mirror of
https://github.com/freqtrade/freqtrade.git
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9bfd34a4f3
Update stoploss order management
1303 lines
44 KiB
Python
1303 lines
44 KiB
Python
from copy import deepcopy
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from datetime import datetime, timedelta, timezone
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from unittest.mock import ANY, MagicMock, PropertyMock
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import pytest
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from numpy import isnan
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from sqlalchemy import select
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from freqtrade.edge import PairInfo
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from freqtrade.enums import SignalDirection, State, TradingMode
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from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
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from freqtrade.persistence import Order, Trade
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from freqtrade.persistence.pairlock_middleware import PairLocks
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from freqtrade.rpc import RPC, RPCException
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from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
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from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt,
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get_patched_freqtradebot, patch_get_signal)
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def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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gen_response = {
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'trade_id': 1,
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'pair': 'ETH/BTC',
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'base_currency': 'ETH',
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'quote_currency': 'BTC',
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'open_date': ANY,
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'open_timestamp': ANY,
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'is_open': ANY,
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'fee_open': ANY,
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'fee_open_cost': ANY,
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'fee_open_currency': ANY,
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'fee_close': fee.return_value,
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'fee_close_cost': ANY,
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'fee_close_currency': ANY,
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'open_rate_requested': ANY,
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'open_trade_value': 0.0010025,
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'close_rate_requested': ANY,
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'exit_reason': ANY,
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'exit_order_status': ANY,
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'min_rate': ANY,
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'max_rate': ANY,
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'strategy': ANY,
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'enter_tag': ANY,
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'timeframe': 5,
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'close_date': None,
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'close_timestamp': None,
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'open_rate': 1.098e-05,
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'close_rate': None,
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'current_rate': 1.099e-05,
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'amount': 91.07468123,
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'amount_requested': 91.07468124,
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'stake_amount': 0.001,
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'max_stake_amount': None,
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'trade_duration': None,
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'trade_duration_s': None,
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'close_profit': None,
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'close_profit_pct': None,
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'close_profit_abs': None,
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'profit_ratio': -0.00408133,
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'profit_pct': -0.41,
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'profit_abs': -4.09e-06,
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'profit_fiat': ANY,
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'stop_loss_abs': 9.89e-06,
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'stop_loss_pct': -10.0,
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'stop_loss_ratio': -0.1,
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'stoploss_last_update': ANY,
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'stoploss_last_update_timestamp': ANY,
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'initial_stop_loss_abs': 9.89e-06,
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'initial_stop_loss_pct': -10.0,
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'initial_stop_loss_ratio': -0.1,
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'stoploss_current_dist': pytest.approx(-1.0999999e-06),
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'stoploss_current_dist_ratio': -0.10009099,
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'stoploss_current_dist_pct': -10.01,
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'stoploss_entry_dist': -0.00010402,
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'stoploss_entry_dist_ratio': -0.10376381,
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'open_orders': '',
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'realized_profit': 0.0,
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'realized_profit_ratio': None,
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'total_profit_abs': -4.09e-06,
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'total_profit_fiat': ANY,
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'total_profit_ratio': None,
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'exchange': 'binance',
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'leverage': 1.0,
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'interest_rate': 0.0,
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'liquidation_price': None,
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'is_short': False,
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'funding_fees': 0.0,
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'trading_mode': TradingMode.SPOT,
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'amount_precision': 8.0,
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'price_precision': 8.0,
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'precision_mode': 2,
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'contract_size': 1,
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'has_open_orders': False,
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'orders': [{
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'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
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'cost': 0.0009999999999054, 'filled': 91.07468123, 'ft_order_side': 'buy',
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'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
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'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
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'is_open': False, 'pair': 'ETH/BTC', 'order_id': ANY,
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'remaining': ANY, 'status': ANY, 'ft_is_entry': True, 'ft_fee_base': None,
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'funding_fee': ANY, 'ft_order_tag': None,
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}],
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}
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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get_fee=fee,
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_dry_is_price_crossed=MagicMock(side_effect=[False, True]),
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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rpc = RPC(freqtradebot)
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freqtradebot.state = State.RUNNING
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with pytest.raises(RPCException, match=r'.*no active trade*'):
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rpc._rpc_trade_status()
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freqtradebot.enter_positions()
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# Open order...
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results = rpc._rpc_trade_status()
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response_unfilled = deepcopy(gen_response)
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# Different from "filled" response:
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response_unfilled.update({
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'amount': 91.07468124,
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'profit_ratio': 0.0,
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'profit_pct': 0.0,
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'profit_abs': 0.0,
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'total_profit_abs': 0.0,
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'open_orders': '(limit buy rem=91.07468123)',
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'has_open_orders': True,
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})
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response_unfilled['orders'][0].update({
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'is_open': True,
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'filled': 0.0,
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'remaining': 91.07468123
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})
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assert results[0] == response_unfilled
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# Open order without remaining
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trade = Trade.get_open_trades()[0]
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# kucoin case (no remaining set).
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trade.orders[0].remaining = None
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Trade.commit()
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results = rpc._rpc_trade_status()
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# Reuse above object, only remaining changed.
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response_unfilled['orders'][0].update({
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'remaining': None,
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})
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assert results[0] == response_unfilled
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trade = Trade.get_open_trades()[0]
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trade.orders[0].remaining = trade.amount
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Trade.commit()
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# Fill open order ...
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freqtradebot.manage_open_orders()
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trades = Trade.get_open_trades()
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freqtradebot.exit_positions(trades)
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results = rpc._rpc_trade_status()
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response = deepcopy(gen_response)
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response.update({
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'max_stake_amount': 0.001,
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'total_profit_ratio': pytest.approx(-0.00409153),
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'has_open_orders': False,
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})
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assert results[0] == response
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mocker.patch(f'{EXMS}.get_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
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results = rpc._rpc_trade_status()
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assert isnan(results[0]['profit_ratio'])
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assert isnan(results[0]['current_rate'])
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response_norate = deepcopy(gen_response)
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# Update elements that are NaN when no rate is available.
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response_norate.update({
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'stoploss_current_dist': ANY,
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'stoploss_current_dist_ratio': ANY,
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'stoploss_current_dist_pct': ANY,
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'max_stake_amount': 0.001,
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'profit_ratio': ANY,
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'profit_pct': ANY,
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'profit_abs': ANY,
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'total_profit_abs': ANY,
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'total_profit_ratio': ANY,
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'current_rate': ANY,
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})
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assert results[0] == response_norate
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def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
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mocker.patch.multiple(
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'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
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get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
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)
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mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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get_fee=fee,
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)
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del default_conf['fiat_display_currency']
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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patch_get_signal(freqtradebot)
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rpc = RPC(freqtradebot)
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freqtradebot.state = State.RUNNING
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with pytest.raises(RPCException, match=r'.*no active trade*'):
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rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
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mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False)
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freqtradebot.enter_positions()
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result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
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assert "Since" in headers
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assert "Pair" in headers
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assert 'instantly' == result[0][2]
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assert 'ETH/BTC' in result[0][1]
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assert '0.00' == result[0][3]
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assert isnan(fiat_profit_sum)
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mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True)
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freqtradebot.process()
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result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
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assert "Since" in headers
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assert "Pair" in headers
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assert 'instantly' == result[0][2]
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assert 'ETH/BTC' in result[0][1]
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assert '-0.41%' == result[0][3]
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assert isnan(fiat_profit_sum)
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# Test with fiat convert
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rpc._fiat_converter = CryptoToFiatConverter()
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result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
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assert "Since" in headers
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assert "Pair" in headers
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assert len(result[0]) == 4
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assert 'instantly' == result[0][2]
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assert 'ETH/BTC' in result[0][1]
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assert '-0.41% (-0.06)' == result[0][3]
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assert '-0.06' == f'{fiat_profit_sum:.2f}'
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rpc._config['position_adjustment_enable'] = True
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rpc._config['max_entry_position_adjustment'] = 3
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result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
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assert "# Entries" in headers
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assert len(result[0]) == 5
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# 4th column should be 1/4 - as 1 order filled (a total of 4 is possible)
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# 3 on top of the initial one.
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assert result[0][4] == '1/4'
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mocker.patch(f'{EXMS}.get_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
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result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
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assert 'instantly' == result[0][2]
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assert 'ETH/BTC' in result[0][1]
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assert 'nan%' == result[0][3]
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assert isnan(fiat_profit_sum)
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def test__rpc_timeunit_profit(
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default_conf_usdt, ticker, fee, markets, mocker, time_machine) -> None:
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time_machine.move_to("2023-09-05 10:00:00 +00:00", tick=False)
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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get_fee=fee,
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markets=PropertyMock(return_value=markets)
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
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create_mock_trades_usdt(fee)
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stake_currency = default_conf_usdt['stake_currency']
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fiat_display_currency = default_conf_usdt['fiat_display_currency']
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rpc = RPC(freqtradebot)
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rpc._fiat_converter = CryptoToFiatConverter()
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# Try valid data
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days = rpc._rpc_timeunit_profit(7, stake_currency, fiat_display_currency)
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assert len(days['data']) == 7
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assert days['stake_currency'] == default_conf_usdt['stake_currency']
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assert days['fiat_display_currency'] == default_conf_usdt['fiat_display_currency']
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for day in days['data']:
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# {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
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# 'starting_balance': 1055.37, 'rel_profit': 0.0131044,
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# 'fiat_value': 0.0, 'trade_count': 2}
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assert day['abs_profit'] in (0.0, pytest.approx(6.83), pytest.approx(-4.09))
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assert day['rel_profit'] in (0.0, pytest.approx(0.00642902), pytest.approx(-0.00383512))
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assert day['trade_count'] in (0, 1, 2)
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assert day['starting_balance'] in (pytest.approx(1062.37), pytest.approx(1066.46))
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assert day['fiat_value'] in (0.0, )
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# ensure first day is current date
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assert str(days['data'][0]['date']) == str(datetime.now(timezone.utc).date())
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# Try invalid data
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with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
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rpc._rpc_timeunit_profit(0, stake_currency, fiat_display_currency)
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@pytest.mark.parametrize('is_short', [True, False])
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def test_rpc_trade_history(mocker, default_conf, markets, fee, is_short):
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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markets=PropertyMock(return_value=markets)
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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create_mock_trades(fee, is_short)
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rpc = RPC(freqtradebot)
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rpc._fiat_converter = CryptoToFiatConverter()
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trades = rpc._rpc_trade_history(2)
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assert len(trades['trades']) == 2
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assert trades['trades_count'] == 2
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assert isinstance(trades['trades'][0], dict)
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assert isinstance(trades['trades'][1], dict)
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trades = rpc._rpc_trade_history(0)
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assert len(trades['trades']) == 2
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assert trades['trades_count'] == 2
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# The first closed trade is for ETC ... sorting is descending
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assert trades['trades'][-1]['pair'] == 'ETC/BTC'
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assert trades['trades'][0]['pair'] == 'XRP/BTC'
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@pytest.mark.parametrize('is_short', [True, False])
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def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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stoploss_mock = MagicMock()
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cancel_mock = MagicMock()
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mocker.patch.multiple(
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EXMS,
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markets=PropertyMock(return_value=markets),
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cancel_order=cancel_mock,
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cancel_stoploss_order=stoploss_mock,
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf)
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freqtradebot.strategy.order_types['stoploss_on_exchange'] = True
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create_mock_trades(fee, is_short)
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rpc = RPC(freqtradebot)
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with pytest.raises(RPCException, match='invalid argument'):
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rpc._rpc_delete('200')
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trades = Trade.session.scalars(select(Trade)).all()
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trades[2].orders.append(
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Order(
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ft_order_side='stoploss',
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ft_pair=trades[2].pair,
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ft_is_open=True,
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ft_amount=trades[2].amount,
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ft_price=trades[2].stop_loss,
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order_id='102',
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status='open',
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)
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)
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assert len(trades) > 2
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res = rpc._rpc_delete('1')
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assert isinstance(res, dict)
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assert res['result'] == 'success'
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assert res['trade_id'] == '1'
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assert res['cancel_order_count'] == 1
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assert cancel_mock.call_count == 1
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assert stoploss_mock.call_count == 0
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cancel_mock.reset_mock()
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stoploss_mock.reset_mock()
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res = rpc._rpc_delete('5')
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assert isinstance(res, dict)
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assert stoploss_mock.call_count == 1
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assert res['cancel_order_count'] == 1
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stoploss_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException)
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res = rpc._rpc_delete('3')
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assert stoploss_mock.call_count == 1
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stoploss_mock.reset_mock()
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cancel_mock = mocker.patch(f'{EXMS}.cancel_order', side_effect=InvalidOrderException)
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res = rpc._rpc_delete('4')
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assert cancel_mock.call_count == 1
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assert stoploss_mock.call_count == 0
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def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
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mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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EXMS,
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fetch_ticker=ticker,
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get_fee=fee,
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)
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freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
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stake_currency = default_conf_usdt['stake_currency']
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fiat_display_currency = default_conf_usdt['fiat_display_currency']
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rpc = RPC(freqtradebot)
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rpc._fiat_converter = CryptoToFiatConverter()
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res = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
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assert res['trade_count'] == 0
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assert res['first_trade_date'] == ''
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assert res['first_trade_timestamp'] == 0
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assert res['latest_trade_date'] == ''
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assert res['latest_trade_timestamp'] == 0
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assert res['expectancy'] == 0
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assert res['expectancy_ratio'] == 100
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# Create some test data
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create_mock_trades_usdt(fee)
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stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
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assert pytest.approx(stats['profit_closed_coin']) == 2.74
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assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
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assert pytest.approx(stats['profit_closed_fiat']) == 3.014
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assert pytest.approx(stats['profit_all_coin']) == -77.45964918
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assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
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assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
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assert pytest.approx(stats['winrate']) == 0.666666667
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assert pytest.approx(stats['expectancy']) == 0.913333333
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assert pytest.approx(stats['expectancy_ratio']) == 0.223308883
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assert stats['trade_count'] == 7
|
|
assert stats['first_trade_humanized'] == '2 days ago'
|
|
assert stats['latest_trade_humanized'] == '17 minutes ago'
|
|
assert stats['avg_duration'] in ('0:17:40')
|
|
assert stats['best_pair'] == 'XRP/USDT'
|
|
assert stats['best_rate'] == 10.0
|
|
|
|
# Test non-available pair
|
|
mocker.patch(f'{EXMS}.get_rate',
|
|
MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
|
|
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
|
assert stats['trade_count'] == 7
|
|
assert stats['first_trade_humanized'] == '2 days ago'
|
|
assert stats['latest_trade_humanized'] == '17 minutes ago'
|
|
assert stats['avg_duration'] in ('0:17:40')
|
|
assert stats['best_pair'] == 'XRP/USDT'
|
|
assert stats['best_rate'] == 10.0
|
|
assert isnan(stats['profit_all_coin'])
|
|
|
|
|
|
def test_rpc_balance_handle_error(default_conf, mocker):
|
|
mock_balance = {
|
|
'BTC': {
|
|
'free': 10.0,
|
|
'total': 12.0,
|
|
'used': 2.0,
|
|
},
|
|
'ETH': {
|
|
'free': 1.0,
|
|
'total': 5.0,
|
|
'used': 4.0,
|
|
}
|
|
}
|
|
# ETH will be skipped due to mocked Error below
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=mock_balance),
|
|
get_tickers=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
with pytest.raises(RPCException, match="Error getting current tickers."):
|
|
rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
|
|
|
|
|
|
def test_rpc_balance_handle(default_conf, mocker, tickers):
|
|
mock_balance = {
|
|
'BTC': {
|
|
'free': 10.0,
|
|
'total': 12.0,
|
|
'used': 2.0,
|
|
},
|
|
'ETH': {
|
|
'free': 1.0,
|
|
'total': 5.0,
|
|
'used': 4.0,
|
|
},
|
|
'USDT': {
|
|
'free': 5.0,
|
|
'total': 10.0,
|
|
'used': 5.0,
|
|
}
|
|
}
|
|
mock_pos = [
|
|
{
|
|
"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
|
|
}
|
|
]
|
|
|
|
mocker.patch.multiple(
|
|
'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
|
|
get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
validate_trading_mode_and_margin_mode=MagicMock(),
|
|
get_balances=MagicMock(return_value=mock_balance),
|
|
fetch_positions=MagicMock(return_value=mock_pos),
|
|
get_tickers=tickers,
|
|
get_valid_pair_combination=MagicMock(
|
|
side_effect=lambda a, b: f"{b}/{a}" if a == "USDT" else f"{a}/{b}")
|
|
)
|
|
default_conf['dry_run'] = False
|
|
default_conf['trading_mode'] = 'futures'
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
|
|
result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
|
|
assert pytest.approx(result['total']) == 30.30909624
|
|
assert pytest.approx(result['value']) == 454636.44360691
|
|
assert tickers.call_count == 1
|
|
assert tickers.call_args_list[0][1]['cached'] is True
|
|
assert 'USD' == result['symbol']
|
|
assert result['currencies'] == [
|
|
{
|
|
'currency': 'BTC',
|
|
'free': 10.0,
|
|
'balance': 12.0,
|
|
'used': 2.0,
|
|
'bot_owned': 9.9, # available stake - reducing by reserved amount
|
|
'est_stake': 10.0, # In futures mode, "free" is used here.
|
|
'est_stake_bot': 9.9,
|
|
'stake': 'BTC',
|
|
'is_position': False,
|
|
'leverage': 1.0,
|
|
'position': 0.0,
|
|
'side': 'long',
|
|
'is_bot_managed': True,
|
|
},
|
|
{
|
|
'free': 1.0,
|
|
'balance': 5.0,
|
|
'currency': 'ETH',
|
|
'bot_owned': 0,
|
|
'est_stake': 0.30794,
|
|
'est_stake_bot': 0,
|
|
'used': 4.0,
|
|
'stake': 'BTC',
|
|
'is_position': False,
|
|
'leverage': 1.0,
|
|
'position': 0.0,
|
|
'side': 'long',
|
|
'is_bot_managed': False,
|
|
},
|
|
{
|
|
'free': 5.0,
|
|
'balance': 10.0,
|
|
'currency': 'USDT',
|
|
'bot_owned': 0,
|
|
'est_stake': 0.0011562404610161968,
|
|
'est_stake_bot': 0,
|
|
'used': 5.0,
|
|
'stake': 'BTC',
|
|
'is_position': False,
|
|
'leverage': 1.0,
|
|
'position': 0.0,
|
|
'side': 'long',
|
|
'is_bot_managed': False,
|
|
},
|
|
{
|
|
'free': 0.0,
|
|
'balance': 0.0,
|
|
'currency': 'ETH/USDT:USDT',
|
|
'est_stake': 20,
|
|
'est_stake_bot': 20,
|
|
'used': 0,
|
|
'stake': 'BTC',
|
|
'is_position': True,
|
|
'leverage': 5.0,
|
|
'position': 1000.0,
|
|
'side': 'short',
|
|
'is_bot_managed': True,
|
|
}
|
|
]
|
|
assert pytest.approx(result['total_bot']) == 29.9
|
|
assert pytest.approx(result['total']) == 30.309096
|
|
assert result['starting_capital'] == 10
|
|
# Very high starting capital ratio, because the futures position really has the wrong unit.
|
|
# TODO: improve this test (see comment above)
|
|
assert result['starting_capital_ratio'] == pytest.approx(1.98999999)
|
|
|
|
|
|
def test_rpc_start(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.STOPPED
|
|
|
|
result = rpc._rpc_start()
|
|
assert {'status': 'starting trader ...'} == result
|
|
assert freqtradebot.state == State.RUNNING
|
|
|
|
result = rpc._rpc_start()
|
|
assert {'status': 'already running'} == result
|
|
assert freqtradebot.state == State.RUNNING
|
|
|
|
|
|
def test_rpc_stop(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.RUNNING
|
|
|
|
result = rpc._rpc_stop()
|
|
assert {'status': 'stopping trader ...'} == result
|
|
assert freqtradebot.state == State.STOPPED
|
|
|
|
result = rpc._rpc_stop()
|
|
|
|
assert {'status': 'already stopped'} == result
|
|
assert freqtradebot.state == State.STOPPED
|
|
|
|
|
|
def test_rpc_stopentry(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.RUNNING
|
|
|
|
assert freqtradebot.config['max_open_trades'] != 0
|
|
result = rpc._rpc_stopentry()
|
|
assert {'status': 'No more entries will occur from now. Run /reload_config to reset.'} == result
|
|
assert freqtradebot.config['max_open_trades'] == 0
|
|
|
|
|
|
def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
fetch_ticker=ticker,
|
|
cancel_order=cancel_order_mock,
|
|
fetch_order=MagicMock(
|
|
return_value={
|
|
'status': 'closed',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': 0.0,
|
|
}
|
|
),
|
|
_dry_is_price_crossed=MagicMock(return_value=True),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
freqtradebot.state = State.STOPPED
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_force_exit(None)
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
with pytest.raises(RPCException, match=r'.*invalid argument*'):
|
|
rpc._rpc_force_exit(None)
|
|
|
|
msg = rpc._rpc_force_exit('all')
|
|
assert msg == {'result': 'Created exit orders for all open trades.'}
|
|
|
|
freqtradebot.enter_positions()
|
|
msg = rpc._rpc_force_exit('all')
|
|
assert msg == {'result': 'Created exit orders for all open trades.'}
|
|
|
|
freqtradebot.enter_positions()
|
|
msg = rpc._rpc_force_exit('2')
|
|
assert msg == {'result': 'Created exit order for trade 2.'}
|
|
|
|
freqtradebot.state = State.STOPPED
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_force_exit(None)
|
|
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_force_exit('all')
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
assert cancel_order_mock.call_count == 0
|
|
mocker.patch(f'{EXMS}._dry_is_price_crossed', MagicMock(return_value=False))
|
|
freqtradebot.enter_positions()
|
|
# make an limit-buy open trade
|
|
trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first()
|
|
filled_amount = trade.amount / 2
|
|
# Fetch order - it's open first, and closed after cancel_order is called.
|
|
mocker.patch(
|
|
f'{EXMS}.fetch_order',
|
|
side_effect=[{
|
|
'id': trade.orders[0].order_id,
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
}, {
|
|
'id': trade.orders[0].order_id,
|
|
'status': 'closed',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
}]
|
|
)
|
|
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
|
|
# and trade amount is updated
|
|
rpc._rpc_force_exit('3')
|
|
assert cancel_order_mock.call_count == 1
|
|
assert pytest.approx(trade.amount) == filled_amount
|
|
|
|
mocker.patch(
|
|
f'{EXMS}.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
})
|
|
|
|
freqtradebot.config['max_open_trades'] = 3
|
|
freqtradebot.enter_positions()
|
|
|
|
cancel_order_mock.reset_mock()
|
|
trade = Trade.session.scalars(select(Trade).filter(Trade.id == '3')).first()
|
|
amount = trade.amount
|
|
# make an limit-sell open order trade
|
|
mocker.patch(
|
|
f'{EXMS}.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'sell',
|
|
'amount': amount,
|
|
'remaining': amount,
|
|
'filled': 0.0,
|
|
'id': trade.orders[-1].order_id,
|
|
}
|
|
)
|
|
cancel_order_3 = mocker.patch(
|
|
f'{EXMS}.cancel_order_with_result',
|
|
return_value={
|
|
'status': 'canceled',
|
|
'type': 'limit',
|
|
'side': 'sell',
|
|
'amount': amount,
|
|
'remaining': amount,
|
|
'filled': 0.0,
|
|
'id': trade.orders[-1].order_id,
|
|
}
|
|
)
|
|
msg = rpc._rpc_force_exit('3')
|
|
assert msg == {'result': 'Created exit order for trade 3.'}
|
|
# status quo, no exchange calls
|
|
assert cancel_order_3.call_count == 1
|
|
assert cancel_order_mock.call_count == 0
|
|
|
|
trade = Trade.session.scalars(select(Trade).filter(Trade.id == '4')).first()
|
|
amount = trade.amount
|
|
# make an limit-buy open trade, if there is no 'filled', don't sell it
|
|
mocker.patch(
|
|
f'{EXMS}.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': None
|
|
}
|
|
)
|
|
cancel_order_4 = mocker.patch(
|
|
f'{EXMS}.cancel_order_with_result',
|
|
return_value={
|
|
'status': 'canceled',
|
|
'type': 'limit',
|
|
'side': 'sell',
|
|
'amount': amount,
|
|
'remaining': 0.0,
|
|
'filled': amount,
|
|
'id': trade.orders[0].order_id,
|
|
}
|
|
)
|
|
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
|
|
msg = rpc._rpc_force_exit('4')
|
|
assert msg == {'result': 'Created exit order for trade 4.'}
|
|
assert cancel_order_4.call_count == 1
|
|
assert cancel_order_mock.call_count == 0
|
|
assert pytest.approx(trade.amount) == amount
|
|
|
|
|
|
def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
# Create some test data
|
|
create_mock_trades_usdt(fee)
|
|
|
|
res = rpc._rpc_performance()
|
|
assert len(res) == 3
|
|
assert res[0]['pair'] == 'NEO/USDT'
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['profit_pct'] == 5.0
|
|
|
|
|
|
def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
|
|
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
create_mock_trades_usdt(fee)
|
|
freqtradebot.enter_positions()
|
|
|
|
res = rpc._rpc_enter_tag_performance(None)
|
|
|
|
assert len(res) == 3
|
|
assert res[0]['enter_tag'] == 'TEST1'
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['profit_pct'] == 5.0
|
|
|
|
res = rpc._rpc_enter_tag_performance(None)
|
|
|
|
assert len(res) == 3
|
|
assert res[0]['enter_tag'] == 'TEST1'
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['profit_pct'] == 5.0
|
|
|
|
|
|
def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
res = rpc._rpc_enter_tag_performance(None)
|
|
|
|
assert len(res) == 2
|
|
assert res[0]['enter_tag'] == 'TEST1'
|
|
assert res[0]['count'] == 1
|
|
assert pytest.approx(res[0]['profit_pct']) == 0.5
|
|
assert res[1]['enter_tag'] == 'Other'
|
|
assert res[1]['count'] == 1
|
|
assert pytest.approx(res[1]['profit_pct']) == 1.0
|
|
|
|
# Test for a specific pair
|
|
res = rpc._rpc_enter_tag_performance('ETC/BTC')
|
|
assert len(res) == 1
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['enter_tag'] == 'TEST1'
|
|
assert pytest.approx(res[0]['profit_pct']) == 0.5
|
|
|
|
|
|
def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
create_mock_trades_usdt(fee)
|
|
|
|
res = rpc._rpc_exit_reason_performance(None)
|
|
|
|
assert len(res) == 3
|
|
assert res[0]['exit_reason'] == 'exit_signal'
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['profit_pct'] == 5.0
|
|
|
|
assert res[1]['exit_reason'] == 'roi'
|
|
assert res[2]['exit_reason'] == 'Other'
|
|
|
|
|
|
def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
res = rpc._rpc_exit_reason_performance(None)
|
|
|
|
assert len(res) == 2
|
|
assert res[0]['exit_reason'] == 'sell_signal'
|
|
assert res[0]['count'] == 1
|
|
assert pytest.approx(res[0]['profit_pct']) == 0.5
|
|
assert res[1]['exit_reason'] == 'roi'
|
|
assert res[1]['count'] == 1
|
|
assert pytest.approx(res[1]['profit_pct']) == 1.0
|
|
|
|
# Test for a specific pair
|
|
res = rpc._rpc_exit_reason_performance('ETC/BTC')
|
|
assert len(res) == 1
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['exit_reason'] == 'sell_signal'
|
|
assert pytest.approx(res[0]['profit_pct']) == 0.5
|
|
|
|
|
|
def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
create_mock_trades_usdt(fee)
|
|
|
|
res = rpc._rpc_mix_tag_performance(None)
|
|
|
|
assert len(res) == 3
|
|
assert res[0]['mix_tag'] == 'TEST1 exit_signal'
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['profit_pct'] == 5.0
|
|
|
|
|
|
def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
markets=PropertyMock(return_value=markets)
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
create_mock_trades(fee)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
res = rpc._rpc_mix_tag_performance(None)
|
|
|
|
assert len(res) == 2
|
|
assert res[0]['mix_tag'] == 'TEST1 sell_signal'
|
|
assert res[0]['count'] == 1
|
|
assert pytest.approx(res[0]['profit_pct']) == 0.5
|
|
assert res[1]['mix_tag'] == 'Other roi'
|
|
assert res[1]['count'] == 1
|
|
assert pytest.approx(res[1]['profit_pct']) == 1.0
|
|
|
|
# Test for a specific pair
|
|
res = rpc._rpc_mix_tag_performance('ETC/BTC')
|
|
|
|
assert len(res) == 1
|
|
assert res[0]['count'] == 1
|
|
assert res[0]['mix_tag'] == 'TEST1 sell_signal'
|
|
assert pytest.approx(res[0]['profit_pct']) == 0.5
|
|
|
|
|
|
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
|
|
counts = rpc._rpc_count()
|
|
assert counts["current"] == 0
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
counts = rpc._rpc_count()
|
|
assert counts["current"] == 1
|
|
|
|
|
|
def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
|
|
default_conf['force_entry_enable'] = True
|
|
default_conf['max_open_trades'] = 0
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
buy_mm = MagicMock(return_value=limit_buy_order_open)
|
|
mocker.patch.multiple(
|
|
EXMS,
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
create_order=buy_mm
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match='Maximum number of trades is reached.'):
|
|
rpc._rpc_force_entry(pair, None)
|
|
freqtradebot.config['max_open_trades'] = 5
|
|
|
|
trade = rpc._rpc_force_entry(pair, None)
|
|
assert isinstance(trade, Trade)
|
|
assert trade.pair == pair
|
|
assert trade.open_rate == ticker()['bid']
|
|
|
|
# Test buy duplicate
|
|
with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
|
|
rpc._rpc_force_entry(pair, 0.0001)
|
|
pair = 'XRP/BTC'
|
|
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit')
|
|
assert isinstance(trade, Trade)
|
|
assert trade.pair == pair
|
|
assert trade.open_rate == 0.0001
|
|
|
|
with pytest.raises(RPCException,
|
|
match=r'Symbol does not exist or market is not active.'):
|
|
rpc._rpc_force_entry('LTC/NOTHING', 0.0001)
|
|
|
|
# Test buy pair not with stakes
|
|
with pytest.raises(RPCException,
|
|
match=r'Wrong pair selected. Only pairs with stake-currency.*'):
|
|
rpc._rpc_force_entry('LTC/ETH', 0.0001)
|
|
|
|
# Test with defined stake_amount
|
|
pair = 'LTC/BTC'
|
|
trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
|
|
assert trade.stake_amount == 0.05
|
|
assert trade.buy_tag == 'force_entry'
|
|
|
|
assert trade.open_orders_ids[-1] == 'mocked_limit_buy'
|
|
|
|
freqtradebot.strategy.position_adjustment_enable = True
|
|
with pytest.raises(RPCException, match=r'position for LTC/BTC already open.*open order.*'):
|
|
rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05)
|
|
|
|
# Test not buying
|
|
pair = 'XRP/BTC'
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
freqtradebot.config['stake_amount'] = 0
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'TKN/BTC'
|
|
with pytest.raises(RPCException, match=r"Failed to enter position for TKN/BTC."):
|
|
trade = rpc._rpc_force_entry(pair, None)
|
|
|
|
|
|
def test_rpc_force_entry_stopped(mocker, default_conf) -> None:
|
|
default_conf['force_entry_enable'] = True
|
|
default_conf['initial_state'] = 'stopped'
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match=r'trader is not running'):
|
|
rpc._rpc_force_entry(pair, None)
|
|
|
|
|
|
def test_rpc_force_entry_disabled(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match=r'Force_entry not enabled.'):
|
|
rpc._rpc_force_entry(pair, None)
|
|
|
|
|
|
def test_rpc_force_entry_wrong_mode(mocker, default_conf) -> None:
|
|
default_conf['force_entry_enable'] = True
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match="Can't go short on Spot markets."):
|
|
rpc._rpc_force_entry(pair, None, order_side=SignalDirection.SHORT)
|
|
|
|
|
|
@pytest.mark.usefixtures("init_persistence")
|
|
def test_rpc_delete_lock(mocker, default_conf):
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
|
|
PairLocks.lock_pair(pair, datetime.now(timezone.utc) + timedelta(minutes=4))
|
|
PairLocks.lock_pair(pair, datetime.now(timezone.utc) + timedelta(minutes=5))
|
|
PairLocks.lock_pair(pair, datetime.now(timezone.utc) + timedelta(minutes=10))
|
|
locks = rpc._rpc_locks()
|
|
assert locks['lock_count'] == 3
|
|
locks1 = rpc._rpc_delete_lock(lockid=locks['locks'][0]['id'])
|
|
assert locks1['lock_count'] == 2
|
|
|
|
locks2 = rpc._rpc_delete_lock(pair=pair)
|
|
assert locks2['lock_count'] == 0
|
|
|
|
|
|
def test_rpc_whitelist(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_whitelist()
|
|
assert len(ret['method']) == 1
|
|
assert 'StaticPairList' in ret['method']
|
|
assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
|
|
|
|
|
|
def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
|
|
default_conf['pairlists'] = [{'method': 'VolumePairList',
|
|
'number_assets': 4,
|
|
}]
|
|
mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_whitelist()
|
|
assert len(ret['method']) == 1
|
|
assert 'VolumePairList' in ret['method']
|
|
assert ret['length'] == 4
|
|
assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
|
|
|
|
|
|
def test_rpc_blacklist(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_blacklist(None)
|
|
assert len(ret['method']) == 1
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 2
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC']
|
|
|
|
ret = rpc._rpc_blacklist(["ETH/BTC"])
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 3
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
|
|
|
|
ret = rpc._rpc_blacklist(["ETH/BTC"])
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
assert ret['errors']['ETH/BTC']['error_msg'] == 'Pair ETH/BTC already in pairlist.'
|
|
|
|
ret = rpc._rpc_blacklist(["*/BTC"])
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 3
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
|
|
assert ret['blacklist_expanded'] == ['ETH/BTC']
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
assert ret['errors'] == {'*/BTC': {'error_msg': 'Pair */BTC is not a valid wildcard.'}}
|
|
|
|
ret = rpc._rpc_blacklist(["XRP/.*"])
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 4
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*']
|
|
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
|
|
ret = rpc._rpc_blacklist_delete(["DOGE/BTC", 'HOT/BTC'])
|
|
|
|
assert 'StaticPairList' in ret['method']
|
|
assert len(ret['blacklist']) == 2
|
|
assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
|
|
assert ret['blacklist'] == ['ETH/BTC', 'XRP/.*']
|
|
assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
|
|
assert 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
|
|
|
|
def test_rpc_edge_disabled(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
with pytest.raises(RPCException, match=r'Edge is not enabled.'):
|
|
rpc._rpc_edge()
|
|
|
|
|
|
def test_rpc_edge_enabled(mocker, edge_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
|
|
return_value={
|
|
'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
|
|
}
|
|
))
|
|
freqtradebot = get_patched_freqtradebot(mocker, edge_conf)
|
|
|
|
rpc = RPC(freqtradebot)
|
|
ret = rpc._rpc_edge()
|
|
|
|
assert len(ret) == 1
|
|
assert ret[0]['Pair'] == 'E/F'
|
|
assert ret[0]['Winrate'] == 0.66
|
|
assert ret[0]['Expectancy'] == 1.71
|
|
assert ret[0]['Stoploss'] == -0.02
|
|
|
|
|
|
def test_rpc_health(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
rpc = RPC(freqtradebot)
|
|
result = rpc.health()
|
|
assert result['last_process'] is None
|
|
assert result['last_process_ts'] is None
|