mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
452 lines
16 KiB
Python
452 lines
16 KiB
Python
# pragma pylint: disable=missing-docstring, C0103
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import logging
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from importlib import import_module
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from pathlib import Path
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from unittest.mock import MagicMock
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import pytest
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from sqlalchemy import create_engine, select, text
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from sqlalchemy.schema import CreateTable
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from freqtrade.constants import DEFAULT_DB_PROD_URL
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from freqtrade.enums import TradingMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.persistence import Trade, init_db
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from freqtrade.persistence.base import ModelBase
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from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
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from freqtrade.persistence.models import PairLock
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from freqtrade.persistence.trade_model import Order
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from tests.conftest import log_has
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spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
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def test_init_create_session(default_conf):
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# Check if init create a session
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init_db(default_conf['db_url'])
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assert hasattr(Trade, 'session')
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assert 'scoped_session' in type(Trade.session).__name__
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def test_init_custom_db_url(default_conf, tmp_path):
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# Update path to a value other than default, but still in-memory
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filename = tmp_path / "freqtrade2_test.sqlite"
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assert not filename.is_file()
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default_conf.update({'db_url': f'sqlite:///{filename}'})
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init_db(default_conf['db_url'])
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assert filename.is_file()
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r = Trade.session.execute(text("PRAGMA journal_mode"))
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assert r.first() == ('wal',)
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def test_init_invalid_db_url():
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# Update path to a value other than default, but still in-memory
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with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
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init_db('unknown:///some.url')
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with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
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init_db('sqlite:///')
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def test_init_prod_db(default_conf, mocker):
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default_conf.update({'dry_run': False})
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default_conf.update({'db_url': DEFAULT_DB_PROD_URL})
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create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
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init_db(default_conf['db_url'])
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assert create_engine_mock.call_count == 1
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assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
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def test_init_dryrun_db(default_conf, tmpdir):
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filename = f"{tmpdir}/freqtrade2_prod.sqlite"
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assert not Path(filename).is_file()
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default_conf.update({
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'dry_run': True,
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'db_url': f'sqlite:///{filename}'
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})
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init_db(default_conf['db_url'])
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assert Path(filename).is_file()
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def test_migrate(mocker, default_conf, fee, caplog):
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"""
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Test Database migration (starting with new pairformat)
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"""
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caplog.set_level(logging.DEBUG)
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amount = 103.223
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# Always create all columns apart from the last!
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create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
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id INTEGER NOT NULL,
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exchange VARCHAR NOT NULL,
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pair VARCHAR NOT NULL,
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is_open BOOLEAN NOT NULL,
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fee FLOAT NOT NULL,
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open_rate FLOAT,
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close_rate FLOAT,
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close_profit FLOAT,
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stake_amount FLOAT NOT NULL,
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amount FLOAT,
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open_date DATETIME NOT NULL,
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close_date DATETIME,
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open_order_id VARCHAR,
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stop_loss FLOAT,
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initial_stop_loss FLOAT,
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max_rate FLOAT,
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sell_reason VARCHAR,
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strategy VARCHAR,
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ticker_interval INTEGER,
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stoploss_order_id VARCHAR,
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PRIMARY KEY (id),
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CHECK (is_open IN (0, 1))
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);"""
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create_table_order = """CREATE TABLE orders (
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id INTEGER NOT NULL,
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ft_trade_id INTEGER,
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ft_order_side VARCHAR(25) NOT NULL,
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ft_pair VARCHAR(25) NOT NULL,
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ft_is_open BOOLEAN NOT NULL,
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order_id VARCHAR(255) NOT NULL,
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status VARCHAR(255),
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symbol VARCHAR(25),
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order_type VARCHAR(50),
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side VARCHAR(25),
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price FLOAT,
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amount FLOAT,
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filled FLOAT,
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remaining FLOAT,
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cost FLOAT,
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order_date DATETIME,
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order_filled_date DATETIME,
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order_update_date DATETIME,
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PRIMARY KEY (id)
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);"""
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insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
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open_rate, stake_amount, amount, open_date,
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stop_loss, initial_stop_loss, max_rate, ticker_interval,
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open_order_id, stoploss_order_id)
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VALUES ('binance', 'ETC/BTC', 1, {fee},
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0.00258580, {stake}, {amount},
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'2019-11-28 12:44:24.000000',
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0.0, 0.0, 0.0, '5m',
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'buy_order', 'dry_stop_order_id222')
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""".format(fee=fee.return_value,
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stake=default_conf.get("stake_amount"),
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amount=amount
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)
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insert_orders = f"""
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insert into orders (
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ft_trade_id,
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ft_order_side,
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ft_pair,
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ft_is_open,
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order_id,
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status,
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symbol,
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order_type,
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side,
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price,
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amount,
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filled,
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remaining,
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cost)
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values (
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1,
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'buy',
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'ETC/BTC',
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0,
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'dry_buy_order',
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'closed',
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'ETC/BTC',
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'limit',
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'buy',
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0.00258580,
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{amount},
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{amount},
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0,
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{amount * 0.00258580}
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),
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(
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1,
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'buy',
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'ETC/BTC',
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1,
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'dry_buy_order22',
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'canceled',
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'ETC/BTC',
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'limit',
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'buy',
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0.00258580,
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{amount},
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{amount},
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0,
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{amount * 0.00258580}
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),
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(
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1,
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'stoploss',
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'ETC/BTC',
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1,
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'dry_stop_order_id11X',
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'canceled',
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'ETC/BTC',
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'limit',
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'sell',
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0.00258580,
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{amount},
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{amount},
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0,
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{amount * 0.00258580}
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),
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(
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1,
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'stoploss',
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'ETC/BTC',
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1,
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'dry_stop_order_id222',
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'open',
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'ETC/BTC',
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'limit',
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'sell',
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0.00258580,
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{amount},
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{amount},
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0,
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{amount * 0.00258580}
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),
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(
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-- Order without reference trade
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2,
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'buy',
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'ETC/BTC',
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1,
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'dry_buy_order55',
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'canceled',
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'ETC/BTC',
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'limit',
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'buy',
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0.00258580,
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{amount},
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{amount},
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0,
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{amount * 0.00258580}
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)
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"""
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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with engine.begin() as connection:
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connection.execute(text(create_table_old))
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connection.execute(text(create_table_order))
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connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
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connection.execute(text("create index ix_trades_pair on trades(pair)"))
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connection.execute(text(insert_table_old))
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connection.execute(text(insert_orders))
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# fake previous backup
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connection.execute(text("create table trades_bak as select * from trades"))
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connection.execute(text("create table trades_bak1 as select * from trades"))
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# Run init to test migration
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init_db(default_conf['db_url'])
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trades = Trade.session.scalars(select(Trade)).all()
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assert len(trades) == 1
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trade = trades[0]
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assert trade.id == 1
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assert trade.fee_open == fee.return_value
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assert trade.fee_close == fee.return_value
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assert trade.open_rate_requested is None
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assert trade.close_rate_requested is None
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assert trade.is_open == 1
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assert trade.amount == amount
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assert trade.amount_requested == amount
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assert trade.stake_amount == default_conf.get("stake_amount")
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assert trade.pair == "ETC/BTC"
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assert trade.exchange == "binance"
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assert trade.max_rate == 0.0
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assert trade.min_rate is None
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assert trade.stop_loss == 0.0
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assert trade.initial_stop_loss == 0.0
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assert trade.exit_reason is None
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assert trade.strategy is None
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assert trade.timeframe == '5m'
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assert log_has("trying trades_bak1", caplog)
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assert log_has("trying trades_bak2", caplog)
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assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
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caplog)
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assert log_has("Database migration finished.", caplog)
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assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
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trade.amount, trade.open_rate)
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assert trade.close_profit_abs is None
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assert trade.stake_amount == trade.max_stake_amount
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orders = trade.orders
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assert len(orders) == 4
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assert orders[0].order_id == 'dry_buy_order'
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assert orders[0].ft_order_side == 'buy'
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# All dry-run stoploss orders will be closed
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assert orders[-1].order_id == 'dry_stop_order_id222'
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assert orders[-1].ft_order_side == 'stoploss'
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assert orders[-1].ft_is_open is False
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assert orders[1].order_id == 'dry_buy_order22'
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assert orders[1].ft_order_side == 'buy'
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assert orders[1].ft_is_open is True
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assert orders[2].order_id == 'dry_stop_order_id11X'
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assert orders[2].ft_order_side == 'stoploss'
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assert orders[2].ft_is_open is False
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orders1 = Order.session.scalars(select(Order)).all()
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assert len(orders1) == 5
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order = orders1[4]
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assert order.ft_trade_id == 2
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assert order.ft_is_open is False
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def test_migrate_too_old(mocker, default_conf, fee, caplog):
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"""
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Test Database migration (starting with new pairformat)
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"""
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caplog.set_level(logging.DEBUG)
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amount = 103.223
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create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
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id INTEGER NOT NULL,
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exchange VARCHAR NOT NULL,
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pair VARCHAR NOT NULL,
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is_open BOOLEAN NOT NULL,
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fee_open FLOAT NOT NULL,
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fee_close FLOAT NOT NULL,
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open_rate FLOAT,
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close_rate FLOAT,
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close_profit FLOAT,
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stake_amount FLOAT NOT NULL,
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amount FLOAT,
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open_date DATETIME NOT NULL,
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close_date DATETIME,
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open_order_id VARCHAR,
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PRIMARY KEY (id),
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CHECK (is_open IN (0, 1))
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);"""
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insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
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open_rate, stake_amount, amount, open_date)
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VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
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0.00258580, {stake}, {amount},
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'2019-11-28 12:44:24.000000')
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""".format(fee=fee.return_value,
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stake=default_conf.get("stake_amount"),
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amount=amount
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)
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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with engine.begin() as connection:
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connection.execute(text(create_table_old))
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connection.execute(text(insert_table_old))
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# Run init to test migration
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with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
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init_db(default_conf['db_url'])
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def test_migrate_get_last_sequence_ids():
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engine = MagicMock()
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engine.begin = MagicMock()
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engine.name = 'postgresql'
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get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
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assert engine.begin.call_count == 2
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engine.reset_mock()
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engine.begin.reset_mock()
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engine.name = 'somethingelse'
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get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')
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assert engine.begin.call_count == 0
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def test_migrate_set_sequence_ids():
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engine = MagicMock()
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engine.begin = MagicMock()
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engine.name = 'postgresql'
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set_sequence_ids(engine, 22, 55, 5)
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assert engine.begin.call_count == 1
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engine.reset_mock()
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engine.begin.reset_mock()
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engine.name = 'somethingelse'
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set_sequence_ids(engine, 22, 55, 6)
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assert engine.begin.call_count == 0
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def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
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"""
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Test Database migration (starting with new pairformat)
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"""
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caplog.set_level(logging.DEBUG)
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# Always create all columns apart from the last!
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create_table_old = """CREATE TABLE pairlocks (
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id INTEGER NOT NULL,
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pair VARCHAR(25) NOT NULL,
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reason VARCHAR(255),
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lock_time DATETIME NOT NULL,
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lock_end_time DATETIME NOT NULL,
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active BOOLEAN NOT NULL,
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PRIMARY KEY (id)
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)
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"""
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create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)"
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create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)"
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create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)"
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insert_table_old = """INSERT INTO pairlocks (
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id, pair, reason, lock_time, lock_end_time, active)
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VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1)
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"""
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insert_table_old2 = """INSERT INTO pairlocks (
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id, pair, reason, lock_time, lock_end_time, active)
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VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1)
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"""
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engine = create_engine('sqlite://')
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mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
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# Create table using the old format
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with engine.begin() as connection:
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connection.execute(text(create_table_old))
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connection.execute(text(insert_table_old))
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connection.execute(text(insert_table_old2))
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connection.execute(text(create_index1))
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connection.execute(text(create_index2))
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connection.execute(text(create_index3))
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init_db(default_conf['db_url'])
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assert len(PairLock.get_all_locks().all()) == 2
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assert len(PairLock.session.scalars(select(PairLock).filter(PairLock.pair == '*')).all()) == 1
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pairlocks = PairLock.session.scalars(select(PairLock).filter(PairLock.pair == 'ETH/BTC')).all()
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assert len(pairlocks) == 1
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assert pairlocks[0].pair == 'ETH/BTC'
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assert pairlocks[0].side == '*'
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@pytest.mark.parametrize('dialect', [
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'sqlite', 'postgresql', 'mysql', 'oracle', 'mssql',
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])
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def test_create_table_compiles(dialect):
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dialect_mod = import_module(f"sqlalchemy.dialects.{dialect}")
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for table in ModelBase.metadata.tables.values():
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create_sql = str(CreateTable(table).compile(dialect=dialect_mod.dialect()))
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assert 'CREATE TABLE' in create_sql
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