from datetime import datetime, timedelta, timezone from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 def entry_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 direc(is_short: bool): return "short" if is_short else "long" def mock_order_usdt_1(is_short: bool): return { "id": f"prod_entry_1_{direc(is_short)}", "symbol": "LTC/USDT", "status": "closed", "side": entry_side(is_short), "type": "limit", "price": 10.0, "amount": 2.0, "filled": 2.0, "remaining": 0.0, } def mock_order_usdt_1_exit(is_short: bool): return { "id": f"prod_exit_1_{direc(is_short)}", "symbol": "LTC/USDT", "status": "open", "side": exit_side(is_short), "type": "limit", "price": 8.0, "amount": 2.0, "filled": 0.0, "remaining": 2.0, } def mock_trade_usdt_1(fee, is_short: bool): """ Simulate prod entry with open sell order """ trade = Trade( pair="LTC/USDT", stake_amount=20.0, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=False, open_rate=10.0, close_rate=8.0, close_profit=-0.2, close_profit_abs=-4.09, exchange="binance", strategy="SampleStrategy", timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), "LTC/USDT", entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object( mock_order_usdt_1_exit(is_short), "LTC/USDT", exit_side(is_short) ) trade.orders.append(o) return trade def mock_order_usdt_2(is_short: bool): return { "id": f"1235_{direc(is_short)}", "symbol": "NEO/USDT", "status": "closed", "side": entry_side(is_short), "type": "limit", "price": 2.0, "amount": 100.0, "filled": 100.0, "remaining": 0.0, } def mock_order_usdt_2_exit(is_short: bool): return { "id": f"12366_{direc(is_short)}", "symbol": "NEO/USDT", "status": "open", "side": exit_side(is_short), "type": "limit", "price": 2.05, "amount": 100.0, "filled": 0.0, "remaining": 100.0, } def mock_trade_usdt_2(fee, is_short: bool): """ Closed trade... """ trade = Trade( pair="NEO/USDT", stake_amount=200.0, amount=100.0, amount_requested=100.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=2.0, close_rate=2.05, close_profit=0.05, close_profit_abs=3.9875, exchange="binance", is_open=False, strategy="StrategyTestV2", timeframe=5, enter_tag="TEST1", exit_reason="exit_signal", open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), "NEO/USDT", entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object( mock_order_usdt_2_exit(is_short), "NEO/USDT", exit_side(is_short) ) trade.orders.append(o) return trade def mock_order_usdt_3(is_short: bool): return { "id": f"41231a12a_{direc(is_short)}", "symbol": "XRP/USDT", "status": "closed", "side": entry_side(is_short), "type": "limit", "price": 1.0, "amount": 30.0, "filled": 30.0, "remaining": 0.0, } def mock_order_usdt_3_exit(is_short: bool): return { "id": f"41231a666a_{direc(is_short)}", "symbol": "XRP/USDT", "status": "closed", "side": exit_side(is_short), "type": "stop_loss_limit", "price": 1.1, "average": 1.1, "amount": 30.0, "filled": 30.0, "remaining": 0.0, } def mock_trade_usdt_3(fee, is_short: bool): """ Closed trade """ trade = Trade( pair="XRP/USDT", stake_amount=30.0, amount=30.0, amount_requested=30.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=1.0, close_rate=1.1, close_profit=0.1, close_profit_abs=2.8425, exchange="binance", is_open=False, strategy="StrategyTestV2", timeframe=5, enter_tag="TEST3", exit_reason="roi", open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), "XRP/USDT", entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object( mock_order_usdt_3_exit(is_short), "XRP/USDT", exit_side(is_short) ) trade.orders.append(o) return trade def mock_order_usdt_4(is_short: bool): return { "id": f"prod_buy_12345_{direc(is_short)}", "symbol": "NEO/USDT", "status": "open", "side": entry_side(is_short), "type": "limit", "price": 2.0, "amount": 10.0, "filled": 0.0, "remaining": 30.0, } def mock_trade_usdt_4(fee, is_short: bool): """ Simulate prod entry """ trade = Trade( pair="NEO/USDT", stake_amount=20.0, amount=0.0, amount_requested=10.01, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), is_open=True, open_rate=2.0, exchange="binance", strategy="StrategyTestV2", timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), "NEO/USDT", entry_side(is_short)) trade.orders.append(o) return trade def mock_order_usdt_5(is_short: bool): return { "id": f"prod_buy_3455_{direc(is_short)}", "symbol": "XRP/USDT", "status": "closed", "side": entry_side(is_short), "type": "limit", "price": 2.0, "amount": 10.0, "filled": 10.0, "remaining": 0.0, } def mock_order_usdt_5_stoploss(is_short: bool): return { "id": f"prod_stoploss_3455_{direc(is_short)}", "symbol": "XRP/USDT", "status": "open", "side": exit_side(is_short), "type": "stop_loss_limit", "price": 2.0, "amount": 10.0, "filled": 0.0, "remaining": 30.0, } def mock_trade_usdt_5(fee, is_short: bool): """ Simulate prod entry with stoploss """ trade = Trade( pair="XRP/USDT", stake_amount=20.0, amount=10.0, amount_requested=10.01, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), is_open=True, open_rate=2.0, exchange="binance", strategy="SampleStrategy", timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), "XRP/USDT", entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), "XRP/USDT", "stoploss") trade.orders.append(o) return trade def mock_order_usdt_6(is_short: bool): return { "id": f"prod_entry_6_{direc(is_short)}", "symbol": "LTC/USDT", "status": "closed", "side": entry_side(is_short), "type": "limit", "price": 10.0, "amount": 2.0, "filled": 2.0, "remaining": 0.0, } def mock_order_usdt_6_exit(is_short: bool): return { "id": f"prod_exit_6_{direc(is_short)}", "symbol": "LTC/USDT", "status": "open", "side": exit_side(is_short), "type": "limit", "price": 12.0, "amount": 2.0, "filled": 0.0, "remaining": 2.0, } def mock_trade_usdt_6(fee, is_short: bool): """ Simulate prod entry with open sell order """ trade = Trade( pair="LTC/USDT", stake_amount=20.0, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_rate=10.0, exchange="binance", strategy="SampleStrategy", timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), "LTC/USDT", entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object( mock_order_usdt_6_exit(is_short), "LTC/USDT", exit_side(is_short) ) trade.orders.append(o) return trade def mock_order_usdt_7(is_short: bool): return { "id": f"1234_{direc(is_short)}", "symbol": "ADA/USDT", "status": "closed", "side": entry_side(is_short), "type": "limit", "price": 2.0, "amount": 10.0, "filled": 10.0, "remaining": 0.0, } def mock_trade_usdt_7(fee, is_short: bool): trade = Trade( pair="ADA/USDT", stake_amount=20.0, amount=10.0, amount_requested=10.0, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_rate=2.0, exchange="binance", strategy="StrategyTestV2", timeframe=5, is_short=is_short, ) o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), "ADA/USDT", entry_side(is_short)) trade.orders.append(o) return trade