# pragma pylint: disable=missing-docstring, C0103 from unittest.mock import MagicMock import logging import pytest from sqlalchemy import create_engine from freqtrade import OperationalException, constants from freqtrade.persistence import Trade, clean_dry_run_db, init from freqtrade.tests.conftest import log_has @pytest.fixture(scope='function') def init_persistence(default_conf): init(default_conf) def test_init_create_session(default_conf): # Check if init create a session init(default_conf) assert hasattr(Trade, 'session') assert 'Session' in type(Trade.session).__name__ def test_init_custom_db_url(default_conf, mocker): # Update path to a value other than default, but still in-memory default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) init(default_conf) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite' def test_init_invalid_db_url(default_conf): # Update path to a value other than default, but still in-memory default_conf.update({'db_url': 'unknown:///some.url'}) with pytest.raises(OperationalException, match=r'.*no valid database URL*'): init(default_conf) def test_init_prod_db(default_conf, mocker): default_conf.update({'dry_run': False}) default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) init(default_conf) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite' def test_init_dryrun_db(default_conf, mocker): default_conf.update({'dry_run': True}) default_conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL}) create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock()) init(default_conf) assert create_engine_mock.call_count == 1 assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://' @pytest.mark.usefixtures("init_persistence") def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog): """ On this test we will buy and sell a crypto currency. Buy - Buy: 90.99181073 Crypto at 0.00001099 BTC (90.99181073*0.00001099 = 0.0009999 BTC) - Buying fee: 0.25% - Total cost of buy trade: 0.001002500 BTC ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025)) Sell - Sell: 90.99181073 Crypto at 0.00001173 BTC (90.99181073*0.00001173 = 0,00106733394 BTC) - Selling fee: 0.25% - Total cost of sell trade: 0.001064666 BTC ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025)) Profit/Loss: +0.000062166 BTC (Sell:0.001064666 - Buy:0.001002500) Profit/Loss percentage: 0.0620 ((0.001064666/0.001002500)-1 = 6.20%) :param limit_buy_order: :param limit_sell_order: :return: """ trade = Trade( id=2, pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.open_order_id is None assert trade.open_rate == 0.00001099 assert trade.close_profit is None assert trade.close_date is None assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, " "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).", caplog.record_tuples) caplog.clear() trade.open_order_id = 'something' trade.update(limit_sell_order) assert trade.open_order_id is None assert trade.close_rate == 0.00001173 assert trade.close_profit == 0.06201058 assert trade.close_date is not None assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, " "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).", caplog.record_tuples) @pytest.mark.usefixtures("init_persistence") def test_update_market_order(market_buy_order, market_sell_order, fee, caplog): trade = Trade( id=1, pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'something' trade.update(market_buy_order) assert trade.open_order_id is None assert trade.open_rate == 0.00004099 assert trade.close_profit is None assert trade.close_date is None assert log_has("MARKET_BUY has been fulfilled for Trade(id=1, " "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).", caplog.record_tuples) caplog.clear() trade.open_order_id = 'something' trade.update(market_sell_order) assert trade.open_order_id is None assert trade.close_rate == 0.00004173 assert trade.close_profit == 0.01297561 assert trade.close_date is not None assert log_has("MARKET_SELL has been fulfilled for Trade(id=1, " "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).", caplog.record_tuples) @pytest.mark.usefixtures("init_persistence") def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.calc_open_trade_price() == 0.0010024999999225068 trade.update(limit_sell_order) assert trade.calc_close_trade_price() == 0.0010646656050132426 # Profit in BTC assert trade.calc_profit() == 0.00006217 # Profit in percent assert trade.calc_profit_percent() == 0.06201058 @pytest.mark.usefixtures("init_persistence") def test_calc_close_trade_price_exception(limit_buy_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'something' trade.update(limit_buy_order) assert trade.calc_close_trade_price() == 0.0 @pytest.mark.usefixtures("init_persistence") def test_update_open_order(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=1.00, fee_open=0.1, fee_close=0.1, exchange='bittrex', ) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None limit_buy_order['status'] = 'open' trade.update(limit_buy_order) assert trade.open_order_id is None assert trade.open_rate is None assert trade.close_profit is None assert trade.close_date is None @pytest.mark.usefixtures("init_persistence") def test_update_invalid_order(limit_buy_order): trade = Trade( pair='ETH/BTC', stake_amount=1.00, fee_open=0.1, fee_close=0.1, exchange='bittrex', ) limit_buy_order['type'] = 'invalid' with pytest.raises(ValueError, match=r'Unknown order type'): trade.update(limit_buy_order) @pytest.mark.usefixtures("init_persistence") def test_calc_open_trade_price(limit_buy_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'open_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get the open rate price with the standard fee rate assert trade.calc_open_trade_price() == 0.0010024999999225068 # Get the open rate price with a custom fee rate assert trade.calc_open_trade_price(fee=0.003) == 0.001002999999922468 @pytest.mark.usefixtures("init_persistence") def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'close_trade' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get the close rate price with a custom close rate and a regular fee rate assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318470471794 # Get the close rate price with a custom close rate and a custom fee rate assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704275749754 # Test when we apply a Sell order, and ask price with a custom fee rate trade.update(limit_sell_order) assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972701635854 @pytest.mark.usefixtures("init_persistence") def test_calc_profit(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 # Custom closing rate and regular fee rate # Higher than open rate assert trade.calc_profit(rate=0.00001234) == 0.00011753 # Lower than open rate assert trade.calc_profit(rate=0.00000123) == -0.00089086 # Custom closing rate and custom fee rate # Higher than open rate assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697 # Lower than open rate assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092 # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(limit_sell_order) assert trade.calc_profit() == 0.00006217 # Test with a custom fee rate on the close trade assert trade.calc_profit(fee=0.003) == 0.00006163 @pytest.mark.usefixtures("init_persistence") def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', ) trade.open_order_id = 'profit_percent' trade.update(limit_buy_order) # Buy @ 0.00001099 # Get percent of profit with a custom rate (Higher than open rate) assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875 # Get percent of profit with a custom rate (Lower than open rate) assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828 # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(limit_sell_order) assert trade.calc_profit_percent() == 0.06201058 # Test with a custom fee rate on the close trade assert trade.calc_profit_percent(fee=0.003) == 0.06147824 def test_clean_dry_run_db(default_conf, fee): init(default_conf) # Simulate dry_run entries trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='prod_buy_12345' ) Trade.session.add(trade) # We have 3 entries: 2 dry_run, 1 prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3 clean_dry_run_db() # We have now only the prod assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1 def test_migrate_old(mocker, default_conf, fee): """ Test Database migration(starting with old pairformat) """ amount = 103.223 create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date) VALUES ('BITTREX', 'BTC_ETC', 1, {fee}, 0.00258580, {stake}, {amount}, '2017-11-28 12:44:24.000000') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) # Create table using the old format engine.execute(create_table_old) engine.execute(insert_table_old) # Run init to test migration init(default_conf) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "bittrex" assert trade.max_rate == 0.0 assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 def test_migrate_new(mocker, default_conf, fee, caplog): """ Test Database migration (starting with new pairformat) """ caplog.set_level(logging.DEBUG) amount = 103.223 # Always create all columns apart from the last! create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, stop_loss FLOAT, initial_stop_loss FLOAT, max_rate FLOAT, sell_reason VARCHAR, strategy VARCHAR, ticker_interval INTEGER, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee, open_rate, stake_amount, amount, open_date, stop_loss, initial_stop_loss, max_rate) VALUES ('binance', 'ETC/BTC', 1, {fee}, 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000', 0.0, 0.0, 0.0) """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) # Create table using the old format engine.execute(create_table_old) engine.execute("create index ix_trades_is_open on trades(is_open)") engine.execute("create index ix_trades_pair on trades(pair)") engine.execute(insert_table_old) # fake previous backup engine.execute("create table trades_bak as select * from trades") engine.execute("create table trades_bak1 as select * from trades") # Run init to test migration init(default_conf) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "binance" assert trade.max_rate == 0.0 assert trade.min_rate == 0.0 assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert trade.sell_reason is None assert trade.strategy is None assert trade.ticker_interval is None assert trade.stoploss_order_id is None assert trade.stoploss_last_update is None assert log_has("trying trades_bak1", caplog.record_tuples) assert log_has("trying trades_bak2", caplog.record_tuples) assert log_has("Running database migration - backup available as trades_bak2", caplog.record_tuples) def test_migrate_mid_state(mocker, default_conf, fee, caplog): """ Test Database migration (starting with new pairformat) """ caplog.set_level(logging.DEBUG) amount = 103.223 create_table_old = """CREATE TABLE IF NOT EXISTS "trades" ( id INTEGER NOT NULL, exchange VARCHAR NOT NULL, pair VARCHAR NOT NULL, is_open BOOLEAN NOT NULL, fee_open FLOAT NOT NULL, fee_close FLOAT NOT NULL, open_rate FLOAT, close_rate FLOAT, close_profit FLOAT, stake_amount FLOAT NOT NULL, amount FLOAT, open_date DATETIME NOT NULL, close_date DATETIME, open_order_id VARCHAR, PRIMARY KEY (id), CHECK (is_open IN (0, 1)) );""" insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date) VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee}, 0.00258580, {stake}, {amount}, '2019-11-28 12:44:24.000000') """.format(fee=fee.return_value, stake=default_conf.get("stake_amount"), amount=amount ) engine = create_engine('sqlite://') mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine) # Create table using the old format engine.execute(create_table_old) engine.execute(insert_table_old) # Run init to test migration init(default_conf) assert len(Trade.query.filter(Trade.id == 1).all()) == 1 trade = Trade.query.filter(Trade.id == 1).first() assert trade.fee_open == fee.return_value assert trade.fee_close == fee.return_value assert trade.open_rate_requested is None assert trade.close_rate_requested is None assert trade.is_open == 1 assert trade.amount == amount assert trade.stake_amount == default_conf.get("stake_amount") assert trade.pair == "ETC/BTC" assert trade.exchange == "binance" assert trade.max_rate == 0.0 assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 assert log_has("trying trades_bak0", caplog.record_tuples) assert log_has("Running database migration - backup available as trades_bak0", caplog.record_tuples) def test_adjust_stop_loss(limit_buy_order, limit_sell_order, fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, exchange='bittrex', open_rate=1, ) trade.adjust_stop_loss(trade.open_rate, 0.05, True) assert trade.stop_loss == 0.95 assert trade.max_rate == 1 assert trade.initial_stop_loss == 0.95 # Get percent of profit with a lowre rate trade.adjust_stop_loss(0.96, 0.05) assert trade.stop_loss == 0.95 assert trade.max_rate == 1 assert trade.initial_stop_loss == 0.95 # Get percent of profit with a custom rate (Higher than open rate) trade.adjust_stop_loss(1.3, -0.1) assert round(trade.stop_loss, 8) == 1.17 assert trade.max_rate == 1.3 assert trade.initial_stop_loss == 0.95 # current rate lower again ... should not change trade.adjust_stop_loss(1.2, 0.1) assert round(trade.stop_loss, 8) == 1.17 assert trade.max_rate == 1.3 assert trade.initial_stop_loss == 0.95 # current rate higher... should raise stoploss trade.adjust_stop_loss(1.4, 0.1) assert round(trade.stop_loss, 8) == 1.26 assert trade.max_rate == 1.4 assert trade.initial_stop_loss == 0.95 # Initial is true but stop_loss set - so doesn't do anything trade.adjust_stop_loss(1.7, 0.1, True) assert round(trade.stop_loss, 8) == 1.26 assert trade.max_rate == 1.4 assert trade.initial_stop_loss == 0.95 def test_get_open(default_conf, fee): init(default_conf) # Simulate dry_run entries trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='dry_run_buy_12345' ) Trade.session.add(trade) trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', is_open=False, open_order_id='dry_run_sell_12345' ) Trade.session.add(trade) # Simulate prod entry trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='prod_buy_12345' ) Trade.session.add(trade) assert len(Trade.get_open_trades()) == 2