mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 12:13:57 +00:00
413 lines
15 KiB
Python
413 lines
15 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
|
|
import logging
|
|
from pathlib import Path
|
|
from unittest.mock import MagicMock
|
|
|
|
import pytest
|
|
from sqlalchemy import create_engine, text
|
|
|
|
from freqtrade.constants import DEFAULT_DB_PROD_URL
|
|
from freqtrade.enums import TradingMode
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.persistence import Trade, init_db
|
|
from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
|
|
from freqtrade.persistence.models import PairLock
|
|
from tests.conftest import log_has
|
|
|
|
|
|
spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
|
|
|
|
|
|
def test_init_create_session(default_conf):
|
|
# Check if init create a session
|
|
init_db(default_conf['db_url'])
|
|
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'])
|
|
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')
|
|
|
|
with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
|
|
init_db('sqlite:///')
|
|
|
|
|
|
def test_init_prod_db(default_conf, mocker):
|
|
default_conf.update({'dry_run': False})
|
|
default_conf.update({'db_url': DEFAULT_DB_PROD_URL})
|
|
|
|
create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
|
|
|
|
init_db(default_conf['db_url'])
|
|
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'])
|
|
assert Path(filename).is_file()
|
|
|
|
|
|
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))
|
|
);"""
|
|
create_table_order = """CREATE TABLE orders (
|
|
id INTEGER NOT NULL,
|
|
ft_trade_id INTEGER,
|
|
ft_order_side VARCHAR(25) NOT NULL,
|
|
ft_pair VARCHAR(25) NOT NULL,
|
|
ft_is_open BOOLEAN NOT NULL,
|
|
order_id VARCHAR(255) NOT NULL,
|
|
status VARCHAR(255),
|
|
symbol VARCHAR(25),
|
|
order_type VARCHAR(50),
|
|
side VARCHAR(25),
|
|
price FLOAT,
|
|
amount FLOAT,
|
|
filled FLOAT,
|
|
remaining FLOAT,
|
|
cost FLOAT,
|
|
order_date DATETIME,
|
|
order_filled_date DATETIME,
|
|
order_update_date DATETIME,
|
|
PRIMARY KEY (id)
|
|
);"""
|
|
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', 'dry_stop_order_id222')
|
|
""".format(fee=fee.return_value,
|
|
stake=default_conf.get("stake_amount"),
|
|
amount=amount
|
|
)
|
|
insert_orders = f"""
|
|
insert into orders (
|
|
ft_trade_id,
|
|
ft_order_side,
|
|
ft_pair,
|
|
ft_is_open,
|
|
order_id,
|
|
status,
|
|
symbol,
|
|
order_type,
|
|
side,
|
|
price,
|
|
amount,
|
|
filled,
|
|
remaining,
|
|
cost)
|
|
values (
|
|
1,
|
|
'buy',
|
|
'ETC/BTC',
|
|
0,
|
|
'dry_buy_order',
|
|
'closed',
|
|
'ETC/BTC',
|
|
'limit',
|
|
'buy',
|
|
0.00258580,
|
|
{amount},
|
|
{amount},
|
|
0,
|
|
{amount * 0.00258580}
|
|
),
|
|
(
|
|
1,
|
|
'buy',
|
|
'ETC/BTC',
|
|
1,
|
|
'dry_buy_order22',
|
|
'canceled',
|
|
'ETC/BTC',
|
|
'limit',
|
|
'buy',
|
|
0.00258580,
|
|
{amount},
|
|
{amount},
|
|
0,
|
|
{amount * 0.00258580}
|
|
),
|
|
(
|
|
1,
|
|
'stoploss',
|
|
'ETC/BTC',
|
|
1,
|
|
'dry_stop_order_id11X',
|
|
'canceled',
|
|
'ETC/BTC',
|
|
'limit',
|
|
'sell',
|
|
0.00258580,
|
|
{amount},
|
|
{amount},
|
|
0,
|
|
{amount * 0.00258580}
|
|
),
|
|
(
|
|
1,
|
|
'stoploss',
|
|
'ETC/BTC',
|
|
1,
|
|
'dry_stop_order_id222',
|
|
'open',
|
|
'ETC/BTC',
|
|
'limit',
|
|
'sell',
|
|
0.00258580,
|
|
{amount},
|
|
{amount},
|
|
0,
|
|
{amount * 0.00258580}
|
|
)
|
|
"""
|
|
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_table_order))
|
|
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))
|
|
connection.execute(text(insert_orders))
|
|
|
|
# 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'])
|
|
|
|
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.exit_reason is None
|
|
assert trade.strategy is None
|
|
assert trade.timeframe == '5m'
|
|
assert trade.stoploss_order_id == 'dry_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 log_has("Database migration finished.", caplog)
|
|
assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
|
|
trade.amount, trade.open_rate)
|
|
assert trade.close_profit_abs is None
|
|
assert trade.stake_amount == trade.max_stake_amount
|
|
|
|
orders = trade.orders
|
|
assert len(orders) == 4
|
|
assert orders[0].order_id == 'dry_buy_order'
|
|
assert orders[0].ft_order_side == 'buy'
|
|
|
|
assert orders[-1].order_id == 'dry_stop_order_id222'
|
|
assert orders[-1].ft_order_side == 'stoploss'
|
|
assert orders[-1].ft_is_open is True
|
|
|
|
assert orders[1].order_id == 'dry_buy_order22'
|
|
assert orders[1].ft_order_side == 'buy'
|
|
assert orders[1].ft_is_open is False
|
|
|
|
assert orders[2].order_id == 'dry_stop_order_id11X'
|
|
assert orders[2].ft_order_side == 'stoploss'
|
|
assert orders[2].ft_is_open is False
|
|
|
|
|
|
def test_migrate_too_old(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
|
|
with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
|
|
init_db(default_conf['db_url'])
|
|
|
|
|
|
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, 5)
|
|
|
|
assert engine.begin.call_count == 1
|
|
engine.reset_mock()
|
|
engine.begin.reset_mock()
|
|
|
|
engine.name = 'somethingelse'
|
|
set_sequence_ids(engine, 22, 55, 6)
|
|
|
|
assert engine.begin.call_count == 0
|
|
|
|
|
|
def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
|
|
"""
|
|
Test Database migration (starting with new pairformat)
|
|
"""
|
|
caplog.set_level(logging.DEBUG)
|
|
# Always create all columns apart from the last!
|
|
create_table_old = """CREATE TABLE pairlocks (
|
|
id INTEGER NOT NULL,
|
|
pair VARCHAR(25) NOT NULL,
|
|
reason VARCHAR(255),
|
|
lock_time DATETIME NOT NULL,
|
|
lock_end_time DATETIME NOT NULL,
|
|
active BOOLEAN NOT NULL,
|
|
PRIMARY KEY (id)
|
|
)
|
|
"""
|
|
create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)"
|
|
create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)"
|
|
create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)"
|
|
insert_table_old = """INSERT INTO pairlocks (
|
|
id, pair, reason, lock_time, lock_end_time, active)
|
|
VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1)
|
|
"""
|
|
insert_table_old2 = """INSERT INTO pairlocks (
|
|
id, pair, reason, lock_time, lock_end_time, active)
|
|
VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1)
|
|
"""
|
|
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))
|
|
connection.execute(text(insert_table_old2))
|
|
connection.execute(text(create_index1))
|
|
connection.execute(text(create_index2))
|
|
connection.execute(text(create_index3))
|
|
|
|
init_db(default_conf['db_url'])
|
|
|
|
assert len(PairLock.query.all()) == 2
|
|
assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
|
|
pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all()
|
|
assert len(pairlocks) == 1
|
|
pairlocks[0].pair == 'ETH/BTC'
|
|
pairlocks[0].side == '*'
|