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786f746958
freqtrade_origin/tests/test_wallets.py
Matthias 772800bf74 Fix bug in stake_amount adjustment 
This was preventing a DCA order to take the remaining stake
2023-01-21 08:52:10 +01:00

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Python
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# pragma pylint: disable=missing-docstring
from copy import deepcopy
from unittest.mock import MagicMock
import pytest
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
from freqtrade.exceptions import DependencyException
from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_wallet
def test_sync_wallet_at_boot(mocker, default_conf):
default_conf['dry_run'] = False
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value={
"BNT": {
"free": 1.0,
"used": 2.0,
"total": 3.0
},
"GAS": {
"free": 0.260739,
"used": 0.0,
"total": 0.260739
},
"USDT": {
"free": 20,
"used": 20,
"total": 40
},
})
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert len(freqtrade.wallets._wallets) == 3
assert freqtrade.wallets._wallets['BNT'].free == 1.0
assert freqtrade.wallets._wallets['BNT'].used == 2.0
assert freqtrade.wallets._wallets['BNT'].total == 3.0
assert freqtrade.wallets._wallets['GAS'].free == 0.260739
assert freqtrade.wallets._wallets['GAS'].used == 0.0
assert freqtrade.wallets._wallets['GAS'].total == 0.260739
assert freqtrade.wallets.get_free('BNT') == 1.0
assert 'USDT' in freqtrade.wallets._wallets
assert freqtrade.wallets._last_wallet_refresh > 0
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value={
"BNT": {
"free": 1.2,
"used": 1.9,
"total": 3.5
},
"GAS": {
"free": 0.270739,
"used": 0.1,
"total": 0.260439
},
})
)
freqtrade.wallets.update()
# USDT is missing from the 2nd result - so should not be in this either.
assert len(freqtrade.wallets._wallets) == 2
assert freqtrade.wallets._wallets['BNT'].free == 1.2
assert freqtrade.wallets._wallets['BNT'].used == 1.9
assert freqtrade.wallets._wallets['BNT'].total == 3.5
assert freqtrade.wallets._wallets['GAS'].free == 0.270739
assert freqtrade.wallets._wallets['GAS'].used == 0.1
assert freqtrade.wallets._wallets['GAS'].total == 0.260439
assert freqtrade.wallets.get_free('GAS') == 0.270739
assert freqtrade.wallets.get_used('GAS') == 0.1
assert freqtrade.wallets.get_total('GAS') == 0.260439
update_mock = mocker.patch('freqtrade.wallets.Wallets._update_live')
freqtrade.wallets.update(False)
assert update_mock.call_count == 0
freqtrade.wallets.update()
assert update_mock.call_count == 1
assert freqtrade.wallets.get_free('NOCURRENCY') == 0
assert freqtrade.wallets.get_used('NOCURRENCY') == 0
assert freqtrade.wallets.get_total('NOCURRENCY') == 0
def test_sync_wallet_missing_data(mocker, default_conf):
default_conf['dry_run'] = False
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value={
"BNT": {
"free": 1.0,
"used": 2.0,
"total": 3.0
},
"GAS": {
"free": 0.260739,
"total": 0.260739
},
})
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert len(freqtrade.wallets._wallets) == 2
assert freqtrade.wallets._wallets['BNT'].free == 1.0
assert freqtrade.wallets._wallets['BNT'].used == 2.0
assert freqtrade.wallets._wallets['BNT'].total == 3.0
assert freqtrade.wallets._wallets['GAS'].free == 0.260739
assert freqtrade.wallets._wallets['GAS'].used is None
assert freqtrade.wallets._wallets['GAS'].total == 0.260739
assert freqtrade.wallets.get_free('GAS') == 0.260739
def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
(1, None, 50, 66.66666),
(0.99, None, 49.5, 66.0),
(0.50, None, 25, 33.3333),
# Tests with capital ignore balance_ratio
(1, 100, 50, 0.0),
(0.99, 200, 50, 66.66666),
(0.99, 150, 50, 50),
(0.50, 50, 25, 0.0),
(0.50, 10, 5, 0.0),
])
def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
result1, result2, limit_buy_order_open,
fee, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
create_order=MagicMock(return_value=limit_buy_order_open),
get_fee=fee
)
conf = deepcopy(default_conf)
conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
conf['dry_run_wallet'] = 100
conf['max_open_trades'] = 2
conf['tradable_balance_ratio'] = balance_ratio
if capital is not None:
conf['available_capital'] = capital
freqtrade = get_patched_freqtradebot(mocker, conf)
# no open trades, order amount should be 'balance / max_open_trades'
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
assert result == result1
# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
freqtrade.execute_entry('ETH/USDT', result)
result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
assert result == result1
# create 2 trades, order amount should be None
freqtrade.execute_entry('LTC/BTC', result)
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
assert result == 0
freqtrade.config['max_open_trades'] = 3
freqtrade.config['dry_run_wallet'] = 200
freqtrade.wallets.start_cap = 200
result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
assert round(result, 4) == round(result2, 4)
# set max_open_trades = None, so do not trade
freqtrade.config['max_open_trades'] = 0
result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
assert result == 0
@pytest.mark.parametrize('stake_amount,min_stake,stake_available,max_stake,trade_amount,expected', [
(22, 11, 50, 10000, None, 22),
(100, 11, 500, 10000, None, 100),
(1000, 11, 500, 10000, None, 500), # Above stake_available
(700, 11, 1000, 400, None, 400), # Above max_stake, below stake available
(20, 15, 10, 10000, None, 0), # Minimum stake > stake_available
(9, 11, 100, 10000, None, 11), # Below min stake
(1, 15, 10, 10000, None, 0), # Below min stake and min_stake > stake_available
(20, 50, 100, 10000, None, 0), # Below min stake and stake * 1.3 > min_stake
(1000, None, 1000, 10000, None, 1000), # No min-stake-amount could be determined
(2000, 15, 2000, 3000, 1500, 1500), # Rebuy - resulting in too high stake amount. Adjusting.
])
def test_validate_stake_amount(
mocker,
default_conf,
stake_amount,
min_stake,
stake_available,
max_stake,
trade_amount,
expected,
):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
mocker.patch("freqtrade.wallets.Wallets.get_available_stake_amount",
return_value=stake_available)
res = freqtrade.wallets.validate_stake_amount(
'XRP/USDT', stake_amount, min_stake, max_stake, trade_amount)
assert res == expected
@pytest.mark.parametrize('available_capital,closed_profit,open_stakes,free,expected', [
(None, 10, 100, 910, 1000),
(None, 0, 0, 2500, 2500),
(None, 500, 0, 2500, 2000),
(None, 500, 0, 2500, 2000),
(None, -70, 0, 1930, 2000),
# Only available balance matters when it's set.
(100, 0, 0, 0, 100),
(1000, 0, 2, 5, 1000),
(1235, 2250, 2, 5, 1235),
(1235, -2250, 2, 5, 1235),
])
def test_get_starting_balance(mocker, default_conf, available_capital, closed_profit,
open_stakes, free, expected):
if available_capital:
default_conf['available_capital'] = available_capital
mocker.patch("freqtrade.persistence.models.Trade.get_total_closed_profit",
return_value=closed_profit)
mocker.patch("freqtrade.persistence.models.Trade.total_open_trades_stakes",
return_value=open_stakes)
mocker.patch("freqtrade.wallets.Wallets.get_free", return_value=free)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert freqtrade.wallets.get_starting_balance() == expected
def test_sync_wallet_futures_live(mocker, default_conf):
default_conf['dry_run'] = False
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
mock_result = [
{
"symbol": "ETH/USDT:USDT",
"timestamp": None,
"datetime": None,
"initialMargin": 0.0,
"initialMarginPercentage": None,
"maintenanceMargin": 0.0,
"maintenanceMarginPercentage": 0.005,
"entryPrice": 0.0,
"notional": 100.0,
"leverage": 5.0,
"unrealizedPnl": 0.0,
"contracts": 100.0,
"contractSize": 1,
"marginRatio": None,
"liquidationPrice": 0.0,
"markPrice": 2896.41,
"collateral": 20,
"marginType": "isolated",
"side": 'short',
"percentage": None
},
{
"symbol": "ADA/USDT:USDT",
"timestamp": None,
"datetime": None,
"initialMargin": 0.0,
"initialMarginPercentage": None,
"maintenanceMargin": 0.0,
"maintenanceMarginPercentage": 0.005,
"entryPrice": 0.0,
"notional": 100.0,
"leverage": 5.0,
"unrealizedPnl": 0.0,
"contracts": 100.0,
"contractSize": 1,
"marginRatio": None,
"liquidationPrice": 0.0,
"markPrice": 0.91,
"collateral": 20,
"marginType": "isolated",
"side": 'short',
"percentage": None
},
{
# Closed position
"symbol": "SOL/BUSD:BUSD",
"timestamp": None,
"datetime": None,
"initialMargin": 0.0,
"initialMarginPercentage": None,
"maintenanceMargin": 0.0,
"maintenanceMarginPercentage": 0.005,
"entryPrice": 0.0,
"notional": 0.0,
"leverage": 5.0,
"unrealizedPnl": 0.0,
"contracts": 0.0,
"contractSize": 1,
"marginRatio": None,
"liquidationPrice": 0.0,
"markPrice": 15.41,
"collateral": 0.0,
"marginType": "isolated",
"side": 'short',
"percentage": None
}
]
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_balances=MagicMock(return_value={
"USDT": {
"free": 900,
"used": 100,
"total": 1000
},
}),
fetch_positions=MagicMock(return_value=mock_result)
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert len(freqtrade.wallets._wallets) == 1
assert len(freqtrade.wallets._positions) == 2
assert 'USDT' in freqtrade.wallets._wallets
assert 'ETH/USDT:USDT' in freqtrade.wallets._positions
assert freqtrade.wallets._last_wallet_refresh > 0
# Remove ETH/USDT:USDT position
del mock_result[0]
freqtrade.wallets.update()
assert len(freqtrade.wallets._positions) == 1
assert 'ETH/USDT:USDT' not in freqtrade.wallets._positions
def test_sync_wallet_futures_dry(mocker, default_conf, fee):
default_conf['dry_run'] = True
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
assert len(freqtrade.wallets._wallets) == 1
assert len(freqtrade.wallets._positions) == 0
create_mock_trades(fee, is_short=None)
freqtrade.wallets.update()
assert len(freqtrade.wallets._wallets) == 1
assert len(freqtrade.wallets._positions) == 4
positions = freqtrade.wallets.get_all_positions()
positions['ETH/BTC'].side == 'short'
positions['ETC/BTC'].side == 'long'
positions['XRP/BTC'].side == 'long'
positions['LTC/BTC'].side == 'short'
assert freqtrade.wallets.get_starting_balance() == default_conf['dry_run_wallet']
total = freqtrade.wallets.get_total('BTC')
free = freqtrade.wallets.get_free('BTC')
used = freqtrade.wallets.get_used('BTC')
assert free + used == total
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