lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
73fc344eb1
freqtrade_origin/tests/test_persistence.py

1740 lines
58 KiB
Python
Raw Blame History

# pragma pylint: disable=missing-docstring, C0103
import logging
from datetime import datetime, timedelta, timezone
from math import isclose
from pathlib import Path
from types import FunctionType
from unittest.mock import MagicMock
import arrow
import pytest
from sqlalchemy import create_engine, text
from freqtrade import constants
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
from tests.conftest import create_mock_trades, create_mock_trades_usdt, log_has, log_has_re
def test_init_create_session(default_conf):
# Check if init create a session
init_db(default_conf['db_url'], default_conf['dry_run'])
assert hasattr(Trade, '_session')
assert 'scoped_session' in type(Trade._session).__name__
def test_init_custom_db_url(default_conf, tmpdir):
# Update path to a value other than default, but still in-memory
filename = f"{tmpdir}/freqtrade2_test.sqlite"
assert not Path(filename).is_file()
default_conf.update({'db_url': f'sqlite:///{filename}'})
init_db(default_conf['db_url'], default_conf['dry_run'])
assert Path(filename).is_file()
r = Trade._session.execute(text("PRAGMA journal_mode"))
assert r.first() == ('wal',)
def test_init_invalid_db_url():
# Update path to a value other than default, but still in-memory
with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
init_db('unknown:///some.url', True)
with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
init_db('sqlite:///', True)
def test_init_prod_db(default_conf, mocker):
default_conf.update({'dry_run': False})
default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
init_db(default_conf['db_url'], default_conf['dry_run'])
assert create_engine_mock.call_count == 1
assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
def test_init_dryrun_db(default_conf, tmpdir):
filename = f"{tmpdir}/freqtrade2_prod.sqlite"
assert not Path(filename).is_file()
default_conf.update({
'dry_run': True,
'db_url': f'sqlite:///{filename}'
})
init_db(default_conf['db_url'], default_conf['dry_run'])
assert Path(filename).is_file()
@pytest.mark.usefixtures("init_persistence")
def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
"""
On this test we will buy and sell a crypto currency.
fee: 0.25% quote
open_rate: 2.00 quote
close_rate: 2.20 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
borrowed
0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
close_value:
(amount * close_rate) - (amount * close_rate * fee) - interest
(30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
total_profit:
close_value - open_value
65.835 - 60.15 = 5.685
total_profit_ratio:
((close_value/open_value) - 1) * leverage
((65.835 / 60.15) - 1) * 1 = 0.0945137157107232
"""
trade = Trade(
id=2,
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
open_date=arrow.utcnow().datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.00
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
caplog.clear()
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.20
assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
caplog.clear()
@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
trade = Trade(
id=1,
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
exchange='binance',
)
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.2
assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog)
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
)
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade._calc_open_trade_value() == 60.15
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert isclose(trade.calc_close_trade_value(), 65.835)
# Profit in USDT
assert trade.calc_profit() == 5.685
# Profit in percent
assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
@pytest.mark.usefixtures("init_persistence")
def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.Arrow(2020, 2, 1, 15, 5, 1).datetime,
exchange='binance',
)
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(2.2)
assert trade.is_open is False
assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None
new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
assert trade.close_date != new_date
# Close should NOT update close_date if the trade has been closed already
assert trade.is_open is False
trade.close_date = new_date
trade.close(2.2)
assert trade.close_date == new_date
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
)
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.calc_close_trade_value() == 0.0
@pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order_usdt):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
open_rate=2.0,
amount=30.0,
fee_open=0.1,
fee_close=0.1,
exchange='binance',
)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
limit_buy_order_usdt['status'] = 'open'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
@pytest.mark.usefixtures("init_persistence")
def test_update_invalid_order(limit_buy_order_usdt):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=0.1,
fee_close=0.1,
exchange='binance',
)
limit_buy_order_usdt['type'] = 'invalid'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'meep')
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update_trade(oobj)
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value(limit_buy_order_usdt, fee):
"""
fee: 0.25 %, 0.3% quote
open_rate: 2.00 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
0.25% fee
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
0.3% fee
30 * 2 + 30 * 2 * 0.003 = 60.18 quote
"""
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
)
trade.open_order_id = 'open_trade'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 60.15
trade.fee_open = 0.003
# Get the open rate price with a custom fee rate
assert trade._calc_open_trade_value() == 60.18
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
)
trade.open_order_id = 'close_trade'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_value(rate=2.5) == 74.8125
# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
# Test when we apply a Sell order, and ask price with a custom fee rate
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_close_trade_value(fee=0.005) == 65.67
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
"""
arguments:
fee:
0.25% quote
0.30% quote
open_rate: 2.0 quote
close_rate:
1.9 quote
2.1 quote
2.2 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
0.0025 fee
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
0.003 fee: Is only applied to close rate in this test
close_value:
equations:
(amount_closed * close_rate) - (amount_closed * close_rate * fee)
2.1 quote
(30.00 * 2.1) - (30.00 * 2.1 * 0.0025) = 62.8425
1.9 quote
(30.00 * 1.9) - (30.00 * 1.9 * 0.0025) = 56.8575
2.2 quote
(30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
total_profit:
equations:
close_value - open_value
2.1 quote
62.8425 - 60.15 = 2.6925
1.9 quote
56.8575 - 60.15 = -3.2925
2.2 quote
65.835 - 60.15 = 5.685
total_profit_ratio:
equations:
((close_value/open_value) - 1) * leverage
2.1 quote
(62.8425 / 60.15) - 1 = 0.04476309226932673
1.9 quote
(56.8575 / 60.15) - 1 = -0.05473815461346632
2.2 quote
(65.835 / 60.15) - 1 = 0.0945137157107232
fee: 0.003
close_value:
2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
total_profit
fee: 0.003
2.1 quote: 62.811 - 60.15 = 2.6610000000000014
1.9 quote: 56.829 - 60.15 = -3.320999999999998
2.2 quote: 65.802 - 60.15 = 5.652000000000008
total_profit_ratio
fee: 0.003
2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
"""
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
)
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Custom closing rate and regular fee rate
# Higher than open rate - 2.1 quote
assert trade.calc_profit(rate=2.1) == 2.6925
# Lower than open rate - 1.9 quote
assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8)
# fee 0.003
# Higher than open rate - 2.1 quote
assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661
# Lower than open rate - 1.9 quote
assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 2.2
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_profit() == round(5.684999999999995, 8)
# Test with a custom fee rate on the close trade
assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8)
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
amount=30.0,
open_rate=2.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance'
)
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
# Lower than open rate - 1.9 quote
assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8)
# fee 0.003
# Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8)
# Lower than open rate - 1.9 quote
assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 2.2
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
# Test with a custom fee rate on the close trade
assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8)
trade.open_trade_value = 0.0
assert trade.calc_profit_ratio(fee=0.003) == 0.0
@pytest.mark.usefixtures("init_persistence")
def test_clean_dry_run_db(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ADA/USDT',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_buy_12345'
)
Trade.query.session.add(trade)
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='binance',
open_order_id='dry_run_sell_12345'
)
Trade.query.session.add(trade)
# Simulate prod entry
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
exchange='binance',
open_order_id='prod_buy_12345'
)
Trade.query.session.add(trade)
# We have 3 entries: 2 dry_run, 1 prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
clean_dry_run_db()
# We have now only the prod
assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
stop_loss FLOAT,
initial_stop_loss FLOAT,
max_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
stoploss_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
open_order_id, stoploss_order_id)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
connection.execute(text("create index ix_trades_pair on trades(pair)"))
connection.execute(text(insert_table_old))
# fake previous backup
connection.execute(text("create table trades_bak as select * from trades"))
connection.execute(text("create table trades_bak1 as select * from trades"))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
caplog)
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None
assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee_open FLOAT NOT NULL,
fee_close FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount
)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(text(insert_table_old))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_value == trade._calc_open_trade_value()
assert log_has("trying trades_bak0", caplog)
assert log_has("Running database migration for trades - backup: trades_bak0, orders_bak0",
caplog)
def test_migrate_get_last_sequence_ids():
engine = MagicMock()
engine.begin = MagicMock()
engine.name = 'postgresql'
get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
assert engine.begin.call_count == 2
engine.reset_mock()
engine.begin.reset_mock()
engine.name = 'somethingelse'
get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
assert engine.begin.call_count == 0
def test_migrate_set_sequence_ids():
engine = MagicMock()
engine.begin = MagicMock()
engine.name = 'postgresql'
set_sequence_ids(engine, 22, 55)
assert engine.begin.call_count == 1
engine.reset_mock()
engine.begin.reset_mock()
engine.name = 'somethingelse'
set_sequence_ids(engine, 22, 55)
assert engine.begin.call_count == 0
def test_adjust_stop_loss(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
amount=30,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
max_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Get percent of profit with a lower rate
trade.adjust_stop_loss(0.96, 0.05)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(1.3, -0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# current rate lower again ... should not change
trade.adjust_stop_loss(1.2, 0.1)
assert round(trade.stop_loss, 8) == 1.17
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# current rate higher... should raise stoploss
trade.adjust_stop_loss(1.4, 0.1)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(1.7, 0.1, True)
assert round(trade.stop_loss, 8) == 1.26
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
def test_adjust_min_max_rates(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
amount=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
assert trade.max_rate == 1
assert trade.min_rate == 1
# check min adjusted, max remained
trade.adjust_min_max_rates(0.96, 0.96)
assert trade.max_rate == 1
assert trade.min_rate == 0.96
# check max adjusted, min remains
trade.adjust_min_max_rates(1.05, 1.05)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.03, 1.03)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.10, 0.91)
assert trade.max_rate == 1.10
assert trade.min_rate == 0.91
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_open(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, use_db)
assert len(Trade.get_open_trades()) == 4
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
def test_to_json(default_conf, fee):
# Simulate dry_run entries
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
open_rate=0.123,
exchange='binance',
buy_tag=None,
open_order_id='dry_run_buy_12345'
)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'ETH/BTC',
'is_open': None,
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
'open_order_id': 'dry_run_buy_12345',
'close_date': None,
'close_timestamp': None,
'open_rate': 0.123,
'open_rate_requested': None,
'open_trade_value': 15.1668225,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,
'fee_open': 0.0025,
'fee_open_cost': None,
'fee_open_currency': None,
'close_rate': None,
'close_rate_requested': None,
'amount': 123.0,
'amount_requested': 123.0,
'stake_amount': 0.001,
'trade_duration': None,
'trade_duration_s': None,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
'sell_reason': None,
'sell_order_status': None,
'stop_loss_abs': None,
'stop_loss_ratio': None,
'stop_loss_pct': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'min_rate': None,
'max_rate': None,
'strategy': None,
'buy_tag': None,
'timeframe': None,
'exchange': 'binance',
'orders': [],
}
# Simulate dry_run entries
trade = Trade(
pair='XRP/BTC',
stake_amount=0.001,
amount=100.0,
amount_requested=101.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
close_date=arrow.utcnow().shift(hours=-1).datetime,
open_rate=0.123,
close_rate=0.125,
buy_tag='buys_signal_001',
exchange='binance',
)
result = trade.to_json()
assert isinstance(result, dict)
assert result == {'trade_id': None,
'pair': 'XRP/BTC',
'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
'close_timestamp': int(trade.close_date.timestamp() * 1000),
'open_rate': 0.123,
'close_rate': 0.125,
'amount': 100.0,
'amount_requested': 101.0,
'stake_amount': 0.001,
'trade_duration': 60,
'trade_duration_s': 3600,
'stop_loss_abs': None,
'stop_loss_pct': None,
'stop_loss_ratio': None,
'stoploss_order_id': None,
'stoploss_last_update': None,
'stoploss_last_update_timestamp': None,
'initial_stop_loss_abs': None,
'initial_stop_loss_pct': None,
'initial_stop_loss_ratio': None,
'close_profit': None,
'close_profit_pct': None,
'close_profit_abs': None,
'profit_ratio': None,
'profit_pct': None,
'profit_abs': None,
'close_rate_requested': None,
'fee_close': 0.0025,
'fee_close_cost': None,
'fee_close_currency': None,
'fee_open': 0.0025,
'fee_open_cost': None,
'fee_open_currency': None,
'is_open': None,
'max_rate': None,
'min_rate': None,
'open_order_id': None,
'open_rate_requested': None,
'open_trade_value': 12.33075,
'sell_reason': None,
'sell_order_status': None,
'strategy': None,
'buy_tag': 'buys_signal_001',
'timeframe': None,
'exchange': 'binance',
'orders': [],
}
def test_stoploss_reinitialization(default_conf, fee):
init_db(default_conf['db_url'])
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=30.0,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
max_rate=1,
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 0.95
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 0.95
assert trade.initial_stop_loss_pct == -0.05
Trade.query.session.add(trade)
# Lower stoploss
Trade.stoploss_reinitialization(0.06)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 0.94
assert trade_adj.stop_loss_pct == -0.06
assert trade_adj.initial_stop_loss == 0.94
assert trade_adj.initial_stop_loss_pct == -0.06
# Raise stoploss
Trade.stoploss_reinitialization(0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 0.96
assert trade_adj.stop_loss_pct == -0.04
assert trade_adj.initial_stop_loss == 0.96
assert trade_adj.initial_stop_loss_pct == -0.04
# Trailing stoploss (move stoplos up a bit)
trade.adjust_stop_loss(1.02, 0.04)
assert trade_adj.stop_loss == 0.9792
assert trade_adj.initial_stop_loss == 0.96
Trade.stoploss_reinitialization(0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
# Stoploss should not change in this case.
assert trade_adj.stop_loss == 0.9792
assert trade_adj.stop_loss_pct == -0.04
assert trade_adj.initial_stop_loss == 0.96
assert trade_adj.initial_stop_loss_pct == -0.04
def test_update_fee(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=30.0,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
max_rate=1,
)
fee_cost = 0.15
fee_currency = 'BTC'
fee_rate = 0.0075
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert trade.fee_open_currency == fee_currency
assert trade.fee_open_cost == fee_cost
assert trade.fee_open == fee_rate
# Setting buy rate should "guess" close rate
assert trade.fee_close == fee_rate
assert trade.fee_close_currency is None
assert trade.fee_close_cost is None
fee_rate = 0.0076
trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
assert trade.fee_close == 0.0076
assert trade.fee_close_cost == fee_cost
assert trade.fee_close == fee_rate
def test_fee_updated(fee):
trade = Trade(
pair='ADA/USDT',
stake_amount=30.0,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=30.0,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
max_rate=1,
)
assert trade.fee_open_currency is None
assert not trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert not trade.fee_updated('asdf')
trade.update_fee(0.15, 'BTC', 0.0075, 'buy')
assert trade.fee_updated('buy')
assert not trade.fee_updated('sell')
assert trade.fee_open_currency is not None
assert trade.fee_close_currency is None
trade.update_fee(0.15, 'ABC', 0.0075, 'sell')
assert trade.fee_updated('buy')
assert trade.fee_updated('sell')
assert not trade.fee_updated('asfd')
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_total_open_trades_stakes(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
res = Trade.total_open_trades_stakes()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.total_open_trades_stakes()
assert res == 0.004
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_total_closed_profit(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
res = Trade.get_total_closed_profit()
assert res == 0
create_mock_trades(fee, use_db)
res = Trade.get_total_closed_profit()
assert res == 0.000739127
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_trades_proxy(fee, use_db):
Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades(fee, use_db)
trades = Trade.get_trades_proxy()
assert len(trades) == 6
assert isinstance(trades[0], Trade)
trades = Trade.get_trades_proxy(is_open=True)
assert len(trades) == 4
assert trades[0].is_open
trades = Trade.get_trades_proxy(is_open=False)
assert len(trades) == 2
assert not trades[0].is_open
opendate = datetime.now(tz=timezone.utc) - timedelta(minutes=15)
assert len(Trade.get_trades_proxy(open_date=opendate)) == 3
Trade.use_db = True
def test_get_trades_backtest():
Trade.use_db = False
with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
Trade.get_trades([])
Trade.use_db = True
@pytest.mark.usefixtures("init_persistence")
def test_get_overall_performance(fee):
create_mock_trades(fee)
res = Trade.get_overall_performance()
assert len(res) == 2
assert 'pair' in res[0]
assert 'profit' in res[0]
assert 'count' in res[0]
@pytest.mark.usefixtures("init_persistence")
def test_get_best_pair(fee):
res = Trade.get_best_pair()
assert res is None
create_mock_trades(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'XRP/BTC'
assert res[1] == 0.01
@pytest.mark.usefixtures("init_persistence")
def test_get_exit_order_count(fee):
create_mock_trades_usdt(fee)
trade = Trade.get_trades([Trade.pair == 'ETC/USDT']).first()
assert trade.get_exit_order_count() == 1
@pytest.mark.usefixtures("init_persistence")
def test_update_order_from_ccxt(caplog):
# Most basic order return (only has orderid)
o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.ft_is_open
ccxt_order = {
'id': '1234',
'side': 'buy',
'symbol': 'ETH/BTC',
'type': 'limit',
'price': 1234.5,
'amount': 20.0,
'filled': 9,
'remaining': 11,
'status': 'open',
'timestamp': 1599394315123
}
o = Order.parse_from_ccxt_object(ccxt_order, 'ETH/BTC', 'buy')
assert isinstance(o, Order)
assert o.ft_pair == 'ETH/BTC'
assert o.ft_order_side == 'buy'
assert o.order_id == '1234'
assert o.order_type == 'limit'
assert o.price == 1234.5
assert o.filled == 9
assert o.remaining == 11
assert o.order_date is not None
assert o.ft_is_open
assert o.order_filled_date is None
# Order is unfilled, "filled" not set
# https://github.com/freqtrade/freqtrade/issues/5404
ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
o.update_from_ccxt_object(ccxt_order)
# Order has been closed
ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
o.update_from_ccxt_object(ccxt_order)
assert o.filled == 20.0
assert o.remaining == 0.0
assert not o.ft_is_open
assert o.order_filled_date is not None
ccxt_order.update({'id': 'somethingelse'})
with pytest.raises(DependencyException, match=r"Order-id's don't match"):
o.update_from_ccxt_object(ccxt_order)
message = "aaaa is not a valid response object."
assert not log_has(message, caplog)
Order.update_orders([o], 'aaaa')
assert log_has(message, caplog)
# Call regular update - shouldn't fail.
Order.update_orders([o], {'id': '1234'})
@pytest.mark.usefixtures("init_persistence")
def test_select_order(fee):
create_mock_trades(fee)
trades = Trade.get_trades().all()
# Open buy order, no sell order
order = trades[0].select_order('buy', True)
assert order is None
order = trades[0].select_order('buy', False)
assert order is not None
order = trades[0].select_order('sell', None)
assert order is None
# closed buy order, and open sell order
order = trades[1].select_order('buy', True)
assert order is None
order = trades[1].select_order('buy', False)
assert order is not None
order = trades[1].select_order('buy', None)
assert order is not None
order = trades[1].select_order('sell', True)
assert order is None
order = trades[1].select_order('sell', False)
assert order is not None
# Has open buy order
order = trades[3].select_order('buy', True)
assert order is not None
order = trades[3].select_order('buy', False)
assert order is None
# Open sell order
order = trades[4].select_order('buy', True)
assert order is None
order = trades[4].select_order('buy', False)
assert order is not None
trades[4].orders[1].ft_order_side = 'sell'
order = trades[4].select_order('sell', True)
assert order is not None
trades[4].orders[1].ft_order_side = 'stoploss'
order = trades[4].select_order('stoploss', None)
assert order is not None
assert order.ft_order_side == 'stoploss'
def test_Trade_object_idem():
assert issubclass(Trade, LocalTrade)
trade = vars(Trade)
localtrade = vars(LocalTrade)
excludes = (
'delete',
'session',
'commit',
'query',
'open_date',
'get_best_pair',
'get_overall_performance',
'get_total_closed_profit',
'total_open_trades_stakes',
'get_sold_trades_without_assigned_fees',
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',
'get_sell_reason_performance',
'get_buy_tag_performance',
'get_mix_tag_performance',
)
# Parent (LocalTrade) should have the same attributes
for item in trade:
# Exclude private attributes and open_date (as it's not assigned a default)
if (not item.startswith('_') and item not in excludes):
assert item in localtrade
# Fails if only a column is added without corresponding parent field
for item in localtrade:
if (not item.startswith('__')
and item not in ('trades', 'trades_open', 'total_profit')
and type(getattr(LocalTrade, item)) not in (property, FunctionType)):
assert item in trade
def test_recalc_trade_from_orders(fee):
o1_amount = 100
o1_rate = 1
o1_cost = o1_amount * o1_rate
o1_fee_cost = o1_cost * fee.return_value
o1_trade_val = o1_cost + o1_fee_cost
trade = Trade(
pair='ADA/USDT',
stake_amount=o1_cost,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=o1_amount,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=o1_rate,
max_rate=o1_rate,
)
assert fee.return_value == 0.0025
assert trade._calc_open_trade_value() == o1_trade_val
assert trade.amount == o1_amount
assert trade.stake_amount == o1_cost
assert trade.open_rate == o1_rate
assert trade.open_trade_value == o1_trade_val
# Calling without orders should not throw exceptions and change nothing
trade.recalc_trade_from_orders()
assert trade.amount == o1_amount
assert trade.stake_amount == o1_cost
assert trade.open_rate == o1_rate
assert trade.open_trade_value == o1_trade_val
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy')
assert len(trade.orders) == 0
# Check with 1 order
order1 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(order1)
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
# One additional adjustment / DCA order
o2_amount = 125
o2_rate = 0.9
o2_cost = o2_amount * o2_rate
o2_fee_cost = o2_cost * fee.return_value
o2_trade_val = o2_cost + o2_fee_cost
order2 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o2_rate,
average=o2_rate,
filled=o2_amount,
remaining=0,
cost=o2_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order2)
trade.recalc_trade_from_orders()
# Validate that the trade now has new averaged open price and total values
avg_price = (o1_cost + o2_cost) / (o1_amount + o2_amount)
assert trade.amount == o1_amount + o2_amount
assert trade.stake_amount == o1_amount + o2_cost
assert trade.open_rate == avg_price
assert trade.fee_open_cost == o1_fee_cost + o2_fee_cost
assert trade.open_trade_value == o1_trade_val + o2_trade_val
# Let's try with multiple additional orders
o3_amount = 150
o3_rate = 0.85
o3_cost = o3_amount * o3_rate
o3_fee_cost = o3_cost * fee.return_value
o3_trade_val = o3_cost + o3_fee_cost
order3 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o3_rate,
average=o3_rate,
filled=o3_amount,
remaining=0,
cost=o3_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order3)
trade.recalc_trade_from_orders()
# Validate that the sum is still correct and open rate is averaged
avg_price = (o1_cost + o2_cost + o3_cost) / (o1_amount + o2_amount + o3_amount)
assert trade.amount == o1_amount + o2_amount + o3_amount
assert trade.stake_amount == o1_cost + o2_cost + o3_cost
assert trade.open_rate == avg_price
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="sell",
price=avg_price + 0.95,
average=avg_price + 0.95,
filled=o1_amount + o2_amount + o3_amount,
remaining=0,
cost=o1_cost + o2_cost + o3_cost,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
assert trade.amount == o1_amount + o2_amount + o3_amount
assert trade.stake_amount == o1_cost + o2_cost + o3_cost
assert trade.open_rate == avg_price
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
def test_recalc_trade_from_orders_ignores_bad_orders(fee):
o1_amount = 100
o1_rate = 1
o1_cost = o1_amount * o1_rate
o1_fee_cost = o1_cost * fee.return_value
o1_trade_val = o1_cost + o1_fee_cost
trade = Trade(
pair='ADA/USDT',
stake_amount=o1_cost,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=o1_amount,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=o1_rate,
max_rate=o1_rate,
)
trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy')
# Check with 1 order
order1 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(order1)
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys == 1
order2 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=True,
status="open",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order2)
trade.recalc_trade_from_orders()
# Validate that the trade values have not been changed
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys == 1
# Let's try with some other orders
order3 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="cancelled",
symbol=trade.pair,
order_type="market",
side="buy",
price=1,
average=2,
filled=0,
remaining=4,
cost=5,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order3)
trade.recalc_trade_from_orders()
# Validate that the order values still are ignoring orders 2 and 3
assert trade.amount == o1_amount
assert trade.stake_amount == o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == o1_fee_cost
assert trade.open_trade_value == o1_trade_val
assert trade.nr_of_successful_buys == 1
order4 = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=o1_rate,
filled=o1_amount,
remaining=0,
cost=o1_cost,
order_date=arrow.utcnow().shift(hours=-1).datetime,
order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
)
trade.orders.append(order4)
trade.recalc_trade_from_orders()
# Validate that the trade values have been changed
assert trade.amount == 2 * o1_amount
assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == 2 * o1_fee_cost
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 2
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="sell",
price=4,
average=3,
filled=2,
remaining=1,
cost=5,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
assert trade.amount == 2 * o1_amount
assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == 2 * o1_fee_cost
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 2
# Check with 1 order
order_noavg = Order(
ft_order_side='buy',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="buy",
price=o1_rate,
average=None,
filled=o1_amount,
remaining=0,
cost=o1_amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(order_noavg)
trade.recalc_trade_from_orders()
# Calling recalc with single initial order should not change anything
assert trade.amount == 3 * o1_amount
assert trade.stake_amount == 3 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == 3 * o1_fee_cost
assert trade.open_trade_value == 3 * o1_trade_val
assert trade.nr_of_successful_buys == 3
@pytest.mark.usefixtures("init_persistence")
def test_select_filled_orders(fee):
create_mock_trades(fee)
trades = Trade.get_trades().all()
# Closed buy order, no sell order
orders = trades[0].select_filled_orders('buy')
assert orders is not None
assert len(orders) == 1
order = orders[0]
assert order.amount > 0
assert order.filled > 0
assert order.side == 'buy'
assert order.ft_order_side == 'buy'
assert order.status == 'closed'
orders = trades[0].select_filled_orders('sell')
assert orders is not None
assert len(orders) == 0
# closed buy order, and closed sell order
orders = trades[1].select_filled_orders('buy')
assert orders is not None
assert len(orders) == 1
orders = trades[1].select_filled_orders('sell')
assert orders is not None
assert len(orders) == 1
# Has open buy order
orders = trades[3].select_filled_orders('buy')
assert orders is not None
assert len(orders) == 0
orders = trades[3].select_filled_orders('sell')
assert orders is not None
assert len(orders) == 0
# Open sell order
orders = trades[4].select_filled_orders('buy')
assert orders is not None
assert len(orders) == 1
orders = trades[4].select_filled_orders('sell')
assert orders is not None
assert len(orders) == 0
Reference in New Issue View Git Blame Copy Permalink