# 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 datetime import timedelta from typing import List from unittest.mock import ANY, MagicMock, PropertyMock, patch import pytest from pandas import DataFrame from sqlalchemy import select from freqtrade.constants import CANCEL_REASON, UNLIMITED_STAKE_AMOUNT from freqtrade.enums import ( CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode, 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.plugins.protections.iprotection import ProtectionReturn from freqtrade.util.datetime_helpers import dt_now, dt_utc from freqtrade.worker import Worker from tests.conftest import ( EXMS, create_mock_trades, create_mock_trades_usdt, 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, entry_side, exit_side, 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, ) from tests.conftest_trades_usdt import mock_trade_usdt_4 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(f"{EXMS}.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_process_calls_sendmsg(mocker, default_conf_usdt) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.process() assert freqtrade.rpc.process_msg_queue.call_count == 1 def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None: mock_cleanup = mocker.patch("freqtrade.freqtradebot.Trade.commit") 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 def test_bot_cleanup_db_errors(mocker, default_conf_usdt, caplog) -> None: mocker.patch("freqtrade.freqtradebot.Trade.commit", side_effect=OperationalException()) mocker.patch( "freqtrade.freqtradebot.FreqtradeBot.check_for_open_trades", side_effect=OperationalException(), ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.emc = MagicMock() freqtrade.emc.shutdown = MagicMock() freqtrade.cleanup() assert freqtrade.emc.shutdown.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"] = { "entry": "market", "exit": "limit", "stoploss": "limit", "stoploss_on_exchange": True, } conf["entry_pricing"]["price_side"] = "ask" freqtrade = FreqtradeBot(conf) if runmode == RunMode.LIVE: assert not log_has_re(r".*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"] = { "entry": "market", "exit": "limit", "stoploss": "limit", "stoploss_on_exchange": False, } freqtrade = FreqtradeBot(conf) assert not freqtrade.strategy.order_types["stoploss_on_exchange"] assert not log_has_re(r".*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", 1) assert result == default_conf_usdt["stake_amount"] @pytest.mark.parametrize("runmode", [RunMode.DRY_RUN, RunMode.LIVE]) def test_load_strategy_no_keys(default_conf_usdt, mocker, runmode, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) conf = deepcopy(default_conf_usdt) conf["runmode"] = runmode erm = mocker.patch("freqtrade.freqtradebot.ExchangeResolver.load_exchange") freqtrade = FreqtradeBot(conf) strategy_config = freqtrade.strategy.config assert id(strategy_config["exchange"]) == id(conf["exchange"]) # Keys have been removed and are not passed to the exchange assert strategy_config["exchange"]["key"] == "" assert strategy_config["exchange"]["secret"] == "" assert erm.call_count == 1 ex_conf = erm.call_args_list[0][1]["exchange_config"] assert id(ex_conf) != id(conf["exchange"]) # Keys are still present assert ex_conf["key"] != "" assert ex_conf["key"] == default_conf_usdt["exchange"]["key"] assert ex_conf["secret"] != "" assert ex_conf["secret"] == default_conf_usdt["exchange"]["secret"] @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( EXMS, 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", 1) 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", 1) def test_edge_called_in_process(mocker, edge_conf) -> None: patch_RPCManager(mocker) patch_edge(mocker) patch_exchange(mocker) freqtrade = FreqtradeBot(edge_conf) 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", 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20 ) assert ( freqtrade.wallets.get_trade_stake_amount("LTC/BTC", 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21 ) @pytest.mark.parametrize( "buy_price_mult,ignore_strat_sl", [ (0.79, False), # Override stoploss (0.85, True), # Override strategy stoploss ], ) def test_edge_overrides_stoploss( limit_order, fee, caplog, mocker, 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["buy"]["price"] ticker_val = { "bid": enter_price, "ask": enter_price, "last": enter_price, } mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value=ticker_val), 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) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.session.scalars(select(Trade)).first() caplog.clear() ############################################# ticker_val.update( { "bid": enter_price * buy_price_mult, "ask": enter_price * buy_price_mult, "last": enter_price * buy_price_mult, } ) # stoploss should be hit assert freqtrade.handle_trade(trade) is not ignore_strat_sl if not ignore_strat_sl: assert log_has_re("Exit for NEO/BTC detected. Reason: stop_loss.*", caplog) assert trade.exit_reason == ExitType.STOP_LOSS.value # Test compatibility ... assert trade.sell_reason == ExitType.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( EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.session.scalars(select(Trade)).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.session.scalars(select(Trade).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( EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade is not None assert pytest.approx(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 oobj = Order.parse_from_ccxt_object( limit_order[entry_side(is_short)], "ADA/USDT", entry_side(is_short) ) trade.update_trade(oobj) 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( EXMS, 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), (0.042, True, False, 99), # Amount will be adjusted to min - which is 0.051 (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[entry_side(is_short)]) mocker.patch.multiple( EXMS, 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", default_conf_usdt["max_open_trades"], 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( EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) mocker.patch("freqtrade.configuration.config_validation._validate_whitelist") 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( EXMS, 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("*", dt_now() + timedelta(minutes=20), "Just because", side="*") 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=ProtectionReturn(True, dt_now() + timedelta(hours=1), "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( EXMS, get_fee=fee, ) default_conf_usdt["stake_amount"] = 10 freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_long=False, exit_long=False) 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( EXMS, 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, caplog ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) default_conf_usdt["max_open_trades"] = 4 mocker.patch.multiple( EXMS, 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: ticker_side = "ask" if is_short else "bid" patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), fetch_order=MagicMock(return_value=limit_order[entry_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.get_open_trades() assert not trades freqtrade.process() trades = Trade.get_open_trades() assert len(trades) == 1 trade = trades[0] assert trade is not None assert pytest.approx(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 == ticker_usdt.return_value[ticker_side] assert pytest.approx(trade.amount) == 60 / ticker_usdt.return_value[ticker_side] assert log_has( f'{"Short" if is_short else "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: # TODO: Move this test to test_worker patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, reload_markets=MagicMock(), create_order=MagicMock(side_effect=TemporaryError), ) sleep_mock = mocker.patch("time.sleep") worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) mocker.patch(f"{EXMS}.reload_markets", MagicMock(side_effect=TemporaryError)) worker._process_running() assert sleep_mock.called is True def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None: msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, 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( EXMS, 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.get_open_trades() assert not trades freqtrade.process() trades = Trade.get_open_trades() 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( EXMS, 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.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.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", ) ) Trade.commit() 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) refresh_mock = MagicMock() mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) inf_pairs = MagicMock( return_value=[("BTC/ETH", "1m", CandleType.SPOT), ("ETH/USDT", "1h", CandleType.SPOT)] ) 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.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", CandleType.SPOT) in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h", CandleType.SPOT) in refresh_mock.call_args[0][0] assert ("ETH/USDT", default_conf_usdt["timeframe"], CandleType.SPOT) in refresh_mock.call_args[ 0 ][0] @pytest.mark.parametrize( "is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [ (False, "spot", "binance", None, 0.0, None), (True, "spot", "binance", None, 0.0, None), (False, "spot", "gate", None, 0.0, None), (True, "spot", "gate", None, 0.0, None), (False, "spot", "okx", None, 0.0, None), (True, "spot", "okx", None, 0.0, None), (True, "futures", "binance", "isolated", 0.0, 11.88151815181518), (False, "futures", "binance", "isolated", 0.0, 8.080471380471382), (True, "futures", "gate", "isolated", 0.0, 11.87413417771621), (False, "futures", "gate", "isolated", 0.0, 8.085708510208207), (True, "futures", "binance", "isolated", 0.05, 11.7874422442244), (False, "futures", "binance", "isolated", 0.05, 8.17644781144781), (True, "futures", "gate", "isolated", 0.05, 11.7804274688304), (False, "futures", "gate", "isolated", 0.05, 8.181423084697796), (True, "futures", "okx", "isolated", 0.0, 11.87413417771621), (False, "futures", "okx", "isolated", 0.0, 8.085708510208207), (True, "futures", "bybit", "isolated", 0.0, 11.9), (False, "futures", "bybit", "isolated", 0.0, 8.1), ], ) def test_execute_entry( mocker, default_conf_usdt, fee, limit_order, limit_order_open, is_short, trading_mode, exchange_name, margin_mode, liq_buffer, liq_price, ) -> None: """ exchange_name = binance, is_short = true leverage = 5 position = 0.2 * 5 ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) ((2 + 0.01) - ((-1) * 1 * 10)) / ((1 * 0.01) - ((-1) * 1)) = 11.89108910891089 exchange_name = binance, is_short = false ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) ((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071 exchange_name = gate/okx, is_short = true (open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate)) (10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621 exchange_name = gate/okx, is_short = false (open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate)) (10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207 """ # TODO: Split this test into multiple tests to improve readability open_order = limit_order_open[entry_side(is_short)] order = limit_order[entry_side(is_short)] default_conf_usdt["trading_mode"] = trading_mode default_conf_usdt["liquidation_buffer"] = liq_buffer leverage = 1.0 if trading_mode == "spot" else 5.0 default_conf_usdt["exchange"]["name"] = exchange_name if margin_mode: default_conf_usdt["margin_mode"] = margin_mode mocker.patch("freqtrade.exchange.gate.Gate.validate_ordertypes") patch_RPCManager(mocker) patch_exchange(mocker, exchange=exchange_name) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) freqtrade.strategy.leverage = MagicMock(return_value=leverage) stake_amount = 2 bid = 0.11 enter_rate_mock = MagicMock(return_value=bid) enter_mm = MagicMock(return_value=open_order) mocker.patch.multiple( EXMS, 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_max_pair_stake_amount=MagicMock(return_value=500000), get_fee=fee, get_funding_fees=MagicMock(return_value=0), name=exchange_name, get_maintenance_ratio_and_amt=MagicMock(return_value=(0.01, 0.01)), get_max_leverage=MagicMock(return_value=10), ) mocker.patch.multiple( "freqtrade.exchange.okx.Okx", get_max_pair_stake_amount=MagicMock(return_value=500000), ) 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 == 2 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 pytest.approx(call_args["amount"]) == round(stake_amount / bid * leverage, 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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade assert trade.is_open is True assert trade.has_open_orders assert "22" in trade.open_orders_ids # 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 == 1 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 pytest.approx(call_args["amount"]) == round(stake_amount / fix_price * leverage, 8) # In case of closed order order["status"] = "closed" order["average"] = 10 order["cost"] = 300 order["id"] = "444" mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.session.scalars(select(Trade)).all()[2] trade.is_short = is_short assert trade assert not trade.has_open_orders assert trade.open_rate == 10 assert trade.stake_amount == round(order["average"] * order["filled"] / leverage, 8) assert pytest.approx(trade.liquidation_price) == liq_price # 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["average"] = 0.5 order["cost"] = 10.0 order["id"] = "555" mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.session.scalars(select(Trade)).all()[3] trade.is_short = is_short assert trade assert not trade.has_open_orders assert trade.open_rate == 0.5 assert trade.stake_amount == round(order["average"] * order["filled"] / leverage, 8) # 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.session.scalars(select(Trade)).all()[4] trade.is_short = is_short assert trade assert pytest.approx(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.session.scalars(select(Trade)).all()[5] trade.is_short = is_short assert trade assert pytest.approx(trade.stake_amount) == 2.0 # In case of the order is rejected and not filled at all order["status"] = "rejected" order["amount"] = 30.0 * leverage order["filled"] = 0.0 order["remaining"] = 30.0 order["average"] = 0.5 order["cost"] = 0.0 order["id"] = "66" mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=order)) assert not freqtrade.execute_entry(pair, stake_amount) assert freqtrade.strategy.leverage.call_count == 0 if trading_mode == "spot" else 2 # Fail to get price... mocker.patch(f"{EXMS}.get_rate", MagicMock(return_value=0.0)) with pytest.raises(PricingError, match="Could not determine entry price."): freqtrade.execute_entry(pair, stake_amount, is_short=is_short) # In case of custom entry price mocker.patch(f"{EXMS}.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.session.scalars(select(Trade)).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( EXMS, get_rate=MagicMock(return_value=10), ) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.session.scalars(select(Trade)).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.session.scalars(select(Trade)).all()[8] # Trade(id=9, pair=ETH/USDT, amount=0.20000000, is_short=False, # leverage=1.0, open_rate=10.00000000, open_since=...) # Trade(id=9, pair=ETH/USDT, amount=0.60000000, is_short=True, # leverage=3.0, open_rate=10.00000000, open_since=...) trade.is_short = is_short assert trade assert trade.open_rate_requested == 10 # In case of too high stake amount order["status"] = "open" order["id"] = "55672" mocker.patch.multiple( EXMS, get_max_pair_stake_amount=MagicMock(return_value=500), ) freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500) assert freqtrade.execute_entry(pair, 2000, is_short=is_short) trade = Trade.session.scalars(select(Trade)).all()[9] trade.is_short = is_short assert pytest.approx(trade.stake_amount) == 500 order["id"] = "55673" freqtrade.strategy.leverage.reset_mock() assert freqtrade.execute_entry(pair, 200, leverage_=3) assert freqtrade.strategy.leverage.call_count == 0 trade = Trade.session.scalars(select(Trade)).all()[10] assert trade.leverage == 1 if trading_mode == "spot" else 3 @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( EXMS, fetch_ticker=MagicMock(return_value={"bid": 1.9, "ask": 2.2, "last": 1.9}), create_order=MagicMock(return_value=limit_order[entry_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) assert freqtrade.execute_entry(pair, stake_amount) limit_order[entry_side(is_short)]["id"] = "222" freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_entry(pair, stake_amount) limit_order[entry_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_execute_entry_fully_canceled_on_create( mocker, default_conf_usdt, fee, limit_order_open, is_short ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_hce = mocker.spy(freqtrade, "handle_cancel_enter") order = limit_order_open[entry_side(is_short)] pair = "ETH/USDT" order["symbol"] = pair order["status"] = "canceled" order["filled"] = 0.0 mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": 1.9, "ask": 2.2, "last": 1.9}), create_order=MagicMock(return_value=order), get_rate=MagicMock(return_value=0.11), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) stake_amount = 2 assert freqtrade.execute_entry(pair, stake_amount) assert mock_hce.call_count == 1 # an order that immediately cancels completely should delete the order. trades = Trade.get_trades().all() assert len(trades) == 0 @pytest.mark.parametrize("is_short", [False, True]) def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, is_short) -> None: default_conf_usdt["trading_mode"] = "futures" default_conf_usdt["margin_mode"] = "isolated" freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": 1.9, "ask": 2.2, "last": 1.9}), create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_rate=MagicMock(return_value=0.11), # Minimum stake-amount is ~5$ get_maintenance_ratio_and_amt=MagicMock(return_value=(0.0, 0.0)), _fetch_and_calculate_funding_fees=MagicMock(return_value=0), get_fee=fee, get_max_leverage=MagicMock(return_value=5.0), ) stake_amount = 2 pair = "SOL/BUSD:BUSD" freqtrade.strategy.leverage = MagicMock(return_value=5.0) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.session.scalars(select(Trade)).first() assert trade.leverage == 5.0 # assert trade.stake_amount == 2 @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.usefixtures("init_persistence") @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(f"{EXMS}.fetch_order", return_value=limit_order[entry_side(is_short)]) mocker.patch(f"{EXMS}.get_trades_for_order", return_value=[]) order_id = "123" trade = Trade( pair="ETH/USDT", fee_open=0.001, fee_close=0.001, open_rate=0.01, open_date=dt_now(), stake_amount=0.01, amount=11, exchange="binance", is_short=is_short, leverage=1, ) trade.orders.append( Order( ft_order_side=entry_side(is_short), price=0.01, ft_pair=trade.pair, ft_amount=trade.amount, ft_price=trade.open_rate, order_id=order_id, ) ) Trade.session.add(trade) Trade.commit() trades = [trade] freqtrade.wallets.update() n = freqtrade.exit_positions(trades) assert n == 0 # Test amount not modified by fee-logic assert not log_has_re(r"Applying fee to amount for Trade .*", caplog) gra = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", return_value=0.0) # test amount modified by fee-logic n = freqtrade.exit_positions(trades) assert n == 0 assert gra.call_count == 0 @pytest.mark.usefixtures("init_persistence") @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[entry_side(is_short)] mocker.patch(f"{EXMS}.fetch_order", return_value=order) order_id = "123" trade = Trade( pair="ETH/USDT", fee_open=0.001, fee_close=0.001, open_rate=0.01, open_date=dt_now(), stake_amount=0.01, amount=11, exchange="binance", is_short=is_short, leverage=1, ) trade.orders.append( Order( ft_order_side=entry_side(is_short), price=0.01, ft_pair=trade.pair, ft_amount=trade.amount, ft_price=trade.open_rate, order_id=order_id, ft_is_open=False, ) ) Trade.session.add(trade) Trade.commit() freqtrade.wallets.update() 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[entry_side(is_short)] mocker.patch("freqtrade.freqtradebot.FreqtradeBot.handle_trade", MagicMock(return_value=True)) mocker.patch("freqtrade.freqtradebot.FreqtradeBot._notify_enter") mocker.patch(f"{EXMS}.fetch_order", return_value=order) mocker.patch(f"{EXMS}.get_trades_for_order", return_value=[]) mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", return_value=0.0) order_id = order["id"] trade = Trade( fee_open=0.001, fee_close=0.001, open_rate=0.01, open_date=dt_now(), amount=11, exchange="binance", is_short=is_short, leverage=1, ) trade.orders.append( Order( ft_order_side=entry_side(is_short), price=0.01, order_id=order_id, ) ) freqtrade.strategy.order_filled = MagicMock(return_value=None) 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, order_id) # Test amount not modified by fee-logic assert not log_has_re(r"Applying fee to .*", caplog) caplog.clear() assert not trade.has_open_orders assert trade.amount == order["amount"] assert freqtrade.strategy.order_filled.call_count == 1 mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", return_value=0.01) assert trade.amount == 30.0 # test amount modified by fee-logic freqtrade.update_trade_state(trade, order_id) assert trade.amount == 29.99 assert not trade.has_open_orders trade.is_open = True # Assert we call handle_trade() if trade is feasible for execution freqtrade.update_trade_state(trade, order_id) assert log_has_re("Found open order for.*", caplog) limit_buy_order_usdt_new = deepcopy(limit_order) limit_buy_order_usdt_new["filled"] = 0.0 limit_buy_order_usdt_new["status"] = "canceled" freqtrade.strategy.order_filled = MagicMock(return_value=None) mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", side_effect=ValueError) mocker.patch(f"{EXMS}.fetch_order", return_value=limit_buy_order_usdt_new) res = freqtrade.update_trade_state(trade, order_id) # Cancelled empty assert res is True assert freqtrade.strategy.order_filled.call_count == 0 @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[entry_side(is_short)] trades_for_order[0]["amount"] = initial_amount order_id = "oid_123456" order["id"] = order_id mocker.patch(f"{EXMS}.get_trades_for_order", return_value=trades_for_order) mocker.patch("freqtrade.freqtradebot.FreqtradeBot._notify_enter") # fetch_order should not be called!! mocker.patch(f"{EXMS}.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=dt_now(), fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, leverage=1, is_short=is_short, ) trade.orders.append( Order( ft_order_side=entry_side(is_short), ft_pair=trade.pair, ft_is_open=True, order_id=order_id, ) ) log_text = r"Applying fee on amount for .*" freqtrade.update_trade_state(trade, order_id, order) assert trade.amount != amount if has_rounding_fee: assert pytest.approx(trade.amount) == 29.992 assert log_has_re(log_text, caplog) else: assert pytest.approx(trade.amount) == order["amount"] assert not log_has_re(log_text, 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[entry_side(is_short)] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch(f"{EXMS}.fetch_order", return_value=order) mocker.patch("freqtrade.freqtradebot.FreqtradeBot._notify_enter") # TODO: should not be magicmock trade = MagicMock() trade.amount = 123 open_order_id = "123" # Test raise of OperationalException exception mocker.patch( "freqtrade.freqtradebot.FreqtradeBot.get_real_amount", side_effect=DependencyException() ) freqtrade.update_trade_state(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(f"{EXMS}.fetch_order", MagicMock(side_effect=InvalidOrderException)) # TODO: should not be magicmock trade = MagicMock() open_order_id = "123" # Test raise of OperationalException exception grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock()) freqtrade.update_trade_state(trade, open_order_id) assert grm_mock.call_count == 0 assert log_has(f"Unable to fetch order {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 ): buy_order = limit_order[entry_side(is_short)] open_order = limit_order_open[exit_side(is_short)] l_order = limit_order[exit_side(is_short)] mocker.patch(f"{EXMS}.get_trades_for_order", return_value=trades_for_order) # fetch_order should not be called!! mocker.patch(f"{EXMS}.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=dt_now(), is_open=True, interest_rate=0.0005, leverage=1, is_short=is_short, ) order = Order.parse_from_ccxt_object(buy_order, "LTC/ETH", entry_side(is_short)) trade.orders.append(order) order = Order.parse_from_ccxt_object(open_order, "LTC/ETH", exit_side(is_short)) trade.orders.append(order) assert order.status == "open" freqtrade.update_trade_state(trade, trade.open_orders_ids[-1], l_order) assert trade.amount == l_order["amount"] # Wallet needs to be updated after closing a limit-sell order to re-enable 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,close_profit", [ (False, 0.09451372), (True, 0.08635224), ], ) def test_handle_trade( default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short, close_profit ) -> None: open_order = limit_order_open[exit_side(is_short)] enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": 2.19, "ask": 2.2, "last": 2.19}), 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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade time.sleep(0.01) # Race condition fix assert trade.is_open is True freqtrade.wallets.update() patch_get_signal( freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short, exit_tag="sell_signal1", ) assert freqtrade.handle_trade(trade) is True assert trade.open_orders_ids[-1] == exit_order["id"] # Simulate fulfilled LIMIT_SELL order for trade trade.orders[-1].ft_is_open = False trade.orders[-1].status = "closed" trade.orders[-1].filled = trade.orders[-1].remaining trade.orders[-1].remaining = 0.0 trade.update_trade(trade.orders[-1]) assert trade.close_rate == (2.0 if is_short else 2.2) assert pytest.approx(trade.close_profit) == close_profit assert pytest.approx(trade.calc_profit(trade.close_rate)) == 5.685 assert trade.close_date is not None assert trade.exit_reason == "sell_signal1" @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( EXMS, 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.session.scalars(select(Trade)).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.session.scalars(select(Trade)).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.session.scalars(select(Trade)).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.session.scalars(select(Trade)).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.session.scalars(select(Trade)).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[entry_side(is_short)] caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( EXMS, 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.session.scalars(select(Trade)).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 caplog.clear() patch_get_signal(freqtrade) assert freqtrade.handle_trade(trade) assert log_has("ETH/USDT - Required profit reached. exit_type=ExitType.ROI", caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_handle_trade_use_exit_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[entry_side(is_short)] # use_exit_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( EXMS, 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.session.scalars(select(Trade)).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. exit_type=ExitType.EXIT_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[entry_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, 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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade oobj = Order.parse_from_ccxt_object(enter_order, enter_order["symbol"], trade.entry_side) trade.update_trade(oobj) oobj = Order.parse_from_ccxt_object(exit_order, exit_order["symbol"], trade.exit_side) trade.update_trade(oobj) 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_manage_open_orders_entry_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 old_order["id"] = open_trade.open_orders_ids[0] default_conf_usdt["unfilledtimeout"] = {"entry": 1400, "exit": 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( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order=cancel_order_mock, cancel_order_with_result=cancel_order_wr_mock, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade.is_short = is_short open_trade.orders[0].side = "sell" if is_short else "buy" open_trade.orders[0].ft_order_side = "sell" if is_short else "buy" Trade.session.add(open_trade) Trade.commit() # Ensure default is to return empty (so not mocked yet) freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 # Return false - trade remains open freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False) freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 trades = Trade.session.scalars( select(Trade) .where(Order.ft_is_open.is_(True)) .where(Order.ft_order_side != "stoploss") .where(Order.ft_trade_id == Trade.id) ).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 1 freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError) freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 trades = Trade.session.scalars( select(Trade) .where(Order.ft_is_open.is_(True)) .where(Order.ft_order_side != "stoploss") .where(Order.ft_trade_id == Trade.id) ).all() nb_trades = len(trades) assert nb_trades == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 1 freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True) # Trade should be closed since the function returns true freqtrade.manage_open_orders() assert cancel_order_wr_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.session.scalars( select(Trade) .where(Order.ft_is_open.is_(True)) .where(Order.ft_order_side != "stoploss") .where(Order.ft_trade_id == Trade.id) ).all() nb_trades = len(trades) assert nb_trades == 0 assert freqtrade.strategy.check_entry_timeout.call_count == 1 @pytest.mark.parametrize("is_short", [False, True]) def test_manage_open_orders_entry( 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 rpc_mock = patch_RPCManager(mocker) order = Order.parse_from_ccxt_object(old_order, "mocked", "buy") open_trade.orders[0] = order limit_entry_cancel = deepcopy(old_order) limit_entry_cancel["status"] = "canceled" cancel_order_mock = MagicMock(return_value=limit_entry_cancel) patch_exchange(mocker) mocker.patch.multiple( EXMS, 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) open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False) freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234) # check it does cancel entry orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 trades = Trade.session.scalars( select(Trade) .where(Order.ft_is_open.is_(True)) .where(Order.ft_order_side != "stoploss") .where(Order.ft_trade_id == Trade.id) ).all() nb_trades = len(trades) assert nb_trades == 0 # Custom user entry-timeout is never called assert freqtrade.strategy.check_entry_timeout.call_count == 0 # Entry adjustment is never called assert freqtrade.strategy.adjust_entry_price.call_count == 0 @pytest.mark.parametrize("is_short", [False, True]) def test_adjust_entry_cancel( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, limit_sell_order_old, fee, mocker, caplog, is_short, ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) old_order = limit_sell_order_old if is_short else limit_buy_order_old old_order["id"] = open_trade.open_orders[0].order_id limit_entry_cancel = deepcopy(old_order) limit_entry_cancel["status"] = "canceled" cancel_order_mock = MagicMock(return_value=limit_entry_cancel) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_mock, get_fee=fee, ) open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() # Timeout to not interfere freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False) # check that order is cancelled freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None) freqtrade.manage_open_orders() trades = Trade.session.scalars(select(Trade).where(Order.ft_trade_id == Trade.id)).all() assert len(trades) == 0 assert len(Order.session.scalars(select(Order)).all()) == 0 assert log_has_re(f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog) assert log_has_re(f"{'Sell' if is_short else 'Buy'} order fully cancelled.*", caplog) # Entry adjustment is called assert freqtrade.strategy.adjust_entry_price.call_count == 1 @pytest.mark.parametrize("is_short", [False, True]) def test_adjust_entry_replace_fail( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, limit_sell_order_old, fee, mocker, caplog, is_short, ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) old_order = limit_sell_order_old if is_short else limit_buy_order_old old_order["id"] = open_trade.open_orders[0].order_id limit_entry_cancel = deepcopy(old_order) limit_entry_cancel["status"] = "open" cancel_order_mock = MagicMock(return_value=limit_entry_cancel) fetch_order_mock = MagicMock(return_value=old_order) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=fetch_order_mock, cancel_order_with_result=cancel_order_mock, get_fee=fee, ) mocker.patch("freqtrade.freqtradebot.sleep") open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() # Timeout to not interfere freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False) # Attempt replace order - which fails freqtrade.strategy.adjust_entry_price = MagicMock(return_value=12234) freqtrade.manage_open_orders() trades = Trade.session.scalars(select(Trade).where(Order.ft_trade_id == Trade.id)).all() assert len(trades) == 0 assert len(Order.session.scalars(select(Order)).all()) == 0 assert fetch_order_mock.call_count == 4 assert log_has_re(r"Could not cancel order.*, therefore not replacing\.", caplog) # Entry adjustment is called assert freqtrade.strategy.adjust_entry_price.call_count == 1 @pytest.mark.parametrize("is_short", [False, True]) def test_adjust_entry_replace_fail_create_order( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, limit_sell_order_old, fee, mocker, caplog, is_short, ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) old_order = limit_sell_order_old if is_short else limit_buy_order_old old_order["id"] = open_trade.open_orders[0].order_id limit_entry_cancel = deepcopy(old_order) limit_entry_cancel["status"] = "canceled" cancel_order_mock = MagicMock(return_value=limit_entry_cancel) fetch_order_mock = MagicMock(return_value=old_order) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=fetch_order_mock, cancel_order_with_result=cancel_order_mock, get_fee=fee, ) mocker.patch("freqtrade.freqtradebot.sleep") mocker.patch( "freqtrade.freqtradebot.FreqtradeBot.execute_entry", side_effect=DependencyException() ) open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() # Timeout to not interfere freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False) # Attempt replace order - which fails freqtrade.strategy.adjust_entry_price = MagicMock(return_value=12234) freqtrade.manage_open_orders() trades = Trade.session.scalars(select(Trade).where(Trade.is_open.is_(True))).all() assert len(trades) == 0 assert len(Order.session.scalars(select(Order)).all()) == 0 assert fetch_order_mock.call_count == 1 assert log_has_re(r"Could not replace order for.*", caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_adjust_entry_maintain_replace( default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, limit_sell_order_old, fee, mocker, caplog, is_short, ) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) old_order = limit_sell_order_old if is_short else limit_buy_order_old old_order["id"] = open_trade.open_orders_ids[0] limit_entry_cancel = deepcopy(old_order) limit_entry_cancel["status"] = "canceled" cancel_order_mock = MagicMock(return_value=limit_entry_cancel) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_mock, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), ) open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() # Timeout to not interfere freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False) # Check that order is maintained freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order["price"]) freqtrade.manage_open_orders() trades = Trade.session.scalars( select(Trade).where(Order.ft_is_open.is_(True)).where(Order.ft_trade_id == Trade.id) ).all() assert len(trades) == 1 assert len(Order.get_open_orders()) == 1 # Entry adjustment is called assert freqtrade.strategy.adjust_entry_price.call_count == 1 # Check that order is replaced freqtrade.get_valid_enter_price_and_stake = MagicMock(return_value={100, 10, 1}) freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234) freqtrade.manage_open_orders() assert freqtrade.strategy.adjust_entry_price.call_count == 1 trades = Trade.session.scalars( select(Trade).where(Order.ft_is_open.is_(True)).where(Order.ft_trade_id == Trade.id) ).all() assert len(trades) == 1 nb_all_orders = len(Order.session.scalars(select(Order)).all()) assert nb_all_orders == 2 # New order seems to be in closed status? # nb_open_orders = len(Order.get_open_orders()) # assert nb_open_orders == 1 assert log_has_re(f"{'Sell' if is_short else 'Buy'} order cancelled to be replaced*", caplog) # Entry adjustment is called assert freqtrade.strategy.adjust_entry_price.call_count == 1 @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}) old_order["side"] = "buy" if is_short else "sell" old_order["id"] = open_trade.open_orders[0].order_id mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order=cancel_order_mock, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() # check it does cancel buy orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 2 trades = Trade.session.scalars( select(Trade).where(Order.ft_is_open.is_(True)).where(Order.ft_trade_id == Trade.id) ).all() assert len(trades) == 0 exit_name = "Buy" if is_short else "Sell" assert log_has_re(f"{exit_name} order cancelled on exchange for Trade.*", caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_manage_open_orders_buy_exception( default_conf_usdt, ticker_usdt, open_trade, is_short, fee, mocker ) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError), cancel_order=cancel_order_mock, get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade.is_short = is_short Trade.session.add(open_trade) Trade.commit() # check it does cancel buy orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 assert len(open_trade.open_orders) == 1 @pytest.mark.parametrize("is_short", [False, True]) def test_manage_open_orders_exit_usercustom( default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, is_short, open_trade_usdt, caplog ) -> None: default_conf_usdt["unfilledtimeout"] = {"entry": 1440, "exit": 1440, "exit_timeout_count": 1} limit_sell_order_old["amount"] = open_trade_usdt.amount limit_sell_order_old["remaining"] = open_trade_usdt.amount if is_short: limit_sell_order_old["side"] = "buy" open_trade_usdt.is_short = is_short open_exit_order = Order.parse_from_ccxt_object( limit_sell_order_old, "mocked", "buy" if is_short else "sell" ) open_trade_usdt.orders[-1] = open_exit_order rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.0) et_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit") mocker.patch.multiple( EXMS, 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 = dt_now() - timedelta(hours=5) open_trade_usdt.close_date = dt_now() - timedelta(minutes=601) open_trade_usdt.close_profit_abs = 0.001 Trade.session.add(open_trade_usdt) Trade.commit() # Ensure default is false freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False) freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False) # Return false - No impact freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 assert freqtrade.strategy.check_exit_timeout.call_count == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 0 freqtrade.strategy.check_exit_timeout = MagicMock(side_effect=KeyError) freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError) # Return Error - No impact freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 assert freqtrade.strategy.check_exit_timeout.call_count == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 0 # Return True - sells! freqtrade.strategy.check_exit_timeout = MagicMock(return_value=True) freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True) freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 assert freqtrade.strategy.check_exit_timeout.call_count == 1 assert freqtrade.strategy.check_entry_timeout.call_count == 0 # 2nd canceled trade - Fail execute exit caplog.clear() mocker.patch("freqtrade.persistence.Trade.get_canceled_exit_order_count", return_value=1) mocker.patch( "freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit", side_effect=DependencyException ) freqtrade.manage_open_orders() assert log_has_re("Unable to emergency exit .*", caplog) et_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit") caplog.clear() # 2nd canceled trade ... # If cancelling fails - no emergency exit! with patch("freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit", return_value=False): freqtrade.manage_open_orders() assert et_mock.call_count == 0 freqtrade.manage_open_orders() assert log_has_re("Emergency exiting trade.*", caplog) assert et_mock.call_count == 1 @pytest.mark.parametrize("is_short", [False, True]) def test_manage_open_orders_exit( 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() limit_sell_order_old["id"] = "123456789_exit" limit_sell_order_old["side"] = "buy" if is_short else "sell" patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock, get_min_pair_stake_amount=MagicMock(return_value=0), ) freqtrade = FreqtradeBot(default_conf_usdt) open_trade_usdt.open_date = dt_now() - timedelta(hours=5) open_trade_usdt.close_date = dt_now() - timedelta(minutes=601) open_trade_usdt.close_profit_abs = 0.001 open_trade_usdt.is_short = is_short Trade.session.add(open_trade_usdt) Trade.commit() freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False) freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False) # check it does cancel sell orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 2 assert open_trade_usdt.is_open is True # Custom user sell-timeout is never called assert freqtrade.strategy.check_exit_timeout.call_count == 0 assert freqtrade.strategy.check_entry_timeout.call_count == 0 @pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_cancelled_exit( 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}) limit_sell_order_old["side"] = "buy" if is_short else "sell" limit_sell_order_old["id"] = open_trade_usdt.open_orders[0].order_id patch_exchange(mocker) mocker.patch.multiple( EXMS, 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 = dt_now() - timedelta(hours=5) open_trade_usdt.close_date = dt_now() - timedelta(minutes=601) open_trade_usdt.is_short = is_short Trade.session.add(open_trade_usdt) Trade.commit() # check it does cancel sell orders over the time limit freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 2 assert open_trade_usdt.is_open is True exit_name = "Buy" if is_short else "Sell" assert log_has_re(f"{exit_name} order cancelled on exchange for Trade.*", caplog) @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize("leverage", [1, 3, 5, 10]) def test_manage_open_orders_partial( default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short, leverage, open_trade, mocker, ) -> None: rpc_mock = patch_RPCManager(mocker) open_trade.is_short = is_short open_trade.leverage = leverage open_trade.orders[0].ft_order_side = "sell" if is_short else "buy" limit_buy_order_old_partial["id"] = open_trade.orders[0].order_id limit_buy_order_old_partial["side"] = "sell" if is_short else "buy" 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( EXMS, 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) prior_stake = open_trade.stake_amount Trade.session.add(open_trade) Trade.commit() # check it does cancel buy orders over the time limit # note this is for a partially-complete buy order freqtrade.manage_open_orders() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 3 trades = Trade.session.scalars(select(Trade)).all() assert len(trades) == 1 assert trades[0].amount == 23.0 assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount / leverage assert trades[0].stake_amount != prior_stake assert not trades[0].has_open_orders @pytest.mark.parametrize("is_short", [False, True]) def test_manage_open_orders_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: open_trade.is_short = is_short open_trade.orders[0].ft_order_side = "sell" if is_short else "buy" rpc_mock = patch_RPCManager(mocker) limit_buy_order_old_partial["id"] = open_trade.orders[0].order_id limit_buy_order_old_partial_canceled["id"] = open_trade.open_orders_ids[0] limit_buy_order_old_partial["side"] = "sell" if is_short else "buy" limit_buy_order_old_partial_canceled["side"] = "sell" if is_short else "buy" 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( EXMS, 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.session.add(open_trade) Trade.commit() # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. freqtrade.manage_open_orders() assert log_has_re(r"Applying fee on amount for Trade.*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 3 trades = Trade.session.scalars(select(Trade).where(Order.ft_trade_id == Trade.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 not trades[0].has_open_orders assert trades[0].fee_updated(open_trade.entry_side) assert pytest.approx(trades[0].fee_open) == 0.001 @pytest.mark.parametrize("is_short", [False, True]) def test_manage_open_orders_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: open_trade.is_short = is_short open_trade.orders[0].ft_order_side = "sell" if is_short else "buy" rpc_mock = patch_RPCManager(mocker) limit_buy_order_old_partial_canceled["id"] = open_trade.open_orders_ids[0] limit_buy_order_old_partial["id"] = open_trade.open_orders_ids[0] if is_short: limit_buy_order_old_partial["side"] = "sell" cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) patch_exchange(mocker) mocker.patch.multiple( EXMS, 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.session.add(open_trade) Trade.commit() # cancelling a half-filled order should update the amount to the bought amount # and apply fees if necessary. freqtrade.manage_open_orders() assert log_has_re(r"Could not update trade amount: .*", caplog) assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 3 trades = Trade.session.scalars(select(Trade)).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 not trades[0].has_open_orders assert trades[0].fee_open == fee() def test_manage_open_orders_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( EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError("Oh snap")), cancel_order=cancel_order_mock, ) freqtrade = FreqtradeBot(default_conf_usdt) Trade.session.add(open_trade_usdt) Trade.commit() caplog.clear() freqtrade.manage_open_orders() 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, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) l_order = deepcopy(limit_order[entry_side(is_short)]) cancel_entry_order = deepcopy(limit_order[entry_side(is_short)]) cancel_entry_order["status"] = "canceled" del cancel_entry_order["filled"] cancel_order_mock = MagicMock(return_value=cancel_entry_order) mocker.patch(f"{EXMS}.cancel_order_with_result", cancel_order_mock) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = mock_trade_usdt_4(fee, is_short) Trade.session.add(trade) Trade.commit() l_order["filled"] = 0.0 l_order["status"] = "open" reason = CANCEL_REASON["TIMEOUT"] assert freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], 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, trade.open_orders[0], 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, trade.open_orders[0], reason) assert cancel_order_mock.call_count == 1 # Order remained open for some reason (cancel failed) cancel_entry_order["status"] = "open" cancel_order_mock = MagicMock(return_value=cancel_entry_order) mocker.patch(f"{EXMS}.cancel_order_with_result", cancel_order_mock) assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason) assert log_has_re(r"Order .* for .* not cancelled.", caplog) # min_pair_stake empty should not crash mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=None) assert not freqtrade.handle_cancel_enter( trade, limit_order[entry_side(is_short)], trade.open_orders[0], reason ) # Retry ... cbo = limit_order[entry_side(is_short)] mocker.patch("freqtrade.freqtradebot.sleep") cbo["status"] = "open" co_mock = mocker.patch(f"{EXMS}.cancel_order_with_result", return_value=cbo) fo_mock = mocker.patch(f"{EXMS}.fetch_order", return_value=cbo) assert not freqtrade.handle_cancel_enter( trade, cbo, trade.open_orders[0], reason, replacing=True ) assert co_mock.call_count == 1 assert fo_mock.call_count == 3 @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize( "limit_buy_order_canceled_empty", ["binance", "kraken", "bybit"], indirect=["limit_buy_order_canceled_empty"], ) def test_handle_cancel_enter_exchanges( mocker, caplog, default_conf_usdt, is_short, fee, limit_buy_order_canceled_empty ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = mocker.patch( f"{EXMS}.cancel_order_with_result", return_value=limit_buy_order_canceled_empty ) notify_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel") freqtrade = FreqtradeBot(default_conf_usdt) reason = CANCEL_REASON["TIMEOUT"] trade = mock_trade_usdt_4(fee, is_short) Trade.session.add(trade) Trade.commit() assert freqtrade.handle_cancel_enter( trade, limit_buy_order_canceled_empty, trade.open_orders[0], reason ) assert cancel_order_mock.call_count == 0 assert log_has_re( f"{trade.entry_side.capitalize()} order fully cancelled. " r"Removing .* from database\.", caplog, ) assert notify_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, fee, cancelorder ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) l_order = limit_order[entry_side(is_short)] cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( EXMS, cancel_order=cancel_order_mock, fetch_order=MagicMock(side_effect=InvalidOrderException), ) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = mock_trade_usdt_4(fee, is_short) Trade.session.add(trade) Trade.commit() l_order["filled"] = 0.0 l_order["status"] = "open" reason = CANCEL_REASON["TIMEOUT"] assert freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() l_order["filled"] = 1.0 order = deepcopy(l_order) order["status"] = "canceled" mocker.patch(f"{EXMS}.fetch_order", return_value=order) assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason) assert cancel_order_mock.call_count == 1 @pytest.mark.parametrize("is_short", [True, False]) @pytest.mark.parametrize("leverage", [1, 5]) @pytest.mark.parametrize("amount", [2, 50]) def test_handle_cancel_exit_limit( mocker, default_conf_usdt, fee, is_short, leverage, amount ) -> None: send_msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( EXMS, cancel_order=cancel_order_mock, ) entry_price = 0.245441 mocker.patch(f"{EXMS}.get_rate", return_value=entry_price) mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.2) mocker.patch("freqtrade.freqtradebot.FreqtradeBot.handle_order_fee") freqtrade = FreqtradeBot(default_conf_usdt) trade = Trade( pair="LTC/USDT", amount=amount * leverage, exchange="binance", open_rate=entry_price, open_date=dt_now() - timedelta(days=2), fee_open=fee.return_value, fee_close=fee.return_value, close_rate=0.555, close_date=dt_now(), exit_reason="sell_reason_whatever", stake_amount=entry_price * amount, leverage=leverage, is_short=is_short, ) trade.orders = [ Order( ft_order_side=entry_side(is_short), ft_pair=trade.pair, ft_is_open=False, order_id="buy_123456", status="closed", symbol=trade.pair, order_type="market", side=entry_side(is_short), price=trade.open_rate, average=trade.open_rate, filled=trade.amount, remaining=0, cost=trade.open_rate * trade.amount, order_date=trade.open_date, order_filled_date=trade.open_date, ), Order( ft_order_side=exit_side(is_short), ft_pair=trade.pair, ft_is_open=True, order_id="sell_123456", status="open", symbol=trade.pair, order_type="limit", side=exit_side(is_short), price=trade.open_rate, average=trade.open_rate, filled=0.0, remaining=trade.amount, cost=trade.open_rate * trade.amount, order_date=trade.open_date, order_filled_date=trade.open_date, ), ] order = {"id": "sell_123456", "remaining": 1, "amount": 1, "status": "open"} reason = CANCEL_REASON["TIMEOUT"] order_obj = trade.open_orders[-1] send_msg_mock.reset_mock() assert freqtrade.handle_cancel_exit(trade, order, order_obj, reason) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 assert trade.close_rate is None assert trade.exit_reason is None assert not trade.has_open_orders send_msg_mock.reset_mock() # Partial exit - below exit threshold order["amount"] = amount * leverage order["filled"] = amount * 0.99 * leverage assert not freqtrade.handle_cancel_exit(trade, order, order_obj, reason) # Assert cancel_order was not called (callcount remains unchanged) assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 assert ( send_msg_mock.call_args_list[0][0][0]["reason"] == CANCEL_REASON["PARTIALLY_FILLED_KEEP_OPEN"] ) assert not freqtrade.handle_cancel_exit(trade, order, order_obj, reason) assert ( send_msg_mock.call_args_list[0][0][0]["reason"] == CANCEL_REASON["PARTIALLY_FILLED_KEEP_OPEN"] ) # Message should not be iterated again assert trade.exit_order_status == CANCEL_REASON["PARTIALLY_FILLED_KEEP_OPEN"] assert send_msg_mock.call_count == 1 send_msg_mock.reset_mock() order["filled"] = amount * 0.5 * leverage assert freqtrade.handle_cancel_exit(trade, order, order_obj, reason) assert send_msg_mock.call_count == 1 assert send_msg_mock.call_args_list[0][0][0]["reason"] == CANCEL_REASON["PARTIALLY_FILLED"] def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.0) mocker.patch(f"{EXMS}.cancel_order_with_result", side_effect=InvalidOrderException()) freqtrade = FreqtradeBot(default_conf_usdt) # TODO: should not be magicmock trade = MagicMock() order_obj = MagicMock() order_obj.order_id = "125" reason = CANCEL_REASON["TIMEOUT"] order = {"remaining": 1, "id": "125", "amount": 1, "status": "open"} assert not freqtrade.handle_cancel_exit(trade, order, order_obj, reason) # mocker.patch(f'{EXMS}.cancel_order_with_result', return_value=order) # assert not freqtrade.handle_cancel_exit(trade, order, reason) @pytest.mark.parametrize( "is_short, open_rate, amt", [ (False, 2.0, 30.0), (True, 2.02, 29.70297029), ], ) def test_execute_trade_exit_up( default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker, ticker_usdt_sell_down, is_short, open_rate, amt, ) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=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.session.scalars(select(Trade)).first() assert 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( EXMS, fetch_ticker=ticker_usdt_sell_down if is_short else ticker_usdt_sell_up ) # Prevented sell ... freqtrade.execute_trade_exit( trade=trade, limit=(ticker_usdt_sell_down()["ask"] if is_short else ticker_usdt_sell_up()["bid"]), exit_check=ExitCheckTuple(exit_type=ExitType.ROI), ) assert rpc_mock.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert id(freqtrade.strategy.confirm_trade_exit.call_args_list[0][1]["trade"]) != id(trade) assert freqtrade.strategy.confirm_trade_exit.call_args_list[0][1]["trade"].id == trade.id # Repatch with true freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) freqtrade.execute_trade_exit( trade=trade, limit=(ticker_usdt_sell_down()["ask"] if is_short else ticker_usdt_sell_up()["bid"]), exit_check=ExitCheckTuple(exit_type=ExitType.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.EXIT, "exchange": "Binance", "pair": "ETH/USDT", "gain": "profit", "limit": 2.0 if is_short else 2.2, "order_rate": 2.0 if is_short else 2.2, "amount": pytest.approx(amt), "order_type": "limit", "buy_tag": None, "direction": "Short" if trade.is_short else "Long", "leverage": 1.0, "enter_tag": None, "open_rate": open_rate, "current_rate": 2.01 if is_short else 2.3, "profit_amount": 0.29554455 if is_short else 5.685, "profit_ratio": 0.00493809 if is_short else 0.09451372, "stake_currency": "USDT", "quote_currency": "USDT", "fiat_currency": "USD", "base_currency": "ETH", "exit_reason": ExitType.ROI.value, "open_date": ANY, "close_date": ANY, "close_rate": ANY, "sub_trade": False, "cumulative_profit": 0.0, "stake_amount": pytest.approx(60), "is_final_exit": False, "final_profit_ratio": None, } == 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, ticker_usdt_sell_up, mocker, is_short, ) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade # Decrease the price and sell it mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down ) freqtrade.execute_trade_exit( trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()["bid"], exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS), ) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { "type": RPCMessageType.EXIT, "trade_id": 1, "exchange": "Binance", "pair": "ETH/USDT", "direction": "Short" if trade.is_short else "Long", "leverage": 1.0, "gain": "loss", "limit": 2.2 if is_short else 2.01, "order_rate": 2.2 if is_short else 2.01, "amount": pytest.approx(29.70297029) if is_short else 30.0, "order_type": "limit", "buy_tag": None, "enter_tag": None, "open_rate": 2.02 if is_short else 2.0, "current_rate": 2.2 if is_short else 2.0, "profit_amount": -5.65990099 if is_short else -0.00075, "profit_ratio": -0.0945681 if is_short else -1.247e-05, "stake_currency": "USDT", "quote_currency": "USDT", "base_currency": "ETH", "fiat_currency": "USD", "exit_reason": ExitType.STOP_LOSS.value, "open_date": ANY, "close_date": ANY, "close_rate": ANY, "sub_trade": False, "cumulative_profit": 0.0, "stake_amount": pytest.approx(60), "is_final_exit": False, "final_profit_ratio": None, } == last_msg @pytest.mark.parametrize( "is_short,amount,open_rate,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [ (False, 30, 2.0, 2.3, 2.25, 7.18125, 0.11938903, "profit"), (True, 29.70297029, 2.02, 2.2, 2.25, -7.14876237, -0.11944465, "loss"), ], ) def test_execute_trade_exit_custom_exit_price( default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, amount, open_rate, current_rate, limit, profit_amount, profit_ratio, profit_or_loss, mocker, ) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=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.session.scalars(select(Trade)).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(EXMS, 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 freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()["ask" if is_short else "bid"], exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL, exit_reason="foo"), ) # 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.EXIT, "exchange": "Binance", "pair": "ETH/USDT", "direction": "Short" if trade.is_short else "Long", "leverage": 1.0, "gain": profit_or_loss, "limit": limit, "order_rate": limit, "amount": pytest.approx(amount), "order_type": "limit", "buy_tag": None, "enter_tag": None, "open_rate": open_rate, "current_rate": current_rate, "profit_amount": pytest.approx(profit_amount), "profit_ratio": profit_ratio, "stake_currency": "USDT", "quote_currency": "USDT", "base_currency": "ETH", "fiat_currency": "USD", "exit_reason": "foo", "open_date": ANY, "close_date": ANY, "close_rate": ANY, "sub_trade": False, "cumulative_profit": 0.0, "stake_amount": pytest.approx(60), "is_final_exit": False, "final_profit_ratio": None, } == last_msg @pytest.mark.parametrize( "is_short,amount,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [ (False, 30, 2.3, 2.2, 5.685, 0.09451372, "profit"), (True, 29.70297029, 2.2, 2.3, -8.63762376, -0.1443212, "loss"), ], ) def test_execute_trade_exit_market_order( default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount, caplog, limit, profit_amount, profit_ratio, profit_or_loss, ticker_usdt_sell_up, mocker, ) -> None: """ amount long: 60 / 2.0 = 30 short: 60 / 2.02 = 29.70297029 open_value long: (30 * 2.0) + (30 * 2.0 * 0.0025) = 60.15 short: (29.702970297029704 * 2.02) - (29.702970297029704 * 2.02 * 0.0025) = 59.85 close_value long: (30 * 2.2) - (30 * 2.2 * 0.0025) = 65.835 short: (29.702970297029704 * 2.3) + (29.702970297029704 * 2.3 * 0.0025) = 68.48762376237624 profit long: 65.835 - 60.15 = 5.684999999999995 short: 59.85 - 68.48762376237624 = -8.637623762376244 profit_ratio long: (65.835/60.15) - 1 = 0.0945137157107232 short: 1 - (68.48762376237624/59.85) = -0.1443211990371971 """ open_rate = ticker_usdt.return_value["ask" if is_short else "bid"] rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=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) # Create some test data freqtrade.enter_positions() trade = Trade.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade # Increase the price and sell it mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt_sell_up, _dry_is_price_crossed=MagicMock(return_value=False), ) freqtrade.config["order_types"]["exit"] = "market" freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()["ask" if is_short else "bid"], exit_check=ExitCheckTuple(exit_type=ExitType.ROI), ) assert not trade.is_open assert pytest.approx(trade.close_profit) == profit_ratio assert rpc_mock.call_count == 4 last_msg = rpc_mock.call_args_list[-2][0][0] assert { "type": RPCMessageType.EXIT, "trade_id": 1, "exchange": "Binance", "pair": "ETH/USDT", "direction": "Short" if trade.is_short else "Long", "leverage": 1.0, "gain": profit_or_loss, "limit": limit, "order_rate": limit, "amount": pytest.approx(amount), "order_type": "market", "buy_tag": None, "enter_tag": None, "open_rate": open_rate, "current_rate": current_rate, "profit_amount": pytest.approx(profit_amount), "profit_ratio": profit_ratio, "stake_currency": "USDT", "quote_currency": "USDT", "base_currency": "ETH", "fiat_currency": "USD", "exit_reason": ExitType.ROI.value, "open_date": ANY, "close_date": ANY, "close_rate": ANY, "sub_trade": False, "cumulative_profit": 0.0, "stake_amount": pytest.approx(60), "is_final_exit": False, "final_profit_ratio": None, } == 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( EXMS, 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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade # Increase the price and sell it mocker.patch.multiple(EXMS, fetch_ticker=ticker_usdt_sell_up) sell_reason = ExitCheckTuple(exit_type=ExitType.ROI) assert not freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()["ask" if is_short else "bid"], exit_check=sell_reason, ) assert mock_insuf.call_count == 1 @pytest.mark.parametrize( "profit_only,bid,ask,handle_first,handle_second,exit_type,is_short", [ # Enable profit (True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False), (True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True), # # Disable profit (False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False), (False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True), # # Enable loss # # * Shouldn't this be ExitType.STOP_LOSS.value (True, 0.21, 0.22, False, False, None, False), (True, 2.41, 2.42, False, False, None, True), # Disable loss (False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False), (False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True), ], ) def test_exit_profit_only( default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type, ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": bid, "ask": ask, "last": bid}), create_order=MagicMock( side_effect=[ limit_order[eside], {"id": 1234553382}, ] ), get_fee=fee, ) default_conf_usdt.update( { "use_exit_signal": True, "exit_profit_only": profit_only, "exit_profit_offset": 0.1, } ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) freqtrade.strategy.custom_exit = MagicMock(return_value=None) if exit_type == ExitType.EXIT_SIGNAL.value: freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) else: freqtrade.strategy.ft_stoploss_reached = MagicMock( return_value=ExitCheckTuple(exit_type=ExitType.NONE) ) freqtrade.enter_positions() trade = Trade.session.scalars(select(Trade)).first() assert trade.is_short == is_short oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]["symbol"], eside) trade.update_order(limit_order[eside]) trade.update_trade(oobj) freqtrade.wallets.update() if profit_only: assert freqtrade.handle_trade(trade) is False # Custom-exit is called assert freqtrade.strategy.custom_exit.call_count == 1 patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short) assert freqtrade.handle_trade(trade) is handle_first if handle_second: freqtrade.strategy.exit_profit_offset = 0.0 assert freqtrade.handle_trade(trade) is True def test_sell_not_enough_balance( default_conf_usdt, limit_order, limit_order_open, fee, mocker, caplog ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock( return_value={"bid": 0.00002172, "ask": 0.00002173, "last": 0.00002172} ), create_order=MagicMock( side_effect=[ limit_order_open["buy"], {"id": 1234553382}, ] ), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.session.scalars(select(Trade)).first() amnt = trade.amount oobj = Order.parse_from_ccxt_object(limit_order["buy"], limit_order["buy"]["symbol"], "buy") trade.update_trade(oobj) 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, 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, trade.pair, trade.amount) else: wallet_update.reset_mock() assert trade.amount != amount_wallet assert freqtrade._safe_exit_amount(trade, trade.pair, trade.amount) == amount_wallet assert log_has_re(r".*Falling back to wallet-amount.", caplog) assert trade.amount == amount_wallet assert wallet_update.call_count == 1 caplog.clear() wallet_update.reset_mock() assert freqtrade._safe_exit_amount(trade, 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( EXMS, 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.session.scalars(select(Trade)).first() trade.is_short = is_short assert trade # Decrease the price and sell it mocker.patch.multiple(EXMS, fetch_ticker=ticker_usdt_sell_down) freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_down()["ask" if is_short else "bid"], exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS), ) trade.close(ticker_usdt_sell_down()["bid"]) assert freqtrade.strategy.is_pair_locked(trade.pair, side="*") # Both sides are locked assert freqtrade.strategy.is_pair_locked(trade.pair, side="long") assert freqtrade.strategy.is_pair_locked(trade.pair, side="short") # reinit - should buy other pair. caplog.clear() freqtrade.enter_positions() assert log_has_re(rf"Pair {trade.pair} \* is locked.*", caplog) @pytest.mark.parametrize("is_short", [False, True]) def test_ignore_roi_if_entry_signal( default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": 2.19, "ask": 2.2, "last": 2.19}), create_order=MagicMock( side_effect=[ limit_order_open[eside], {"id": 1234553382}, ] ), get_fee=fee, ) default_conf_usdt["ignore_roi_if_entry_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.session.scalars(select(Trade)).first() trade.is_short = is_short oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]["symbol"], eside) trade.update_trade(oobj) 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 entry-signal is absent (should sell due to roi = true) if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=False, exit_tag="something") else: patch_get_signal(freqtrade, enter_long=False, exit_long=False, exit_tag="something") assert freqtrade.handle_trade(trade) is True assert trade.exit_reason == ExitType.ROI.value @pytest.mark.parametrize("is_short,val1,val2", [(False, 1.5, 1.1), (True, 0.5, 0.9)]) def test_trailing_stop_loss( default_conf_usdt, limit_order_open, is_short, val1, val2, fee, caplog, mocker ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": 2.0, "ask": 2.0, "last": 2.0}), create_order=MagicMock( side_effect=[ limit_order_open[entry_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.session.scalars(select(Trade)).first() assert trade.is_short == is_short assert freqtrade.handle_trade(trade) is False # Raise praise into profits mocker.patch( f"{EXMS}.fetch_ticker", MagicMock(return_value={"bid": 2.0 * val1, "ask": 2.0 * val1, "last": 2.0 * val1}), ) # Stoploss should be adjusted assert freqtrade.handle_trade(trade) is False caplog.clear() # Price fell mocker.patch( f"{EXMS}.fetch_ticker", MagicMock(return_value={"bid": 2.0 * val2, "ask": 2.0 * val2, "last": 2.0 * val2}), ) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True stop_multi = 1.1 if is_short else 0.9 assert log_has( f"ETH/USDT - HIT STOP: current price at {(2.0 * val2):6f}, " f"stoploss is {(2.0 * val1 * stop_multi):6f}, " f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000", caplog, ) assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value @pytest.mark.parametrize( "offset,trail_if_reached,second_sl,is_short", [ (0, False, 2.0394, False), (0.011, False, 2.0394, False), (0.055, True, 1.8, False), (0, False, 2.1614, True), (0.011, False, 2.1614, True), (0.055, True, 2.42, True), ], ) 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[entry_side(is_short)]["price"] patch_RPCManager(mocker) patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock( return_value={ "bid": enter_price - (-0.01 if is_short else 0.01), "ask": enter_price - (-0.01 if is_short else 0.01), "last": enter_price - (-0.01 if is_short else 0.01), } ), create_order=MagicMock( side_effect=[ limit_order[eside], {"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.session.scalars(select(Trade)).first() assert trade.is_short == is_short oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]["symbol"], eside) trade.update_order(limit_order[eside]) trade.update_trade(oobj) caplog.set_level(logging.DEBUG) # stop-loss not reached assert freqtrade.handle_trade(trade) is False # Raise ticker_usdt above buy price mocker.patch( f"{EXMS}.fetch_ticker", MagicMock( return_value={ "bid": enter_price + (-0.06 if is_short else 0.06), "ask": enter_price + (-0.06 if is_short else 0.06), "last": enter_price + (-0.06 if is_short else 0.06), } ), ) caplog.clear() # 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: " f"{'2.49' if not is_short else '2.24'}%" ) 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 pytest.approx(trade.stop_loss) == second_sl caplog.clear() mocker.patch( f"{EXMS}.fetch_ticker", MagicMock( return_value={ "bid": enter_price + (-0.135 if is_short else 0.125), "ask": enter_price + (-0.135 if is_short else 0.125), "last": enter_price + (-0.135 if is_short else 0.125), } ), ) assert freqtrade.handle_trade(trade) is False assert log_has( f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: " f"{'5.72' if not is_short else '5.67'}%", caplog, ) assert log_has("ETH/USDT - Adjusting stoploss...", caplog) mocker.patch( f"{EXMS}.fetch_ticker", MagicMock( return_value={ "bid": enter_price + (-0.02 if is_short else 0.02), "ask": enter_price + (-0.02 if is_short else 0.02), "last": enter_price + (-0.02 if is_short else 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 if is_short else 0.02):.6f}, " f"stoploss is {trade.stop_loss:.6f}, " f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, " f"trade opened at {2.2 if is_short else 2.0}00000", caplog, ) assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value @pytest.mark.parametrize("is_short", [False, True]) def test_disable_ignore_roi_if_entry_signal( default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( EXMS, fetch_ticker=MagicMock(return_value={"bid": 2.0, "ask": 2.0, "last": 2.0}), create_order=MagicMock( side_effect=[limit_order_open[eside], {"id": 1234553382}, {"id": 1234553383}] ), get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), ) default_conf_usdt["exit_pricing"] = {"ignore_roi_if_entry_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.session.scalars(select(Trade)).first() trade.is_short = is_short oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]["symbol"], eside) trade.update_trade(oobj) # Sell due to min_roi_reached patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short) assert freqtrade.handle_trade(trade) is True # Test if entry-signal is absent patch_get_signal(freqtrade) assert freqtrade.handle_trade(trade) is True assert trade.exit_reason == ExitType.ROI.value def test_get_real_amount_quote( default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker ): mocker.patch(f"{EXMS}.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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) caplog.clear() order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (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), fee=0.008.", caplog, ) def test_get_real_amount_quote_dust( default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker ): mocker.patch(f"{EXMS}.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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") # Amount is kept as is assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None 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(f"{EXMS}.get_trades_for_order", return_value=[]) # Invalid nested trade object buy_order_fee["trades"] = [{"amount": None, "cost": 22}] 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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None 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), fee=0.004." ), ), # 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(f"{EXMS}.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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) if not use_ticker_usdt_rate: mocker.patch(f"{EXMS}.fetch_ticker", side_effect=ExchangeError) caplog.clear() order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") res = freqtrade.get_real_amount(trade, buy_order, order_obj) if fee_reduction_amount == 0: assert res is None else: assert res == 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(f"{EXMS}.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, ) # Fake markets entry to enable fee parsing markets["BNB/ETH"] = markets["ETH/USDT"] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets)) mocker.patch(f"{EXMS}.fetch_ticker", return_value={"ask": 0.19, "last": 0.2}) # Amount is reduced by "fee" expected_amount = amount * fee_reduction_amount order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == 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"fee={expected_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(f"{EXMS}.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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") # Amount does not change assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) is None def test_get_real_amount_fees_order( default_conf_usdt, market_buy_order_usdt_doublefee, fee, mocker ): tfo_mock = mocker.patch(f"{EXMS}.get_trades_for_order", return_value=[]) mocker.patch(f"{EXMS}.get_valid_pair_combination", return_value="BNB/USDT") mocker.patch(f"{EXMS}.fetch_ticker", return_value={"last": 200}) trade = Trade( pair="LTC/USDT", amount=30.0, exchange="binance", fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change assert trade.fee_open == 0.0025 order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, "LTC/ETH", "buy") assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) is None assert tfo_mock.call_count == 0 # Fetch fees from trades dict if available to get "proper" values assert round(trade.fee_open, 4) == 0.001 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(f"{EXMS}.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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") # 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, order_obj) 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(f"{EXMS}.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, ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") # Amount changes by fee amount. assert pytest.approx(freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)) == ( amount * 0.001 ) 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, ) order = { "id": "mocked_order", "amount": amount, "status": "open", "side": "buy", "price": 0.245441, } freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order_obj = Order.parse_from_ccxt_object(order, "LTC/ETH", "buy") assert freqtrade.get_real_amount(trade, order, order_obj) is None def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker, caplog): limit_buy_order_usdt = deepcopy(buy_order_fee) # Fees amount in "POINT" trades = [ { "info": {}, "id": "some_trade_id", "timestamp": 1660092505903, "datetime": "2022-08-10T00:48:25.903Z", "symbol": "CEL/USDT", "order": "some_order_id", "type": None, "side": "sell", "takerOrMaker": "taker", "price": 1.83255, "amount": 83.126, "cost": 152.3325513, "fee": {"currency": "POINT", "cost": 0.3046651026}, "fees": [ {"cost": "0", "currency": "USDT"}, {"cost": "0", "currency": "GT"}, {"cost": "0.3046651026", "currency": "POINT"}, ], } ] mocker.patch(f"{EXMS}.get_trades_for_order", return_value=trades) amount = float(sum(x["amount"] for x in trades)) trade = Trade( pair="CEL/USDT", amount=amount, exchange="binance", fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.245441, ) limit_buy_order_usdt["amount"] = amount freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) order_obj = Order.parse_from_ccxt_object(buy_order_fee, "LTC/ETH", "buy") res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) assert res is None assert trade.fee_open_currency is None assert trade.fee_open_cost is None message = "Not updating buy-fee - rate: None, POINT." assert log_has(message, caplog) caplog.clear() freqtrade.config["exchange"]["unknown_fee_rate"] = 1 res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) assert res is None assert trade.fee_open_currency == "POINT" assert pytest.approx(trade.fee_open_cost) == 0.3046651026 assert trade.fee_open == 0.002 assert trade.fee_open != fee.return_value assert not log_has(message, caplog) @pytest.mark.parametrize( "amount,fee_abs,wallet,amount_exp", [ (8.0, 0.0, 10, None), (8.0, 0.0, 0, None), (8.0, 0.1, 0, 0.1), (8.0, 0.1, 10, None), (8.0, 0.1, 8.0, None), (8.0, 0.1, 7.9, 0.1), ], ) def test_apply_fee_conditional( default_conf_usdt, fee, mocker, caplog, 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, ) order = Order( ft_order_side="buy", order_id="100", ft_pair=trade.pair, ft_is_open=True, ) 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, order) == amount_exp assert walletmock.call_count == 1 if fee_abs != 0 and amount_exp is None: assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog) @pytest.mark.parametrize( "amount,fee_abs,wallet,amount_exp", [ (8.0, 0.0, 16, None), (8.0, 0.0, 0, None), (8.0, 0.1, 8, 0.1), (8.0, 0.1, 20, None), (8.0, 0.1, 16.0, None), (8.0, 0.1, 7.9, 0.1), (8.0, 0.1, 12, 0.1), (8.0, 0.1, 15.9, 0.1), ], ) def test_apply_fee_conditional_multibuy( default_conf_usdt, fee, mocker, caplog, 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, ) # One closed order order = Order( ft_order_side="buy", order_id="10", ft_pair=trade.pair, ft_is_open=False, filled=amount, status="closed", ) trade.orders.append(order) # Add additional order - this should NOT eat into dust unless the wallet was bigger already. order1 = Order( ft_order_side="buy", order_id="100", ft_pair=trade.pair, ft_is_open=True, ) trade.orders.append(order1) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # The new trade amount will be 2x amount - fee / wallet will have to be adapted to this. assert freqtrade.apply_fee_conditional(trade, "LTC", amount, fee_abs, order1) == amount_exp assert walletmock.call_count == 1 if fee_abs != 0 and amount_exp is None: assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog) @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_open, fee, mocker, order_book_l2, delta, is_high_delta, is_short, ): ticker_side = "ask" if is_short else "bid" default_conf_usdt["entry_pricing"]["check_depth_of_market"]["enabled"] = True default_conf_usdt["entry_pricing"]["check_depth_of_market"]["bids_to_ask_delta"] = delta patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch(f"{EXMS}.fetch_l2_order_book", order_book_l2) mocker.patch.multiple( EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_order_open[entry_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.session.scalars(select(Trade)).first() if is_high_delta: assert trade is None else: trade.is_short = is_short assert trade is not None assert pytest.approx(trade.stake_amount) == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == "binance" assert len(Trade.session.scalars(select(Trade)).all()) == 1 # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object( limit_order_open[entry_side(is_short)], "ADA/USDT", entry_side(is_short) ) trade.update_trade(oobj) assert trade.open_rate == ticker_usdt.return_value[ticker_side] 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_entry_pricing1( 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( EXMS, 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["entry_pricing"]["use_order_book"] = True default_conf_usdt["entry_pricing"]["order_book_top"] = order_book_top default_conf_usdt["entry_pricing"]["price_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", side="entry", is_short=False, refresh=True) assert log_has_re( r"ETH/USDT - Entry Price at location 1 from orderbook could not be determined.", caplog ) else: assert ( freqtrade.exchange.get_rate("ETH/USDT", side="entry", is_short=False, refresh=True) == 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(EXMS, fetch_l2_order_book=order_book_l2) default_conf_usdt["telegram"]["enabled"] = False default_conf_usdt["exchange"]["name"] = "binance" default_conf_usdt["entry_pricing"]["check_depth_of_market"]["enabled"] = True # delta is 100 which is impossible to reach. hence function will return false default_conf_usdt["entry_pricing"]["check_depth_of_market"]["bids_to_ask_delta"] = 100 freqtrade = FreqtradeBot(default_conf_usdt) conf = default_conf_usdt["entry_pricing"]["check_depth_of_market"] assert freqtrade._check_depth_of_market("ETH/BTC", conf, side=SignalDirection.LONG) is False @pytest.mark.parametrize("is_short", [False, True]) def test_order_book_exit_pricing( default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, is_short, limit_sell_order_usdt_open, mocker, order_book_l2, caplog, ) -> None: """ test order book ask strategy """ mocker.patch(f"{EXMS}.fetch_l2_order_book", order_book_l2) default_conf_usdt["exchange"]["name"] = "binance" default_conf_usdt["exit_pricing"]["use_order_book"] = True default_conf_usdt["exit_pricing"]["order_book_top"] = 1 default_conf_usdt["telegram"]["enabled"] = False patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( EXMS, 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.session.scalars(select(Trade)).first() assert trade time.sleep(0.01) # Race condition fix oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt["symbol"], "buy") trade.update_trade(oobj) 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(f"{EXMS}.fetch_l2_order_book", return_value={"bids": [[]], "asks": [[]]}) with pytest.raises(PricingError): freqtrade.handle_trade(trade) assert log_has_re( r"ETH/USDT - Exit 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(f"{EXMS}.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(f"{EXMS}.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( EXMS, 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.session.scalars(select(Trade)).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,buy_calls,sell_calls", [ (False, 1, 1), (True, 1, 1), ], ) def test_cancel_all_open_orders( mocker, default_conf_usdt, fee, limit_order, limit_order_open, is_short, buy_calls, sell_calls ): default_conf_usdt["cancel_open_orders_on_exit"] = True mocker.patch( f"{EXMS}.fetch_order", side_effect=[ ExchangeError(), limit_order[exit_side(is_short)], limit_order_open[entry_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.session.scalars(select(Trade)).all() assert len(trades) == MOCK_TRADE_COUNT freqtrade.cancel_all_open_orders() assert buy_mock.call_count == buy_calls assert sell_mock.call_count == sell_calls @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.session.scalars(select(Trade)).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 len(Order.get_open_orders()) == 4 matching_buy_order = mock_order_4(is_short=is_short) matching_buy_order.update( { "status": "closed", } ) mocker.patch(f"{EXMS}.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()) == 3 caplog.clear() mocker.patch(f"{EXMS}.fetch_order", side_effect=ExchangeError) freqtrade.startup_update_open_orders() assert log_has_re(r"Error updating Order .*", caplog) mocker.patch(f"{EXMS}.fetch_order", side_effect=InvalidOrderException) hto_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.handle_cancel_order") # Orders which are no longer found after X days should be assumed as canceled. freqtrade.startup_update_open_orders() assert log_has_re(r"Order is older than \d days.*", caplog) assert hto_mock.call_count == 3 assert hto_mock.call_args_list[0][0][0]["status"] == "canceled" assert hto_mock.call_args_list[1][0][0]["status"] == "canceled" @pytest.mark.usefixtures("init_persistence") def test_startup_backpopulate_precision(mocker, default_conf_usdt, fee, caplog): freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades_usdt(fee) trades = Trade.get_trades().all() trades[-1].exchange = "some_other_exchange" for trade in trades: assert trade.price_precision is None assert trade.amount_precision is None assert trade.precision_mode is None freqtrade.startup_backpopulate_precision() trades = Trade.get_trades().all() for trade in trades: if trade.exchange == "some_other_exchange": assert trade.price_precision is None assert trade.amount_precision is None assert trade.precision_mode is None else: assert trade.price_precision is not None assert trade.amount_precision is not None assert trade.precision_mode is not None @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) def test_update_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( f"{EXMS}.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_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_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_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(entry_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") mocker.patch(f"{EXMS}.fetch_order_or_stoploss_order", return_value={"status": "open"}) create_mock_trades(fee, is_short) trades = Trade.get_trades().all() freqtrade.handle_insufficient_funds(trades[3]) # assert log_has_re(r"Trying to reupdate buy fees for .*", caplog) assert mock_uts.call_count == 1 assert mock_uts.call_args_list[0][0][0] == trades[3] assert mock_uts.call_args_list[0][0][1] == mock_order_4(is_short)["id"] assert log_has_re(r"Trying to refind lost order for .*", 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=dt_now(), is_open=True, amount=30, open_rate=2.0, exchange="binance", is_short=is_short, ) Trade.session.add(trade) freqtrade.handle_insufficient_funds(trade) # assert log_has_re(r"Trying to reupdate buy fees for .*", caplog) assert mock_uts.call_count == 0 @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, caplog): 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(f"{EXMS}.fetch_order_or_stoploss_order", return_value={"status": "open"}) def reset_open_orders(trade): 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[1] reset_open_orders(trade) assert not trade.has_open_orders assert trade.has_open_sl_orders is False freqtrade.handle_insufficient_funds(trade) order = trade.orders[0] assert log_has_re( r"Order Order(.*order_id=" + order.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 not trade.has_open_orders assert trade.has_open_sl_orders is False caplog.clear() mock_fo.reset_mock() # Open buy order trade = trades[3] reset_open_orders(trade) # This part in not relevant anymore # assert not trade.has_open_orders assert trade.has_open_sl_orders is False freqtrade.handle_insufficient_funds(trade) order = mock_order_4(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 # Found open buy order assert trade.has_open_orders is True assert trade.has_open_sl_orders is False caplog.clear() mock_fo.reset_mock() # Open stoploss order trade = trades[4] reset_open_orders(trade) assert not trade.has_open_orders assert trade.has_open_sl_orders freqtrade.handle_insufficient_funds(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 == 2 # stoploss order is "refound" and added to the trade assert not trade.has_open_orders assert trade.has_open_sl_orders is True caplog.clear() mock_fo.reset_mock() mock_uts.reset_mock() # Open sell order trade = trades[5] reset_open_orders(trade) # This part in not relevant anymore # assert not trade.has_open_orders assert trade.has_open_sl_orders is False freqtrade.handle_insufficient_funds(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_orders_ids[0] == order["id"] assert trade.has_open_sl_orders is False caplog.clear() # Test error case mock_fo = mocker.patch(f"{EXMS}.fetch_order_or_stoploss_order", side_effect=ExchangeError()) order = mock_order_5_stoploss(is_short=is_short) freqtrade.handle_insufficient_funds(trades[4]) assert log_has(f"Error updating {order['id']}.", caplog) @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) def test_handle_onexchange_order(mocker, default_conf_usdt, limit_order, is_short, caplog): default_conf_usdt["dry_run"] = False freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.spy(freqtrade, "update_trade_state") entry_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] mock_fo = mocker.patch( f"{EXMS}.fetch_orders", return_value=[ entry_order, exit_order, ], ) trade = Trade( pair="ETH/USDT", fee_open=0.001, fee_close=0.001, open_rate=entry_order["price"], open_date=dt_now(), stake_amount=entry_order["cost"], amount=entry_order["amount"], exchange="binance", is_short=is_short, leverage=1, ) trade.orders.append(Order.parse_from_ccxt_object(entry_order, "ADA/USDT", entry_side(is_short))) Trade.session.add(trade) freqtrade.handle_onexchange_order(trade) assert log_has_re(r"Found previously unknown order .*", caplog) # Update trade state is called twice, once for the known and once for the unknown order. assert mock_uts.call_count == 2 assert mock_fo.call_count == 1 trade = Trade.session.scalars(select(Trade)).first() assert len(trade.orders) == 2 assert trade.is_open is False assert trade.exit_reason == ExitType.SOLD_ON_EXCHANGE.value @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize( "factor,adjusts", [ (0.99, True), (0.97, False), ], ) def test_handle_onexchange_order_changed_amount( mocker, default_conf_usdt, limit_order, is_short, caplog, factor, adjusts, ): default_conf_usdt["dry_run"] = False freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.spy(freqtrade, "update_trade_state") entry_order = limit_order[entry_side(is_short)] mock_fo = mocker.patch( f"{EXMS}.fetch_orders", return_value=[ entry_order, ], ) trade = Trade( pair="ETH/USDT", fee_open=0.001, base_currency="ETH", fee_close=0.001, open_rate=entry_order["price"], open_date=dt_now(), stake_amount=entry_order["cost"], amount=entry_order["amount"], exchange="binance", is_short=is_short, leverage=1, ) freqtrade.wallets = MagicMock() freqtrade.wallets.get_owned = MagicMock(return_value=entry_order["amount"] * factor) trade.orders.append(Order.parse_from_ccxt_object(entry_order, "ADA/USDT", entry_side(is_short))) Trade.session.add(trade) # assert trade.amount > entry_order['amount'] freqtrade.handle_onexchange_order(trade) assert mock_uts.call_count == 1 assert mock_fo.call_count == 1 trade = Trade.session.scalars(select(Trade)).first() assert log_has_re(r".*has a total of .* but the Wallet shows.*", caplog) if adjusts: # Trade amount is updated assert trade.amount == entry_order["amount"] * factor assert log_has_re(r".*Adjusting trade amount to.*", caplog) else: assert log_has_re(r".*Refusing to adjust as the difference.*", caplog) assert trade.amount == entry_order["amount"] assert len(trade.orders) == 1 assert trade.is_open is True @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) def test_handle_onexchange_order_exit(mocker, default_conf_usdt, limit_order, is_short, caplog): default_conf_usdt["dry_run"] = False freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.spy(freqtrade, "update_trade_state") entry_order = limit_order[entry_side(is_short)] add_entry_order = deepcopy(entry_order) add_entry_order.update( { "id": "_partial_entry_id", "amount": add_entry_order["amount"] / 1.5, "cost": add_entry_order["cost"] / 1.5, "filled": add_entry_order["filled"] / 1.5, } ) exit_order_part = deepcopy(limit_order[exit_side(is_short)]) exit_order_part.update( { "id": "some_random_partial_id", "amount": exit_order_part["amount"] / 2, "cost": exit_order_part["cost"] / 2, "filled": exit_order_part["filled"] / 2, } ) exit_order = limit_order[exit_side(is_short)] # Orders intentionally in the wrong sequence mock_fo = mocker.patch( f"{EXMS}.fetch_orders", return_value=[ entry_order, exit_order_part, exit_order, add_entry_order, ], ) trade = Trade( pair="ETH/USDT", fee_open=0.001, fee_close=0.001, open_rate=entry_order["price"], open_date=dt_now(), stake_amount=entry_order["cost"], amount=entry_order["amount"], exchange="binance", is_short=is_short, leverage=1, is_open=True, ) trade.orders = [ Order.parse_from_ccxt_object(entry_order, trade.pair, entry_side(is_short)), Order.parse_from_ccxt_object(exit_order_part, trade.pair, exit_side(is_short)), Order.parse_from_ccxt_object(add_entry_order, trade.pair, entry_side(is_short)), Order.parse_from_ccxt_object(exit_order, trade.pair, exit_side(is_short)), ] trade.recalc_trade_from_orders() Trade.session.add(trade) Trade.commit() freqtrade.handle_onexchange_order(trade) # assert log_has_re(r"Found previously unknown order .*", caplog) # Update trade state is called three times, once for every order assert mock_uts.call_count == 4 assert mock_fo.call_count == 1 trade = Trade.session.scalars(select(Trade)).first() assert len(trade.orders) == 4 assert trade.is_open is True assert trade.exit_reason is None assert trade.amount == 5.0 @pytest.mark.usefixtures("init_persistence") @pytest.mark.parametrize("is_short", [False, True]) def test_handle_onexchange_order_fully_canceled_enter( mocker, default_conf_usdt, limit_order, is_short, caplog ): default_conf_usdt["dry_run"] = False freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) entry_order = limit_order[entry_side(is_short)] entry_order["status"] = "canceled" entry_order["filled"] = 0.0 mock_fo = mocker.patch( f"{EXMS}.fetch_orders", return_value=[ entry_order, ], ) mocker.patch(f"{EXMS}.get_rate", return_value=entry_order["price"]) trade = Trade( pair="ETH/USDT", fee_open=0.001, fee_close=0.001, open_rate=entry_order["price"], open_date=dt_now(), stake_amount=entry_order["cost"], amount=entry_order["amount"], exchange="binance", is_short=is_short, leverage=1, ) trade.orders.append(Order.parse_from_ccxt_object(entry_order, "ADA/USDT", entry_side(is_short))) Trade.session.add(trade) assert freqtrade.handle_onexchange_order(trade) is True assert log_has_re(r"Trade only had fully canceled entry orders\. .*", caplog) assert mock_fo.call_count == 1 trades = Trade.get_trades().all() assert len(trades) == 0 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 @pytest.mark.parametrize( "trading_mode,calls,t1,t2", [ ("spot", 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"), ("margin", 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"), ("futures", 15, "2021-09-01 00:01:02", "2021-09-01 08:00:01"), ("futures", 16, "2021-09-01 00:00:02", "2021-09-01 08:00:01"), ("futures", 16, "2021-08-31 23:59:59", "2021-09-01 08:00:01"), ("futures", 16, "2021-09-01 00:00:02", "2021-09-01 08:00:02"), ("futures", 16, "2021-08-31 23:59:59", "2021-09-01 08:00:02"), ("futures", 16, "2021-08-31 23:59:59", "2021-09-01 08:00:03"), ("futures", 16, "2021-08-31 23:59:59", "2021-09-01 08:00:04"), ("futures", 17, "2021-08-31 23:59:59", "2021-09-01 08:01:05"), ("futures", 17, "2021-08-31 23:59:59", "2021-09-01 08:01:06"), ("futures", 17, "2021-08-31 23:59:59", "2021-09-01 08:01:07"), ("futures", 17, "2021-08-31 23:59:58", "2021-09-01 08:01:07"), ], ) @pytest.mark.parametrize( "tzoffset", [ "+00:00", "+01:00", "-02:00", ], ) def test_update_funding_fees_schedule( mocker, default_conf, trading_mode, calls, time_machine, t1, t2, tzoffset ): time_machine.move_to(f"{t1} {tzoffset}", tick=False) patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch("freqtrade.freqtradebot.FreqtradeBot.update_funding_fees", return_value=True) default_conf["trading_mode"] = trading_mode default_conf["margin_mode"] = "isolated" freqtrade = get_patched_freqtradebot(mocker, default_conf) time_machine.move_to(f"{t2} {tzoffset}", tick=False) # Check schedule jobs in debugging with freqtrade._schedule.jobs freqtrade._schedule.run_pending() assert freqtrade.update_funding_fees.call_count == calls @pytest.mark.parametrize("schedule_off", [False, True]) @pytest.mark.parametrize("is_short", [True, False]) def test_update_funding_fees( mocker, default_conf, time_machine, fee, ticker_usdt_sell_up, is_short, limit_order_open, schedule_off, ): """ nominal_value = mark_price * size funding_fee = nominal_value * funding_rate size = 123 "LTC/USDT" time: 0, mark: 3.3, fundRate: 0.00032583, nominal_value: 405.9, fundFee: 0.132254397 time: 8, mark: 3.2, fundRate: 0.00024472, nominal_value: 393.6, fundFee: 0.096321792 "ETH/USDT" time: 0, mark: 2.4, fundRate: 0.0001, nominal_value: 295.2, fundFee: 0.02952 time: 8, mark: 2.5, fundRate: 0.0001, nominal_value: 307.5, fundFee: 0.03075 "ETC/USDT" time: 0, mark: 4.3, fundRate: 0.00031077, nominal_value: 528.9, fundFee: 0.164366253 time: 8, mark: 4.1, fundRate: 0.00022655, nominal_value: 504.3, fundFee: 0.114249165 "XRP/USDT" time: 0, mark: 1.2, fundRate: 0.00049426, nominal_value: 147.6, fundFee: 0.072952776 time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734 """ # SETUP time_machine.move_to("2021-09-01 00:00:16 +00:00") open_order = limit_order_open[entry_side(is_short)] open_exit_order = limit_order_open[exit_side(is_short)] bid = 0.11 enter_rate_mock = MagicMock(return_value=bid) enter_mm = MagicMock(return_value=open_order) patch_RPCManager(mocker) patch_exchange(mocker) default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" date_midnight = dt_utc(2021, 9, 1) date_eight = dt_utc(2021, 9, 1, 8) date_sixteen = dt_utc(2021, 9, 1, 16) columns = ["date", "open", "high", "low", "close", "volume"] # 16:00 entry is actually never used # But should be kept in the test to ensure we're filtering correctly. funding_rates = { "LTC/USDT": DataFrame( [ [date_midnight, 0.00032583, 0, 0, 0, 0], [date_eight, 0.00024472, 0, 0, 0, 0], [date_sixteen, 0.00024472, 0, 0, 0, 0], ], columns=columns, ), "ETH/USDT": DataFrame( [ [date_midnight, 0.0001, 0, 0, 0, 0], [date_eight, 0.0001, 0, 0, 0, 0], [date_sixteen, 0.0001, 0, 0, 0, 0], ], columns=columns, ), "XRP/USDT": DataFrame( [ [date_midnight, 0.00049426, 0, 0, 0, 0], [date_eight, 0.00032715, 0, 0, 0, 0], [date_sixteen, 0.00032715, 0, 0, 0, 0], ], columns=columns, ), } mark_prices = { "LTC/USDT": DataFrame( [ [date_midnight, 3.3, 0, 0, 0, 0], [date_eight, 3.2, 0, 0, 0, 0], [date_sixteen, 3.2, 0, 0, 0, 0], ], columns=columns, ), "ETH/USDT": DataFrame( [ [date_midnight, 2.4, 0, 0, 0, 0], [date_eight, 2.5, 0, 0, 0, 0], [date_sixteen, 2.5, 0, 0, 0, 0], ], columns=columns, ), "XRP/USDT": DataFrame( [ [date_midnight, 1.2, 0, 0, 0, 0], [date_eight, 1.2, 0, 0, 0, 0], [date_sixteen, 1.2, 0, 0, 0, 0], ], columns=columns, ), } def refresh_latest_ohlcv_mock(pairlist, **kwargs): ret = {} for p, tf, ct in pairlist: if ct == CandleType.MARK: ret[(p, tf, ct)] = mark_prices[p] else: ret[(p, tf, ct)] = funding_rates[p] return ret mocker.patch(f"{EXMS}.refresh_latest_ohlcv", side_effect=refresh_latest_ohlcv_mock) mocker.patch.multiple( EXMS, 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, get_maintenance_ratio_and_amt=MagicMock(return_value=(0.01, 0.01)), ) freqtrade = get_patched_freqtradebot(mocker, default_conf) # initial funding fees, freqtrade.execute_entry("ETH/USDT", 123, is_short=is_short) freqtrade.execute_entry("LTC/USDT", 2.0, is_short=is_short) freqtrade.execute_entry("XRP/USDT", 123, is_short=is_short) multiple = 1 if is_short else -1 trades = Trade.get_open_trades() assert len(trades) == 3 for trade in trades: assert pytest.approx(trade.funding_fees) == 0 mocker.patch(f"{EXMS}.create_order", return_value=open_exit_order) time_machine.move_to("2021-09-01 08:00:00 +00:00") if schedule_off: for trade in trades: freqtrade.execute_trade_exit( trade=trade, # The values of the next 2 params are irrelevant for this test limit=ticker_usdt_sell_up()["bid"], exit_check=ExitCheckTuple(exit_type=ExitType.ROI), ) assert trade.funding_fees == pytest.approx( sum( trade.amount * mark_prices[trade.pair].iloc[1:2]["open"] * funding_rates[trade.pair].iloc[1:2]["open"] * multiple ) ) else: freqtrade._schedule.run_pending() # Funding fees for 00:00 and 08:00 for trade in trades: assert trade.funding_fees == pytest.approx( sum( trade.amount * mark_prices[trade.pair].iloc[1:2]["open"] * funding_rates[trade.pair].iloc[1:2]["open"] * multiple ) ) def test_update_funding_fees_error(mocker, default_conf, caplog): mocker.patch(f"{EXMS}.get_funding_fees", side_effect=ExchangeError()) default_conf["trading_mode"] = "futures" default_conf["margin_mode"] = "isolated" freqtrade = get_patched_freqtradebot(mocker, default_conf) freqtrade.update_funding_fees() log_has("Could not update funding fees for open trades.", caplog) def test_position_adjust(mocker, default_conf_usdt, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=10000) default_conf_usdt.update( { "position_adjustment_enable": True, "dry_run": False, "stake_amount": 10.0, "dry_run_wallet": 1000.0, } ) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) bid = 11 stake_amount = 10 buy_rate_mock = MagicMock(return_value=bid) mocker.patch.multiple( EXMS, get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={"bid": 10, "ask": 12, "last": 11}), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) pair = "ETH/USDT" # Initial buy closed_successful_buy_order = { "pair": pair, "ft_pair": pair, "ft_order_side": "buy", "side": "buy", "type": "limit", "status": "closed", "price": bid, "average": bid, "cost": bid * stake_amount, "amount": stake_amount, "filled": stake_amount, "ft_is_open": False, "id": "650", "order_id": "650", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_successful_buy_order)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_successful_buy_order) ) assert freqtrade.execute_entry(pair, stake_amount) # Should create an closed trade with an no open order id # Order is filled and trade is open orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 1 trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert not trade.has_open_orders assert trade.open_rate == 11 assert trade.stake_amount == 110 # Assume it does nothing since order is closed and trade is open freqtrade.update_trades_without_assigned_fees() trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert not trade.has_open_orders assert trade.open_rate == 11 assert trade.stake_amount == 110 assert not trade.fee_updated("buy") freqtrade.manage_open_orders() trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert not trade.has_open_orders assert trade.open_rate == 11 assert trade.stake_amount == 110 assert not trade.fee_updated("buy") # First position adjustment buy. open_dca_order_1 = { "ft_pair": pair, "ft_order_side": "buy", "side": "buy", "type": "limit", "status": None, "price": 9, "amount": 12, "cost": 108, "ft_is_open": True, "id": "651", "order_id": "651", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=open_dca_order_1)) mocker.patch(f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=open_dca_order_1)) assert freqtrade.execute_entry(pair, stake_amount, trade=trade) orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 trade = Trade.session.scalars(select(Trade)).first() assert trade assert "651" in trade.open_orders_ids assert trade.open_rate == 11 assert trade.amount == 10 assert trade.stake_amount == 110 assert not trade.fee_updated("buy") trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() assert len(trades) == 1 assert trade.is_open assert not trade.fee_updated("buy") order = trade.select_order("buy", False) assert order assert order.order_id == "650" def make_sure_its_651(*args, **kwargs): if args[0] == "650": return closed_successful_buy_order if args[0] == "651": return open_dca_order_1 return None # Assume it does nothing since order is still open fetch_order_mm = MagicMock(side_effect=make_sure_its_651) mocker.patch(f"{EXMS}.create_order", fetch_order_mm) mocker.patch(f"{EXMS}.fetch_order", fetch_order_mm) mocker.patch(f"{EXMS}.fetch_order_or_stoploss_order", fetch_order_mm) freqtrade.update_trades_without_assigned_fees() orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 # Assert that the trade is found as open and without fees trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() assert len(trades) == 1 # Assert trade is as expected trade = Trade.session.scalars(select(Trade)).first() assert trade assert "651" in trade.open_orders_ids assert trade.open_rate == 11 assert trade.amount == 10 assert trade.stake_amount == 110 assert not trade.fee_updated("buy") # Make sure the closed order is found as the first order. order = trade.select_order("buy", False) assert order.order_id == "650" # Now close the order so it should update. closed_dca_order_1 = { "ft_pair": pair, "ft_order_side": "buy", "side": "buy", "type": "limit", "status": "closed", "price": 9, "average": 9, "amount": 12, "filled": 12, "cost": 108, "ft_is_open": False, "id": "651", "order_id": "651", "datetime": dt_now().isoformat(), } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_dca_order_1)) mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value=closed_dca_order_1)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_dca_order_1) ) freqtrade.manage_open_orders() # Assert trade is as expected (averaged dca) trade = Trade.session.scalars(select(Trade)).first() assert trade assert not trade.has_open_orders assert pytest.approx(trade.open_rate) == 9.90909090909 assert trade.amount == 22 assert pytest.approx(trade.stake_amount) == 218 orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 # Make sure the closed order is found as the second order. order = trade.select_order("buy", False) assert order.order_id == "651" # Assert that the trade is not found as open and without fees trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() assert len(trades) == 1 # Add a second DCA closed_dca_order_2 = { "ft_pair": pair, "status": "closed", "ft_order_side": "buy", "side": "buy", "type": "limit", "price": 7, "average": 7, "amount": 15, "filled": 15, "cost": 105, "ft_is_open": False, "id": "652", "order_id": "652", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_dca_order_2)) mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value=closed_dca_order_2)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_dca_order_2) ) assert freqtrade.execute_entry(pair, stake_amount, trade=trade) # Assert trade is as expected (averaged dca) trade = Trade.session.scalars(select(Trade)).first() assert trade assert not trade.has_open_orders assert pytest.approx(trade.open_rate) == 8.729729729729 assert trade.amount == 37 assert trade.stake_amount == 323 orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 3 # Make sure the closed order is found as the second order. order = trade.select_order("buy", False) assert order.order_id == "652" closed_sell_dca_order_1 = { "ft_pair": pair, "status": "closed", "ft_order_side": "sell", "side": "sell", "type": "limit", "price": 8, "average": 8, "amount": 15, "filled": 15, "cost": 120, "ft_is_open": False, "id": "653", "order_id": "653", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_sell_dca_order_1)) mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value=closed_sell_dca_order_1)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_sell_dca_order_1) ) assert freqtrade.execute_trade_exit( trade=trade, limit=8, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=15, ) # Assert trade is as expected (averaged dca) trade = Trade.session.scalars(select(Trade)).first() assert trade assert not trade.has_open_orders assert trade.is_open assert trade.amount == 22 assert trade.stake_amount == 192.05405405405406 assert pytest.approx(trade.open_rate) == 8.729729729729 orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 4 # Make sure the closed order is found as the second order. order = trade.select_order("sell", False) assert order.order_id == "653" def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: """ TODO: Should be adjusted to test both long and short buy 100 @ 11 sell 50 @ 8 sell 50 @ 16 """ patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=10000) default_conf_usdt.update( { "position_adjustment_enable": True, "dry_run": False, "stake_amount": 200.0, "dry_run_wallet": 1000.0, } ) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) bid = 11 amount = 100 buy_rate_mock = MagicMock(return_value=bid) mocker.patch.multiple( EXMS, get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={"bid": 10, "ask": 12, "last": 11}), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) pair = "ETH/USDT" # Initial buy closed_successful_buy_order = { "pair": pair, "ft_pair": pair, "ft_order_side": "buy", "side": "buy", "type": "limit", "status": "closed", "price": bid, "average": bid, "cost": bid * amount, "amount": amount, "filled": amount, "ft_is_open": False, "id": "600", "order_id": "600", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_successful_buy_order)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_successful_buy_order) ) assert freqtrade.execute_entry(pair, amount) # Should create an closed trade with an no open order id # Order is filled and trade is open orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 1 trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert not trade.has_open_orders assert trade.open_rate == bid assert trade.stake_amount == bid * amount # Assume it does nothing since order is closed and trade is open freqtrade.update_trades_without_assigned_fees() trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert not trade.has_open_orders assert trade.open_rate == bid assert trade.stake_amount == bid * amount assert not trade.fee_updated(trade.entry_side) freqtrade.manage_open_orders() trade = Trade.session.scalars(select(Trade)).first() assert trade assert trade.is_open is True assert not trade.has_open_orders assert trade.open_rate == bid assert trade.stake_amount == bid * amount assert not trade.fee_updated(trade.entry_side) amount = 50 ask = 8 closed_sell_dca_order_1 = { "ft_pair": pair, "status": "closed", "ft_order_side": "sell", "side": "sell", "type": "limit", "price": ask, "average": ask, "amount": amount, "filled": amount, "cost": amount * ask, "ft_is_open": False, "id": "601", "order_id": "601", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_sell_dca_order_1)) mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value=closed_sell_dca_order_1)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_sell_dca_order_1) ) assert freqtrade.execute_trade_exit( trade=trade, limit=ask, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount, ) trades: List[Trade] = trade.get_open_trades_without_assigned_fees() assert len(trades) == 1 # Assert trade is as expected (averaged dca) trade = Trade.session.scalars(select(Trade)).first() assert trade assert not trade.has_open_orders assert trade.amount == 50 assert trade.open_rate == 11 assert trade.stake_amount == 550 assert pytest.approx(trade.realized_profit) == -152.375 assert pytest.approx(trade.close_profit_abs) == -152.375 orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 2 # Make sure the closed order is found as the second order. order = trade.select_order("sell", False) assert order.order_id == "601" amount = 50 ask = 16 closed_sell_dca_order_2 = { "ft_pair": pair, "status": "closed", "ft_order_side": "sell", "side": "sell", "type": "limit", "price": ask, "average": ask, "amount": amount, "filled": amount, "cost": amount * ask, "ft_is_open": False, "id": "602", "order_id": "602", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_sell_dca_order_2)) mocker.patch(f"{EXMS}.fetch_order", MagicMock(return_value=closed_sell_dca_order_2)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_sell_dca_order_2) ) assert freqtrade.execute_trade_exit( trade=trade, limit=ask, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount, ) # Assert trade is as expected (averaged dca) trade = Trade.session.scalars(select(Trade)).first() assert trade assert not trade.has_open_orders assert trade.amount == 50 assert trade.open_rate == 11 assert trade.stake_amount == 550 # Trade fully realized assert pytest.approx(trade.realized_profit) == 94.25 assert pytest.approx(trade.close_profit_abs) == 94.25 orders = Order.session.scalars(select(Order)).all() assert orders assert len(orders) == 3 # Make sure the closed order is found as the second order. order = trade.select_order("sell", False) assert order.order_id == "602" assert trade.is_open is False @pytest.mark.parametrize( "data", [ # tuple 1 - side amount, price # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit ( (("buy", 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)), (("buy", 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)), (("sell", 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)), (("sell", 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)), ( ("sell", 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142), ), # final profit (sum) ), ( (("buy", 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)), (("buy", 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)), (("sell", 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)), (("buy", 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)), (("sell", 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)), (("sell", 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)), # final profit ), ], ) def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: default_conf_usdt.update( { "position_adjustment_enable": True, "dry_run": False, "stake_amount": 200.0, "dry_run_wallet": 1000.0, } ) patch_RPCManager(mocker) patch_exchange(mocker) patch_wallet(mocker, free=10000) freqtrade = FreqtradeBot(default_conf_usdt) trade = None freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) for idx, (order, result) in enumerate(data): amount = order[1] price = order[2] price_mock = MagicMock(return_value=price) mocker.patch.multiple( EXMS, get_rate=price_mock, fetch_ticker=MagicMock(return_value={"bid": 10, "ask": 12, "last": 11}), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) pair = "ETH/USDT" closed_successful_order = { "pair": pair, "ft_pair": pair, "ft_order_side": order[0], "side": order[0], "type": "limit", "status": "closed", "price": price, "average": price, "cost": price * amount, "amount": amount, "filled": amount, "ft_is_open": False, "id": f"60{idx}", "order_id": f"60{idx}", } mocker.patch(f"{EXMS}.create_order", MagicMock(return_value=closed_successful_order)) mocker.patch( f"{EXMS}.fetch_order_or_stoploss_order", MagicMock(return_value=closed_successful_order) ) if order[0] == "buy": assert freqtrade.execute_entry(pair, amount, trade=trade) else: assert freqtrade.execute_trade_exit( trade=trade, limit=price, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), sub_trade_amt=amount, ) orders1 = Order.session.scalars(select(Order)).all() assert orders1 assert len(orders1) == idx + 1 trade = Trade.session.scalars(select(Trade)).first() assert trade if idx < len(data) - 1: assert trade.is_open is True assert not trade.has_open_orders assert trade.amount == result[0] assert trade.open_rate == result[1] assert trade.stake_amount == result[2] assert pytest.approx(trade.realized_profit) == result[3] assert pytest.approx(trade.close_profit_abs) == result[4] assert pytest.approx(trade.close_profit) == result[5] order_obj = trade.select_order(order[0], False) assert order_obj.order_id == f"60{idx}" trade = Trade.session.scalars(select(Trade)).first() assert trade assert not trade.has_open_orders assert trade.is_open is False def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None: default_conf_usdt.update( { "position_adjustment_enable": True, } ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch( "freqtrade.freqtradebot.FreqtradeBot.check_and_call_adjust_trade_position", side_effect=DependencyException(), ) create_mock_trades(fee) freqtrade.process_open_trade_positions() assert log_has_re(r"Unable to adjust position of trade for .*", caplog) def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None: default_conf_usdt.update( { "position_adjustment_enable": True, "max_entry_position_adjustment": 0, } ) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) buy_rate_mock = MagicMock(return_value=10) mocker.patch.multiple( EXMS, get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={"bid": 10, "ask": 12, "last": 11}), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) create_mock_trades(fee) caplog.set_level(logging.DEBUG) freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(10, "aaaa")) freqtrade.process_open_trade_positions() assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog) assert freqtrade.strategy.adjust_trade_position.call_count == 1 caplog.clear() freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-0.0005, "partial_exit_c")) freqtrade.process_open_trade_positions() assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog) assert freqtrade.strategy.adjust_trade_position.call_count == 1 trade = Trade.get_trades(trade_filter=[Trade.id == 5]).first() assert trade.orders[-1].ft_order_tag == "partial_exit_c" assert trade.is_open