order_5_stoploss(is_short=is_short) assert log_has_re(r"Trying to refind Order\(.*", caplog) assert mock_fo.call_count == 1 assert mock_uts.call_count == 1 # stoploss_order_id is "refound" and added to the trade assert trade.open_order_id is None assert trade.stoploss_order_id is not None caplog.clear() mock_fo.reset_mock() mock_uts.reset_mock() # Open sell order trade = trades[5] reset_open_orders(trade) assert trade.open_order_id is None assert trade.stoploss_order_id is None freqtrade.refind_lost_order(trade) order = mock_order_6_sell(is_short=is_short) assert log_has_re(r"Trying to refind Order\(.*", caplog) assert mock_fo.call_count == 1 assert mock_uts.call_count == 1 # sell-orderid is "refound" and added to the trade assert trade.open_order_id == order['id'] assert trade.stoploss_order_id is None caplog.clear() # Test error case mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', side_effect=ExchangeError()) order = mock_order_5_stoploss(is_short=is_short) freqtrade.refind_lost_order(trades[4]) assert log_has(f"Error updating {order['id']}.", caplog) def test_get_valid_price(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.config['custom_price_max_distance_ratio'] = 0.02 custom_price_string = "10" custom_price_badstring = "10abc" custom_price_float = 10.0 custom_price_int = 10 custom_price_over_max_alwd = 11.0 custom_price_under_min_alwd = 9.0 proposed_price = 10.1 valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price) valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price) valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price) valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price) valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price) valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price) assert isinstance(valid_price_from_string, float) assert isinstance(valid_price_from_badstring, float) assert isinstance(valid_price_from_int, float) assert isinstance(valid_price_from_float, float) assert valid_price_from_string == custom_price_float assert valid_price_from_badstring == proposed_price assert valid_price_from_int == custom_price_int assert valid_price_from_float == custom_price_float assert valid_price_at_max_alwd < custom_price_over_max_alwd assert valid_price_at_max_alwd > proposed_price assert valid_price_at_min_alwd > custom_price_under_min_alwd assert valid_price_at_min_alwd < proposed_price def test_leverage_prep(): # TODO-lev return