mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
cf89a773da
there should be no difference between current_profit and close_profit it's always profit, and the information if it's a closed trade is available elsewhere
1000 lines
34 KiB
Python
1000 lines
34 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
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from datetime import datetime
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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 freqtrade.edge import PairInfo
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from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
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from freqtrade.persistence import Trade
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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 freqtrade.state import State
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from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
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# Functions for recurrent object patching
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def prec_satoshi(a, b) -> float:
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"""
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:return: True if A and B differs less than one satoshi.
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"""
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return abs(a - b) < 0.00000001
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# Unit tests
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def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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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)
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patch_get_signal(freqtradebot, (True, False))
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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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trades = Trade.get_open_trades()
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trades[0].open_order_id = None
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freqtradebot.exit_positions(trades)
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results = rpc._rpc_trade_status()
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assert results[0] == {
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'trade_id': 1,
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'pair': 'ETH/BTC',
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'base_currency': 'BTC',
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'open_date': ANY,
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'open_date_hum': 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_price': 0.0010025,
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'close_rate_requested': ANY,
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'sell_reason': ANY,
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'sell_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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'ticker_interval': ANY,
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'timeframe': 5,
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'open_order_id': ANY,
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'close_date': None,
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'close_date_hum': 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': 91.07468123,
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'stake_amount': 0.001,
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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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'current_profit': -0.00408133,
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'current_profit_pct': -0.41,
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'current_profit_abs': -4.09e-06,
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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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'stop_loss': 9.882e-06,
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'stop_loss_abs': 9.882e-06,
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'stop_loss_pct': -10.0,
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'stop_loss_ratio': -0.1,
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'stoploss_order_id': None,
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'stoploss_last_update': ANY,
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'stoploss_last_update_timestamp': ANY,
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'initial_stop_loss': 9.882e-06,
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'initial_stop_loss_abs': 9.882e-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': -1.1080000000000002e-06,
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'stoploss_current_dist_ratio': -0.10081893,
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'stoploss_current_dist_pct': -10.08,
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'stoploss_entry_dist': -0.00010475,
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'stoploss_entry_dist_ratio': -0.10448878,
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'open_order': None,
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'exchange': 'bittrex',
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}
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_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]['current_profit'])
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assert isnan(results[0]['current_rate'])
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assert results[0] == {
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'trade_id': 1,
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'pair': 'ETH/BTC',
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'base_currency': 'BTC',
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'open_date': ANY,
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'open_date_hum': 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_price': ANY,
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'close_rate_requested': ANY,
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'sell_reason': ANY,
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'sell_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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'ticker_interval': ANY,
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'timeframe': ANY,
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'open_order_id': ANY,
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'close_date': None,
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'close_date_hum': 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': ANY,
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'amount': 91.07468123,
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'amount_requested': 91.07468123,
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'stake_amount': 0.001,
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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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'current_profit': ANY,
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'current_profit_pct': ANY,
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'current_profit_abs': ANY,
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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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'stop_loss': 9.882e-06,
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'stop_loss_abs': 9.882e-06,
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'stop_loss_pct': -10.0,
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'stop_loss_ratio': -0.1,
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'stoploss_order_id': None,
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'stoploss_last_update': ANY,
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'stoploss_last_update_timestamp': ANY,
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'initial_stop_loss': 9.882e-06,
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'initial_stop_loss_abs': 9.882e-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': ANY,
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'stoploss_current_dist_ratio': ANY,
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'stoploss_current_dist_pct': ANY,
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'stoploss_entry_dist': -0.00010475,
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'stoploss_entry_dist_ratio': -0.10448878,
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'open_order': None,
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'exchange': 'bittrex',
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}
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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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'freqtrade.exchange.Exchange',
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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)
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patch_get_signal(freqtradebot, (True, False))
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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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freqtradebot.enter_positions()
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result, headers = 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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# Test with fiatconvert
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rpc._fiat_converter = CryptoToFiatConverter()
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result, headers = 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% (-0.06)' == result[0][3]
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
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result, headers = 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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def test_rpc_daily_profit(default_conf, update, ticker, fee,
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limit_buy_order, limit_sell_order, markets, mocker) -> None:
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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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)
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patch_get_signal(freqtradebot, (True, False))
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stake_currency = default_conf['stake_currency']
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fiat_display_currency = default_conf['fiat_display_currency']
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rpc = RPC(freqtradebot)
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rpc._fiat_converter = CryptoToFiatConverter()
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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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assert trade
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# Simulate buy & sell
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trade.update(limit_buy_order)
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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# Try valid data
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update.message.text = '/daily 2'
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days = rpc._rpc_daily_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['stake_currency']
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assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
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for day in days['data']:
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# [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
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assert (day['abs_profit'] == 0.0 or
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day['abs_profit'] == 0.00006217)
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assert (day['fiat_value'] == 0.0 or
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day['fiat_value'] == 0.76748865)
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# ensure first day is current date
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assert str(days['data'][0]['date']) == str(datetime.utcnow().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_daily_profit(0, stake_currency, fiat_display_currency)
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def test_rpc_trade_history(mocker, default_conf, markets, fee):
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mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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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)
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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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def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog):
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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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'freqtrade.exchange.Exchange',
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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)
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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.query.all()
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trades[1].stoploss_order_id = '1234'
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trades[2].stoploss_order_id = '1234'
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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('2')
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assert isinstance(res, dict)
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assert cancel_mock.call_count == 1
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assert stoploss_mock.call_count == 1
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assert res['cancel_order_count'] == 2
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stoploss_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
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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('freqtrade.exchange.Exchange.cancel_order',
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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, ticker, ticker_sell_up, fee,
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limit_buy_order, limit_sell_order, 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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'freqtrade.exchange.Exchange',
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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)
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patch_get_signal(freqtradebot, (True, False))
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stake_currency = default_conf['stake_currency']
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fiat_display_currency = default_conf['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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# Create some test data
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Update the ticker with a market going up
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker_sell_up
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)
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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freqtradebot.enter_positions()
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trade = Trade.query.first()
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# Simulate fulfilled LIMIT_BUY order for trade
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trade.update(limit_buy_order)
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# Update the ticker with a market going up
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mocker.patch.multiple(
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'freqtrade.exchange.Exchange',
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fetch_ticker=ticker_sell_up
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)
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trade.update(limit_sell_order)
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trade.close_date = datetime.utcnow()
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trade.is_open = False
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stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
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assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
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assert prec_satoshi(stats['profit_closed_percent'], 6.2)
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assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
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assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
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assert prec_satoshi(stats['profit_all_percent'], 2.89)
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assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
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assert stats['trade_count'] == 2
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assert stats['first_trade_date'] == 'just now'
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assert stats['latest_trade_date'] == 'just now'
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assert stats['avg_duration'] == '0:00:00'
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assert stats['best_pair'] == 'ETH/BTC'
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assert prec_satoshi(stats['best_rate'], 6.2)
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# Test non-available pair
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mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
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MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
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stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
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assert stats['trade_count'] == 2
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assert stats['first_trade_date'] == 'just now'
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assert stats['latest_trade_date'] == 'just now'
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assert stats['avg_duration'] == '0:00:00'
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assert stats['best_pair'] == 'ETH/BTC'
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assert prec_satoshi(stats['best_rate'], 6.2)
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assert isnan(stats['profit_all_coin'])
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# Test that rpc_trade_statistics can handle trades that lacks
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# trade.open_rate (it is set to None)
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def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
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ticker_sell_up, limit_buy_order, limit_sell_order):
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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}}),
|
|
)
|
|
mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
|
|
return_value=15000.0)
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
stake_currency = default_conf['stake_currency']
|
|
fiat_display_currency = default_conf['fiat_display_currency']
|
|
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
trade.update(limit_buy_order)
|
|
# Update the ticker with a market going up
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker_sell_up,
|
|
get_fee=fee
|
|
)
|
|
trade.update(limit_sell_order)
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
|
|
for trade in Trade.query.order_by(Trade.id).all():
|
|
trade.open_rate = None
|
|
|
|
stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
|
|
assert prec_satoshi(stats['profit_closed_coin'], 0)
|
|
assert prec_satoshi(stats['profit_closed_percent'], 0)
|
|
assert prec_satoshi(stats['profit_closed_fiat'], 0)
|
|
assert prec_satoshi(stats['profit_all_coin'], 0)
|
|
assert prec_satoshi(stats['profit_all_percent'], 0)
|
|
assert prec_satoshi(stats['profit_all_fiat'], 0)
|
|
assert stats['trade_count'] == 1
|
|
assert stats['first_trade_date'] == 'just now'
|
|
assert stats['latest_trade_date'] == 'just now'
|
|
assert stats['avg_duration'] == '0:00:00'
|
|
assert stats['best_pair'] == 'ETH/BTC'
|
|
assert prec_satoshi(stats['best_rate'], 6.2)
|
|
|
|
|
|
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(
|
|
'freqtrade.exchange.Exchange',
|
|
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, (True, False))
|
|
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,
|
|
}
|
|
}
|
|
|
|
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(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=mock_balance),
|
|
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
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
rpc._fiat_converter = CryptoToFiatConverter()
|
|
|
|
result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
|
|
assert prec_satoshi(result['total'], 12.309096315)
|
|
assert prec_satoshi(result['value'], 184636.44472997)
|
|
assert 'USD' == result['symbol']
|
|
assert result['currencies'] == [
|
|
{'currency': 'BTC',
|
|
'free': 10.0,
|
|
'balance': 12.0,
|
|
'used': 2.0,
|
|
'est_stake': 12.0,
|
|
'stake': 'BTC',
|
|
},
|
|
{'free': 1.0,
|
|
'balance': 5.0,
|
|
'currency': 'ETH',
|
|
'est_stake': 0.30794,
|
|
'used': 4.0,
|
|
'stake': 'BTC',
|
|
|
|
},
|
|
{'free': 5.0,
|
|
'balance': 10.0,
|
|
'currency': 'USDT',
|
|
'est_stake': 0.0011563153318162476,
|
|
'used': 5.0,
|
|
'stake': 'BTC',
|
|
}
|
|
]
|
|
assert result['total'] == 12.309096315331816
|
|
|
|
|
|
def test_rpc_start(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
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(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
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_stopbuy(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=MagicMock()
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
freqtradebot.state = State.RUNNING
|
|
|
|
assert freqtradebot.config['max_open_trades'] != 0
|
|
result = rpc._rpc_stopbuy()
|
|
assert {'status': 'No more buy will occur from now. Run /reload_config to reset.'} == result
|
|
assert freqtradebot.config['max_open_trades'] == 0
|
|
|
|
|
|
def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
cancel_order_mock = MagicMock()
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
fetch_ticker=ticker,
|
|
cancel_order=cancel_order_mock,
|
|
fetch_order=MagicMock(
|
|
return_value={
|
|
'status': 'closed',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': 0.0,
|
|
}
|
|
),
|
|
get_fee=fee,
|
|
)
|
|
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
|
|
freqtradebot.state = State.STOPPED
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_forcesell(None)
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
with pytest.raises(RPCException, match=r'.*invalid argument*'):
|
|
rpc._rpc_forcesell(None)
|
|
|
|
msg = rpc._rpc_forcesell('all')
|
|
assert msg == {'result': 'Created sell orders for all open trades.'}
|
|
|
|
freqtradebot.enter_positions()
|
|
msg = rpc._rpc_forcesell('all')
|
|
assert msg == {'result': 'Created sell orders for all open trades.'}
|
|
|
|
freqtradebot.enter_positions()
|
|
msg = rpc._rpc_forcesell('1')
|
|
assert msg == {'result': 'Created sell order for trade 1.'}
|
|
|
|
freqtradebot.state = State.STOPPED
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_forcesell(None)
|
|
|
|
with pytest.raises(RPCException, match=r'.*trader is not running*'):
|
|
rpc._rpc_forcesell('all')
|
|
|
|
freqtradebot.state = State.RUNNING
|
|
assert cancel_order_mock.call_count == 0
|
|
freqtradebot.enter_positions()
|
|
# make an limit-buy open trade
|
|
trade = Trade.query.filter(Trade.id == '1').first()
|
|
filled_amount = trade.amount / 2
|
|
# Fetch order - it's open first, and closed after cancel_order is called.
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
side_effect=[{
|
|
'id': '1234',
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
}, {
|
|
'id': '1234',
|
|
'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_forcesell('1')
|
|
assert cancel_order_mock.call_count == 1
|
|
assert trade.amount == filled_amount
|
|
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': filled_amount
|
|
})
|
|
|
|
freqtradebot.config['max_open_trades'] = 3
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.filter(Trade.id == '2').first()
|
|
amount = trade.amount
|
|
# make an limit-buy open trade, if there is no 'filled', don't sell it
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'buy',
|
|
'filled': None
|
|
}
|
|
)
|
|
# check that the trade is called, which is done by ensuring exchange.cancel_order is called
|
|
msg = rpc._rpc_forcesell('2')
|
|
assert msg == {'result': 'Created sell order for trade 2.'}
|
|
assert cancel_order_mock.call_count == 2
|
|
assert trade.amount == amount
|
|
|
|
# make an limit-sell open trade
|
|
mocker.patch(
|
|
'freqtrade.exchange.Exchange.fetch_order',
|
|
return_value={
|
|
'status': 'open',
|
|
'type': 'limit',
|
|
'side': 'sell',
|
|
'amount': amount,
|
|
'remaining': amount,
|
|
'filled': 0.0
|
|
}
|
|
)
|
|
msg = rpc._rpc_forcesell('3')
|
|
assert msg == {'result': 'Created sell order for trade 3.'}
|
|
# status quo, no exchange calls
|
|
assert cancel_order_mock.call_count == 3
|
|
|
|
|
|
def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
|
|
limit_sell_order, mocker) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
|
|
# Create some test data
|
|
freqtradebot.enter_positions()
|
|
trade = Trade.query.first()
|
|
assert trade
|
|
|
|
# Simulate fulfilled LIMIT_BUY order for trade
|
|
trade.update(limit_buy_order)
|
|
|
|
# Simulate fulfilled LIMIT_SELL order for trade
|
|
trade.update(limit_sell_order)
|
|
|
|
trade.close_date = datetime.utcnow()
|
|
trade.is_open = False
|
|
res = rpc._rpc_performance()
|
|
assert len(res) == 1
|
|
assert res[0]['pair'] == 'ETH/BTC'
|
|
assert res[0]['count'] == 1
|
|
assert prec_satoshi(res[0]['profit'], 6.2)
|
|
|
|
|
|
def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
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_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None:
|
|
default_conf['forcebuy_enable'] = True
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
buy_mm = MagicMock(return_value=limit_buy_order_open)
|
|
mocker.patch.multiple(
|
|
'freqtrade.exchange.Exchange',
|
|
get_balances=MagicMock(return_value=ticker),
|
|
fetch_ticker=ticker,
|
|
get_fee=fee,
|
|
buy=buy_mm
|
|
)
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
trade = rpc._rpc_forcebuy(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_forcebuy(pair, 0.0001)
|
|
pair = 'XRP/BTC'
|
|
trade = rpc._rpc_forcebuy(pair, 0.0001)
|
|
assert isinstance(trade, Trade)
|
|
assert trade.pair == pair
|
|
assert trade.open_rate == 0.0001
|
|
|
|
# Test buy pair not with stakes
|
|
with pytest.raises(RPCException, match=r'Wrong pair selected. Please pairs with stake.*'):
|
|
rpc._rpc_forcebuy('LTC/ETH', 0.0001)
|
|
pair = 'XRP/BTC'
|
|
|
|
# Test not buying
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
freqtradebot.config['stake_amount'] = 0.0000001
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'TKN/BTC'
|
|
trade = rpc._rpc_forcebuy(pair, None)
|
|
assert trade is None
|
|
|
|
|
|
def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
|
|
default_conf['forcebuy_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, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match=r'trader is not running'):
|
|
rpc._rpc_forcebuy(pair, None)
|
|
|
|
|
|
def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
|
|
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
|
|
|
|
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
|
|
patch_get_signal(freqtradebot, (True, False))
|
|
rpc = RPC(freqtradebot)
|
|
pair = 'ETH/BTC'
|
|
with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
|
|
rpc._rpc_forcebuy(pair, None)
|
|
|
|
|
|
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('freqtrade.exchange.Exchange.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(["ETH/ETH"])
|
|
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 'errors' in ret
|
|
assert isinstance(ret['errors'], dict)
|
|
assert ret['errors']['ETH/ETH']['error_msg'] == 'Pair ETH/ETH does not match stake currency.'
|
|
|
|
|
|
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
|