freqtrade_origin/tests/freqtradebot/test_freqtradebot.py

5473 lines
197 KiB
Python

# pragma pylint: disable=missing-docstring, C0103
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
import logging
import time
from copy import deepcopy
from datetime import timedelta
from typing import List
from unittest.mock import ANY, MagicMock, PropertyMock, patch
import pytest
from pandas import DataFrame
from sqlalchemy import select
from freqtrade.constants import CANCEL_REASON, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode,
SignalDirection, State)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.plugins.protections.iprotection import ProtectionReturn
from freqtrade.util.datetime_helpers import dt_now, dt_utc
from freqtrade.worker import Worker
from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt,
get_patched_freqtradebot, get_patched_worker, log_has, log_has_re,
patch_edge, patch_exchange, patch_get_signal, patch_wallet,
patch_whitelist)
from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_2,
mock_order_2_sell, mock_order_3, mock_order_3_sell, mock_order_4,
mock_order_5_stoploss, mock_order_6_sell)
from tests.conftest_trades_usdt import mock_trade_usdt_4
def patch_RPCManager(mocker) -> MagicMock:
"""
This function mock RPC manager to avoid repeating this code in almost every tests
:param mocker: mocker to patch RPCManager class
:return: RPCManager.send_msg MagicMock to track if this method is called
"""
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
rpc_mock = mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
return rpc_mock
# Unit tests
def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None:
mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
assert freqtrade.state is State.RUNNING
default_conf_usdt.pop('initial_state')
freqtrade = FreqtradeBot(default_conf_usdt)
assert freqtrade.state is State.STOPPED
def test_process_stopped(mocker, default_conf_usdt) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade.process_stopped()
assert coo_mock.call_count == 0
default_conf_usdt['cancel_open_orders_on_exit'] = True
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.process_stopped()
assert coo_mock.call_count == 1
def test_process_calls_sendmsg(mocker, default_conf_usdt) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.process()
assert freqtrade.rpc.process_msg_queue.call_count == 1
def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
mock_cleanup = mocker.patch('freqtrade.freqtradebot.Trade.commit')
coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.cleanup()
assert log_has('Cleaning up modules ...', caplog)
assert mock_cleanup.call_count == 1
assert coo_mock.call_count == 0
freqtrade.config['cancel_open_orders_on_exit'] = True
freqtrade.cleanup()
assert coo_mock.call_count == 1
def test_bot_cleanup_db_errors(mocker, default_conf_usdt, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Trade.commit',
side_effect=OperationalException())
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_for_open_trades',
side_effect=OperationalException())
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.emc = MagicMock()
freqtrade.emc.shutdown = MagicMock()
freqtrade.cleanup()
assert freqtrade.emc.shutdown.call_count == 1
@pytest.mark.parametrize('runmode', [
RunMode.DRY_RUN,
RunMode.LIVE
])
def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
conf = default_conf_usdt.copy()
conf['runmode'] = runmode
conf['order_types'] = {
'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': True,
}
conf['entry_pricing']['price_side'] = 'ask'
freqtrade = FreqtradeBot(conf)
if runmode == RunMode.LIVE:
assert not log_has_re(r".*stoploss_on_exchange .* dry-run", caplog)
assert freqtrade.strategy.order_types['stoploss_on_exchange']
caplog.clear()
# is left untouched
conf = default_conf_usdt.copy()
conf['runmode'] = runmode
conf['order_types'] = {
'entry': 'market',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False,
}
freqtrade = FreqtradeBot(conf)
assert not freqtrade.strategy.order_types['stoploss_on_exchange']
assert not log_has_re(r".*stoploss_on_exchange .* dry-run", caplog)
def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf_usdt)
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
assert result == default_conf_usdt['stake_amount']
@pytest.mark.parametrize('runmode', [
RunMode.DRY_RUN,
RunMode.LIVE
])
def test_load_strategy_no_keys(default_conf_usdt, mocker, runmode, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
conf = deepcopy(default_conf_usdt)
conf['runmode'] = runmode
erm = mocker.patch('freqtrade.freqtradebot.ExchangeResolver.load_exchange')
freqtrade = FreqtradeBot(conf)
strategy_config = freqtrade.strategy.config
assert id(strategy_config['exchange']) == id(conf['exchange'])
# Keys have been removed and are not passed to the exchange
assert strategy_config['exchange']['key'] == ''
assert strategy_config['exchange']['secret'] == ''
assert erm.call_count == 1
ex_conf = erm.call_args_list[0][1]['exchange_config']
assert id(ex_conf) != id(conf['exchange'])
# Keys are still present
assert ex_conf['key'] != ''
assert ex_conf['key'] == default_conf_usdt['exchange']['key']
assert ex_conf['secret'] != ''
assert ex_conf['secret'] == default_conf_usdt['exchange']['secret']
@pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
(False, 120, 2, 0.5, [60, None]),
(True, 120, 2, 0.5, [60, 58.8]),
(False, 180, 3, 0.5, [60, 60, None]),
(True, 180, 3, 0.5, [60, 60, 58.2]),
(False, 122, 3, 0.5, [60, 60, None]),
(True, 122, 3, 0.5, [60, 60, 0.0]),
(True, 167, 3, 0.5, [60, 60, 45.33]),
(True, 122, 3, 1, [60, 60, 0.0]),
])
def test_check_available_stake_amount(
default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
amend_last, wallet, max_open, lsamr, expected
) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee
)
default_conf_usdt['dry_run_wallet'] = wallet
default_conf_usdt['amend_last_stake_amount'] = amend_last
default_conf_usdt['last_stake_amount_min_ratio'] = lsamr
freqtrade = FreqtradeBot(default_conf_usdt)
for i in range(0, max_open):
if expected[i] is not None:
limit_buy_order_usdt_open['id'] = str(i)
result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
assert pytest.approx(result) == expected[i]
freqtrade.execute_entry('ETH/USDT', result)
else:
with pytest.raises(DependencyException):
freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
def test_edge_called_in_process(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_edge(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(edge_conf)
patch_get_signal(freqtrade)
freqtrade.process()
assert freqtrade.active_pair_whitelist == ['NEO/BTC', 'LTC/BTC']
def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['dry_run_wallet'] = 999.9
freqtrade = FreqtradeBot(edge_conf)
assert freqtrade.wallets.get_trade_stake_amount(
'NEO/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
assert freqtrade.wallets.get_trade_stake_amount(
'LTC/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
(0.79, False), # Override stoploss
(0.85, True), # Override strategy stoploss
])
def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
buy_price_mult, ignore_strat_sl, edge_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_edge(mocker)
edge_conf['max_open_trades'] = float('inf')
# Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
# Thus, if price falls 21%, stoploss should be triggered
#
# mocking the ticker: price is falling ...
enter_price = limit_order['buy']['price']
ticker_val = {
'bid': enter_price,
'ask': enter_price,
'last': enter_price,
}
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value=ticker_val),
get_fee=fee,
)
#############################################
# Create a trade with "limit_buy_order_usdt" price
freqtrade = FreqtradeBot(edge_conf)
freqtrade.active_pair_whitelist = ['NEO/BTC']
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
caplog.clear()
#############################################
ticker_val.update({
'bid': enter_price * buy_price_mult,
'ask': enter_price * buy_price_mult,
'last': enter_price * buy_price_mult,
})
# stoploss shoud be hit
assert freqtrade.handle_trade(trade) is not ignore_strat_sl
if not ignore_strat_sl:
assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
assert trade.exit_reason == ExitType.STOP_LOSS.value
# Test compatibility ...
assert trade.sell_reason == ExitType.STOP_LOSS.value
def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf_usdt['max_open_trades'] = 2
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
assert trade is not None
assert trade.stake_amount == 60.0
assert trade.is_open
assert trade.open_date is not None
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade).order_by(Trade.id.desc())).first()
assert trade is not None
assert trade.stake_amount == 60.0
assert trade.is_open
assert trade.open_date is not None
assert Trade.total_open_trades_stakes() == 120.0
@pytest.mark.parametrize("is_short,open_rate", [
(False, 2.0),
(True, 2.2)
])
def test_create_trade(default_conf_usdt, ticker_usdt, limit_order,
fee, mocker, is_short, open_rate) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
# Save state of current whitelist
whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.create_trade('ETH/USDT')
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade is not None
assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(
limit_order[entry_side(is_short)], 'ADA/USDT', entry_side(is_short))
trade.update_trade(oobj)
assert trade.open_rate == open_rate
assert trade.amount == 30.0
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
freqtrade.create_trade('ETH/USDT')
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
(5.0, True, True, 99),
(0.042, True, False, 99), # Amount will be adjusted to min - which is 0.051
(0, False, True, 99),
(UNLIMITED_STAKE_AMOUNT, False, True, 0),
])
def test_create_trade_minimal_amount(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker,
stake_amount, create, amount_enough, max_open_trades, caplog, is_short
) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
enter_mock = MagicMock(return_value=limit_order_open[entry_side(is_short)])
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=enter_mock,
get_fee=fee,
)
default_conf_usdt['max_open_trades'] = max_open_trades
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.config['stake_amount'] = stake_amount
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
if create:
assert freqtrade.create_trade('ETH/USDT')
if amount_enough:
rate, amount = enter_mock.call_args[1]['rate'], enter_mock.call_args[1]['amount']
assert rate * amount <= default_conf_usdt['stake_amount']
else:
assert log_has_re(
r"Stake amount for pair .* is too small.*",
caplog
)
else:
assert not freqtrade.create_trade('ETH/USDT')
if not max_open_trades:
assert freqtrade.wallets.get_trade_stake_amount(
'ETH/USDT', default_conf_usdt['max_open_trades'], freqtrade.edge) == 0
@pytest.mark.parametrize('whitelist,positions', [
(["ETH/USDT"], 1), # No pairs left
([], 0), # No pairs in whitelist
])
def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
fee, whitelist, positions, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee,
)
mocker.patch('freqtrade.configuration.config_validation._validate_whitelist')
default_conf_usdt['exchange']['pair_whitelist'] = whitelist
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
assert n == positions
if positions:
assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
n = freqtrade.enter_positions()
assert n == 0
assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
else:
assert n == 0
assert log_has("Active pair whitelist is empty.", caplog)
@pytest.mark.usefixtures("init_persistence")
def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
message = r"Global pairlock active until.* Not creating new trades."
n = freqtrade.enter_positions()
# 0 trades, but it's not because of pairlock.
assert n == 0
assert not log_has_re(message, caplog)
caplog.clear()
PairLocks.lock_pair('*', dt_now() + timedelta(minutes=20), 'Just because', side='*')
n = freqtrade.enter_positions()
assert n == 0
assert log_has_re(message, caplog)
@pytest.mark.parametrize('is_short', [False, True])
def test_handle_protections(mocker, default_conf_usdt, fee, is_short):
default_conf_usdt['protections'] = [
{"method": "CooldownPeriod", "stop_duration": 60},
{
"method": "StoplossGuard",
"lookback_period_candles": 24,
"trade_limit": 4,
"stop_duration_candles": 4,
"only_per_pair": False
}
]
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
return_value=ProtectionReturn(True, dt_now() + timedelta(hours=1), "asdf"))
create_mock_trades(fee, is_short)
freqtrade.handle_protections('ETC/BTC', '*')
send_msg_mock = freqtrade.rpc.send_msg
assert send_msg_mock.call_count == 2
assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER
assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['dry_run'] = True
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
get_fee=fee,
)
default_conf_usdt['stake_amount'] = 10
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert not freqtrade.create_trade('ETH/USDT')
@pytest.mark.parametrize("max_open", range(0, 5))
@pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
def test_create_trades_multiple_trades(
default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
max_open, tradable_balance_ratio, modifier
) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf_usdt['max_open_trades'] = max_open
default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio
default_conf_usdt['dry_run_wallet'] = 60.0 * max_open
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
n = freqtrade.enter_positions()
trades = Trade.get_open_trades()
# Expected trades should be max_open * a modified value
# depending on the configured tradable_balance
assert n == max(int(max_open * modifier), 0)
assert len(trades) == max(int(max_open * modifier), 0)
def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
limit_buy_order_usdt_open, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf_usdt['max_open_trades'] = 4
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
# Create 2 existing trades
freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount'])
freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount'])
assert len(Trade.get_open_trades()) == 2
# Change order_id for new orders
limit_buy_order_usdt_open['id'] = '123444'
# Create 2 new trades using create_trades
assert freqtrade.create_trade('ETH/USDT')
assert freqtrade.create_trade('NEO/BTC')
trades = Trade.get_open_trades()
assert len(trades) == 4
@pytest.mark.parametrize('is_short', [False, True])
def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, limit_order_open,
is_short, fee, mocker, caplog
) -> None:
ticker_side = 'ask' if is_short else 'bid'
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]),
fetch_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
trades = Trade.get_open_trades()
assert not trades
freqtrade.process()
trades = Trade.get_open_trades()
assert len(trades) == 1
trade = trades[0]
assert trade is not None
assert pytest.approx(trade.stake_amount) == default_conf_usdt['stake_amount']
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
assert trade.open_rate == ticker_usdt.return_value[ticker_side]
assert pytest.approx(trade.amount) == 60 / ticker_usdt.return_value[ticker_side]
assert log_has(
f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
'with stake_amount: 60.0 ...',
caplog
)
def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
reload_markets=MagicMock(side_effect=TemporaryError),
create_order=MagicMock(side_effect=TemporaryError),
)
sleep_mock = mocker.patch('time.sleep')
worker = Worker(args=None, config=default_conf_usdt)
patch_get_signal(worker.freqtrade)
worker._process_running()
assert sleep_mock.called is True
def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None:
msg_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=OperationalException)
)
worker = Worker(args=None, config=default_conf_usdt)
patch_get_signal(worker.freqtrade)
assert worker.freqtrade.state == State.RUNNING
worker._process_running()
assert worker.freqtrade.state == State.STOPPED
assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_buy_order_usdt_open),
fetch_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
trades = Trade.get_open_trades()
assert not trades
freqtrade.process()
trades = Trade.get_open_trades()
assert len(trades) == 1
# Nothing happened ...
freqtrade.process()
assert len(trades) == 1
def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
fee, mocker) -> None:
""" Test process with trade not in pair list """
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
fetch_order=MagicMock(return_value=limit_buy_order_usdt),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
pair = 'BLK/BTC'
# Ensure the pair is not in the whitelist!
assert pair not in default_conf_usdt['exchange']['pair_whitelist']
# create open trade not in whitelist
Trade.session.add(Trade(
pair=pair,
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
amount=20,
open_rate=0.01,
exchange='binance',
))
Trade.session.add(Trade(
pair='ETH/USDT',
stake_amount=0.001,
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
amount=12,
open_rate=0.001,
exchange='binance',
))
Trade.commit()
assert pair not in freqtrade.active_pair_whitelist
freqtrade.process()
assert pair in freqtrade.active_pair_whitelist
# Make sure each pair is only in the list once
assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
refresh_mock = MagicMock()
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=TemporaryError),
refresh_latest_ohlcv=refresh_mock,
)
inf_pairs = MagicMock(return_value=[
("BTC/ETH", '1m', CandleType.SPOT),
("ETH/USDT", "1h", CandleType.SPOT)
])
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
get_exit_signal=MagicMock(return_value=(False, False)),
get_entry_signal=MagicMock(return_value=(None, None))
)
mocker.patch('time.sleep', return_value=None)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.informative_pairs = inf_pairs
# patch_get_signal(freqtrade)
freqtrade.process()
assert inf_pairs.call_count == 1
assert refresh_mock.call_count == 1
assert ("BTC/ETH", "1m", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", "1h", CandleType.SPOT) in refresh_mock.call_args[0][0]
assert ("ETH/USDT", default_conf_usdt["timeframe"],
CandleType.SPOT) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [
(False, 'spot', 'binance', None, 0.0, None),
(True, 'spot', 'binance', None, 0.0, None),
(False, 'spot', 'gate', None, 0.0, None),
(True, 'spot', 'gate', None, 0.0, None),
(False, 'spot', 'okx', None, 0.0, None),
(True, 'spot', 'okx', None, 0.0, None),
(True, 'futures', 'binance', 'isolated', 0.0, 11.88151815181518),
(False, 'futures', 'binance', 'isolated', 0.0, 8.080471380471382),
(True, 'futures', 'gate', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'gate', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'binance', 'isolated', 0.05, 11.7874422442244),
(False, 'futures', 'binance', 'isolated', 0.05, 8.17644781144781),
(True, 'futures', 'gate', 'isolated', 0.05, 11.7804274688304),
(False, 'futures', 'gate', 'isolated', 0.05, 8.181423084697796),
(True, 'futures', 'okx', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'okx', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'bybit', 'isolated', 0.0, 11.9),
(False, 'futures', 'bybit', 'isolated', 0.0, 8.1),
])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode,
exchange_name, margin_mode, liq_buffer, liq_price) -> None:
"""
exchange_name = binance, is_short = true
leverage = 5
position = 0.2 * 5
((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - ((-1) * 1 * 10)) / ((1 * 0.01) - ((-1) * 1)) = 11.89108910891089
exchange_name = binance, is_short = false
((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position))
((2 + 0.01) - (1 * 1 * 10)) / ((1 * 0.01) - (1 * 1)) = 8.070707070707071
exchange_name = gate/okx, is_short = true
(open_rate + (wallet_balance / position)) / (1 + (mm_ratio + taker_fee_rate))
(10 + (2 / 1)) / (1 + (0.01 + 0.0006)) = 11.87413417771621
exchange_name = gate/okx, is_short = false
(open_rate - (wallet_balance / position)) / (1 - (mm_ratio + taker_fee_rate))
(10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207
"""
# TODO: Split this test into multiple tests to improve readability
open_order = limit_order_open[entry_side(is_short)]
order = limit_order[entry_side(is_short)]
default_conf_usdt['trading_mode'] = trading_mode
default_conf_usdt['liquidation_buffer'] = liq_buffer
leverage = 1.0 if trading_mode == 'spot' else 5.0
default_conf_usdt['exchange']['name'] = exchange_name
if margin_mode:
default_conf_usdt['margin_mode'] = margin_mode
mocker.patch('freqtrade.exchange.gate.Gate.validate_ordertypes')
patch_RPCManager(mocker)
patch_exchange(mocker, id=exchange_name)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
freqtrade.strategy.leverage = MagicMock(return_value=leverage)
stake_amount = 2
bid = 0.11
enter_rate_mock = MagicMock(return_value=bid)
enter_mm = MagicMock(return_value=open_order)
mocker.patch.multiple(
EXMS,
get_rate=enter_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=enter_mm,
get_min_pair_stake_amount=MagicMock(return_value=1),
get_max_pair_stake_amount=MagicMock(return_value=500000),
get_fee=fee,
get_funding_fees=MagicMock(return_value=0),
name=exchange_name,
get_maintenance_ratio_and_amt=MagicMock(return_value=(0.01, 0.01)),
get_max_leverage=MagicMock(return_value=10),
)
mocker.patch.multiple(
'freqtrade.exchange.okx.Okx',
get_max_pair_stake_amount=MagicMock(return_value=500000),
)
pair = 'ETH/USDT'
assert not freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
assert enter_rate_mock.call_count == 1
assert enter_mm.call_count == 0
assert freqtrade.strategy.confirm_trade_entry.call_count == 1
enter_rate_mock.reset_mock()
open_order['id'] = '22'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_entry(pair, stake_amount)
assert enter_rate_mock.call_count == 2
assert enter_mm.call_count == 1
call_args = enter_mm.call_args_list[0][1]
assert call_args['pair'] == pair
assert call_args['rate'] == bid
assert pytest.approx(call_args['amount']) == round(stake_amount / bid * leverage, 8)
enter_rate_mock.reset_mock()
# Should create an open trade with an open order id
# As the order is not fulfilled yet
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
assert trade.is_open is True
assert trade.has_open_orders
assert '22' in trade.open_orders_ids
# Test calling with price
open_order['id'] = '33'
fix_price = 0.06
assert freqtrade.execute_entry(pair, stake_amount, fix_price, is_short=is_short)
# Make sure get_rate wasn't called again
assert enter_rate_mock.call_count == 1
assert enter_mm.call_count == 2
call_args = enter_mm.call_args_list[1][1]
assert call_args['pair'] == pair
assert call_args['rate'] == fix_price
assert pytest.approx(call_args['amount']) == round(stake_amount / fix_price * leverage, 8)
# In case of closed order
order['status'] = 'closed'
order['average'] = 10
order['cost'] = 300
order['id'] = '444'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[2]
trade.is_short = is_short
assert trade
assert not trade.has_open_orders
assert trade.open_rate == 10
assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
assert pytest.approx(trade.liquidation_price) == liq_price
# In case of rejected or expired order and partially filled
order['status'] = 'expired'
order['amount'] = 30.0
order['filled'] = 20.0
order['remaining'] = 10.00
order['average'] = 0.5
order['cost'] = 10.0
order['id'] = '555'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
assert freqtrade.execute_entry(pair, stake_amount)
trade = Trade.session.scalars(select(Trade)).all()[3]
trade.is_short = is_short
assert trade
assert not trade.has_open_orders
assert trade.open_rate == 0.5
assert trade.stake_amount == round(order['average'] * order['filled'] / leverage, 8)
# Test with custom stake
order['status'] = 'open'
order['id'] = '556'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[4]
trade.is_short = is_short
assert trade
assert pytest.approx(trade.stake_amount) == 150
# Exception case
order['id'] = '557'
freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[5]
trade.is_short = is_short
assert trade
assert pytest.approx(trade.stake_amount) == 2.0
# In case of the order is rejected and not filled at all
order['status'] = 'rejected'
order['amount'] = 30.0 * leverage
order['filled'] = 0.0
order['remaining'] = 30.0
order['average'] = 0.5
order['cost'] = 0.0
order['id'] = '66'
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order))
assert not freqtrade.execute_entry(pair, stake_amount)
assert freqtrade.strategy.leverage.call_count == 0 if trading_mode == 'spot' else 2
# Fail to get price...
mocker.patch(f'{EXMS}.get_rate', MagicMock(return_value=0.0))
with pytest.raises(PricingError, match="Could not determine entry price."):
freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
# In case of custom entry price
mocker.patch(f'{EXMS}.get_rate', return_value=0.50)
order['status'] = 'open'
order['id'] = '5566'
freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[6]
trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 0.508
# In case of custom entry price set to None
order['status'] = 'open'
order['id'] = '5567'
freqtrade.strategy.custom_entry_price = lambda **kwargs: None
mocker.patch.multiple(
EXMS,
get_rate=MagicMock(return_value=10),
)
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[7]
trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 10
# In case of custom entry price not float type
order['status'] = 'open'
order['id'] = '5568'
freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[8]
# Trade(id=9, pair=ETH/USDT, amount=0.20000000, is_short=False,
# leverage=1.0, open_rate=10.00000000, open_since=...)
# Trade(id=9, pair=ETH/USDT, amount=0.60000000, is_short=True,
# leverage=3.0, open_rate=10.00000000, open_since=...)
trade.is_short = is_short
assert trade
assert trade.open_rate_requested == 10
# In case of too high stake amount
order['status'] = 'open'
order['id'] = '55672'
mocker.patch.multiple(
EXMS,
get_max_pair_stake_amount=MagicMock(return_value=500),
)
freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500)
assert freqtrade.execute_entry(pair, 2000, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).all()[9]
trade.is_short = is_short
assert pytest.approx(trade.stake_amount) == 500
order['id'] = '55673'
freqtrade.strategy.leverage.reset_mock()
assert freqtrade.execute_entry(pair, 200, leverage_=3)
assert freqtrade.strategy.leverage.call_count == 0
trade = Trade.session.scalars(select(Trade)).all()[10]
assert trade.leverage == 1 if trading_mode == 'spot' else 3
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order, is_short) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
get_rate=MagicMock(return_value=0.11),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
stake_amount = 2
pair = 'ETH/USDT'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
assert freqtrade.execute_entry(pair, stake_amount)
limit_order[entry_side(is_short)]['id'] = '222'
freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
assert freqtrade.execute_entry(pair, stake_amount)
limit_order[entry_side(is_short)]['id'] = '2223'
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
assert freqtrade.execute_entry(pair, stake_amount)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
assert not freqtrade.execute_entry(pair, stake_amount)
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, is_short) -> None:
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(return_value=limit_order[entry_side(is_short)]),
get_rate=MagicMock(return_value=0.11),
# Minimum stake-amount is ~5$
get_maintenance_ratio_and_amt=MagicMock(return_value=(0.0, 0.0)),
_fetch_and_calculate_funding_fees=MagicMock(return_value=0),
get_fee=fee,
get_max_leverage=MagicMock(return_value=5.0),
)
stake_amount = 2
pair = 'SOL/BUSD:BUSD'
freqtrade.strategy.leverage = MagicMock(return_value=5.0)
assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short)
trade = Trade.session.scalars(select(Trade)).first()
assert trade.leverage == 5.0
# assert trade.stake_amount == 2
@pytest.mark.parametrize('return_value,side_effect,log_message', [
(False, None, 'Found no enter signals for whitelisted currencies. Trying again...'),
(None, DependencyException, 'Unable to create trade for ETH/USDT: ')
])
def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
log_message, caplog) -> None:
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mock_ct = mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.create_trade',
MagicMock(
return_value=return_value,
side_effect=side_effect
)
)
n = freqtrade.enter_positions()
assert n == 0
assert log_has(log_message, caplog)
# create_trade should be called once for every pair in the whitelist.
assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch(f'{EXMS}.fetch_order', return_value=limit_order[entry_side(is_short)])
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
order_id = '123'
trade = Trade(
pair='ETH/USDT',
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=dt_now(),
stake_amount=0.01,
amount=11,
exchange="binance",
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=entry_side(is_short),
price=0.01,
ft_pair=trade.pair,
ft_amount=trade.amount,
ft_price=trade.open_rate,
order_id=order_id,
))
Trade.session.add(trade)
Trade.commit()
trades = [trade]
freqtrade.wallets.update()
n = freqtrade.exit_positions(trades)
assert n == 0
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to amount for Trade .*', caplog)
gra = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0)
# test amount modified by fee-logic
n = freqtrade.exit_positions(trades)
assert n == 0
assert gra.call_count == 0
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog, is_short) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order = limit_order[entry_side(is_short)]
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
order_id = '123'
trade = Trade(
pair='ETH/USDT',
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=dt_now(),
stake_amount=0.01,
amount=11,
exchange="binance",
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=entry_side(is_short),
price=0.01,
ft_pair=trade.pair,
ft_amount=trade.amount,
ft_price=trade.open_rate,
order_id=order_id,
ft_is_open=False,
))
Trade.session.add(trade)
Trade.commit()
freqtrade.wallets.update()
trades = [trade]
# Test raise of DependencyException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.handle_trade',
side_effect=DependencyException()
)
caplog.clear()
n = freqtrade.exit_positions(trades)
assert n == 0
assert log_has('Unable to exit trade ETH/USDT: ', caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter')
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0)
order_id = order['id']
trade = Trade(
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=dt_now(),
amount=11,
exchange="binance",
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=entry_side(is_short),
price=0.01,
order_id=order_id,
))
freqtrade.strategy.order_filled = MagicMock(return_value=None)
assert not freqtrade.update_trade_state(trade, None)
assert log_has_re(r'Orderid for trade .* is empty.', caplog)
caplog.clear()
# Add datetime explicitly since sqlalchemy defaults apply only once written to database
freqtrade.update_trade_state(trade, order_id)
# Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear()
assert not trade.has_open_orders
assert trade.amount == order['amount']
assert freqtrade.strategy.order_filled.call_count == 1
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.01)
assert trade.amount == 30.0
# test amount modified by fee-logic
freqtrade.update_trade_state(trade, order_id)
assert trade.amount == 29.99
assert not trade.has_open_orders
trade.is_open = True
# Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, order_id)
assert log_has_re('Found open order for.*', caplog)
limit_buy_order_usdt_new = deepcopy(limit_order)
limit_buy_order_usdt_new['filled'] = 0.0
limit_buy_order_usdt_new['status'] = 'canceled'
freqtrade.strategy.order_filled = MagicMock(return_value=None)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError)
mocker.patch(f'{EXMS}.fetch_order', return_value=limit_buy_order_usdt_new)
res = freqtrade.update_trade_state(trade, order_id)
# Cancelled empty
assert res is True
assert freqtrade.strategy.order_filled.call_count == 0
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize('initial_amount,has_rounding_fee', [
(30.0 + 1e-14, True),
(8.0, False)
])
def test_update_trade_state_withorderdict(
default_conf_usdt, trades_for_order, limit_order, fee, mocker, initial_amount,
has_rounding_fee, is_short, caplog
):
order = limit_order[entry_side(is_short)]
trades_for_order[0]['amount'] = initial_amount
order_id = "oid_123456"
order['id'] = order_id
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter')
# fetch_order should not be called!!
mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=ValueError))
patch_exchange(mocker)
amount = sum(x['amount'] for x in trades_for_order)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
caplog.clear()
trade = Trade(
pair='LTC/USDT',
amount=amount,
exchange='binance',
open_rate=2.0,
open_date=dt_now(),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
leverage=1,
is_short=is_short,
)
trade.orders.append(
Order(
ft_order_side=entry_side(is_short),
ft_pair=trade.pair,
ft_is_open=True,
order_id=order_id,
)
)
log_text = r'Applying fee on amount for .*'
freqtrade.update_trade_state(trade, order_id, order)
assert trade.amount != amount
if has_rounding_fee:
assert pytest.approx(trade.amount) == 29.992
assert log_has_re(log_text, caplog)
else:
assert pytest.approx(trade.amount) == order['amount']
assert not log_has_re(log_text, caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_order,
caplog) -> None:
order = limit_order[entry_side(is_short)]
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter')
# TODO: should not be magicmock
trade = MagicMock()
trade.amount = 123
open_order_id = '123'
# Test raise of OperationalException exception
mocker.patch(
'freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
side_effect=DependencyException()
)
freqtrade.update_trade_state(trade, open_order_id)
assert log_has('Could not update trade amount: ', caplog)
def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=InvalidOrderException))
# TODO: should not be magicmock
trade = MagicMock()
open_order_id = '123'
# Test raise of OperationalException exception
grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock())
freqtrade.update_trade_state(trade, open_order_id)
assert grm_mock.call_count == 0
assert log_has(f'Unable to fetch order {open_order_id}: ', caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trade_state_sell(
default_conf_usdt, trades_for_order, limit_order_open, limit_order, is_short, mocker
):
buy_order = limit_order[entry_side(is_short)]
open_order = limit_order_open[exit_side(is_short)]
l_order = limit_order[exit_side(is_short)]
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
# fetch_order should not be called!!
mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=ValueError))
wallet_mock = MagicMock()
mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
patch_exchange(mocker)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
amount = l_order["amount"]
wallet_mock.reset_mock()
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=0.0025,
fee_close=0.0025,
open_date=dt_now(),
is_open=True,
interest_rate=0.0005,
leverage=1,
is_short=is_short,
)
order = Order.parse_from_ccxt_object(buy_order, 'LTC/ETH', entry_side(is_short))
trade.orders.append(order)
order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', exit_side(is_short))
trade.orders.append(order)
assert order.status == 'open'
freqtrade.update_trade_state(trade, trade.open_orders_ids[-1], l_order)
assert trade.amount == l_order['amount']
# Wallet needs to be updated after closing a limit-sell order to reenable buying
assert wallet_mock.call_count == 1
assert not trade.is_open
# Order is updated by update_trade_state
assert order.status == 'closed'
@pytest.mark.parametrize('is_short,close_profit', [
(False, 0.09451372),
(True, 0.08635224),
])
def test_handle_trade(
default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short, close_profit
) -> None:
open_order = limit_order_open[exit_side(is_short)]
enter_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 2.19,
'ask': 2.2,
'last': 2.19
}),
create_order=MagicMock(side_effect=[
enter_order,
open_order,
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
time.sleep(0.01) # Race condition fix
assert trade.is_open is True
freqtrade.wallets.update()
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short,
exit_long=not is_short, exit_tag='sell_signal1')
assert freqtrade.handle_trade(trade) is True
assert trade.open_orders_ids[-1] == exit_order['id']
# Simulate fulfilled LIMIT_SELL order for trade
trade.orders[-1].ft_is_open = False
trade.orders[-1].status = 'closed'
trade.orders[-1].filled = trade.orders[-1].remaining
trade.orders[-1].remaining = 0.0
trade.update_trade(trade.orders[-1])
assert trade.close_rate == (2.0 if is_short else 2.2)
assert pytest.approx(trade.close_profit) == close_profit
assert pytest.approx(trade.calc_profit(trade.close_rate)) == 5.685
assert trade.close_date is not None
assert trade.exit_reason == 'sell_signal1'
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_overlapping_signals(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, is_short
) -> None:
open_order = limit_order_open[exit_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=[
open_order,
{'id': 1234553382},
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
# Buy and Sell triggering, so doing nothing ...
trades = Trade.session.scalars(select(Trade)).all()
nb_trades = len(trades)
assert nb_trades == 0
# Buy is triggering, so buying ...
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Buy and Sell are not triggering, so doing nothing ...
patch_get_signal(freqtrade, enter_long=False)
assert freqtrade.handle_trade(trades[0]) is False
trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Buy and Sell are triggering, so doing nothing ...
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
assert freqtrade.handle_trade(trades[0]) is False
trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
nb_trades = len(trades)
assert nb_trades == 1
assert trades[0].is_open is True
# Sell is triggering, guess what : we are Selling!
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
trades = Trade.session.scalars(select(Trade)).all()
for trade in trades:
trade.is_short = is_short
assert freqtrade.handle_trade(trades[0]) is True
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog,
is_short) -> None:
open_order = limit_order_open[entry_side(is_short)]
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=[
open_order,
{'id': 1234553382},
]),
get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
# instead that responsibility should be moved out of handle_trade(),
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
caplog.clear()
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Required profit reached. exit_type=ExitType.ROI",
caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_trade_use_exit_signal(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
) -> None:
enter_open_order = limit_order_open[exit_side(is_short)]
exit_open_order = limit_order_open[entry_side(is_short)]
# use_exit_signal is True buy default
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(side_effect=[
enter_open_order,
exit_open_order,
]),
get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert not freqtrade.handle_trade(trade)
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.EXIT_SIGNAL",
caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_close_trade(
default_conf_usdt, ticker_usdt, limit_order_open, limit_order, fee, mocker, is_short
) -> None:
open_order = limit_order_open[exit_side(is_short)]
enter_order = limit_order[exit_side(is_short)]
exit_order = limit_order[entry_side(is_short)]
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=open_order),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create trade and sell it
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], trade.entry_side)
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(exit_order, exit_order['symbol'], trade.exit_side)
trade.update_trade(oobj)
assert trade.is_open is False
with pytest.raises(DependencyException, match=r'.*closed trade.*'):
freqtrade.handle_trade(trade)
def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
patch_get_signal(ftbot)
ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
ftbot.strategy.analyze = MagicMock()
ftbot.process()
assert log_has_re(r'Strategy caused the following exception.*', caplog)
assert ftbot.strategy.bot_loop_start.call_count == 1
assert ftbot.strategy.analyze.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_entry_usercustom(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, is_short
) -> None:
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_orders_ids[0]
default_conf_usdt["unfilledtimeout"] = {"entry": 1400, "exit": 30}
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock(return_value=old_order)
cancel_enter_order = deepcopy(old_order)
cancel_enter_order['status'] = 'canceled'
cancel_order_wr_mock = MagicMock(return_value=cancel_enter_order)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order=cancel_order_mock,
cancel_order_with_result=cancel_order_wr_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
open_trade.orders[0].side = 'sell' if is_short else 'buy'
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
Trade.session.add(open_trade)
Trade.commit()
# Ensure default is to return empty (so not mocked yet)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
# Return false - trade remains open
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_order_side != "stoploss")
.where(Order.ft_trade_id == Trade.id)
).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 1
freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_order_side != "stoploss")
.where(Order.ft_trade_id == Trade.id)
).all()
nb_trades = len(trades)
assert nb_trades == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 1
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
# Trade should be closed since the function returns true
freqtrade.manage_open_orders()
assert cancel_order_wr_mock.call_count == 1
assert rpc_mock.call_count == 2
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_order_side != "stoploss")
.where(Order.ft_trade_id == Trade.id)
).all()
nb_trades = len(trades)
assert nb_trades == 0
assert freqtrade.strategy.check_entry_timeout.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_entry(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, is_short
) -> None:
old_order = limit_sell_order_old if is_short else limit_buy_order_old
rpc_mock = patch_RPCManager(mocker)
order = Order.parse_from_ccxt_object(old_order, 'mocked', 'buy')
open_trade.orders[0] = order
limit_entry_cancel = deepcopy(old_order)
limit_entry_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_entry_cancel)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
# check it does cancel entry orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_order_side != "stoploss")
.where(Order.ft_trade_id == Trade.id)
).all()
nb_trades = len(trades)
assert nb_trades == 0
# Custom user entry-timeout is never called
assert freqtrade.strategy.check_entry_timeout.call_count == 0
# Entry adjustment is never called
assert freqtrade.strategy.adjust_entry_price.call_count == 0
@pytest.mark.parametrize("is_short", [False, True])
def test_adjust_entry_cancel(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_orders[0].order_id
limit_entry_cancel = deepcopy(old_order)
limit_entry_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_entry_cancel)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
# check that order is cancelled
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None)
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_trade_id == Trade.id)
).all()
assert len(trades) == 0
assert len(Order.session.scalars(select(Order)).all()) == 0
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog)
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order fully cancelled.*", caplog)
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_adjust_entry_replace_fail(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_orders[0].order_id
limit_entry_cancel = deepcopy(old_order)
limit_entry_cancel['status'] = 'open'
cancel_order_mock = MagicMock(return_value=limit_entry_cancel)
fetch_order_mock = MagicMock(return_value=old_order)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=fetch_order_mock,
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
mocker.patch('freqtrade.freqtradebot.sleep')
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
# Attempt replace order - which fails
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=12234)
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_trade_id == Trade.id)
).all()
assert len(trades) == 0
assert len(Order.session.scalars(select(Order)).all()) == 0
assert fetch_order_mock.call_count == 4
assert log_has_re(
r"Could not cancel order.*, therefore not replacing\.", caplog)
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_adjust_entry_replace_fail_create_order(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_orders[0].order_id
limit_entry_cancel = deepcopy(old_order)
limit_entry_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_entry_cancel)
fetch_order_mock = MagicMock(return_value=old_order)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=fetch_order_mock,
cancel_order_with_result=cancel_order_mock,
get_fee=fee
)
mocker.patch('freqtrade.freqtradebot.sleep')
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_entry',
side_effect=DependencyException())
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
# Attempt replace order - which fails
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=12234)
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade)
.where(Trade.is_open.is_(True))
).all()
assert len(trades) == 0
assert len(Order.session.scalars(select(Order)).all()) == 0
assert fetch_order_mock.call_count == 1
assert log_has_re(
r"Could not replace order for.*", caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_adjust_entry_maintain_replace(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
old_order = limit_sell_order_old if is_short else limit_buy_order_old
old_order['id'] = open_trade.open_orders_ids[0]
limit_entry_cancel = deepcopy(old_order)
limit_entry_cancel['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_entry_cancel)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order_with_result=cancel_order_mock,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
# Timeout to not interfere
freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
# Check that order is maintained
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order['price'])
freqtrade.manage_open_orders()
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_trade_id == Trade.id)
).all()
assert len(trades) == 1
assert len(Order.get_open_orders()) == 1
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
# Check that order is replaced
freqtrade.get_valid_enter_price_and_stake = MagicMock(return_value={100, 10, 1})
freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
freqtrade.manage_open_orders()
assert freqtrade.strategy.adjust_entry_price.call_count == 1
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_trade_id == Trade.id)
).all()
assert len(trades) == 1
nb_all_orders = len(Order.session.scalars(select(Order)).all())
assert nb_all_orders == 2
# New order seems to be in closed status?
# nb_open_orders = len(Order.get_open_orders())
# assert nb_open_orders == 1
assert log_has_re(
f"{'Sell' if is_short else 'Buy'} order cancelled to be replaced*", caplog)
# Entry adjustment is called
assert freqtrade.strategy.adjust_entry_price.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_check_handle_cancelled_buy(
default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
limit_sell_order_old, fee, mocker, caplog, is_short
) -> None:
""" Handle Buy order cancelled on exchange"""
old_order = limit_sell_order_old if is_short else limit_buy_order_old
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
old_order.update({"status": "canceled", 'filled': 0.0})
old_order['side'] = 'buy' if is_short else 'sell'
old_order['id'] = open_trade.open_orders[0].order_id
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=old_order),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 2
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_is_open.is_(True))
.where(Order.ft_trade_id == Trade.id)
).all()
assert len(trades) == 0
exit_name = 'Buy' if is_short else 'Sell'
assert log_has_re(f"{exit_name} order cancelled on exchange for Trade.*", caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_buy_exception(
default_conf_usdt, ticker_usdt, open_trade, is_short, fee, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
validate_pairs=MagicMock(),
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(side_effect=ExchangeError),
cancel_order=cancel_order_mock,
get_fee=fee
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade.is_short = is_short
Trade.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
assert len(open_trade.open_orders) == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_exit_usercustom(
default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
is_short, open_trade_usdt, caplog
) -> None:
default_conf_usdt["unfilledtimeout"] = {"entry": 1440, "exit": 1440, "exit_timeout_count": 1}
limit_sell_order_old['amount'] = open_trade_usdt.amount
limit_sell_order_old['remaining'] = open_trade_usdt.amount
if is_short:
limit_sell_order_old['side'] = 'buy'
open_trade_usdt.is_short = is_short
open_exit_order = Order.parse_from_ccxt_object(limit_sell_order_old, 'mocked',
'buy' if is_short else 'sell')
open_trade_usdt.orders[-1] = open_exit_order
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
patch_exchange(mocker)
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.0)
et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade_usdt.open_date = dt_now() - timedelta(hours=5)
open_trade_usdt.close_date = dt_now() - timedelta(minutes=601)
open_trade_usdt.close_profit_abs = 0.001
Trade.session.add(open_trade_usdt)
Trade.commit()
# Ensure default is false
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
# Return false - No impact
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0
freqtrade.strategy.check_exit_timeout = MagicMock(side_effect=KeyError)
freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
# Return Error - No impact
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 1
assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0
# Return True - sells!
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=True)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
assert freqtrade.strategy.check_exit_timeout.call_count == 1
assert freqtrade.strategy.check_entry_timeout.call_count == 0
# 2nd canceled trade - Fail execute exit
caplog.clear()
mocker.patch('freqtrade.persistence.Trade.get_canceled_exit_order_count', return_value=1)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit',
side_effect=DependencyException)
freqtrade.manage_open_orders()
assert log_has_re('Unable to emergency exit .*', caplog)
et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
caplog.clear()
# 2nd canceled trade ...
# If cancelling fails - no emergency exit!
with patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit', return_value=False):
freqtrade.manage_open_orders()
assert et_mock.call_count == 0
freqtrade.manage_open_orders()
assert log_has_re('Emergency exiting trade.*', caplog)
assert et_mock.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_exit(
default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, is_short, open_trade_usdt
) -> None:
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
limit_sell_order_old['id'] = '123456789_exit'
limit_sell_order_old['side'] = 'buy' if is_short else 'sell'
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order=cancel_order_mock,
get_min_pair_stake_amount=MagicMock(return_value=0),
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade_usdt.open_date = dt_now() - timedelta(hours=5)
open_trade_usdt.close_date = dt_now() - timedelta(minutes=601)
open_trade_usdt.close_profit_abs = 0.001
open_trade_usdt.is_short = is_short
Trade.session.add(open_trade_usdt)
Trade.commit()
freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
# check it does cancel sell orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 2
assert open_trade_usdt.is_open is True
# Custom user sell-timeout is never called
assert freqtrade.strategy.check_exit_timeout.call_count == 0
assert freqtrade.strategy.check_entry_timeout.call_count == 0
@pytest.mark.parametrize("is_short", [False, True])
def test_check_handle_cancelled_exit(
default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade_usdt,
is_short, mocker, caplog
) -> None:
""" Handle sell order cancelled on exchange"""
rpc_mock = patch_RPCManager(mocker)
cancel_order_mock = MagicMock()
limit_sell_order_old.update({"status": "canceled", 'filled': 0.0})
limit_sell_order_old['side'] = 'buy' if is_short else 'sell'
limit_sell_order_old['id'] = open_trade_usdt.open_orders[0].order_id
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_sell_order_old),
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
open_trade_usdt.open_date = dt_now() - timedelta(hours=5)
open_trade_usdt.close_date = dt_now() - timedelta(minutes=601)
open_trade_usdt.is_short = is_short
Trade.session.add(open_trade_usdt)
Trade.commit()
# check it does cancel sell orders over the time limit
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 0
assert rpc_mock.call_count == 2
assert open_trade_usdt.is_open is True
exit_name = 'Buy' if is_short else 'Sell'
assert log_has_re(f"{exit_name} order cancelled on exchange for Trade.*", caplog)
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("leverage", [1, 3, 5, 10])
def test_manage_open_orders_partial(
default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short, leverage,
open_trade, mocker
) -> None:
rpc_mock = patch_RPCManager(mocker)
open_trade.is_short = is_short
open_trade.leverage = leverage
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
limit_buy_order_old_partial['id'] = open_trade.orders[0].order_id
limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
limit_buy_canceled['status'] = 'canceled'
cancel_order_mock = MagicMock(return_value=limit_buy_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
prior_stake = open_trade.stake_amount
Trade.session.add(open_trade)
Trade.commit()
# check it does cancel buy orders over the time limit
# note this is for a partially-complete buy order
freqtrade.manage_open_orders()
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 3
trades = Trade.session.scalars(
select(Trade)
).all()
assert len(trades) == 1
assert trades[0].amount == 23.0
assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount / leverage
assert trades[0].stake_amount != prior_stake
assert not trades[0].has_open_orders
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_partial_fee(
default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker
) -> None:
open_trade.is_short = is_short
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial['id'] = open_trade.orders[0].order_id
limit_buy_order_old_partial_canceled['id'] = open_trade.open_orders_ids[0]
limit_buy_order_old_partial['side'] = 'sell' if is_short else 'buy'
limit_buy_order_old_partial_canceled['side'] = 'sell' if is_short else 'buy'
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0))
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
freqtrade = FreqtradeBot(default_conf_usdt)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.session.add(open_trade)
Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.manage_open_orders()
assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 3
trades = Trade.session.scalars(
select(Trade)
.where(Order.ft_trade_id == Trade.id)
).all()
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining']) - 0.023
assert not trades[0].has_open_orders
assert trades[0].fee_updated(open_trade.entry_side)
assert pytest.approx(trades[0].fee_open) == 0.001
@pytest.mark.parametrize("is_short", [False, True])
def test_manage_open_orders_partial_except(
default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
limit_buy_order_old_partial, trades_for_order,
limit_buy_order_old_partial_canceled, mocker
) -> None:
open_trade.is_short = is_short
open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
rpc_mock = patch_RPCManager(mocker)
limit_buy_order_old_partial_canceled['id'] = open_trade.open_orders_ids[0]
limit_buy_order_old_partial['id'] = open_trade.open_orders_ids[0]
if is_short:
limit_buy_order_old_partial['side'] = 'sell'
cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
cancel_order_with_result=cancel_order_mock,
get_trades_for_order=MagicMock(return_value=trades_for_order),
)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
MagicMock(side_effect=DependencyException))
freqtrade = FreqtradeBot(default_conf_usdt)
assert open_trade.amount == limit_buy_order_old_partial['amount']
open_trade.fee_open = fee()
open_trade.fee_close = fee()
Trade.session.add(open_trade)
Trade.commit()
# cancelling a half-filled order should update the amount to the bought amount
# and apply fees if necessary.
freqtrade.manage_open_orders()
assert log_has_re(r"Could not update trade amount: .*", caplog)
assert cancel_order_mock.call_count == 1
assert rpc_mock.call_count == 3
trades = Trade.session.scalars(
select(Trade)
).all()
assert len(trades) == 1
# Verify that trade has been updated
assert trades[0].amount == (limit_buy_order_old_partial['amount'] -
limit_buy_order_old_partial['remaining'])
assert not trades[0].has_open_orders
assert trades[0].fee_open == fee()
def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker,
caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
'freqtrade.freqtradebot.FreqtradeBot',
handle_cancel_enter=MagicMock(),
handle_cancel_exit=MagicMock(),
)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
cancel_order=cancel_order_mock
)
freqtrade = FreqtradeBot(default_conf_usdt)
Trade.session.add(open_trade_usdt)
Trade.commit()
caplog.clear()
freqtrade.manage_open_orders()
assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
r"is_short=False, leverage=1.0, "
r"open_rate=2.00000000, open_since="
f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
r"\) due to Traceback \(most recent call last\):\n*",
caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short, fee) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
l_order = deepcopy(limit_order[entry_side(is_short)])
cancel_entry_order = deepcopy(limit_order[entry_side(is_short)])
cancel_entry_order['status'] = 'canceled'
del cancel_entry_order['filled']
cancel_order_mock = MagicMock(return_value=cancel_entry_order)
mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
trade = mock_trade_usdt_4(fee, is_short)
Trade.session.add(trade)
Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
caplog.clear()
l_order['filled'] = 0.01
assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason)
assert cancel_order_mock.call_count == 0
assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unexitable.*", caplog)
caplog.clear()
cancel_order_mock.reset_mock()
l_order['filled'] = 2
assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason)
assert cancel_order_mock.call_count == 1
# Order remained open for some reason (cancel failed)
cancel_entry_order['status'] = 'open'
cancel_order_mock = MagicMock(return_value=cancel_entry_order)
mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock)
assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason)
assert log_has_re(r"Order .* for .* not cancelled.", caplog)
# min_pair_stake empty should not crash
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=None)
assert not freqtrade.handle_cancel_enter(
trade, limit_order[entry_side(is_short)], trade.open_orders[0], reason
)
# Retry ...
cbo = limit_order[entry_side(is_short)]
mocker.patch('freqtrade.freqtradebot.sleep')
cbo['status'] = 'open'
co_mock = mocker.patch(f'{EXMS}.cancel_order_with_result', return_value=cbo)
fo_mock = mocker.patch(f'{EXMS}.fetch_order', return_value=cbo)
assert not freqtrade.handle_cancel_enter(
trade, cbo, trade.open_orders[0], reason, replacing=True
)
assert co_mock.call_count == 1
assert fo_mock.call_count == 3
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bybit'],
indirect=['limit_buy_order_canceled_empty'])
def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
limit_buy_order_canceled_empty) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = mocker.patch(
f'{EXMS}.cancel_order_with_result',
return_value=limit_buy_order_canceled_empty)
notify_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
freqtrade = FreqtradeBot(default_conf_usdt)
reason = CANCEL_REASON['TIMEOUT']
trade = mock_trade_usdt_4(fee, is_short)
Trade.session.add(trade)
Trade.commit()
assert freqtrade.handle_cancel_enter(
trade, limit_buy_order_canceled_empty, trade.open_orders[0], reason
)
assert cancel_order_mock.call_count == 0
assert log_has_re(
f'{trade.entry_side.capitalize()} order fully cancelled. '
r'Removing .* from database\.',
caplog
)
assert notify_mock.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.parametrize('cancelorder', [
{},
{'remaining': None},
'String Return value',
123
])
def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order, is_short, fee,
cancelorder) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
l_order = limit_order[entry_side(is_short)]
cancel_order_mock = MagicMock(return_value=cancelorder)
mocker.patch.multiple(
EXMS,
cancel_order=cancel_order_mock,
fetch_order=MagicMock(side_effect=InvalidOrderException)
)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade._notify_enter_cancel = MagicMock()
trade = mock_trade_usdt_4(fee, is_short)
Trade.session.add(trade)
Trade.commit()
l_order['filled'] = 0.0
l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason)
assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock()
l_order['filled'] = 1.0
order = deepcopy(l_order)
order['status'] = 'canceled'
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders[0], reason)
assert cancel_order_mock.call_count == 1
@pytest.mark.parametrize('is_short', [True, False])
@pytest.mark.parametrize('leverage', [1, 5])
@pytest.mark.parametrize('amount', [2, 50])
def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee, is_short,
leverage, amount) -> None:
send_msg_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
cancel_order_mock = MagicMock()
mocker.patch.multiple(
EXMS,
cancel_order=cancel_order_mock,
)
entry_price = 0.245441
mocker.patch(f'{EXMS}.get_rate', return_value=entry_price)
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.2)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee')
freqtrade = FreqtradeBot(default_conf_usdt)
trade = Trade(
pair='LTC/USDT',
amount=amount * leverage,
exchange='binance',
open_rate=entry_price,
open_date=dt_now() - timedelta(days=2),
fee_open=fee.return_value,
fee_close=fee.return_value,
close_rate=0.555,
close_date=dt_now(),
exit_reason="sell_reason_whatever",
stake_amount=entry_price * amount,
leverage=leverage,
is_short=is_short,
)
trade.orders = [
Order(
ft_order_side=entry_side(is_short),
ft_pair=trade.pair,
ft_is_open=False,
order_id='buy_123456',
status="closed",
symbol=trade.pair,
order_type="market",
side=entry_side(is_short),
price=trade.open_rate,
average=trade.open_rate,
filled=trade.amount,
remaining=0,
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
),
Order(
ft_order_side=exit_side(is_short),
ft_pair=trade.pair,
ft_is_open=True,
order_id='sell_123456',
status="open",
symbol=trade.pair,
order_type="limit",
side=exit_side(is_short),
price=trade.open_rate,
average=trade.open_rate,
filled=0.0,
remaining=trade.amount,
cost=trade.open_rate * trade.amount,
order_date=trade.open_date,
order_filled_date=trade.open_date,
),
]
order = {'id': "sell_123456",
'remaining': 1,
'amount': 1,
'status': "open"}
reason = CANCEL_REASON['TIMEOUT']
order_obj = trade.open_orders[-1]
send_msg_mock.reset_mock()
assert freqtrade.handle_cancel_exit(trade, order, order_obj, reason)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert trade.close_rate is None
assert trade.exit_reason is None
assert not trade.has_open_orders
send_msg_mock.reset_mock()
# Partial exit - below exit threshold
order['amount'] = amount * leverage
order['filled'] = amount * 0.99 * leverage
assert not freqtrade.handle_cancel_exit(trade, order, order_obj, reason)
# Assert cancel_order was not called (callcount remains unchanged)
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])
assert not freqtrade.handle_cancel_exit(trade, order, order_obj, reason)
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'])
# Message should not be iterated again
assert trade.exit_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
assert send_msg_mock.call_count == 1
send_msg_mock.reset_mock()
order['filled'] = amount * 0.5 * leverage
assert freqtrade.handle_cancel_exit(trade, order, order_obj, reason)
assert send_msg_mock.call_count == 1
assert (send_msg_mock.call_args_list[0][0][0]['reason']
== CANCEL_REASON['PARTIALLY_FILLED'])
def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.0)
mocker.patch(f'{EXMS}.cancel_order_with_result', side_effect=InvalidOrderException())
freqtrade = FreqtradeBot(default_conf_usdt)
# TODO: should not be magicmock
trade = MagicMock()
order_obj = MagicMock()
order_obj.order_id = '125'
reason = CANCEL_REASON['TIMEOUT']
order = {'remaining': 1,
'id': '125',
'amount': 1,
'status': "open"}
assert not freqtrade.handle_cancel_exit(trade, order, order_obj, reason)
# mocker.patch(f'{EXMS}.cancel_order_with_result', return_value=order)
# assert not freqtrade.handle_cancel_exit(trade, order, reason)
@pytest.mark.parametrize("is_short, open_rate, amt", [
(False, 2.0, 30.0),
(True, 2.02, 29.70297029),
])
def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker,
ticker_usdt_sell_down, is_short, open_rate, amt) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt_sell_down if is_short else ticker_usdt_sell_up
)
# Prevented sell ...
freqtrade.execute_trade_exit(
trade=trade,
limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert id(freqtrade.strategy.confirm_trade_exit.call_args_list[0][1]['trade']) != id(trade)
assert freqtrade.strategy.confirm_trade_exit.call_args_list[0][1]['trade'].id == trade.id
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
freqtrade.execute_trade_exit(
trade=trade,
limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.EXIT,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'gain': 'profit',
'limit': 2.0 if is_short else 2.2,
'order_rate': 2.0 if is_short else 2.2,
'amount': pytest.approx(amt),
'order_type': 'limit',
'buy_tag': None,
'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': 2.01 if is_short else 2.3,
'profit_amount': 0.29554455 if is_short else 5.685,
'profit_ratio': 0.00493809 if is_short else 0.09451372,
'stake_currency': 'USDT',
'quote_currency': 'USDT',
'fiat_currency': 'USD',
'base_currency': 'ETH',
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
'is_final_exit': False,
'final_profit_ratio': None,
} == last_msg
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down,
ticker_usdt_sell_up, mocker, is_short) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create some test data
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down
)
freqtrade.execute_trade_exit(
trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'gain': 'loss',
'limit': 2.2 if is_short else 2.01,
'order_rate': 2.2 if is_short else 2.01,
'amount': pytest.approx(29.70297029) if is_short else 30.0,
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': 2.02 if is_short else 2.0,
'current_rate': 2.2 if is_short else 2.0,
'profit_amount': -5.65990099 if is_short else -0.00075,
'profit_ratio': -0.0945681 if is_short else -1.247e-05,
'stake_currency': 'USDT',
'quote_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD',
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
'is_final_exit': False,
'final_profit_ratio': None,
} == last_msg
@pytest.mark.parametrize(
"is_short,amount,open_rate,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [
(False, 30, 2.0, 2.3, 2.25, 7.18125, 0.11938903, 'profit'),
(True, 29.70297029, 2.02, 2.2, 2.25, -7.14876237, -0.11944465, 'loss'),
])
def test_execute_trade_exit_custom_exit_price(
default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, is_short, amount, open_rate,
current_rate, limit, profit_amount, profit_ratio, profit_or_loss, mocker) -> None:
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
config = deepcopy(default_conf_usdt)
config['custom_price_max_distance_ratio'] = 0.1
patch_whitelist(mocker, config)
freqtrade = FreqtradeBot(config)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
# Create some test data
freqtrade.enter_positions()
rpc_mock.reset_mock()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
assert freqtrade.strategy.confirm_trade_exit.call_count == 0
# Increase the price and sell it
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt_sell_up
)
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# Set a custom exit price
freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL, exit_reason='foo')
)
# Sell price must be different to default bid price
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
last_msg = rpc_mock.call_args_list[-1][0][0]
assert {
'trade_id': 1,
'type': RPCMessageType.EXIT,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'gain': profit_or_loss,
'limit': limit,
'order_rate': limit,
'amount': pytest.approx(amount),
'order_type': 'limit',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'quote_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD',
'exit_reason': 'foo',
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
'is_final_exit': False,
'final_profit_ratio': None,
} == last_msg
@pytest.mark.parametrize(
"is_short,amount,current_rate,limit,profit_amount,profit_ratio,profit_or_loss", [
(False, 30, 2.3, 2.2, 5.685, 0.09451372, 'profit'),
(True, 29.70297029, 2.2, 2.3, -8.63762376, -0.1443212, 'loss'),
])
def test_execute_trade_exit_market_order(
default_conf_usdt, ticker_usdt, fee, is_short, current_rate, amount, caplog,
limit, profit_amount, profit_ratio, profit_or_loss, ticker_usdt_sell_up, mocker
) -> None:
"""
amount
long: 60 / 2.0 = 30
short: 60 / 2.02 = 29.70297029
open_value
long: (30 * 2.0) + (30 * 2.0 * 0.0025) = 60.15
short: (29.702970297029704 * 2.02) - (29.702970297029704 * 2.02 * 0.0025) = 59.85
close_value
long: (30 * 2.2) - (30 * 2.2 * 0.0025) = 65.835
short: (29.702970297029704 * 2.3) + (29.702970297029704 * 2.3 * 0.0025) = 68.48762376237624
profit
long: 65.835 - 60.15 = 5.684999999999995
short: 59.85 - 68.48762376237624 = -8.637623762376244
profit_ratio
long: (65.835/60.15) - 1 = 0.0945137157107232
short: 1 - (68.48762376237624/59.85) = -0.1443211990371971
"""
open_rate = ticker_usdt.return_value['ask' if is_short else 'bid']
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=True),
)
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create some test data
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
# Increase the price and sell it
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt_sell_up,
_dry_is_price_crossed=MagicMock(return_value=False),
)
freqtrade.config['order_types']['exit'] = 'market'
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert not trade.is_open
assert pytest.approx(trade.close_profit) == profit_ratio
assert rpc_mock.call_count == 4
last_msg = rpc_mock.call_args_list[-2][0][0]
assert {
'type': RPCMessageType.EXIT,
'trade_id': 1,
'exchange': 'Binance',
'pair': 'ETH/USDT',
'direction': 'Short' if trade.is_short else 'Long',
'leverage': 1.0,
'gain': profit_or_loss,
'limit': limit,
'order_rate': limit,
'amount': pytest.approx(amount),
'order_type': 'market',
'buy_tag': None,
'enter_tag': None,
'open_rate': open_rate,
'current_rate': current_rate,
'profit_amount': pytest.approx(profit_amount),
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'quote_currency': 'USDT',
'base_currency': 'ETH',
'fiat_currency': 'USD',
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
'sub_trade': False,
'cumulative_profit': 0.0,
'stake_amount': pytest.approx(60),
'is_final_exit': False,
'final_profit_ratio': None,
} == last_msg
@pytest.mark.parametrize("is_short", [False, True])
def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee, is_short,
ticker_usdt_sell_up, mocker) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
create_order=MagicMock(side_effect=[
{'id': 1234553382},
InsufficientFundsError(),
]),
)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create some test data
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
# Increase the price and sell it
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt_sell_up
)
sell_reason = ExitCheckTuple(exit_type=ExitType.ROI)
assert not freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=sell_reason
)
assert mock_insuf.call_count == 1
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,exit_type,is_short', [
# Enable profit
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True),
# # Disable profit
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True),
# # Enable loss
# # * Shouldn't this be ExitType.STOP_LOSS.value
(True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True),
# Disable loss
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
])
def test_exit_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = entry_side(is_short)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': bid,
'ask': ask,
'last': bid
}),
create_order=MagicMock(side_effect=[
limit_order[eside],
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf_usdt.update({
'use_exit_signal': True,
'exit_profit_only': profit_only,
'exit_profit_offset': 0.1,
})
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.custom_exit = MagicMock(return_value=None)
if exit_type == ExitType.EXIT_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
freqtrade.strategy.ft_stoploss_reached = MagicMock(return_value=ExitCheckTuple(
exit_type=ExitType.NONE))
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_order(limit_order[eside])
trade.update_trade(oobj)
freqtrade.wallets.update()
if profit_only:
assert freqtrade.handle_trade(trade) is False
# Custom-exit is called
freqtrade.strategy.custom_exit.call_count == 1
patch_get_signal(freqtrade, enter_long=False, exit_short=is_short, exit_long=not is_short)
assert freqtrade.handle_trade(trade) is handle_first
if handle_second:
freqtrade.strategy.exit_profit_offset = 0.0
assert freqtrade.handle_trade(trade) is True
def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_open,
fee, mocker, caplog) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
create_order=MagicMock(side_effect=[
limit_order_open['buy'],
{'id': 1234553382},
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
amnt = trade.amount
oobj = Order.parse_from_ccxt_object(limit_order['buy'], limit_order['buy']['symbol'], 'buy')
trade.update_trade(oobj)
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
assert freqtrade.handle_trade(trade) is True
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert trade.amount != amnt
@pytest.mark.parametrize('amount_wallet,has_err', [
(95.29, False),
(91.29, True)
])
def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err):
patch_RPCManager(mocker)
patch_exchange(mocker)
amount = 95.33
amount_wallet = amount_wallet
mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
if has_err:
with pytest.raises(DependencyException, match=r"Not enough amount to exit trade."):
assert freqtrade._safe_exit_amount(trade, trade.pair, trade.amount)
else:
wallet_update.reset_mock()
assert trade.amount != amount_wallet
assert freqtrade._safe_exit_amount(trade, trade.pair, trade.amount) == amount_wallet
assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert trade.amount == amount_wallet
assert wallet_update.call_count == 1
caplog.clear()
wallet_update.reset_mock()
assert freqtrade._safe_exit_amount(trade, trade.pair, amount_wallet) == amount_wallet
assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
assert wallet_update.call_count == 1
@pytest.mark.parametrize("is_short", [False, True])
def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
ticker_usdt_sell_down, mocker, caplog, is_short) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
# Create some test data
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
assert trade
# Decrease the price and sell it
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt_sell_down
)
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.STOP_LOSS)
)
trade.close(ticker_usdt_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair, side='*')
# Boths sides are locked
assert freqtrade.strategy.is_pair_locked(trade.pair, side='long')
assert freqtrade.strategy.is_pair_locked(trade.pair, side='short')
# reinit - should buy other pair.
caplog.clear()
freqtrade.enter_positions()
assert log_has_re(fr"Pair {trade.pair} \* is locked.*", caplog)
@pytest.mark.parametrize("is_short", [False, True])
def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short,
fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = entry_side(is_short)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 2.19,
'ask': 2.2,
'last': 2.19
}),
create_order=MagicMock(side_effect=[
limit_order_open[eside],
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf_usdt['ignore_roi_if_entry_signal'] = True
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
freqtrade.wallets.update()
if is_short:
patch_get_signal(freqtrade, enter_long=False, enter_short=True, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=True, exit_long=True)
assert freqtrade.handle_trade(trade) is False
# Test if entry-signal is absent (should sell due to roi = true)
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=False, exit_tag='something')
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False, exit_tag='something')
assert freqtrade.handle_trade(trade) is True
assert trade.exit_reason == ExitType.ROI.value
@pytest.mark.parametrize("is_short,val1,val2", [
(False, 1.5, 1.1),
(True, 0.5, 0.9)
])
def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
is_short, val1, val2, fee, caplog, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 2.0,
'ask': 2.0,
'last': 2.0
}),
create_order=MagicMock(side_effect=[
limit_order_open[entry_side(is_short)],
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf_usdt['trailing_stop'] = True
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
assert freqtrade.handle_trade(trade) is False
# Raise praise into profits
mocker.patch(f'{EXMS}.fetch_ticker',
MagicMock(return_value={
'bid': 2.0 * val1,
'ask': 2.0 * val1,
'last': 2.0 * val1
}))
# Stoploss should be adjusted
assert freqtrade.handle_trade(trade) is False
caplog.clear()
# Price fell
mocker.patch(f'{EXMS}.fetch_ticker',
MagicMock(return_value={
'bid': 2.0 * val2,
'ask': 2.0 * val2,
'last': 2.0 * val2
}))
caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True
stop_multi = 1.1 if is_short else 0.9
assert log_has(f"ETH/USDT - HIT STOP: current price at {(2.0 * val2):6f}, "
f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
caplog)
assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
(0, False, 2.0394, False),
(0.011, False, 2.0394, False),
(0.055, True, 1.8, False),
(0, False, 2.1614, True),
(0.011, False, 2.1614, True),
(0.055, True, 2.42, True),
])
def test_trailing_stop_loss_positive(
default_conf_usdt, limit_order, limit_order_open,
offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short
) -> None:
enter_price = limit_order[entry_side(is_short)]['price']
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = entry_side(is_short)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': enter_price - (-0.01 if is_short else 0.01),
'ask': enter_price - (-0.01 if is_short else 0.01),
'last': enter_price - (-0.01 if is_short else 0.01),
}),
create_order=MagicMock(side_effect=[
limit_order[eside],
{'id': 1234553382},
]),
get_fee=fee,
)
default_conf_usdt['trailing_stop'] = True
default_conf_usdt['trailing_stop_positive'] = 0.01
if offset:
default_conf_usdt['trailing_stop_positive_offset'] = offset
default_conf_usdt['trailing_only_offset_is_reached'] = trail_if_reached
patch_whitelist(mocker, default_conf_usdt)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short
oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_order(limit_order[eside])
trade.update_trade(oobj)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
# Raise ticker_usdt above buy price
mocker.patch(
f'{EXMS}.fetch_ticker',
MagicMock(return_value={
'bid': enter_price + (-0.06 if is_short else 0.06),
'ask': enter_price + (-0.06 if is_short else 0.06),
'last': enter_price + (-0.06 if is_short else 0.06),
})
)
caplog.clear()
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
caplog_text = (f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: "
f"{'2.49' if not is_short else '2.24'}%")
if trail_if_reached:
assert not log_has(caplog_text, caplog)
assert not log_has("ETH/USDT - Adjusting stoploss...", caplog)
else:
assert log_has(caplog_text, caplog)
assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
assert pytest.approx(trade.stop_loss) == second_sl
caplog.clear()
mocker.patch(
f'{EXMS}.fetch_ticker',
MagicMock(return_value={
'bid': enter_price + (-0.135 if is_short else 0.125),
'ask': enter_price + (-0.135 if is_short else 0.125),
'last': enter_price + (-0.135 if is_short else 0.125),
})
)
assert freqtrade.handle_trade(trade) is False
assert log_has(
f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: "
f"{'5.72' if not is_short else '5.67'}%",
caplog
)
assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
mocker.patch(
f'{EXMS}.fetch_ticker',
MagicMock(return_value={
'bid': enter_price + (-0.02 if is_short else 0.02),
'ask': enter_price + (-0.02 if is_short else 0.02),
'last': enter_price + (-0.02 if is_short else 0.02),
})
)
# Lower price again (but still positive)
assert freqtrade.handle_trade(trade) is True
assert log_has(
f"ETH/USDT - HIT STOP: current price at {enter_price + (-0.02 if is_short else 0.02):.6f}, "
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
f"trade opened at {2.2 if is_short else 2.0}00000",
caplog)
assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize("is_short", [False, True])
def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open,
is_short, fee, mocker) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
eside = entry_side(is_short)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 2.0,
'ask': 2.0,
'last': 2.0
}),
create_order=MagicMock(side_effect=[
limit_order_open[eside],
{'id': 1234553382},
{'id': 1234553383}
]),
get_fee=fee,
_dry_is_price_crossed=MagicMock(return_value=False),
)
default_conf_usdt['exit_pricing'] = {
'ignore_roi_if_entry_signal': False
}
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
oobj = Order.parse_from_ccxt_object(
limit_order[eside], limit_order[eside]['symbol'], eside)
trade.update_trade(oobj)
# Sell due to min_roi_reached
patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
assert freqtrade.handle_trade(trade) is True
# Test if entry-signal is absent
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True
assert trade.exit_reason == ExitType.ROI.value
def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
mocker):
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == (amount * 0.001)
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,'
' leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.008.',
caplog
)
def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee,
caplog, mocker):
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is kept as is
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
assert walletmock.call_count == 1
assert log_has_re(r'Fee amount for Trade.* was in base currency '
'- Eating Fee 0.008 into dust', caplog)
def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee):
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
amount = buy_order_fee['amount']
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount is reduced by "fee"
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) is None
assert log_has(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) failed: '
'myTrade-Dict empty found',
caplog
)
@pytest.mark.parametrize(
'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [
# basic, amount does not change
({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
# no currency in fee
({'cost': 0.004, 'currency': None}, 0, True, None),
# BNB no rate
({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, (
'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, '
'leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -'
' rate: None'
)),
# from order
({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), fee=0.004.'
)),
# invalid, no currency in from fee dict
({'cost': 0.008, 'currency': None}, 0, True, None),
])
def test_get_real_amount(
default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog,
fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log
):
buy_order = deepcopy(buy_order_fee)
buy_order['fee'] = fee_par
trades_for_order[0]['fee'] = fee_par
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = sum(x['amount'] for x in trades_for_order)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
if not use_ticker_usdt_rate:
mocker.patch(f'{EXMS}.fetch_ticker', side_effect=ExchangeError)
caplog.clear()
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
res = freqtrade.get_real_amount(trade, buy_order, order_obj)
if fee_reduction_amount == 0:
assert res is None
else:
assert res == fee_reduction_amount
if expected_log:
assert log_has(expected_log, caplog)
@pytest.mark.parametrize(
'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
# basic, amount is reduced by fee
(None, None, 0.001, 0.001, 7.992),
# different fee currency on both trades, fee is average of both trade's fee
(0.02, 'BNB', 0.0005, 0.001518575, 7.996),
])
def test_get_real_amount_multi(
default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
):
trades_for_order = deepcopy(trades_for_order2)
if fee_cost:
trades_for_order[0]['fee']['cost'] = fee_cost
if fee_currency:
trades_for_order[0]['fee']['currency'] = fee_currency
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
default_conf_usdt['stake_currency'] = "ETH"
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441
)
# Fake markets entry to enable fee parsing
markets['BNB/ETH'] = markets['ETH/USDT']
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets))
mocker.patch(f'{EXMS}.fetch_ticker',
return_value={'ask': 0.19, 'last': 0.2})
# Amount is reduced by "fee"
expected_amount = amount * fee_reduction_amount
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, buy_order_fee, order_obj) == expected_amount
assert log_has(
(
'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed), '
f'fee={expected_amount}.'
),
caplog
)
assert trade.fee_open == expected_fee
assert trade.fee_close == expected_fee
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee,
mocker):
limit_buy_order_usdt = deepcopy(buy_order_fee)
limit_buy_order_usdt['fee'] = {'cost': 0.004}
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
assert freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj) is None
def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee,
fee, mocker):
tfo_mock = mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
mocker.patch(f'{EXMS}.get_valid_pair_combination', return_value='BNB/USDT')
mocker.patch(f'{EXMS}.fetch_ticker', return_value={'last': 200})
trade = Trade(
pair='LTC/USDT',
amount=30.0,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
# Amount does not change
assert trade.fee_open == 0.0025
order_obj = Order.parse_from_ccxt_object(market_buy_order_usdt_doublefee, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, market_buy_order_usdt_doublefee, order_obj) is None
assert tfo_mock.call_count == 0
# Fetch fees from trades dict if available to get "proper" values
assert round(trade.fee_open, 4) == 0.001
def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee,
mocker):
limit_buy_order_usdt = deepcopy(buy_order_fee)
limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount does not change
with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
fee, mocker):
# Floats should not be compared directly.
limit_buy_order_usdt = deepcopy(buy_order_fee)
trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order)
amount = float(sum(x['amount'] for x in trades_for_order))
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert pytest.approx(freqtrade.get_real_amount(
trade, limit_buy_order_usdt, order_obj)) == (amount * 0.001)
def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):
amount = 12345
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
order = {
'id': 'mocked_order',
'amount': amount,
'status': 'open',
'side': 'buy',
'price': 0.245441,
}
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(order, 'LTC/ETH', 'buy')
assert freqtrade.get_real_amount(trade, order, order_obj) is None
def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker, caplog):
limit_buy_order_usdt = deepcopy(buy_order_fee)
# Fees amount in "POINT"
trades = [{
"info": {
},
"id": "some_trade_id",
"timestamp": 1660092505903,
"datetime": "2022-08-10T00:48:25.903Z",
"symbol": "CEL/USDT",
"order": "some_order_id",
"type": None,
"side": "sell",
"takerOrMaker": "taker",
"price": 1.83255,
"amount": 83.126,
"cost": 152.3325513,
"fee": {
"currency": "POINT",
"cost": 0.3046651026
},
"fees": [
{
"cost": "0",
"currency": "USDT"
},
{
"cost": "0",
"currency": "GT"
},
{
"cost": "0.3046651026",
"currency": "POINT"
}
]
}]
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades)
amount = float(sum(x['amount'] for x in trades))
trade = Trade(
pair='CEL/USDT',
amount=amount,
exchange='binance',
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.245441
)
limit_buy_order_usdt['amount'] = amount
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
assert res is None
assert trade.fee_open_currency is None
assert trade.fee_open_cost is None
message = "Not updating buy-fee - rate: None, POINT."
assert log_has(message, caplog)
caplog.clear()
freqtrade.config['exchange']['unknown_fee_rate'] = 1
res = freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj)
assert res is None
assert trade.fee_open_currency == 'POINT'
assert pytest.approx(trade.fee_open_cost) == 0.3046651026
assert trade.fee_open == 0.002
assert trade.fee_open != fee.return_value
assert not log_has(message, caplog)
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 10, None),
(8.0, 0.0, 0, None),
(8.0, 0.1, 0, 0.1),
(8.0, 0.1, 10, None),
(8.0, 0.1, 8.0, None),
(8.0, 0.1, 7.9, 0.1),
])
def test_apply_fee_conditional(default_conf_usdt, fee, mocker, caplog,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value,
)
order = Order(
ft_order_side='buy',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
# Amount is kept as is
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order) == amount_exp
assert walletmock.call_count == 1
if fee_abs != 0 and amount_exp is None:
assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog)
@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [
(8.0, 0.0, 16, None),
(8.0, 0.0, 0, None),
(8.0, 0.1, 8, 0.1),
(8.0, 0.1, 20, None),
(8.0, 0.1, 16.0, None),
(8.0, 0.1, 7.9, 0.1),
(8.0, 0.1, 12, 0.1),
(8.0, 0.1, 15.9, 0.1),
])
def test_apply_fee_conditional_multibuy(default_conf_usdt, fee, mocker, caplog,
amount, fee_abs, wallet, amount_exp):
walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
trade = Trade(
pair='LTC/ETH',
amount=amount,
exchange='binance',
open_rate=0.245441,
fee_open=fee.return_value,
fee_close=fee.return_value
)
# One closed order
order = Order(
ft_order_side='buy',
order_id='10',
ft_pair=trade.pair,
ft_is_open=False,
filled=amount,
status="closed"
)
trade.orders.append(order)
# Add additional order - this should NOT eat into dust unless the wallet was bigger already.
order1 = Order(
ft_order_side='buy',
order_id='100',
ft_pair=trade.pair,
ft_is_open=True,
)
trade.orders.append(order1)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
walletmock.reset_mock()
# The new trade amount will be 2x amount - fee / wallet will have to be adapted to this.
assert freqtrade.apply_fee_conditional(trade, 'LTC', amount, fee_abs, order1) == amount_exp
assert walletmock.call_count == 1
if fee_abs != 0 and amount_exp is None:
assert log_has_re(r"Fee amount.*Eating.*dust\.", caplog)
@pytest.mark.parametrize("delta, is_high_delta", [
(0.1, False),
(100, True),
])
@pytest.mark.parametrize('is_short', [False, True])
def test_order_book_depth_of_market(
default_conf_usdt, ticker_usdt, limit_order_open,
fee, mocker, order_book_l2, delta, is_high_delta, is_short
):
ticker_side = 'ask' if is_short else 'bid'
default_conf_usdt['entry_pricing']['check_depth_of_market']['enabled'] = True
default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = delta
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]),
get_fee=fee,
)
# Save state of current whitelist
whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
if is_high_delta:
assert trade is None
else:
trade.is_short = is_short
assert trade is not None
assert pytest.approx(trade.stake_amount) == 60.0
assert trade.is_open
assert trade.open_date is not None
assert trade.exchange == 'binance'
assert len(Trade.session.scalars(select(Trade)).all()) == 1
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(
limit_order_open[entry_side(is_short)], 'ADA/USDT', entry_side(is_short))
trade.update_trade(oobj)
assert trade.open_rate == ticker_usdt.return_value[ticker_side]
assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
(False, 0.045, 0.046, 2, None),
(True, 0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
])
def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exception_thrown,
ask, last, order_book_top, order_book, caplog) -> None:
"""
test if function get_rate will return the order book price instead of the ask rate
"""
patch_exchange(mocker)
ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last})
mocker.patch.multiple(
EXMS,
fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
fetch_ticker=ticker_usdt_mock,
)
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['entry_pricing']['use_order_book'] = True
default_conf_usdt['entry_pricing']['order_book_top'] = order_book_top
default_conf_usdt['entry_pricing']['price_last_balance'] = 0
default_conf_usdt['telegram']['enabled'] = False
freqtrade = FreqtradeBot(default_conf_usdt)
if exception_thrown:
with pytest.raises(PricingError):
freqtrade.exchange.get_rate('ETH/USDT', side="entry", is_short=False, refresh=True)
assert log_has_re(
r'ETH/USDT - Entry Price at location 1 from orderbook could not be determined.', caplog)
else:
assert freqtrade.exchange.get_rate(
'ETH/USDT', side="entry", is_short=False, refresh=True) == 0.043935
assert ticker_usdt_mock.call_count == 0
def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None:
"""
test check depth of market
"""
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_l2_order_book=order_book_l2
)
default_conf_usdt['telegram']['enabled'] = False
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['entry_pricing']['check_depth_of_market']['enabled'] = True
# delta is 100 which is impossible to reach. hence function will return false
default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = 100
freqtrade = FreqtradeBot(default_conf_usdt)
conf = default_conf_usdt['entry_pricing']['check_depth_of_market']
assert freqtrade._check_depth_of_market('ETH/BTC', conf, side=SignalDirection.LONG) is False
@pytest.mark.parametrize('is_short', [False, True])
def test_order_book_exit_pricing(
default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, is_short,
limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
"""
test order book ask strategy
"""
mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2)
default_conf_usdt['exchange']['name'] = 'binance'
default_conf_usdt['exit_pricing']['use_order_book'] = True
default_conf_usdt['exit_pricing']['order_book_top'] = 1
default_conf_usdt['telegram']['enabled'] = False
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=MagicMock(side_effect=[
limit_buy_order_usdt_open,
limit_sell_order_usdt_open,
]),
get_fee=fee,
)
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first()
assert trade
time.sleep(0.01) # Race condition fix
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, limit_buy_order_usdt['symbol'], 'buy')
trade.update_trade(oobj)
freqtrade.wallets.update()
assert trade.is_open is True
if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=True)
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) is True
assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
mocker.patch(f'{EXMS}.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]})
with pytest.raises(PricingError):
freqtrade.handle_trade(trade)
assert log_has_re(
r"ETH/USDT - Exit Price at location 1 from orderbook could not be determined\..*",
caplog)
def test_startup_state(default_conf_usdt, mocker):
default_conf_usdt['pairlist'] = {'method': 'VolumePairList',
'config': {'number_assets': 20}
}
mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
worker = get_patched_worker(mocker, default_conf_usdt)
assert worker.freqtrade.state is State.RUNNING
def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True))
reinit_mock = MagicMock()
mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
ftbot.startup()
assert reinit_mock.call_count == 1
reinit_mock.reset_mock()
ftbot = get_patched_freqtradebot(mocker, edge_conf)
ftbot.startup()
assert reinit_mock.call_count == 0
@pytest.mark.usefixtures("init_persistence")
def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open,
caplog):
default_conf_usdt['dry_run'] = True
# Initialize to 2 times stake amount
default_conf_usdt['dry_run_wallet'] = 120.0
default_conf_usdt['max_open_trades'] = 2
default_conf_usdt['tradable_balance_ratio'] = 1.0
patch_exchange(mocker)
mocker.patch.multiple(
EXMS,
fetch_ticker=ticker_usdt,
create_order=MagicMock(return_value=limit_buy_order_usdt_open),
get_fee=fee,
)
bot = get_patched_freqtradebot(mocker, default_conf_usdt)
patch_get_signal(bot)
assert bot.wallets.get_free('USDT') == 120.0
n = bot.enter_positions()
assert n == 2
trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == 2
bot.config['max_open_trades'] = 3
n = bot.enter_positions()
assert n == 0
assert log_has_re(r"Unable to create trade for XRP/USDT: "
r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)",
caplog)
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short,buy_calls,sell_calls", [
(False, 1, 1),
(True, 1, 1),
])
def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, limit_order_open,
is_short, buy_calls, sell_calls):
default_conf_usdt['cancel_open_orders_on_exit'] = True
mocker.patch(
f'{EXMS}.fetch_order',
side_effect=[
ExchangeError(),
limit_order[exit_side(is_short)],
limit_order_open[entry_side(is_short)],
limit_order_open[exit_side(is_short)],
]
)
buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades(fee, is_short=is_short)
trades = Trade.session.scalars(select(Trade)).all()
assert len(trades) == MOCK_TRADE_COUNT
freqtrade.cancel_all_open_orders()
assert buy_mock.call_count == buy_calls
assert sell_mock.call_count == sell_calls
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_check_for_open_trades(mocker, default_conf_usdt, fee, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
freqtrade.check_for_open_trades()
assert freqtrade.rpc.send_msg.call_count == 0
create_mock_trades(fee, is_short)
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
trade.is_open = True
freqtrade.check_for_open_trades()
assert freqtrade.rpc.send_msg.call_count == 1
assert 'Handle these trades manually' in freqtrade.rpc.send_msg.call_args[0][0]['status']
@pytest.mark.parametrize("is_short", [False, True])
@pytest.mark.usefixtures("init_persistence")
def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades(fee, is_short=is_short)
freqtrade.startup_update_open_orders()
assert not log_has_re(r"Error updating Order .*", caplog)
caplog.clear()
freqtrade.config['dry_run'] = False
freqtrade.startup_update_open_orders()
assert len(Order.get_open_orders()) == 4
matching_buy_order = mock_order_4(is_short=is_short)
matching_buy_order.update({
'status': 'closed',
})
mocker.patch(f'{EXMS}.fetch_order', return_value=matching_buy_order)
freqtrade.startup_update_open_orders()
# Only stoploss and sell orders are kept open
assert len(Order.get_open_orders()) == 3
caplog.clear()
mocker.patch(f'{EXMS}.fetch_order', side_effect=ExchangeError)
freqtrade.startup_update_open_orders()
assert log_has_re(r"Error updating Order .*", caplog)
mocker.patch(f'{EXMS}.fetch_order', side_effect=InvalidOrderException)
hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_order')
# Orders which are no longer found after X days should be assumed as canceled.
freqtrade.startup_update_open_orders()
assert log_has_re(r"Order is older than \d days.*", caplog)
assert hto_mock.call_count == 3
assert hto_mock.call_args_list[0][0][0]['status'] == 'canceled'
assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled'
@pytest.mark.usefixtures("init_persistence")
def test_startup_backpopulate_precision(mocker, default_conf_usdt, fee, caplog):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
create_mock_trades_usdt(fee)
trades = Trade.get_trades().all()
trades[-1].exchange = 'some_other_exchange'
for trade in trades:
assert trade.price_precision is None
assert trade.amount_precision is None
assert trade.precision_mode is None
freqtrade.startup_backpopulate_precision()
trades = Trade.get_trades().all()
for trade in trades:
if trade.exchange == 'some_other_exchange':
assert trade.price_precision is None
assert trade.amount_precision is None
assert trade.precision_mode is None
else:
assert trade.price_precision is not None
assert trade.amount_precision is not None
assert trade.precision_mode is not None
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_update_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
def patch_with_fee(order):
order.update({'fee': {'cost': 0.1, 'rate': 0.01,
'currency': order['symbol'].split('/')[0]}})
return order
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
side_effect=[
patch_with_fee(mock_order_2_sell(is_short=is_short)),
patch_with_fee(mock_order_3_sell(is_short=is_short)),
patch_with_fee(mock_order_2(is_short=is_short)),
patch_with_fee(mock_order_3(is_short=is_short)),
patch_with_fee(mock_order_4(is_short=is_short)),
]
)
create_mock_trades(fee, is_short=is_short)
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
trade.is_short = is_short
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
freqtrade.update_trades_without_assigned_fees()
# Does nothing for dry-run
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
assert trade.fee_close_cost is None
assert trade.fee_close_currency is None
freqtrade.config['dry_run'] = False
freqtrade.update_trades_without_assigned_fees()
trades = Trade.get_trades().all()
assert len(trades) == MOCK_TRADE_COUNT
for trade in trades:
if trade.is_open:
# Exclude Trade 4 - as the order is still open.
if trade.select_order(entry_side(is_short), False):
assert trade.fee_open_cost is not None
assert trade.fee_open_currency is not None
else:
assert trade.fee_open_cost is None
assert trade.fee_open_currency is None
else:
assert trade.fee_close_cost is not None
assert trade.fee_close_currency is not None
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_short):
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', return_value={'status': 'open'})
create_mock_trades(fee, is_short)
trades = Trade.get_trades().all()
freqtrade.handle_insufficient_funds(trades[3])
# assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
assert mock_uts.call_count == 1
assert mock_uts.call_args_list[0][0][0] == trades[3]
assert mock_uts.call_args_list[0][0][1] == mock_order_4(is_short)['id']
assert log_has_re(r"Trying to refind lost order for .*", caplog)
mock_uts.reset_mock()
caplog.clear()
# Test with trade without orders
trade = Trade(
pair='XRP/ETH',
stake_amount=60.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=dt_now(),
is_open=True,
amount=30,
open_rate=2.0,
exchange='binance',
is_short=is_short
)
Trade.session.add(trade)
freqtrade.handle_insufficient_funds(trade)
# assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
assert mock_uts.call_count == 0
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, caplog):
caplog.set_level(logging.DEBUG)
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
mock_fo = mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
return_value={'status': 'open'})
def reset_open_orders(trade):
trade.is_short = is_short
create_mock_trades(fee, is_short=is_short)
trades = Trade.get_trades().all()
caplog.clear()
# No open order
trade = trades[1]
reset_open_orders(trade)
assert not trade.has_open_orders
assert trade.has_open_sl_orders is False
freqtrade.handle_insufficient_funds(trade)
order = trade.orders[0]
assert log_has_re(r"Order Order(.*order_id=" + order.order_id + ".*) is no longer open.",
caplog)
assert mock_fo.call_count == 0
assert mock_uts.call_count == 0
# No change to orderid - as update_trade_state is mocked
assert not trade.has_open_orders
assert trade.has_open_sl_orders is False
caplog.clear()
mock_fo.reset_mock()
# Open buy order
trade = trades[3]
reset_open_orders(trade)
# This part in not relevant anymore
# assert not trade.has_open_orders
assert trade.has_open_sl_orders is False
freqtrade.handle_insufficient_funds(trade)
order = mock_order_4(is_short=is_short)
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 1
# Found open buy order
assert trade.has_open_orders is True
assert trade.has_open_sl_orders is False
caplog.clear()
mock_fo.reset_mock()
# Open stoploss order
trade = trades[4]
reset_open_orders(trade)
assert not trade.has_open_orders
assert trade.has_open_sl_orders
freqtrade.handle_insufficient_funds(trade)
order = mock_order_5_stoploss(is_short=is_short)
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 2
# stoploss order is "refound" and added to the trade
assert not trade.has_open_orders
assert trade.has_open_sl_orders is True
caplog.clear()
mock_fo.reset_mock()
mock_uts.reset_mock()
# Open sell order
trade = trades[5]
reset_open_orders(trade)
# This part in not relevant anymore
# assert not trade.has_open_orders
assert trade.has_open_sl_orders is False
freqtrade.handle_insufficient_funds(trade)
order = mock_order_6_sell(is_short=is_short)
assert log_has_re(r"Trying to refind Order\(.*", caplog)
assert mock_fo.call_count == 1
assert mock_uts.call_count == 1
# sell-orderid is "refound" and added to the trade
assert trade.open_orders_ids[0] == order['id']
assert trade.has_open_sl_orders is False
caplog.clear()
# Test error case
mock_fo = mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
side_effect=ExchangeError())
order = mock_order_5_stoploss(is_short=is_short)
freqtrade.handle_insufficient_funds(trades[4])
assert log_has(f"Error updating {order['id']}.", caplog)
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_onexchange_order(mocker, default_conf_usdt, limit_order, is_short, caplog):
default_conf_usdt['dry_run'] = False
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mock_uts = mocker.spy(freqtrade, 'update_trade_state')
entry_order = limit_order[entry_side(is_short)]
exit_order = limit_order[exit_side(is_short)]
mock_fo = mocker.patch(f'{EXMS}.fetch_orders', return_value=[
entry_order,
exit_order,
])
trade = Trade(
pair='ETH/USDT',
fee_open=0.001,
fee_close=0.001,
open_rate=entry_order['price'],
open_date=dt_now(),
stake_amount=entry_order['cost'],
amount=entry_order['amount'],
exchange="binance",
is_short=is_short,
leverage=1,
)
trade.orders.append(Order.parse_from_ccxt_object(
entry_order, 'ADA/USDT', entry_side(is_short))
)
Trade.session.add(trade)
freqtrade.handle_onexchange_order(trade)
assert log_has_re(r"Found previously unknown order .*", caplog)
# Update trade state is called twice, once for the known and once for the unknown order.
assert mock_uts.call_count == 2
assert mock_fo.call_count == 1
trade = Trade.session.scalars(select(Trade)).first()
assert len(trade.orders) == 2
assert trade.is_open is False
assert trade.exit_reason == ExitType.SOLD_ON_EXCHANGE.value
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_onexchange_order_exit(mocker, default_conf_usdt, limit_order, is_short, caplog):
default_conf_usdt['dry_run'] = False
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mock_uts = mocker.spy(freqtrade, 'update_trade_state')
entry_order = limit_order[entry_side(is_short)]
add_entry_order = deepcopy(entry_order)
add_entry_order.update({
'id': '_partial_entry_id',
'amount': add_entry_order['amount'] / 1.5,
'cost': add_entry_order['cost'] / 1.5,
'filled': add_entry_order['filled'] / 1.5,
})
exit_order_part = deepcopy(limit_order[exit_side(is_short)])
exit_order_part.update({
'id': 'some_random_partial_id',
'amount': exit_order_part['amount'] / 2,
'cost': exit_order_part['cost'] / 2,
'filled': exit_order_part['filled'] / 2,
})
exit_order = limit_order[exit_side(is_short)]
# Orders intentionally in the wrong sequence
mock_fo = mocker.patch(f'{EXMS}.fetch_orders', return_value=[
entry_order,
exit_order_part,
exit_order,
add_entry_order,
])
trade = Trade(
pair='ETH/USDT',
fee_open=0.001,
fee_close=0.001,
open_rate=entry_order['price'],
open_date=dt_now(),
stake_amount=entry_order['cost'],
amount=entry_order['amount'],
exchange="binance",
is_short=is_short,
leverage=1,
is_open=True,
)
trade.orders = [
Order.parse_from_ccxt_object(entry_order, trade.pair, entry_side(is_short)),
Order.parse_from_ccxt_object(exit_order_part, trade.pair, exit_side(is_short)),
Order.parse_from_ccxt_object(add_entry_order, trade.pair, entry_side(is_short)),
Order.parse_from_ccxt_object(exit_order, trade.pair, exit_side(is_short)),
]
trade.recalc_trade_from_orders()
Trade.session.add(trade)
Trade.commit()
freqtrade.handle_onexchange_order(trade)
# assert log_has_re(r"Found previously unknown order .*", caplog)
# Update trade state is called three times, once for every order
assert mock_uts.call_count == 4
assert mock_fo.call_count == 1
trade = Trade.session.scalars(select(Trade)).first()
assert len(trade.orders) == 4
assert trade.is_open is True
assert trade.exit_reason is None
assert trade.amount == 5.0
def test_get_valid_price(mocker, default_conf_usdt) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.config['custom_price_max_distance_ratio'] = 0.02
custom_price_string = "10"
custom_price_badstring = "10abc"
custom_price_float = 10.0
custom_price_int = 10
custom_price_over_max_alwd = 11.0
custom_price_under_min_alwd = 9.0
proposed_price = 10.1
valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
assert isinstance(valid_price_from_string, float)
assert isinstance(valid_price_from_badstring, float)
assert isinstance(valid_price_from_int, float)
assert isinstance(valid_price_from_float, float)
assert valid_price_from_string == custom_price_float
assert valid_price_from_badstring == proposed_price
assert valid_price_from_int == custom_price_int
assert valid_price_from_float == custom_price_float
assert valid_price_at_max_alwd < custom_price_over_max_alwd
assert valid_price_at_max_alwd > proposed_price
assert valid_price_at_min_alwd > custom_price_under_min_alwd
assert valid_price_at_min_alwd < proposed_price
@pytest.mark.parametrize('trading_mode,calls,t1,t2', [
('spot', 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
('margin', 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
('futures', 15, "2021-09-01 00:01:02", "2021-09-01 08:00:01"),
('futures', 16, "2021-09-01 00:00:02", "2021-09-01 08:00:01"),
('futures', 16, "2021-08-31 23:59:59", "2021-09-01 08:00:01"),
('futures', 16, "2021-09-01 00:00:02", "2021-09-01 08:00:02"),
('futures', 16, "2021-08-31 23:59:59", "2021-09-01 08:00:02"),
('futures', 16, "2021-08-31 23:59:59", "2021-09-01 08:00:03"),
('futures', 16, "2021-08-31 23:59:59", "2021-09-01 08:00:04"),
('futures', 17, "2021-08-31 23:59:59", "2021-09-01 08:01:05"),
('futures', 17, "2021-08-31 23:59:59", "2021-09-01 08:01:06"),
('futures', 17, "2021-08-31 23:59:59", "2021-09-01 08:01:07"),
('futures', 17, "2021-08-31 23:59:58", "2021-09-01 08:01:07"),
])
@pytest.mark.parametrize('tzoffset', [
'+00:00',
'+01:00',
'-02:00',
])
def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls, time_machine,
t1, t2, tzoffset):
time_machine.move_to(f"{t1} {tzoffset}", tick=False)
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_funding_fees', return_value=True)
default_conf['trading_mode'] = trading_mode
default_conf['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
time_machine.move_to(f"{t2} {tzoffset}", tick=False)
# Check schedule jobs in debugging with freqtrade._schedule.jobs
freqtrade._schedule.run_pending()
assert freqtrade.update_funding_fees.call_count == calls
@pytest.mark.parametrize('schedule_off', [False, True])
@pytest.mark.parametrize('is_short', [True, False])
def test_update_funding_fees(
mocker,
default_conf,
time_machine,
fee,
ticker_usdt_sell_up,
is_short,
limit_order_open,
schedule_off
):
"""
nominal_value = mark_price * size
funding_fee = nominal_value * funding_rate
size = 123
"LTC/USDT"
time: 0, mark: 3.3, fundRate: 0.00032583, nominal_value: 405.9, fundFee: 0.132254397
time: 8, mark: 3.2, fundRate: 0.00024472, nominal_value: 393.6, fundFee: 0.096321792
"ETH/USDT"
time: 0, mark: 2.4, fundRate: 0.0001, nominal_value: 295.2, fundFee: 0.02952
time: 8, mark: 2.5, fundRate: 0.0001, nominal_value: 307.5, fundFee: 0.03075
"ETC/USDT"
time: 0, mark: 4.3, fundRate: 0.00031077, nominal_value: 528.9, fundFee: 0.164366253
time: 8, mark: 4.1, fundRate: 0.00022655, nominal_value: 504.3, fundFee: 0.114249165
"XRP/USDT"
time: 0, mark: 1.2, fundRate: 0.00049426, nominal_value: 147.6, fundFee: 0.072952776
time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734
"""
# SETUP
time_machine.move_to("2021-09-01 00:00:16 +00:00")
open_order = limit_order_open[entry_side(is_short)]
open_exit_order = limit_order_open[exit_side(is_short)]
bid = 0.11
enter_rate_mock = MagicMock(return_value=bid)
enter_mm = MagicMock(return_value=open_order)
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
date_midnight = dt_utc(2021, 9, 1)
date_eight = dt_utc(2021, 9, 1, 8)
date_sixteen = dt_utc(2021, 9, 1, 16)
columns = ['date', 'open', 'high', 'low', 'close', 'volume']
# 16:00 entry is actually never used
# But should be kept in the test to ensure we're filtering correctly.
funding_rates = {
"LTC/USDT":
DataFrame([
[date_midnight, 0.00032583, 0, 0, 0, 0],
[date_eight, 0.00024472, 0, 0, 0, 0],
[date_sixteen, 0.00024472, 0, 0, 0, 0],
], columns=columns),
"ETH/USDT":
DataFrame([
[date_midnight, 0.0001, 0, 0, 0, 0],
[date_eight, 0.0001, 0, 0, 0, 0],
[date_sixteen, 0.0001, 0, 0, 0, 0],
], columns=columns),
"XRP/USDT":
DataFrame([
[date_midnight, 0.00049426, 0, 0, 0, 0],
[date_eight, 0.00032715, 0, 0, 0, 0],
[date_sixteen, 0.00032715, 0, 0, 0, 0],
], columns=columns)
}
mark_prices = {
"LTC/USDT":
DataFrame([
[date_midnight, 3.3, 0, 0, 0, 0],
[date_eight, 3.2, 0, 0, 0, 0],
[date_sixteen, 3.2, 0, 0, 0, 0],
], columns=columns),
"ETH/USDT":
DataFrame([
[date_midnight, 2.4, 0, 0, 0, 0],
[date_eight, 2.5, 0, 0, 0, 0],
[date_sixteen, 2.5, 0, 0, 0, 0],
], columns=columns),
"XRP/USDT":
DataFrame([
[date_midnight, 1.2, 0, 0, 0, 0],
[date_eight, 1.2, 0, 0, 0, 0],
[date_sixteen, 1.2, 0, 0, 0, 0],
], columns=columns)
}
def refresh_latest_ohlcv_mock(pairlist, **kwargs):
ret = {}
for p, tf, ct in pairlist:
if ct == CandleType.MARK:
ret[(p, tf, ct)] = mark_prices[p]
else:
ret[(p, tf, ct)] = funding_rates[p]
return ret
mocker.patch(f'{EXMS}.refresh_latest_ohlcv', side_effect=refresh_latest_ohlcv_mock)
mocker.patch.multiple(
EXMS,
get_rate=enter_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=enter_mm,
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
get_maintenance_ratio_and_amt=MagicMock(return_value=(0.01, 0.01)),
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# initial funding fees,
freqtrade.execute_entry('ETH/USDT', 123, is_short=is_short)
freqtrade.execute_entry('LTC/USDT', 2.0, is_short=is_short)
freqtrade.execute_entry('XRP/USDT', 123, is_short=is_short)
multipl = 1 if is_short else -1
trades = Trade.get_open_trades()
assert len(trades) == 3
for trade in trades:
assert pytest.approx(trade.funding_fees) == 0
mocker.patch(f'{EXMS}.create_order', return_value=open_exit_order)
time_machine.move_to("2021-09-01 08:00:00 +00:00")
if schedule_off:
for trade in trades:
freqtrade.execute_trade_exit(
trade=trade,
# The values of the next 2 params are irrelevant for this test
limit=ticker_usdt_sell_up()['bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.ROI)
)
assert trade.funding_fees == pytest.approx(sum(
trade.amount *
mark_prices[trade.pair].iloc[1:2]['open'] *
funding_rates[trade.pair].iloc[1:2]['open'] * multipl
))
else:
freqtrade._schedule.run_pending()
# Funding fees for 00:00 and 08:00
for trade in trades:
assert trade.funding_fees == pytest.approx(sum(
trade.amount *
mark_prices[trade.pair].iloc[1:2]['open'] *
funding_rates[trade.pair].iloc[1:2]['open'] *
multipl
))
def test_update_funding_fees_error(mocker, default_conf, caplog):
mocker.patch(f'{EXMS}.get_funding_fees', side_effect=ExchangeError())
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
freqtrade.update_funding_fees()
log_has("Could not update funding fees for open trades.", caplog)
def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
"stake_amount": 10.0,
"dry_run_wallet": 1000.0,
})
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
bid = 11
stake_amount = 10
buy_rate_mock = MagicMock(return_value=bid)
mocker.patch.multiple(
EXMS,
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
# Initial buy
closed_successful_buy_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': bid,
'average': bid,
'cost': bid * stake_amount,
'amount': stake_amount,
'filled': stake_amount,
'ft_is_open': False,
'id': '650',
'order_id': '650'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_buy_order))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_buy_order))
assert freqtrade.execute_entry(pair, stake_amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 1
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.open_rate == 11
assert trade.stake_amount == 110
# Assume it does nothing since order is closed and trade is open
freqtrade.update_trades_without_assigned_fees()
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.open_rate == 11
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
freqtrade.manage_open_orders()
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.open_rate == 11
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
# First position adjustment buy.
open_dca_order_1 = {
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': None,
'price': 9,
'amount': 12,
'cost': 108,
'ft_is_open': True,
'id': '651',
'order_id': '651'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=open_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=open_dca_order_1))
assert freqtrade.execute_entry(pair, stake_amount, trade=trade)
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert '651' in trade.open_orders_ids
assert trade.open_rate == 11
assert trade.amount == 10
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
assert trade.is_open
assert not trade.fee_updated('buy')
order = trade.select_order('buy', False)
assert order
assert order.order_id == '650'
def make_sure_its_651(*args, **kwargs):
if args[0] == '650':
return closed_successful_buy_order
if args[0] == '651':
return open_dca_order_1
return None
# Assume it does nothing since order is still open
fetch_order_mm = MagicMock(side_effect=make_sure_its_651)
mocker.patch(f'{EXMS}.create_order', fetch_order_mm)
mocker.patch(f'{EXMS}.fetch_order', fetch_order_mm)
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', fetch_order_mm)
freqtrade.update_trades_without_assigned_fees()
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
# Assert that the trade is found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert '651' in trade.open_orders_ids
assert trade.open_rate == 11
assert trade.amount == 10
assert trade.stake_amount == 110
assert not trade.fee_updated('buy')
# Make sure the closed order is found as the first order.
order = trade.select_order('buy', False)
assert order.order_id == '650'
# Now close the order so it should update.
closed_dca_order_1 = {
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': 9,
'average': 9,
'amount': 12,
'filled': 12,
'cost': 108,
'ft_is_open': False,
'id': '651',
'order_id': '651',
'datetime': dt_now().isoformat(),
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_dca_order_1))
freqtrade.manage_open_orders()
# Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert not trade.has_open_orders
assert pytest.approx(trade.open_rate) == 9.90909090909
assert trade.amount == 22
assert pytest.approx(trade.stake_amount) == 218
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
# Make sure the closed order is found as the second order.
order = trade.select_order('buy', False)
assert order.order_id == '651'
# Assert that the trade is not found as open and without fees
trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Add a second DCA
closed_dca_order_2 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'price': 7,
'average': 7,
'amount': 15,
'filled': 15,
'cost': 105,
'ft_is_open': False,
'id': '652',
'order_id': '652'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_dca_order_2))
assert freqtrade.execute_entry(pair, stake_amount, trade=trade)
# Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert not trade.has_open_orders
assert pytest.approx(trade.open_rate) == 8.729729729729
assert trade.amount == 37
assert trade.stake_amount == 323
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 3
# Make sure the closed order is found as the second order.
order = trade.select_order('buy', False)
assert order.order_id == '652'
closed_sell_dca_order_1 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': 8,
'average': 8,
'amount': 15,
'filled': 15,
'cost': 120,
'ft_is_open': False,
'id': '653',
'order_id': '653'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_1))
assert freqtrade.execute_trade_exit(trade=trade, limit=8,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=15)
# Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert not trade.has_open_orders
assert trade.is_open
assert trade.amount == 22
assert trade.stake_amount == 192.05405405405406
assert pytest.approx(trade.open_rate) == 8.729729729729
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 4
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '653'
def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
"""
TODO: Should be adjusted to test both long and short
buy 100 @ 11
sell 50 @ 8
sell 50 @ 16
"""
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
"stake_amount": 200.0,
"dry_run_wallet": 1000.0,
})
freqtrade = FreqtradeBot(default_conf_usdt)
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
bid = 11
amount = 100
buy_rate_mock = MagicMock(return_value=bid)
mocker.patch.multiple(
EXMS,
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
# Initial buy
closed_successful_buy_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': 'buy',
'side': 'buy',
'type': 'limit',
'status': 'closed',
'price': bid,
'average': bid,
'cost': bid * amount,
'amount': amount,
'filled': amount,
'ft_is_open': False,
'id': '600',
'order_id': '600'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_buy_order))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_buy_order))
assert freqtrade.execute_entry(pair, amount)
# Should create an closed trade with an no open order id
# Order is filled and trade is open
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 1
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
# Assume it does nothing since order is closed and trade is open
freqtrade.update_trades_without_assigned_fees()
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
assert not trade.fee_updated(trade.entry_side)
freqtrade.manage_open_orders()
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.open_rate == bid
assert trade.stake_amount == bid * amount
assert not trade.fee_updated(trade.entry_side)
amount = 50
ask = 8
closed_sell_dca_order_1 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': ask,
'average': ask,
'amount': amount,
'filled': amount,
'cost': amount * ask,
'ft_is_open': False,
'id': '601',
'order_id': '601'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_1))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_1))
assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
trades: List[Trade] = trade.get_open_trades_without_assigned_fees()
assert len(trades) == 1
# Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert not trade.has_open_orders
assert trade.amount == 50
assert trade.open_rate == 11
assert trade.stake_amount == 550
assert pytest.approx(trade.realized_profit) == -152.375
assert pytest.approx(trade.close_profit_abs) == -152.375
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 2
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '601'
amount = 50
ask = 16
closed_sell_dca_order_2 = {
'ft_pair': pair,
'status': 'closed',
'ft_order_side': 'sell',
'side': 'sell',
'type': 'limit',
'price': ask,
'average': ask,
'amount': amount,
'filled': amount,
'cost': amount * ask,
'ft_is_open': False,
'id': '602',
'order_id': '602'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_2))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_sell_dca_order_2))
assert freqtrade.execute_trade_exit(trade=trade, limit=ask,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
# Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert not trade.has_open_orders
assert trade.amount == 50
assert trade.open_rate == 11
assert trade.stake_amount == 550
# Trade fully realized
assert pytest.approx(trade.realized_profit) == 94.25
assert pytest.approx(trade.close_profit_abs) == 94.25
orders = Order.session.scalars(select(Order)).all()
assert orders
assert len(orders) == 3
# Make sure the closed order is found as the second order.
order = trade.select_order('sell', False)
assert order.order_id == '602'
assert trade.is_open is False
@pytest.mark.parametrize('data', [
(
# tuple 1 - side amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)), # final profit (sum)
),
(
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)), # final profit
)
])
def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
"stake_amount": 200.0,
"dry_run_wallet": 1000.0,
})
patch_RPCManager(mocker)
patch_exchange(mocker)
patch_wallet(mocker, free=10000)
freqtrade = FreqtradeBot(default_conf_usdt)
trade = None
freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
for idx, (order, result) in enumerate(data):
amount = order[1]
price = order[2]
price_mock = MagicMock(return_value=price)
mocker.patch.multiple(
EXMS,
get_rate=price_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
pair = 'ETH/USDT'
closed_successful_order = {
'pair': pair,
'ft_pair': pair,
'ft_order_side': order[0],
'side': order[0],
'type': 'limit',
'status': 'closed',
'price': price,
'average': price,
'cost': price * amount,
'amount': amount,
'filled': amount,
'ft_is_open': False,
'id': f'60{idx}',
'order_id': f'60{idx}'
}
mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_order))
mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order',
MagicMock(return_value=closed_successful_order))
if order[0] == 'buy':
assert freqtrade.execute_entry(pair, amount, trade=trade)
else:
assert freqtrade.execute_trade_exit(
trade=trade, limit=price,
exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT),
sub_trade_amt=amount)
orders1 = Order.session.scalars(select(Order)).all()
assert orders1
assert len(orders1) == idx + 1
trade = Trade.session.scalars(select(Trade)).first()
assert trade
if idx < len(data) - 1:
assert trade.is_open is True
assert not trade.has_open_orders
assert trade.amount == result[0]
assert trade.open_rate == result[1]
assert trade.stake_amount == result[2]
assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.close_profit_abs) == result[4]
assert pytest.approx(trade.close_profit) == result[5]
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}'
trade = Trade.session.scalars(select(Trade)).first()
assert trade
assert not trade.has_open_orders
assert trade.is_open is False
def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_and_call_adjust_trade_position',
side_effect=DependencyException())
create_mock_trades(fee)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Unable to adjust position of trade for .*", caplog)
def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"max_entry_position_adjustment": 0,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
buy_rate_mock = MagicMock(return_value=10)
mocker.patch.multiple(
EXMS,
get_rate=buy_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 10,
'ask': 12,
'last': 11
}),
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
create_mock_trades(fee)
caplog.set_level(logging.DEBUG)
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(10, 'aaaa'))
freqtrade.process_open_trade_positions()
assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)
assert freqtrade.strategy.adjust_trade_position.call_count == 1
caplog.clear()
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=(-10, 'partial_exit_c'))
freqtrade.process_open_trade_positions()
assert log_has_re(r"LIMIT_SELL has been fulfilled.*", caplog)
assert freqtrade.strategy.adjust_trade_position.call_count == 1
trade = Trade.get_trades(trade_filter=[Trade.id == 5]).first()
assert trade.orders[-1].ft_order_tag == 'partial_exit_c'