mirror of
https://github.com/freqtrade/freqtrade.git
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317 lines
13 KiB
Python
317 lines
13 KiB
Python
# pragma pylint: disable=missing-docstring,C0103
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import copy
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from unittest.mock import MagicMock
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import pytest
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import requests
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import logging
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from sqlalchemy import create_engine
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from freqtrade import DependencyException, OperationalException
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from freqtrade.analyze import SignalType
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from freqtrade.exchange import Exchanges
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from freqtrade.main import create_trade, handle_trade, init, \
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get_target_bid, _process
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from freqtrade.misc import get_state, State
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from freqtrade.persistence import Trade
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def test_process_trade_creation(default_conf, ticker, health, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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buy=MagicMock(return_value='mocked_limit_buy'))
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init(default_conf, create_engine('sqlite://'))
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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assert not trades
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result = _process()
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assert result is True
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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assert len(trades) == 1
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trade = trades[0]
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assert trade is not None
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assert trade.stake_amount == default_conf['stake_amount']
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == Exchanges.BITTREX.name
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assert trade.open_rate == 0.00001099
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assert trade.amount == 90.99181073703367
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def test_process_exchange_failures(default_conf, ticker, health, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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buy=MagicMock(side_effect=requests.exceptions.RequestException))
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init(default_conf, create_engine('sqlite://'))
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result = _process()
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assert result is False
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assert sleep_mock.has_calls()
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def test_process_operational_exception(default_conf, ticker, health, mocker):
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msg_mock = MagicMock()
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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buy=MagicMock(side_effect=OperationalException))
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init(default_conf, create_engine('sqlite://'))
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assert get_state() == State.RUNNING
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result = _process()
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assert result is False
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assert get_state() == State.STOPPED
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assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]
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def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch('freqtrade.main.get_signal',
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side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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get_wallet_health=health,
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buy=MagicMock(return_value='mocked_limit_buy'),
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get_order=MagicMock(return_value=limit_buy_order))
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init(default_conf, create_engine('sqlite://'))
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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assert not trades
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result = _process()
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assert result is True
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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assert len(trades) == 1
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result = _process()
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assert result is False
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def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value='mocked_limit_buy'))
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# Save state of current whitelist
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whitelist = copy.deepcopy(default_conf['exchange']['pair_whitelist'])
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init(default_conf, create_engine('sqlite://'))
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create_trade(0.001)
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trade = Trade.query.first()
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assert trade is not None
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assert trade.stake_amount == 0.001
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assert trade.is_open
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assert trade.open_date is not None
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assert trade.exchange == Exchanges.BITTREX.name
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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assert trade.open_rate == 0.00001099
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assert trade.amount == 90.99181073
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assert whitelist == default_conf['exchange']['pair_whitelist']
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def test_create_trade_minimal_amount(default_conf, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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buy_mock = mocker.patch(
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'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
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)
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker)
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init(default_conf, create_engine('sqlite://'))
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min_stake_amount = 0.0005
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create_trade(min_stake_amount)
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rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
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assert rate * amount >= min_stake_amount
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def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value='mocked_limit_buy'),
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get_balance=MagicMock(return_value=default_conf['stake_amount'] * 0.5))
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with pytest.raises(DependencyException, match=r'.*stake amount.*'):
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create_trade(default_conf['stake_amount'])
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def test_create_trade_no_pairs(default_conf, ticker, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value='mocked_limit_buy'))
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with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
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conf = copy.deepcopy(default_conf)
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conf['exchange']['pair_whitelist'] = []
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mocker.patch.dict('freqtrade.main._CONF', conf)
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create_trade(default_conf['stake_amount'])
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def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=MagicMock(return_value={
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'bid': 0.00001172,
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'ask': 0.00001173,
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'last': 0.00001172
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}),
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buy=MagicMock(return_value='mocked_limit_buy'),
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sell=MagicMock(return_value='mocked_limit_sell'))
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mocker.patch.multiple('freqtrade.fiat_convert.Pymarketcap',
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ticker=MagicMock(return_value={'price_usd': 15000.0}),
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_cache_symbols=MagicMock(return_value={'BTC': 1}))
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init(default_conf, create_engine('sqlite://'))
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create_trade(0.001)
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trade = Trade.query.first()
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assert trade
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trade.update(limit_buy_order)
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assert trade.is_open is True
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handle_trade(trade)
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assert trade.open_order_id == 'mocked_limit_sell'
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# Simulate fulfilled LIMIT_SELL order for trade
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trade.update(limit_sell_order)
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assert trade.close_rate == 0.00001173
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assert trade.close_profit == 0.06201057
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assert trade.calc_profit() == 0.00006217
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assert trade.close_date is not None
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def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog):
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default_conf.update({'experimental': {'use_sell_signal': True}})
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value='mocked_limit_buy'))
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mocker.patch('freqtrade.main.min_roi_reached', return_value=True)
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init(default_conf, create_engine('sqlite://'))
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create_trade(0.001)
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trade = Trade.query.first()
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trade.is_open = True
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# FIX: sniffing logs, suggest handle_trade should not execute_sell
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# instead that responsibility should be moved out of handle_trade(),
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# we might just want to check if we are in a sell condition without
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# executing
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# if ROI is reached we must sell
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
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assert handle_trade(trade)
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assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
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# if ROI is reached we must sell even if sell-signal is not signalled
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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assert handle_trade(trade)
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assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
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def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
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default_conf.update({'experimental': {'use_sell_signal': True}})
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value='mocked_limit_buy'))
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mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
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init(default_conf, create_engine('sqlite://'))
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create_trade(0.001)
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trade = Trade.query.first()
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trade.is_open = True
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
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value_returned = handle_trade(trade)
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assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
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assert value_returned is False
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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assert handle_trade(trade)
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s = 'Executing sell due to sell signal ...'
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assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
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def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
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mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
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mocker.patch.multiple('freqtrade.main.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=MagicMock(return_value='mocked_limit_buy'))
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# Create trade and sell it
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init(default_conf, create_engine('sqlite://'))
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create_trade(0.001)
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trade = Trade.query.first()
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assert trade
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trade.update(limit_buy_order)
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trade.update(limit_sell_order)
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assert trade.is_open is False
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with pytest.raises(ValueError, match=r'.*closed trade.*'):
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handle_trade(trade)
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def test_balance_fully_ask_side(mocker):
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mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 0.0}})
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assert get_target_bid({'ask': 20, 'last': 10}) == 20
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def test_balance_fully_last_side(mocker):
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mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
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assert get_target_bid({'ask': 20, 'last': 10}) == 10
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def test_balance_bigger_last_ask(mocker):
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mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
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assert get_target_bid({'ask': 5, 'last': 10}) == 5
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