mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
4da033c7a2
- Update, clean, and improve code coverage on main.py - Move bot trading logic into Freqtradebot() class - Move unit tests to test_freqtradebot, add more coverage tests
1214 lines
40 KiB
Python
1214 lines
40 KiB
Python
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
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"""
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Unit test file for freqtradebot.py
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"""
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import logging
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import time
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from unittest.mock import MagicMock
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from copy import deepcopy
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from typing import Optional
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import arrow
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import pytest
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import requests
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from sqlalchemy import create_engine
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import freqtrade.tests.conftest as tt # test tools
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from freqtrade import DependencyException, OperationalException
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from freqtrade.exchange import Exchanges
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from freqtrade.freqtradebot import FreqtradeBot
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from freqtrade.state import State
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from freqtrade.persistence import Trade
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# Functions for recurrent object patching
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def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
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"""
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This function patch _init_modules() to not call dependencies
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:param mocker: a Mocker object to apply patches
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:param config: Config to pass to the bot
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:return: None
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"""
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mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
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mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
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mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
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mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
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patch_pymarketcap(mocker)
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return FreqtradeBot(config)
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def patch_get_signal(mocker, value=(True, False)) -> None:
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"""
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:param mocker: mocker to patch Analyze class
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:param value: which value Analyze.get_signal() must return
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:return: None
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"""
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mocker.patch(
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'freqtrade.freqtradebot.Analyze.get_signal',
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side_effect=lambda s, t: value
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)
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def patch_RPCManager(mocker) -> MagicMock:
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"""
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This function mock RPC manager to avoid repeating this code in almost every tests
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:param mocker: mocker to patch RPCManager class
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:return: RPCManager.send_msg MagicMock to track if this method is called
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"""
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mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
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rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
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return rpc_mock
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def patch_pymarketcap(mocker, value: Optional[str] = None) -> None:
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"""
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Mocker to Pymarketcap to speed up tests
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:param mocker: mocker to patch Pymarketcap class
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:return: None
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"""
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pymarketcap = MagicMock()
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if value:
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pymarketcap.ticker = {'price_usd': 12345.0}
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mocker.patch('freqtrade.fiat_convert.Pymarketcap', pymarketcap)
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# Unit tests
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def test_freqtradebot_object() -> None:
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"""
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Test the FreqtradeBot object has the mandatory public methods
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"""
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assert hasattr(FreqtradeBot, 'worker')
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assert hasattr(FreqtradeBot, 'get_state')
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assert hasattr(FreqtradeBot, 'update_state')
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assert hasattr(FreqtradeBot, 'clean')
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assert hasattr(FreqtradeBot, 'create_trade')
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assert hasattr(FreqtradeBot, 'get_target_bid')
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assert hasattr(FreqtradeBot, 'process_maybe_execute_buy')
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assert hasattr(FreqtradeBot, 'process_maybe_execute_sell')
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assert hasattr(FreqtradeBot, 'handle_trade')
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assert hasattr(FreqtradeBot, 'check_handle_timedout')
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assert hasattr(FreqtradeBot, 'handle_timedout_limit_buy')
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assert hasattr(FreqtradeBot, 'handle_timedout_limit_sell')
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assert hasattr(FreqtradeBot, 'execute_sell')
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def test_freqtradebot(mocker, default_conf) -> None:
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"""
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Test __init__, _init_modules, update_state, and get_state methods
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"""
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert freqtrade.get_state() is State.RUNNING
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conf = deepcopy(default_conf)
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conf.pop('initial_state')
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freqtrade = FreqtradeBot(conf)
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assert freqtrade.get_state() is State.STOPPED
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@pytest.mark.skip(reason="Test not implemented")
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def test_clean() -> None:
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"""
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Test clean() method
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"""
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pass
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@pytest.mark.skip(reason="Test not implemented")
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def test_worker() -> None:
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"""
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Test worker() method
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"""
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pass
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def test_throttle(mocker, default_conf, caplog) -> None:
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"""
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Test _throttle() method
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"""
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def func():
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"""
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Test function to throttle
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"""
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return 42
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caplog.set_level(logging.DEBUG)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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start = time.time()
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result = freqtrade._throttle(func, min_secs=0.1)
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end = time.time()
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assert result == 42
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assert end - start > 0.1
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assert tt.log_has('Throttling func for 0.10 seconds', caplog.record_tuples)
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result = freqtrade._throttle(func, min_secs=-1)
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assert result == 42
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def test_throttle_with_assets(mocker, default_conf) -> None:
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"""
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Test _throttle() method when the function passed can have parameters
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"""
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def func(nb_assets=-1):
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"""
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Test function to throttle
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"""
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return nb_assets
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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result = freqtrade._throttle(func, min_secs=0.1, nb_assets=666)
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assert result == 666
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result = freqtrade._throttle(func, min_secs=0.1)
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assert result == -1
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@pytest.mark.skip(reason="Test not implemented")
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def test_process() -> None:
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"""
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Test _process() method
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"""
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pass
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def test_gen_pair_whitelist(mocker, default_conf, get_market_summaries_data) -> None:
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"""
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Test _gen_pair_whitelist() method
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"""
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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mocker.patch(
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'freqtrade.freqtradebot.exchange.get_market_summaries',
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return_value=get_market_summaries_data
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)
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# Test to retrieved BTC sorted on BaseVolume
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whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC')
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assert whitelist == ['BTC_ZCL', 'BTC_ZEC', 'BTC_XZC', 'BTC_XWC']
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# Test to retrieved BTC sorted on OpenBuyOrders
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whitelist = freqtrade._gen_pair_whitelist(base_currency='BTC', key='OpenBuyOrders')
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assert whitelist == ['BTC_XWC', 'BTC_ZCL', 'BTC_ZEC', 'BTC_XZC']
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# Test with USDT sorted on BaseVolume
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whitelist = freqtrade._gen_pair_whitelist(base_currency='USDT')
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assert whitelist == ['USDT_XRP', 'USDT_XVG', 'USDT_XMR', 'USDT_ZEC']
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# Test with ETH (our fixture does not have ETH, but Bittrex returns them)
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whitelist = freqtrade._gen_pair_whitelist(base_currency='ETH')
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assert whitelist == []
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@pytest.mark.skip(reason="Test not implemented")
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def test_refresh_whitelist() -> None:
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"""
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Test _refresh_whitelist() method
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"""
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pass
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def test_create_trade(default_conf, ticker, limit_buy_order, mocker) -> None:
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"""
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Test create_trade() method
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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# Save state of current whitelist
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whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
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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) -> None:
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"""
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Test create_trade() method
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker)
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buy_mock = MagicMock(return_value='mocked_limit_buy')
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mocker.patch.multiple(
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'freqtrade.freqtradebot.exchange',
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validate_pairs=MagicMock(),
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get_ticker=ticker,
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buy=buy_mock
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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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min_stake_amount = 0.0005
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freqtrade.create_trade(min_stake_amount, int(default_conf['ticker_interval']))
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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) -> None:
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"""
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Test create_trade() method
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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with pytest.raises(DependencyException, match=r'.*stake amount.*'):
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freqtrade.create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
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def test_create_trade_no_pairs(default_conf, ticker, mocker) -> None:
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"""
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Test create_trade() method
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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conf = deepcopy(default_conf)
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conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
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conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
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freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
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freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
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with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
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freqtrade.create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
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def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker) -> None:
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"""
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Test create_trade() method
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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conf = deepcopy(default_conf)
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conf['exchange']['pair_whitelist'] = ["BTC_ETH"]
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conf['exchange']['pair_blacklist'] = ["BTC_ETH"]
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freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
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freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
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with pytest.raises(DependencyException, match=r'.*No pair in whitelist.*'):
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freqtrade.create_trade(conf['stake_amount'], int(conf['ticker_interval']))
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def test_create_trade_no_signal(default_conf, mocker) -> None:
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"""
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Test create_trade() method
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"""
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conf = deepcopy(default_conf)
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conf['dry_run'] = True
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patch_get_signal(mocker, value=(False, False))
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker)
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mocker.patch.multiple(
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'freqtrade.freqtradebot.exchange',
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validate_pairs=MagicMock(),
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get_ticker_history=MagicMock(return_value=20),
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get_balance=MagicMock(return_value=20)
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)
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freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
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stake_amount = 10
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Trade.query = MagicMock()
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Trade.query.filter = MagicMock()
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assert not freqtrade.create_trade(stake_amount, int(conf['ticker_interval']))
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def test_process_trade_creation(default_conf, ticker, limit_buy_order,
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health, mocker, caplog) -> None:
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"""
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Test the trade creation in _process() method
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker, value={'price_usd': 12345.0})
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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freqtrade = FreqtradeBot(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 = freqtrade._process(interval=int(default_conf['ticker_interval']))
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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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assert tt.log_has(
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'Checking buy signals to create a new trade with stake_amount: 0.001000 ...',
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caplog.record_tuples
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)
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def test_process_exchange_failures(default_conf, ticker, health, mocker) -> None:
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"""
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Test _process() method when a RequestException happens
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker, value={'price_usd': 12345.0})
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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result = freqtrade._process(interval=int(default_conf['ticker_interval']))
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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) -> None:
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"""
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Test _process() method when an OperationalException happens
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"""
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patch_get_signal(mocker)
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msg_mock = patch_RPCManager(mocker)
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patch_pymarketcap(mocker, value={'price_usd': 12345.0})
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
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assert freqtrade.get_state() == State.RUNNING
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result = freqtrade._process(interval=int(default_conf['ticker_interval']))
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assert result is False
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assert freqtrade.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) -> None:
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"""
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Test _process()
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"""
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patch_get_signal(mocker)
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patch_RPCManager(mocker)
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patch_pymarketcap(mocker, value={'price_usd': 12345.0})
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mocker.patch.multiple(
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'freqtrade.freqtradebot.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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)
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freqtrade = FreqtradeBot(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 = freqtrade._process(interval=int(default_conf['ticker_interval']))
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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 = freqtrade._process(interval=int(default_conf['ticker_interval']))
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assert result is False
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@pytest.mark.skip(reason="Test not implemented")
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def test_get_target_bid():
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"""
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Test get_target_bid() method
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"""
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pass
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def test_balance_fully_ask_side(mocker) -> None:
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"""
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Test get_target_bid() method
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"""
|
|
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 0.0}})
|
|
|
|
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 20
|
|
|
|
|
|
def test_balance_fully_last_side(mocker) -> None:
|
|
"""
|
|
Test get_target_bid() method
|
|
"""
|
|
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
|
|
|
|
assert freqtrade.get_target_bid({'ask': 20, 'last': 10}) == 10
|
|
|
|
|
|
def test_balance_bigger_last_ask(mocker) -> None:
|
|
"""
|
|
Test get_target_bid() method
|
|
"""
|
|
freqtrade = get_patched_freqtradebot(mocker, {'bid_strategy': {'ask_last_balance': 1.0}})
|
|
|
|
assert freqtrade.get_target_bid({'ask': 5, 'last': 10}) == 5
|
|
|
|
|
|
def test_process_maybe_execute_buy(mocker, default_conf) -> None:
|
|
"""
|
|
Test process_maybe_execute_buy() method
|
|
"""
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=True))
|
|
assert freqtrade.process_maybe_execute_buy(int(default_conf['ticker_interval']))
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade', MagicMock(return_value=False))
|
|
assert not freqtrade.process_maybe_execute_buy(int(default_conf['ticker_interval']))
|
|
|
|
|
|
def test_process_maybe_execute_buy_exception(mocker, default_conf, caplog) -> None:
|
|
"""
|
|
Test exception on process_maybe_execute_buy() method
|
|
"""
|
|
caplog.set_level(logging.INFO)
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mocker.patch(
|
|
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
|
|
MagicMock(side_effect=DependencyException)
|
|
)
|
|
freqtrade.process_maybe_execute_buy(int(default_conf['ticker_interval']))
|
|
tt.log_has('Unable to create trade:', caplog.record_tuples)
|
|
|
|
|
|
def test_process_maybe_execute_sell(mocker, default_conf) -> None:
|
|
"""
|
|
Test process_maybe_execute_sell() method
|
|
"""
|
|
freqtrade = get_patched_freqtradebot(mocker, default_conf)
|
|
|
|
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
|
|
mocker.patch('freqtrade.freqtradebot.exchange.get_order', return_value=1)
|
|
|
|
trade = MagicMock()
|
|
trade.open_order_id = '123'
|
|
assert not freqtrade.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
|
trade.is_open = True
|
|
trade.open_order_id = None
|
|
# Assert we call handle_trade() if trade is feasible for execution
|
|
assert freqtrade.process_maybe_execute_sell(trade, int(default_conf['ticker_interval']))
|
|
|
|
|
|
def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker) -> None:
|
|
"""
|
|
Test check_handle() method
|
|
"""
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=MagicMock(return_value={
|
|
'bid': 0.00001172,
|
|
'ask': 0.00001173,
|
|
'last': 0.00001172
|
|
}),
|
|
buy=MagicMock(return_value='mocked_limit_buy'),
|
|
sell=MagicMock(return_value='mocked_limit_sell')
|
|
)
|
|
patch_pymarketcap(mocker, value={'price_usd': 15000.0})
|
|
mocker.patch('freqtrade.fiat_convert.Pymarketcap._cache_symbols', return_value={'BTC': 1})
|
|
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
trade.update(limit_buy_order)
|
|
assert trade.is_open is True
|
|
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
|
assert trade.open_order_id == 'mocked_limit_sell'
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
trade.update(limit_sell_order)
|
|
|
|
assert trade.close_rate == 0.00001173
|
|
assert trade.close_profit == 0.06201057
|
|
assert trade.calc_profit() == 0.00006217
|
|
assert trade.close_date is not None
|
|
|
|
|
|
def test_handle_overlpapping_signals(default_conf, ticker, mocker) -> None:
|
|
"""
|
|
Test check_handle() method
|
|
"""
|
|
conf = deepcopy(default_conf)
|
|
conf.update({'experimental': {'use_sell_signal': True}})
|
|
|
|
patch_get_signal(mocker, value=(True, True))
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
# Buy and Sell triggering, so doing nothing ...
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 0
|
|
|
|
# Buy is triggering, so buying ...
|
|
patch_get_signal(mocker, value=(True, False))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
trades = Trade.query.all()
|
|
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(mocker, value=(False, False))
|
|
assert freqtrade.handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert trades[0].is_open is True
|
|
|
|
# Buy and Sell are triggering, so doing nothing ...
|
|
patch_get_signal(mocker, value=(True, True))
|
|
assert freqtrade.handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
|
|
trades = Trade.query.all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 1
|
|
assert trades[0].is_open is True
|
|
|
|
# Sell is triggering, guess what : we are Selling!
|
|
patch_get_signal(mocker, value=(False, True))
|
|
trades = Trade.query.all()
|
|
assert freqtrade.handle_trade(trades[0], int(default_conf['ticker_interval'])) is True
|
|
|
|
|
|
def test_handle_trade_roi(default_conf, ticker, mocker, caplog) -> None:
|
|
"""
|
|
Test check_handle() method
|
|
"""
|
|
caplog.set_level(logging.DEBUG)
|
|
conf = deepcopy(default_conf)
|
|
conf.update({'experimental': {'use_sell_signal': True}})
|
|
|
|
patch_get_signal(mocker, value=(True, False))
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=True)
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
|
|
# FIX: sniffing logs, suggest handle_trade should not execute_sell
|
|
# 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
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, interval=int(default_conf['ticker_interval']))
|
|
assert tt.log_has('Executing sell due to ROI ...', caplog.record_tuples)
|
|
|
|
|
|
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog) -> None:
|
|
"""
|
|
Test check_handle() method
|
|
"""
|
|
caplog.set_level(logging.DEBUG)
|
|
conf = deepcopy(default_conf)
|
|
conf.update({'experimental': {'use_sell_signal': True}})
|
|
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
|
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
trade.is_open = True
|
|
|
|
patch_get_signal(mocker, value=(False, False))
|
|
assert not freqtrade.handle_trade(trade, int(default_conf['ticker_interval']))
|
|
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval']))
|
|
assert tt.log_has('Executing sell due to sell signal ...', caplog.record_tuples)
|
|
|
|
|
|
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker) -> None:
|
|
"""
|
|
Test check_handle() method
|
|
"""
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
# Create trade and sell it
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
trade.update(limit_buy_order)
|
|
trade.update(limit_sell_order)
|
|
assert trade.is_open is False
|
|
|
|
with pytest.raises(ValueError, match=r'.*closed trade.*'):
|
|
freqtrade.handle_trade(trade, int(default_conf['ticker_interval']))
|
|
|
|
|
|
def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mocker) -> None:
|
|
"""
|
|
Test check_handle_timedout() method
|
|
"""
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
get_order=MagicMock(return_value=limit_buy_order_old),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
trade_buy = Trade(
|
|
pair='BTC_ETH',
|
|
open_rate=0.00001099,
|
|
exchange='BITTREX',
|
|
open_order_id='123456789',
|
|
amount=90.99181073,
|
|
fee=0.0,
|
|
stake_amount=1,
|
|
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
is_open=True
|
|
)
|
|
|
|
Trade.session.add(trade_buy)
|
|
|
|
# check it does cancel buy orders over the time limit
|
|
freqtrade.check_handle_timedout(600)
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
|
nb_trades = len(trades)
|
|
assert nb_trades == 0
|
|
|
|
|
|
def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker) -> None:
|
|
"""
|
|
Test check_handle_timedout() method
|
|
"""
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
get_order=MagicMock(return_value=limit_sell_order_old),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
trade_sell = Trade(
|
|
pair='BTC_ETH',
|
|
open_rate=0.00001099,
|
|
exchange='BITTREX',
|
|
open_order_id='123456789',
|
|
amount=90.99181073,
|
|
fee=0.0,
|
|
stake_amount=1,
|
|
open_date=arrow.utcnow().shift(hours=-5).datetime,
|
|
close_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
is_open=False
|
|
)
|
|
|
|
Trade.session.add(trade_sell)
|
|
|
|
# check it does cancel sell orders over the time limit
|
|
freqtrade.check_handle_timedout(600)
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
assert trade_sell.is_open is True
|
|
|
|
|
|
def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
|
|
mocker) -> None:
|
|
"""
|
|
Test check_handle_timedout() method
|
|
"""
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker,
|
|
get_order=MagicMock(return_value=limit_buy_order_old_partial),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
trade_buy = Trade(
|
|
pair='BTC_ETH',
|
|
open_rate=0.00001099,
|
|
exchange='BITTREX',
|
|
open_order_id='123456789',
|
|
amount=90.99181073,
|
|
fee=0.0,
|
|
stake_amount=1,
|
|
open_date=arrow.utcnow().shift(minutes=-601).datetime,
|
|
is_open=True
|
|
)
|
|
|
|
Trade.session.add(trade_buy)
|
|
|
|
# check it does cancel buy orders over the time limit
|
|
# note this is for a partially-complete buy order
|
|
freqtrade.check_handle_timedout(600)
|
|
assert cancel_order_mock.call_count == 1
|
|
assert rpc_mock.call_count == 1
|
|
trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
|
|
assert len(trades) == 1
|
|
assert trades[0].amount == 23.0
|
|
assert trades[0].stake_amount == trade_buy.open_rate * trades[0].amount
|
|
|
|
|
|
def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
|
|
"""
|
|
Test handle_timedout_limit_buy() method
|
|
"""
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
Trade.session = MagicMock()
|
|
trade = MagicMock()
|
|
order = {'remaining': 1,
|
|
'amount': 1}
|
|
assert freqtrade.handle_timedout_limit_buy(trade, order)
|
|
assert cancel_order_mock.call_count == 1
|
|
order['amount'] = 2
|
|
assert not freqtrade.handle_timedout_limit_buy(trade, order)
|
|
assert cancel_order_mock.call_count == 2
|
|
|
|
|
|
def test_handle_timedout_limit_sell(mocker, default_conf) -> None:
|
|
"""
|
|
Test handle_timedout_limit_sell() method
|
|
"""
|
|
patch_RPCManager(mocker)
|
|
cancel_order_mock = MagicMock()
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
cancel_order=cancel_order_mock
|
|
)
|
|
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
trade = MagicMock()
|
|
order = {'remaining': 1,
|
|
'amount': 1}
|
|
assert freqtrade.handle_timedout_limit_sell(trade, order)
|
|
assert cancel_order_mock.call_count == 1
|
|
order['amount'] = 2
|
|
assert not freqtrade.handle_timedout_limit_sell(trade, order)
|
|
# Assert cancel_order was not called (callcount remains unchanged)
|
|
assert cancel_order_mock.call_count == 1
|
|
|
|
|
|
def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None:
|
|
"""
|
|
Test execute_sell() method with a ticker going UP
|
|
"""
|
|
patch_get_signal(mocker)
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker
|
|
)
|
|
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
# Create some test data
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker_sell_up
|
|
)
|
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
|
|
|
|
assert rpc_mock.call_count == 2
|
|
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'Profit' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'profit: 6.11%, 0.00006126' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '0.919 USD' in rpc_mock.call_args_list[-1][0][0]
|
|
|
|
|
|
def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker) -> None:
|
|
"""
|
|
Test execute_sell() method with a ticker going DOWN
|
|
"""
|
|
patch_get_signal(mocker)
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch('freqtrade.fiat_convert.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
# Create some test data
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Decrease the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker_sell_down
|
|
)
|
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
|
|
|
|
assert rpc_mock.call_count == 2
|
|
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '-0.824 USD' in rpc_mock.call_args_list[-1][0][0]
|
|
|
|
|
|
def test_execute_sell_without_conf_sell_up(default_conf, ticker, ticker_sell_up, mocker) -> None:
|
|
"""
|
|
Test execute_sell() method with a ticker going DOWN and with a bot config empty
|
|
"""
|
|
patch_get_signal(mocker)
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker, value={'price_usd': 12345.0})
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
# Create some test data
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Increase the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker_sell_up
|
|
)
|
|
freqtrade.config = {}
|
|
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'])
|
|
|
|
assert rpc_mock.call_count == 2
|
|
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'Amount' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '0.00001172' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '(profit: 6.11%, 0.00006126)' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'USD' not in rpc_mock.call_args_list[-1][0][0]
|
|
|
|
|
|
def test_execute_sell_without_conf_sell_down(default_conf, ticker,
|
|
ticker_sell_down, mocker) -> None:
|
|
"""
|
|
Test execute_sell() method with a ticker going DOWN and with a bot config empty
|
|
"""
|
|
patch_get_signal(mocker)
|
|
rpc_mock = patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker, value={'price_usd': 12345.0})
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker
|
|
)
|
|
freqtrade = FreqtradeBot(default_conf, create_engine('sqlite://'))
|
|
|
|
# Create some test data
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Decrease the price and sell it
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=ticker_sell_down
|
|
)
|
|
|
|
freqtrade.config = {}
|
|
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'])
|
|
|
|
assert rpc_mock.call_count == 2
|
|
assert 'Selling' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '[BTC_ETH]' in rpc_mock.call_args_list[-1][0][0]
|
|
assert '0.00001044' in rpc_mock.call_args_list[-1][0][0]
|
|
assert 'loss: -5.48%, -0.00005492' in rpc_mock.call_args_list[-1][0][0]
|
|
|
|
|
|
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker) -> None:
|
|
"""
|
|
Test sell_profit_only feature when enabled
|
|
"""
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=MagicMock(return_value={
|
|
'bid': 0.00002172,
|
|
'ask': 0.00002173,
|
|
'last': 0.00002172
|
|
}),
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
conf = deepcopy(default_conf)
|
|
conf['experimental'] = {
|
|
'use_sell_signal': True,
|
|
'sell_profit_only': True,
|
|
}
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
|
|
|
|
|
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker) -> None:
|
|
"""
|
|
Test sell_profit_only feature when disabled
|
|
"""
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=MagicMock(return_value={
|
|
'bid': 0.00002172,
|
|
'ask': 0.00002173,
|
|
'last': 0.00002172
|
|
}),
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
conf = deepcopy(default_conf)
|
|
conf['experimental'] = {
|
|
'use_sell_signal': True,
|
|
'sell_profit_only': False,
|
|
}
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True
|
|
|
|
|
|
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker) -> None:
|
|
"""
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
"""
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=MagicMock(return_value={
|
|
'bid': 0.00000172,
|
|
'ask': 0.00000173,
|
|
'last': 0.00000172
|
|
}),
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
conf = deepcopy(default_conf)
|
|
conf['experimental'] = {
|
|
'use_sell_signal': True,
|
|
'sell_profit_only': True,
|
|
}
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is False
|
|
|
|
|
|
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker) -> None:
|
|
"""
|
|
Test sell_profit_only feature when enabled and we have a loss
|
|
"""
|
|
patch_get_signal(mocker)
|
|
patch_RPCManager(mocker)
|
|
patch_pymarketcap(mocker)
|
|
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
|
|
mocker.patch.multiple(
|
|
'freqtrade.freqtradebot.exchange',
|
|
validate_pairs=MagicMock(),
|
|
get_ticker=MagicMock(return_value={
|
|
'bid': 0.00000172,
|
|
'ask': 0.00000173,
|
|
'last': 0.00000172
|
|
}),
|
|
buy=MagicMock(return_value='mocked_limit_buy')
|
|
)
|
|
|
|
conf = deepcopy(default_conf)
|
|
conf['experimental'] = {
|
|
'use_sell_signal': True,
|
|
'sell_profit_only': False,
|
|
}
|
|
|
|
freqtrade = FreqtradeBot(conf, create_engine('sqlite://'))
|
|
freqtrade.create_trade(0.001, int(default_conf['ticker_interval']))
|
|
|
|
trade = Trade.query.first()
|
|
trade.update(limit_buy_order)
|
|
patch_get_signal(mocker, value=(False, True))
|
|
assert freqtrade.handle_trade(trade, int(default_conf['ticker_interval'])) is True
|