mirror of
https://github.com/freqtrade/freqtrade.git
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453 lines
16 KiB
Python
453 lines
16 KiB
Python
# pragma pylint: disable=missing-docstring
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from copy import deepcopy
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from unittest.mock import MagicMock
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import pytest
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from sqlalchemy import select
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from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
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from freqtrade.exceptions import DependencyException
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from freqtrade.persistence import Trade
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from tests.conftest import (
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EXMS,
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create_mock_trades,
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create_mock_trades_usdt,
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get_patched_freqtradebot,
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patch_wallet,
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)
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def test_sync_wallet_at_boot(mocker, default_conf):
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default_conf["dry_run"] = False
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(
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return_value={
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"BNT": {"free": 1.0, "used": 2.0, "total": 3.0},
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"GAS": {"free": 0.260739, "used": 0.0, "total": 0.260739},
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"USDT": {"free": 20, "used": 20, "total": 40},
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}
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),
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 3
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assert freqtrade.wallets._wallets["BNT"].free == 1.0
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assert freqtrade.wallets._wallets["BNT"].used == 2.0
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assert freqtrade.wallets._wallets["BNT"].total == 3.0
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assert freqtrade.wallets._wallets["GAS"].free == 0.260739
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assert freqtrade.wallets._wallets["GAS"].used == 0.0
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assert freqtrade.wallets._wallets["GAS"].total == 0.260739
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assert freqtrade.wallets.get_free("BNT") == 1.0
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assert "USDT" in freqtrade.wallets._wallets
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assert freqtrade.wallets._last_wallet_refresh is not None
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(
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return_value={
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"BNT": {"free": 1.2, "used": 1.9, "total": 3.5},
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"GAS": {"free": 0.270739, "used": 0.1, "total": 0.260439},
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}
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),
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)
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freqtrade.wallets.update()
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# USDT is missing from the 2nd result - so should not be in this either.
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assert len(freqtrade.wallets._wallets) == 2
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assert freqtrade.wallets._wallets["BNT"].free == 1.2
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assert freqtrade.wallets._wallets["BNT"].used == 1.9
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assert freqtrade.wallets._wallets["BNT"].total == 3.5
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assert freqtrade.wallets._wallets["GAS"].free == 0.270739
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assert freqtrade.wallets._wallets["GAS"].used == 0.1
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assert freqtrade.wallets._wallets["GAS"].total == 0.260439
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assert freqtrade.wallets.get_free("GAS") == 0.270739
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assert freqtrade.wallets.get_used("GAS") == 0.1
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assert freqtrade.wallets.get_total("GAS") == 0.260439
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assert freqtrade.wallets.get_owned("GAS/USDT", "GAS") == 0.260439
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update_mock = mocker.patch("freqtrade.wallets.Wallets._update_live")
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freqtrade.wallets.update(False)
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assert update_mock.call_count == 0
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freqtrade.wallets.update()
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assert update_mock.call_count == 1
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assert freqtrade.wallets.get_free("NOCURRENCY") == 0
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assert freqtrade.wallets.get_used("NOCURRENCY") == 0
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assert freqtrade.wallets.get_total("NOCURRENCY") == 0
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assert freqtrade.wallets.get_owned("NOCURRENCY/USDT", "NOCURRENCY") == 0
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def test_sync_wallet_missing_data(mocker, default_conf):
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default_conf["dry_run"] = False
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(
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return_value={
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"BNT": {"free": 1.0, "used": 2.0, "total": 3.0},
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"GAS": {"free": 0.260739, "total": 0.260739},
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}
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),
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 2
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assert freqtrade.wallets._wallets["BNT"].free == 1.0
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assert freqtrade.wallets._wallets["BNT"].used == 2.0
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assert freqtrade.wallets._wallets["BNT"].total == 3.0
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assert freqtrade.wallets._wallets["GAS"].free == 0.260739
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assert freqtrade.wallets._wallets["GAS"].used == 0.0
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assert freqtrade.wallets._wallets["GAS"].total == 0.260739
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assert freqtrade.wallets.get_free("GAS") == 0.260739
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def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
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patch_wallet(mocker, free=default_conf["stake_amount"] * 0.5)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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with pytest.raises(DependencyException, match=r".*stake amount.*"):
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freqtrade.wallets.get_trade_stake_amount("ETH/BTC", 1)
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@pytest.mark.parametrize(
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"balance_ratio,capital,result1,result2",
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[
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(1, None, 50, 66.66666),
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(0.99, None, 49.5, 66.0),
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(0.50, None, 25, 33.3333),
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# Tests with capital ignore balance_ratio
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(1, 100, 50, 0.0),
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(0.99, 200, 50, 66.66666),
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(0.99, 150, 50, 50),
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(0.50, 50, 25, 0.0),
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(0.50, 10, 5, 0.0),
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],
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)
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def test_get_trade_stake_amount_unlimited_amount(
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default_conf,
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ticker,
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balance_ratio,
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capital,
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result1,
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result2,
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limit_buy_order_open,
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fee,
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mocker,
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) -> None:
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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create_order=MagicMock(return_value=limit_buy_order_open),
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get_fee=fee,
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)
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conf = deepcopy(default_conf)
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conf["stake_amount"] = UNLIMITED_STAKE_AMOUNT
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conf["dry_run_wallet"] = 100
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conf["tradable_balance_ratio"] = balance_ratio
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if capital is not None:
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conf["available_capital"] = capital
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freqtrade = get_patched_freqtradebot(mocker, conf)
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# no open trades, order amount should be 'balance / max_open_trades'
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result = freqtrade.wallets.get_trade_stake_amount("ETH/USDT", 2)
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assert result == result1
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# create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
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freqtrade.execute_entry("ETH/USDT", result)
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result = freqtrade.wallets.get_trade_stake_amount("LTC/USDT", 2)
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assert result == result1
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# create 2 trades, order amount should be None
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freqtrade.execute_entry("LTC/BTC", result)
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result = freqtrade.wallets.get_trade_stake_amount("XRP/USDT", 2)
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assert result == 0
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freqtrade.config["dry_run_wallet"] = 200
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freqtrade.wallets.start_cap = 200
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result = freqtrade.wallets.get_trade_stake_amount("XRP/USDT", 3)
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assert round(result, 4) == round(result2, 4)
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# set max_open_trades = None, so do not trade
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result = freqtrade.wallets.get_trade_stake_amount("NEO/USDT", 0)
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assert result == 0
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@pytest.mark.parametrize(
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"stake_amount,min_stake,stake_available,max_stake,trade_amount,expected",
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[
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(22, 11, 50, 10000, None, 22),
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(100, 11, 500, 10000, None, 100),
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(1000, 11, 500, 10000, None, 500), # Above stake_available
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(700, 11, 1000, 400, None, 400), # Above max_stake, below stake available
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(20, 15, 10, 10000, None, 0), # Minimum stake > stake_available
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(9, 11, 100, 10000, None, 11), # Below min stake
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(1, 15, 10, 10000, None, 0), # Below min stake and min_stake > stake_available
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(20, 50, 100, 10000, None, 0), # Below min stake and stake * 1.3 > min_stake
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(1000, None, 1000, 10000, None, 1000), # No min-stake-amount could be determined
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# Rebuy - resulting in too high stake amount. Adjusting.
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(2000, 15, 2000, 3000, 1500, 1500),
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],
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)
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def test_validate_stake_amount(
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mocker,
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default_conf,
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stake_amount,
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min_stake,
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stake_available,
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max_stake,
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trade_amount,
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expected,
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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.wallets.Wallets.get_available_stake_amount", return_value=stake_available
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)
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res = freqtrade.wallets.validate_stake_amount(
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"XRP/USDT", stake_amount, min_stake, max_stake, trade_amount
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)
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assert res == expected
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@pytest.mark.parametrize(
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"available_capital,closed_profit,open_stakes,free,expected",
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[
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(None, 10, 100, 910, 1000),
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(None, 0, 0, 2500, 2500),
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(None, 500, 0, 2500, 2000),
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(None, 500, 0, 2500, 2000),
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(None, -70, 0, 1930, 2000),
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# Only available balance matters when it's set.
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(100, 0, 0, 0, 100),
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(1000, 0, 2, 5, 1000),
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(1235, 2250, 2, 5, 1235),
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(1235, -2250, 2, 5, 1235),
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],
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)
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def test_get_starting_balance(
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mocker, default_conf, available_capital, closed_profit, open_stakes, free, expected
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):
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if available_capital:
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default_conf["available_capital"] = available_capital
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mocker.patch(
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"freqtrade.persistence.models.Trade.get_total_closed_profit", return_value=closed_profit
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)
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mocker.patch(
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"freqtrade.persistence.models.Trade.total_open_trades_stakes", return_value=open_stakes
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)
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mocker.patch("freqtrade.wallets.Wallets.get_free", return_value=free)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert freqtrade.wallets.get_starting_balance() == expected
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def test_sync_wallet_futures_live(mocker, default_conf):
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default_conf["dry_run"] = False
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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mock_result = [
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{
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"symbol": "ETH/USDT:USDT",
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"timestamp": None,
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"datetime": None,
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"initialMargin": 0.0,
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"initialMarginPercentage": None,
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"maintenanceMargin": 0.0,
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"maintenanceMarginPercentage": 0.005,
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"entryPrice": 0.0,
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"notional": 100.0,
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"leverage": 5.0,
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"unrealizedPnl": 0.0,
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"contracts": 100.0,
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"contractSize": 1,
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"marginRatio": None,
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"liquidationPrice": 0.0,
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"markPrice": 2896.41,
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"collateral": 20,
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"marginType": "isolated",
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"side": "short",
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"percentage": None,
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},
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{
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"symbol": "ADA/USDT:USDT",
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"timestamp": None,
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"datetime": None,
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"initialMargin": 0.0,
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"initialMarginPercentage": None,
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"maintenanceMargin": 0.0,
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"maintenanceMarginPercentage": 0.005,
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"entryPrice": 0.0,
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"notional": 100.0,
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"leverage": 5.0,
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"unrealizedPnl": 0.0,
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"contracts": 100.0,
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"contractSize": 1,
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"marginRatio": None,
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"liquidationPrice": 0.0,
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"markPrice": 0.91,
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"collateral": 20,
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"marginType": "isolated",
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"side": "short",
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"percentage": None,
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},
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{
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# Closed position
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"symbol": "SOL/BUSD:BUSD",
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"timestamp": None,
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"datetime": None,
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"initialMargin": 0.0,
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"initialMarginPercentage": None,
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"maintenanceMargin": 0.0,
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"maintenanceMarginPercentage": 0.005,
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"entryPrice": 0.0,
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"notional": 0.0,
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"leverage": 5.0,
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"unrealizedPnl": 0.0,
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"contracts": 0.0,
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"contractSize": 1,
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"marginRatio": None,
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"liquidationPrice": 0.0,
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"markPrice": 15.41,
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"collateral": 0.0,
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"marginType": "isolated",
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"side": "short",
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"percentage": None,
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},
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]
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mocker.patch.multiple(
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EXMS,
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get_balances=MagicMock(
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return_value={
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"USDT": {"free": 900, "used": 100, "total": 1000},
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}
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),
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fetch_positions=MagicMock(return_value=mock_result),
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)
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 2
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assert "USDT" in freqtrade.wallets._wallets
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assert "ETH/USDT:USDT" in freqtrade.wallets._positions
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assert freqtrade.wallets._last_wallet_refresh is not None
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assert freqtrade.wallets.get_owned("ETH/USDT:USDT", "ETH") == 1000
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assert freqtrade.wallets.get_owned("SOL/USDT:USDT", "SOL") == 0
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# Remove ETH/USDT:USDT position
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del mock_result[0]
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freqtrade.wallets.update()
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assert len(freqtrade.wallets._positions) == 1
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assert "ETH/USDT:USDT" not in freqtrade.wallets._positions
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def test_sync_wallet_dry(mocker, default_conf_usdt, fee):
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default_conf_usdt["dry_run"] = True
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freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 0
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assert freqtrade.wallets.get_total("USDT") == 1000
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create_mock_trades_usdt(fee, is_short=None)
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freqtrade.wallets.update()
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assert len(freqtrade.wallets._wallets) == 5
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assert len(freqtrade.wallets._positions) == 0
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bal = freqtrade.wallets.get_all_balances()
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assert bal["NEO"].total == 10
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assert bal["XRP"].total == 10
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assert bal["LTC"].total == 2
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usdt_bal = bal["USDT"]
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assert usdt_bal.free == 922.74
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assert usdt_bal.total == 942.74
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assert usdt_bal.used == 20.0
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# sum of used and free should be total.
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assert usdt_bal.total == usdt_bal.free + usdt_bal.used
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assert freqtrade.wallets.get_starting_balance() == default_conf_usdt["dry_run_wallet"]
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total = freqtrade.wallets.get_total("LTC")
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free = freqtrade.wallets.get_free("LTC")
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used = freqtrade.wallets.get_used("LTC")
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assert used != 0
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assert free + used == total
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def test_sync_wallet_futures_dry(mocker, default_conf, fee):
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default_conf["dry_run"] = True
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 0
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create_mock_trades(fee, is_short=None)
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freqtrade.wallets.update()
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assert len(freqtrade.wallets._wallets) == 1
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assert len(freqtrade.wallets._positions) == 4
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positions = freqtrade.wallets.get_all_positions()
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assert positions["ETH/BTC"].side == "short"
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assert positions["ETC/BTC"].side == "long"
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assert positions["XRP/BTC"].side == "long"
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assert positions["LTC/BTC"].side == "short"
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assert freqtrade.wallets.get_starting_balance() == default_conf["dry_run_wallet"]
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total = freqtrade.wallets.get_total("BTC")
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free = freqtrade.wallets.get_free("BTC")
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used = freqtrade.wallets.get_used("BTC")
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assert free + used == total
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def test_check_exit_amount(mocker, default_conf, fee):
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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update_mock = mocker.patch("freqtrade.wallets.Wallets.update")
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total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=123)
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create_mock_trades(fee, is_short=None)
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trade = Trade.session.scalars(select(Trade)).first()
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assert trade.amount == 123
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assert freqtrade.wallets.check_exit_amount(trade) is True
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assert update_mock.call_count == 0
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assert total_mock.call_count == 1
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update_mock.reset_mock()
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# Reduce returned amount to below the trade amount - which should
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# trigger a wallet update and return False, triggering "order refinding"
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total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=100)
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assert freqtrade.wallets.check_exit_amount(trade) is False
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assert update_mock.call_count == 1
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assert total_mock.call_count == 2
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def test_check_exit_amount_futures(mocker, default_conf, fee):
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default_conf["trading_mode"] = "futures"
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default_conf["margin_mode"] = "isolated"
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=123)
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create_mock_trades(fee, is_short=None)
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trade = Trade.session.scalars(select(Trade)).first()
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trade.trading_mode = "futures"
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assert trade.amount == 123
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assert freqtrade.wallets.check_exit_amount(trade) is True
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assert total_mock.call_count == 0
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update_mock = mocker.patch("freqtrade.wallets.Wallets.update")
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trade.amount = 150
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# Reduce returned amount to below the trade amount - which should
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# trigger a wallet update and return False, triggering "order refinding"
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assert freqtrade.wallets.check_exit_amount(trade) is False
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assert total_mock.call_count == 0
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assert update_mock.call_count == 1
|