diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 45fd72d55..12c8b1e37 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -16,8 +16,8 @@ from freqtrade.configuration import validate_config_consistency from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge -from freqtrade.enums import (Collateral, RPCMessageType, SellType, SignalDirection, State, - TradingMode) +from freqtrade.enums import (Collateral, RPCMessageType, SellType, SignalDirection, SignalTagType, + State, TradingMode) from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError, InvalidOrderException, PricingError) from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds @@ -442,7 +442,9 @@ class FreqtradeBot(LoggingMixin): # running get_signal on historical data fetched (signal, enter_tag) = self.strategy.get_entry_signal( - pair, self.strategy.timeframe, analyzed_df + pair, + self.strategy.timeframe, + analyzed_df ) if signal: @@ -455,9 +457,8 @@ class FreqtradeBot(LoggingMixin): if self._check_depth_of_market( pair, bid_check_dom, - side=side + side=signal ): - return self.execute_entry(pair, stake_amount, enter_tag=enter_tag) else: return False diff --git a/tests/conftest.py b/tests/conftest.py index fd8a529d0..f82e7e985 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -27,6 +27,8 @@ from freqtrade.resolvers import ExchangeResolver from freqtrade.worker import Worker from tests.conftest_trades import (leverage_trade, mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4, mock_trade_5, mock_trade_6, short_trade) +from tests.conftest_trades_usdt import (mock_trade_usdt_1, mock_trade_usdt_2, mock_trade_usdt_3, + mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6) def enter_side(is_short: bool): @@ -313,6 +315,39 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True): trade = leverage_trade(fee) add_trade(trade) + + if use_db: + Trade.query.session.flush() + + +def create_mock_trades_usdt(fee, use_db: bool = True): + """ + Create some fake trades ... + """ + def add_trade(trade): + if use_db: + Trade.query.session.add(trade) + else: + LocalTrade.add_bt_trade(trade) + # Simulate dry_run entries + trade = mock_trade_usdt_1(fee) + add_trade(trade) + + trade = mock_trade_usdt_2(fee) + add_trade(trade) + + trade = mock_trade_usdt_3(fee) + add_trade(trade) + + trade = mock_trade_usdt_4(fee) + add_trade(trade) + + trade = mock_trade_usdt_5(fee) + add_trade(trade) + + trade = mock_trade_usdt_6(fee) + add_trade(trade) + if use_db: Trade.query.session.flush() @@ -353,6 +388,11 @@ def default_conf(testdatadir): return get_default_conf(testdatadir) +@pytest.fixture(scope="function") +def default_conf_usdt(testdatadir): + return get_default_conf_usdt(testdatadir) + + def get_default_conf(testdatadir): """ Returns validated configuration suitable for most tests """ configuration = { @@ -427,6 +467,32 @@ def get_default_conf(testdatadir): return configuration +def get_default_conf_usdt(testdatadir): + configuration = get_default_conf(testdatadir) + configuration.update({ + "stake_amount": 10.0, + "stake_currency": "USDT", + "exchange": { + "name": "binance", + "enabled": True, + "key": "key", + "secret": "secret", + "pair_whitelist": [ + "ETH/USDT", + "LTC/USDT", + "XRP/USDT", + "NEO/USDT", + "TKN/USDT", + ], + "pair_blacklist": [ + "DOGE/USDT", + "HOT/USDT", + ] + }, + }) + return configuration + + @pytest.fixture def update(): _update = Update(0) @@ -466,6 +532,33 @@ def ticker_sell_down(): }) +@pytest.fixture +def ticker_usdt(): + return MagicMock(return_value={ + 'bid': 2.0, + 'ask': 2.02, + 'last': 2.0, + }) + + +@pytest.fixture +def ticker_usdt_sell_up(): + return MagicMock(return_value={ + 'bid': 2.2, + 'ask': 2.3, + 'last': 2.2, + }) + + +@pytest.fixture +def ticker_usdt_sell_down(): + return MagicMock(return_value={ + 'bid': 2.01, + 'ask': 2.0, + 'last': 2.01, + }) + + @pytest.fixture def markets(): return get_markets() @@ -713,6 +806,81 @@ def get_markets(): }, 'info': {}, }, + 'XRP/USDT': { + 'id': 'xrpusdt', + 'symbol': 'XRP/USDT', + 'base': 'XRP', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 0.0001, + 'max': 500000, + }, + }, + 'info': {}, + }, + 'NEO/USDT': { + 'id': 'neousdt', + 'symbol': 'NEO/USDT', + 'base': 'NEO', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 0.0001, + 'max': 500000, + }, + }, + 'info': {}, + }, + 'TKN/USDT': { + 'id': 'tknusdt', + 'symbol': 'TKN/USDT', + 'base': 'TKN', + 'quote': 'USDT', + 'active': True, + 'precision': { + 'price': 8, + 'amount': 8, + 'cost': 8, + }, + 'lot': 0.00000001, + 'limits': { + 'amount': { + 'min': 0.01, + 'max': 1000, + }, + 'price': 500000, + 'cost': { + 'min': 0.0001, + 'max': 500000, + }, + }, + 'info': {}, + }, 'LTC/USD': { 'id': 'USD-LTC', 'symbol': 'LTC/USD', @@ -1647,27 +1815,34 @@ def result(testdatadir): @pytest.fixture(scope="function") def trades_for_order(): - return [{'info': {'id': 34567, - 'orderId': 123456, - 'price': '0.24544100', - 'qty': '8.00000000', - 'commission': '0.00800000', - 'commissionAsset': 'LTC', - 'time': 1521663363189, - 'isBuyer': True, - 'isMaker': False, - 'isBestMatch': True}, - 'timestamp': 1521663363189, - 'datetime': '2018-03-21T20:16:03.189Z', - 'symbol': 'LTC/ETH', - 'id': '34567', - 'order': '123456', - 'type': None, - 'side': 'buy', - 'price': 0.245441, - 'cost': 1.963528, - 'amount': 8.0, - 'fee': {'cost': 0.008, 'currency': 'LTC'}}] + return [{ + 'info': { + 'id': 34567, + 'orderId': 123456, + 'price': '2.0', + 'qty': '8.00000000', + 'commission': '0.00800000', + 'commissionAsset': 'LTC', + 'time': 1521663363189, + 'isBuyer': True, + 'isMaker': False, + 'isBestMatch': True + }, + 'timestamp': 1521663363189, + 'datetime': '2018-03-21T20:16:03.189Z', + 'symbol': 'LTC/USDT', + 'id': '34567', + 'order': '123456', + 'type': None, + 'side': 'buy', + 'price': 2.0, + 'cost': 16.0, + 'amount': 8.0, + 'fee': { + 'cost': 0.008, + 'currency': 'LTC' + } + }] @pytest.fixture(scope="function") @@ -1932,6 +2107,22 @@ def open_trade(): ) +@pytest.fixture(scope="function") +def open_trade_usdt(): + return Trade( + pair='ADA/USDT', + open_rate=2.0, + exchange='binance', + open_order_id='123456789', + amount=30.0, + fee_open=0.0, + fee_close=0.0, + stake_amount=60.0, + open_date=arrow.utcnow().shift(minutes=-601).datetime, + is_open=True + ) + + @pytest.fixture def saved_hyperopt_results(): hyperopt_res = [ @@ -2075,7 +2266,7 @@ def saved_hyperopt_results(): @pytest.fixture(scope='function') def limit_buy_order_usdt_open(): return { - 'id': 'mocked_limit_buy', + 'id': 'mocked_limit_buy_usdt', 'type': 'limit', 'side': 'buy', 'symbol': 'mocked', @@ -2102,7 +2293,7 @@ def limit_buy_order_usdt(limit_buy_order_usdt_open): @pytest.fixture def limit_sell_order_usdt_open(): return { - 'id': 'mocked_limit_sell', + 'id': 'mocked_limit_sell_usdt', 'type': 'limit', 'side': 'sell', 'pair': 'mocked', diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py new file mode 100644 index 000000000..1a03f0381 --- /dev/null +++ b/tests/conftest_trades_usdt.py @@ -0,0 +1,305 @@ +from datetime import datetime, timedelta, timezone + +from freqtrade.persistence.models import Order, Trade + + +MOCK_TRADE_COUNT = 6 + + +def mock_order_usdt_1(): + return { + 'id': '1234', + 'symbol': 'ADA/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 10.0, + 'remaining': 0.0, + } + + +def mock_trade_usdt_1(fee): + trade = Trade( + pair='ADA/USDT', + stake_amount=20.0, + amount=10.0, + amount_requested=10.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + is_open=True, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), + open_rate=2.0, + exchange='binance', + open_order_id='dry_run_buy_12345', + strategy='StrategyTestV2', + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy') + trade.orders.append(o) + return trade + + +def mock_order_usdt_2(): + return { + 'id': '1235', + 'symbol': 'ETC/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 100.0, + 'filled': 100.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_2_sell(): + return { + 'id': '12366', + 'symbol': 'ETC/USDT', + 'status': 'closed', + 'side': 'sell', + 'type': 'limit', + 'price': 2.05, + 'amount': 100.0, + 'filled': 100.0, + 'remaining': 0.0, + } + + +def mock_trade_usdt_2(fee): + """ + Closed trade... + """ + trade = Trade( + pair='ETC/USDT', + stake_amount=200.0, + amount=100.0, + amount_requested=100.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=2.0, + close_rate=2.05, + close_profit=5.0, + close_profit_abs=3.9875, + exchange='binance', + is_open=False, + open_order_id='dry_run_sell_12345', + strategy='StrategyTestV2', + timeframe=5, + sell_reason='sell_signal', + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), + close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell') + trade.orders.append(o) + return trade + + +def mock_order_usdt_3(): + return { + 'id': '41231a12a', + 'symbol': 'XRP/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 1.0, + 'amount': 30.0, + 'filled': 30.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_3_sell(): + return { + 'id': '41231a666a', + 'symbol': 'XRP/USDT', + 'status': 'closed', + 'side': 'sell', + 'type': 'stop_loss_limit', + 'price': 1.1, + 'average': 1.1, + 'amount': 30.0, + 'filled': 30.0, + 'remaining': 0.0, + } + + +def mock_trade_usdt_3(fee): + """ + Closed trade + """ + trade = Trade( + pair='XRP/USDT', + stake_amount=30.0, + amount=30.0, + amount_requested=30.0, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_rate=1.0, + close_rate=1.1, + close_profit=10.0, + close_profit_abs=9.8425, + exchange='binance', + is_open=False, + strategy='StrategyTestV2', + timeframe=5, + sell_reason='roi', + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), + close_date=datetime.now(tz=timezone.utc), + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell') + trade.orders.append(o) + return trade + + +def mock_order_usdt_4(): + return { + 'id': 'prod_buy_12345', + 'symbol': 'ETC/USDT', + 'status': 'open', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 0.0, + 'remaining': 30.0, + } + + +def mock_trade_usdt_4(fee): + """ + Simulate prod entry + """ + trade = Trade( + pair='ETC/USDT', + stake_amount=20.0, + amount=10.0, + amount_requested=10.01, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), + is_open=True, + open_rate=2.0, + exchange='binance', + open_order_id='prod_buy_12345', + strategy='StrategyTestV2', + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy') + trade.orders.append(o) + return trade + + +def mock_order_usdt_5(): + return { + 'id': 'prod_buy_3455', + 'symbol': 'XRP/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 10.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_5_stoploss(): + return { + 'id': 'prod_stoploss_3455', + 'symbol': 'XRP/USDT', + 'status': 'open', + 'side': 'sell', + 'type': 'stop_loss_limit', + 'price': 2.0, + 'amount': 10.0, + 'filled': 0.0, + 'remaining': 30.0, + } + + +def mock_trade_usdt_5(fee): + """ + Simulate prod entry with stoploss + """ + trade = Trade( + pair='XRP/USDT', + stake_amount=20.0, + amount=10.0, + amount_requested=10.01, + fee_open=fee.return_value, + fee_close=fee.return_value, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), + is_open=True, + open_rate=2.0, + exchange='binance', + strategy='SampleStrategy', + stoploss_order_id='prod_stoploss_3455', + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss') + trade.orders.append(o) + return trade + + +def mock_order_usdt_6(): + return { + 'id': 'prod_buy_6', + 'symbol': 'LTC/USDT', + 'status': 'closed', + 'side': 'buy', + 'type': 'limit', + 'price': 10.0, + 'amount': 2.0, + 'filled': 2.0, + 'remaining': 0.0, + } + + +def mock_order_usdt_6_sell(): + return { + 'id': 'prod_sell_6', + 'symbol': 'LTC/USDT', + 'status': 'open', + 'side': 'sell', + 'type': 'limit', + 'price': 12.0, + 'amount': 2.0, + 'filled': 0.0, + 'remaining': 2.0, + } + + +def mock_trade_usdt_6(fee): + """ + Simulate prod entry with open sell order + """ + trade = Trade( + pair='LTC/USDT', + stake_amount=20.0, + amount=2.0, + amount_requested=2.0, + open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), + fee_open=fee.return_value, + fee_close=fee.return_value, + is_open=True, + open_rate=10.0, + exchange='binance', + strategy='SampleStrategy', + open_order_id="prod_sell_6", + timeframe=5, + ) + o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy') + trade.orders.append(o) + o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell') + trade.orders.append(o) + return trade diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index bb9b29f5f..60637d677 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -1013,7 +1013,7 @@ def test_rpc_blacklist(mocker, default_conf) -> None: assert len(ret['blacklist']) == 4 assert ret['blacklist'] == default_conf['exchange']['pair_blacklist'] assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*'] - assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC'] + assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT'] assert 'errors' in ret assert isinstance(ret['errors'], dict) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index f210544e4..1cb14ad6d 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -947,7 +947,7 @@ def test_api_blacklist(botclient, mocker): data='{"blacklist": ["XRP/.*"]}') assert_response(rc) assert rc.json() == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"], - "blacklist_expanded": ["ETH/BTC", "XRP/BTC"], + "blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"], "length": 4, "method": ["StaticPairList"], "errors": {}, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 1c9b34e56..1736f538f 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -47,12 +47,12 @@ def patch_RPCManager(mocker) -> MagicMock: return rpc_mock -def open_order(limit_buy_order_open, limit_sell_order_open, is_short): - return limit_sell_order_open if is_short else limit_buy_order_open +def open_order(limit_buy_order_usdt_open, limit_sell_order_usdt_open, is_short): + return limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open -def limit_order(limit_sell_order, limit_buy_order, is_short): - return limit_sell_order if is_short else limit_buy_order +def limit_order(limit_sell_order_usdt, limit_buy_order_usdt, is_short): + return limit_sell_order_usdt if is_short else limit_buy_order_usdt def old_order(limit_sell_order_old, limit_buy_order_old, is_short): @@ -61,33 +61,33 @@ def old_order(limit_sell_order_old, limit_buy_order_old, is_short): # Unit tests -def test_freqtradebot_state(mocker, default_conf, markets) -> None: +def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None: mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.state is State.RUNNING - default_conf.pop('initial_state') - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt.pop('initial_state') + freqtrade = FreqtradeBot(default_conf_usdt) assert freqtrade.state is State.STOPPED -def test_process_stopped(mocker, default_conf) -> None: +def test_process_stopped(mocker, default_conf_usdt) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) + 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['cancel_open_orders_on_exit'] = True - freqtrade = get_patched_freqtradebot(mocker, default_conf) + 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_bot_cleanup(mocker, default_conf, caplog) -> None: +def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None: mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db') coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders') - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.cleanup() assert log_has('Cleaning up modules ...', caplog) assert mock_cleanup.call_count == 1 @@ -102,10 +102,10 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None: RunMode.DRY_RUN, RunMode.LIVE ]) -def test_order_dict(default_conf, mocker, runmode, caplog) -> None: +def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - conf = default_conf.copy() + conf = default_conf_usdt.copy() conf['runmode'] = runmode conf['order_types'] = { 'buy': 'market', @@ -122,7 +122,7 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None: caplog.clear() # is left untouched - conf = default_conf.copy() + conf = default_conf_usdt.copy() conf['runmode'] = runmode conf['order_types'] = { 'buy': 'market', @@ -135,53 +135,55 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None: assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog) -def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None: +def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC') - assert result == default_conf['stake_amount'] + result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT') + assert result == default_conf_usdt['stake_amount'] @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [ - (False, 0.002, 2, 0.5, [0.001, None]), - (True, 0.002, 2, 0.5, [0.001, 0.00098]), - (False, 0.003, 3, 0.5, [0.001, 0.001, None]), - (True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]), - (False, 0.0022, 3, 0.5, [0.001, 0.001, None]), - (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]), - (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]), - (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]), + (False, 20, 2, 0.5, [10, None]), + (True, 20, 2, 0.5, [10, 9.8]), + (False, 30, 3, 0.5, [10, 10, None]), + (True, 30, 3, 0.5, [10, 10, 9.7]), + (False, 22, 3, 0.5, [10, 10, None]), + (True, 22, 3, 0.5, [10, 10, 0.0]), + (True, 27, 3, 0.5, [10, 10, 6.73]), + (True, 22, 3, 1, [10, 10, 0.0]), ]) -def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open, - amend_last, wallet, max_open, lsamr, expected) -> None: +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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee ) - default_conf['dry_run_wallet'] = wallet + default_conf_usdt['dry_run_wallet'] = wallet - default_conf['amend_last_stake_amount'] = amend_last - default_conf['last_stake_amount_min_ratio'] = lsamr + default_conf_usdt['amend_last_stake_amount'] = amend_last + default_conf_usdt['last_stake_amount_min_ratio'] = lsamr - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) for i in range(0, max_open): if expected[i] is not None: - limit_buy_order_open['id'] = str(i) - result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC') + limit_buy_order_usdt_open['id'] = str(i) + result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT') assert pytest.approx(result) == expected[i] - freqtrade.execute_entry('ETH/BTC', result) + freqtrade.execute_entry('ETH/USDT', result) else: with pytest.raises(DependencyException): - freqtrade.wallets.get_trade_stake_amount('ETH/BTC') + freqtrade.wallets.get_trade_stake_amount('ETH/USDT') def test_edge_called_in_process(mocker, edge_conf) -> None: @@ -189,7 +191,7 @@ def test_edge_called_in_process(mocker, edge_conf) -> None: patch_edge(mocker) def _refresh_whitelist(list): - return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] + return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] patch_exchange(mocker) freqtrade = FreqtradeBot(edge_conf) @@ -218,7 +220,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None: # Override strategy stoploss (0.85, True) ]) -def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, +def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker, buy_price_mult, ignore_strat_sl, edge_conf) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -228,8 +230,8 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, # 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 ... - buy_price = limit_buy_order['price'] + # mocking the ticker_usdt: price is falling ... + buy_price = limit_buy_order_usdt['price'] mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -241,14 +243,14 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, ) ############################################# - # Create a trade with "limit_buy_order" price + # 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.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) ############################################# # stoploss shoud be hit @@ -258,24 +260,24 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, assert trade.sell_reason == SellType.STOP_LOSS.value -def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: +def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - default_conf['stake_amount'] = 0.00098751 - default_conf['max_open_trades'] = 2 + default_conf_usdt['stake_amount'] = 10.0 + default_conf_usdt['max_open_trades'] = 2 mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 0.00098751 + assert trade.stake_amount == 10.0 assert trade.is_open assert trade.open_date is not None @@ -283,128 +285,128 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None: trade = Trade.query.order_by(Trade.id.desc()).first() assert trade is not None - assert trade.stake_amount == 0.00098751 + assert trade.stake_amount == 10.0 assert trade.is_open assert trade.open_date is not None - assert Trade.total_open_trades_stakes() == 1.97502e-03 + assert Trade.total_open_trades_stakes() == 20.0 @pytest.mark.parametrize("is_short,open_rate", [ - (False, 0.00001099), - (True, 0.00001173) + (False, 2.0), + (True, 2.2) ]) -def test_create_trade(default_conf, ticker, limit_buy_order, limit_sell_order, +def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_sell_order_usdt, fee, mocker, is_short, open_rate) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) # Save state of current whitelist - whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) - freqtrade = FreqtradeBot(default_conf) + whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist']) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) - freqtrade.create_trade('ETH/BTC') + freqtrade.create_trade('ETH/USDT') trade = Trade.query.first() trade.is_short = is_short assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 10.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' # Simulate fulfilled LIMIT_BUY order for trade if is_short: - trade.update(limit_sell_order) + trade.update(limit_sell_order_usdt) else: - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) assert trade.open_rate == open_rate - assert trade.amount == 90.99181073 + assert trade.amount == 30.0 - assert whitelist == default_conf['exchange']['pair_whitelist'] + assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] -def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order, +def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5) + patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) with pytest.raises(DependencyException, match=r'.*stake amount.*'): - freqtrade.create_trade('ETH/BTC') + freqtrade.create_trade('ETH/USDT') @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [ - (0.0005, True, True, 99), - (0.000000005, True, False, 99), + (5.0, True, True, 99), + (0.00005, True, False, 99), (0, False, True, 99), (UNLIMITED_STAKE_AMOUNT, False, True, 0), ]) def test_create_trade_minimal_amount( - default_conf, ticker, limit_buy_order_open, fee, mocker, + default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker, stake_amount, create, amount_enough, max_open_trades, caplog, is_short ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - buy_mock = MagicMock(return_value=limit_buy_order_open) + buy_mock = MagicMock(return_value=limit_buy_order_usdt_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=buy_mock, get_fee=fee, ) - default_conf['max_open_trades'] = max_open_trades - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['max_open_trades'] = max_open_trades + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.config['stake_amount'] = stake_amount patch_get_signal(freqtrade) if create: - assert freqtrade.create_trade('ETH/BTC') + assert freqtrade.create_trade('ETH/USDT') if amount_enough: rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount'] - assert rate * amount <= default_conf['stake_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/BTC') + assert not freqtrade.create_trade('ETH/USDT') if not max_open_trades: - assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0 + assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0 @pytest.mark.parametrize('whitelist,positions', [ - (["ETH/BTC"], 1), # No pairs left + (["ETH/USDT"], 1), # No pairs left ([], 0), # No pairs in whitelist ]) -def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee, - whitelist, positions, mocker, caplog) -> None: +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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - default_conf['exchange']['pair_whitelist'] = whitelist - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['exchange']['pair_whitelist'] = whitelist + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() @@ -420,17 +422,17 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope @pytest.mark.usefixtures("init_persistence") -def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, fee, +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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value={'id': limit_buy_order['id']}), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() message = r"Global pairlock active until.* Not creating new trades." @@ -447,8 +449,8 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, @pytest.mark.parametrize('is_short', [False, True]) -def test_handle_protections(mocker, default_conf, fee, is_short): - default_conf['protections'] = [ +def test_handle_protections(mocker, default_conf_usdt, fee, is_short): + default_conf_usdt['protections'] = [ {"method": "CooldownPeriod", "stop_duration": 60}, { "method": "StoplossGuard", @@ -459,7 +461,7 @@ def test_handle_protections(mocker, default_conf, fee, is_short): } ] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.protections._protection_handlers[1].global_stop = MagicMock( return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf")) create_mock_trades(fee, is_short) @@ -470,8 +472,8 @@ def test_handle_protections(mocker, default_conf, fee, is_short): assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL -def test_create_trade_no_signal(default_conf, fee, mocker) -> None: - default_conf['dry_run'] = True +def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None: + default_conf_usdt['dry_run'] = True patch_RPCManager(mocker) patch_exchange(mocker) @@ -479,32 +481,35 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None: 'freqtrade.exchange.Exchange', get_fee=fee, ) - default_conf['stake_amount'] = 10 - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade, enter_long=False) + default_conf_usdt['stake_amount'] = 10 + freqtrade = FreqtradeBot(default_conf_usdt) + # patch_get_signal(freqtrade, enter_long=False) + patch_get_signal(freqtrade, enter_long=False, exit_long=False) Trade.query = MagicMock() Trade.query.filter = MagicMock() - assert not freqtrade.create_trade('ETH/BTC') + 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, ticker, fee, mocker, limit_buy_order_open, - max_open, tradable_balance_ratio, modifier) -> None: +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['max_open_trades'] = max_open - default_conf['tradable_balance_ratio'] = tradable_balance_ratio - default_conf['dry_run_wallet'] = 0.001 * max_open + default_conf_usdt['max_open_trades'] = max_open + default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio + default_conf_usdt['dry_run_wallet'] = 10.0 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) n = freqtrade.enter_positions() @@ -515,47 +520,48 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_ assert len(trades) == max(int(max_open * modifier), 0) -def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None: +def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, + limit_buy_order_usdt_open) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - default_conf['max_open_trades'] = 4 + default_conf_usdt['max_open_trades'] = 4 mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create 2 existing trades - freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount']) - freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount']) + 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_open['id'] = '123444' + limit_buy_order_usdt_open['id'] = '123444' # Create 2 new trades using create_trades - assert freqtrade.create_trade('ETH/BTC') + assert freqtrade.create_trade('ETH/USDT') assert freqtrade.create_trade('NEO/BTC') trades = Trade.get_open_trades() assert len(trades) == 4 -def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open, - fee, mocker, caplog) -> None: +def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), - fetch_order=MagicMock(return_value=limit_buy_order), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), + fetch_order=MagicMock(return_value=limit_buy_order_usdt), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -567,45 +573,45 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy assert len(trades) == 1 trade = trades[0] assert trade is not None - assert trade.stake_amount == default_conf['stake_amount'] + assert 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 == 0.00001098 - assert trade.amount == 91.07468123 + assert trade.open_rate == 2.0 + assert trade.amount == 5.0 assert log_has( - 'Long signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', + 'Long signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...', caplog ) -def test_process_exchange_failures(default_conf, ticker, mocker) -> None: +def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError) ) sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None) - worker = Worker(args=None, config=default_conf) + worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) worker._process_running() assert sleep_mock.has_calls() -def test_process_operational_exception(default_conf, ticker, mocker) -> None: +def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None: msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=OperationalException) ) - worker = Worker(args=None, config=default_conf) + worker = Worker(args=None, config=default_conf_usdt) patch_get_signal(worker.freqtrade) assert worker.freqtrade.state == State.RUNNING @@ -615,17 +621,18 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None: assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status'] -def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None: +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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), - fetch_order=MagicMock(return_value=limit_buy_order_open), + 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) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) trades = Trade.query.filter(Trade.is_open.is_(True)).all() @@ -640,23 +647,23 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, assert len(trades) == 1 -def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, +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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value={'id': limit_buy_order['id']}), - fetch_order=MagicMock(return_value=limit_buy_order), + 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) + 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['exchange']['pair_whitelist'] + assert pair not in default_conf_usdt['exchange']['pair_whitelist'] # create open trade not in whitelist Trade.query.session.add(Trade( @@ -670,7 +677,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, exchange='binance', )) Trade.query.session.add(Trade( - pair='ETH/BTC', + pair='ETH/USDT', stake_amount=0.001, fee_open=fee.return_value, fee_close=fee.return_value, @@ -687,17 +694,17 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order, assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist)) -def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: +def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) def _refresh_whitelist(list): - return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] + return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'] refresh_mock = MagicMock() mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, ) @@ -709,7 +716,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: ) mocker.patch('time.sleep', return_value=None) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.pairlists._validate_whitelist = _refresh_whitelist freqtrade.strategy.informative_pairs = inf_pairs # patch_get_signal(freqtrade) @@ -719,19 +726,19 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None: assert refresh_mock.call_count == 1 assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0] assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0] - assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0] + assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0] @pytest.mark.parametrize("is_short", [True, False]) -def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_order, - limit_buy_order_open, limit_sell_order_open, is_short) -> None: +def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt, + limit_buy_order_usdt_open, limit_sell_order_usdt_open, is_short) -> None: - open_order = limit_sell_order_open if is_short else limit_buy_order_open - order = limit_sell_order if is_short else limit_buy_order + open_order = limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open + order = limit_sell_order_usdt if is_short else limit_buy_order_usdt patch_RPCManager(mocker) patch_exchange(mocker) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False) stake_amount = 2 bid = 0.11 @@ -741,15 +748,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_or 'freqtrade.exchange.Exchange', get_rate=enter_rate_mock, fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + '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, ) - pair = 'ETH/BTC' + pair = 'ETH/USDT' assert not freqtrade.execute_entry(pair, stake_amount, is_short=is_short) assert enter_rate_mock.call_count == 1 @@ -807,7 +814,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_or # In case of rejected or expired order and partially filled order['status'] = 'expired' - order['amount'] = 90.99181073 + order['amount'] = 30.0 order['filled'] = 80.99181073 order['remaining'] = 10.00 order['price'] = 0.5 @@ -815,7 +822,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_or order['id'] = '555' mocker.patch('freqtrade.exchange.Exchange.create_order', MagicMock(return_value=order)) - assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) + assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[3] trade.is_short = is_short assert trade @@ -845,15 +852,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_or # In case of the order is rejected and not filled at all order['status'] = 'rejected' - order['amount'] = 90.99181073 + order['amount'] = 30.0 order['filled'] = 0.0 - order['remaining'] = 90.99181073 + order['remaining'] = 30.0 order['price'] = 0.5 order['cost'] = 0.0 order['id'] = '66' mocker.patch('freqtrade.exchange.Exchange.create_order', MagicMock(return_value=order)) - assert not freqtrade.execute_entry(pair, stake_amount, is_short=is_short) + assert not freqtrade.execute_entry(pair, stake_amount) # Fail to get price... mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0)) @@ -873,6 +880,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_or 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 @@ -900,32 +908,32 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_sell_or # TODO-lev: @pytest.mark.parametrize("is_short", [False, True]) -def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_buy_order_usdt) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), - create_order=MagicMock(return_value=limit_buy_order), + create_order=MagicMock(return_value=limit_buy_order_usdt), get_rate=MagicMock(return_value=0.11), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, ) stake_amount = 2 - pair = 'ETH/BTC' + pair = 'ETH/USDT' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) # TODO-lev: KeyError happens on short, why? assert freqtrade.execute_entry(pair, stake_amount) - limit_buy_order['id'] = '222' + limit_buy_order_usdt['id'] = '222' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_entry(pair, stake_amount) - limit_buy_order['id'] = '2223' + limit_buy_order_usdt['id'] = '2223' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) @@ -934,21 +942,21 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) @pytest.mark.parametrize("is_short", [False, True]) -def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order, - limit_sell_order, is_short) -> None: +def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_buy_order_usdt, + limit_sell_order_usdt, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - order = limit_sell_order if is_short else limit_buy_order + order = limit_sell_order_usdt if is_short else limit_buy_order_usdt mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_buy_order['amount']) + return_value=limit_buy_order_usdt['amount']) stoploss = MagicMock(return_value={'id': 13434334}) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True trade = MagicMock() @@ -965,19 +973,19 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order, @pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order, is_short) -> None: +def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: stoploss = MagicMock(return_value={'id': 13434334}) - enter_order = limit_sell_order if is_short else limit_buy_order - exit_order = limit_buy_order if is_short else limit_sell_order + enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, @@ -989,7 +997,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, 'freqtrade.exchange.Binance', stoploss=stoploss ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # First case: when stoploss is not yet set but the order is open @@ -1090,19 +1098,19 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, @pytest.mark.parametrize("is_short", [False, True]) -def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, is_short, - limit_buy_order, limit_sell_order) -> None: +def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one - enter_order = limit_sell_order if is_short else limit_buy_order - exit_order = limit_buy_order if is_short else limit_sell_order + enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, @@ -1115,7 +1123,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, is_s fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}), stoploss=MagicMock(side_effect=ExchangeError()), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -1134,11 +1142,10 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, is_s @pytest.mark.parametrize("is_short", [False, True]) def test_create_stoploss_order_invalid_order( - mocker, default_conf, caplog, fee, limit_buy_order_open, - limit_sell_order_open, limit_buy_order, limit_sell_order, is_short -): - open_order = limit_sell_order_open if is_short else limit_buy_order_open - order = limit_buy_order if is_short else limit_sell_order + mocker, default_conf_usdt, caplog, fee, is_short, limit_buy_order_usdt, limit_sell_order_usdt, + limit_buy_order_usdt_open, limit_sell_order_usdt_open): + open_order = limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open + order = limit_buy_order_usdt if is_short else limit_sell_order_usdt rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) create_order_mock = MagicMock(side_effect=[ @@ -1148,9 +1155,9 @@ def test_create_stoploss_order_invalid_order( mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=create_order_mock, get_fee=fee, @@ -1160,7 +1167,7 @@ def test_create_stoploss_order_invalid_order( fetch_order=MagicMock(return_value={'status': 'canceled'}), stoploss=MagicMock(side_effect=InvalidOrderException()), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1188,26 +1195,26 @@ def test_create_stoploss_order_invalid_order( @pytest.mark.parametrize("is_short", [False, True]) def test_create_stoploss_order_insufficient_funds( - mocker, default_conf, caplog, fee, limit_buy_order_open, limit_sell_order_open, - limit_buy_order, limit_sell_order, is_short + mocker, default_conf_usdt, caplog, fee, limit_buy_order_usdt_open, limit_sell_order_usdt_open, + limit_buy_order_usdt, limit_sell_order_usdt, is_short ): exit_order = ( - MagicMock(return_value={'id': limit_buy_order['id']}) + MagicMock(return_value={'id': limit_buy_order_usdt['id']}) if is_short else - MagicMock(return_value={'id': limit_sell_order['id']}) + MagicMock(return_value={'id': limit_sell_order_usdt['id']}) ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_sell_order_open if is_short else limit_buy_order_open, + limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open, exit_order, ]), get_fee=fee, @@ -1239,20 +1246,20 @@ def test_create_stoploss_order_insufficient_funds( @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, is_short, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, is_short, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # TODO-lev: test for short # When trailing stoploss is set - enter_order = limit_sell_order if is_short else limit_buy_order - exit_order = limit_buy_order if is_short else limit_sell_order + enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, @@ -1267,12 +1274,12 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, is_shor ) # enabling TSL - default_conf['trailing_stop'] = True + default_conf_usdt['trailing_stop'] = True # disabling ROI - default_conf['minimal_roi']['0'] = 999999999 + default_conf_usdt['minimal_roi']['0'] = 999999999 - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1299,7 +1306,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, is_shor 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1310,11 +1317,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, is_shor assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002344, - 'ask': 0.00002346, - 'last': 0.00002344 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 + }) + ) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) @@ -1328,38 +1338,42 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, is_shor stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 0.00002346 * 0.95 + assert trade.stop_loss == 4.4 * 0.95 # setting stoploss_on_exchange_interval to 0 seconds freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0 assert freqtrade.handle_stoploss_on_exchange(trade) is False - cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') + cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=85.32423208, - pair='ETH/BTC', + amount=4.56621004, + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.95, - side="buy" if is_short else "sell", + stop_price=4.4 * 0.95, + side=exit_side(is_short), leverage=1.0 ) # price fell below stoploss, so dry-run sells trade. - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002144, - 'ask': 0.00002146, - 'last': 0.00002144 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.16, + 'ask': 4.17, + 'last': 4.16 + }) + ) assert freqtrade.handle_trade(trade) is True @pytest.mark.parametrize("is_short", [False, True]) -def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, is_short, - limit_buy_order, limit_sell_order) -> None: - - enter_order = limit_sell_order if is_short else limit_buy_order - exit_order = limit_buy_order if is_short else limit_sell_order +def test_handle_stoploss_on_exchange_trailing_error( + mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, + limit_sell_order_usdt, is_short +) -> None: + enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) patch_exchange(mocker) @@ -1367,9 +1381,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, @@ -1384,9 +1398,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c ) # enabling TSL - default_conf['trailing_stop'] = True + default_conf_usdt['trailing_stop'] = True - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1419,11 +1433,8 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c side_effect=InvalidOrderException()) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', return_value=stoploss_order_hanging) - freqtrade.handle_trailing_stoploss_on_exchange( - trade, - stoploss_order_hanging - ) - assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) + freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) + assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog) # Still try to create order assert stoploss.call_count == 1 @@ -1434,17 +1445,17 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert cancel_mock.call_count == 1 - assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog) + assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_short, - limit_buy_order, limit_sell_order) -> None: - - enter_order = limit_sell_order if is_short else limit_buy_order - exit_order = limit_buy_order if is_short else limit_sell_order - +def test_handle_stoploss_on_exchange_custom_stop( + mocker, default_conf_usdt, fee, is_short, limit_buy_order_usdt, + limit_sell_order_usdt +) -> None: + enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt # When trailing stoploss is set # TODO-lev: test for short stoploss = MagicMock(return_value={'id': 13434334}) @@ -1452,9 +1463,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_s mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, @@ -1469,12 +1480,12 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_s ) # enabling TSL - default_conf['use_custom_stoploss'] = True + default_conf_usdt['use_custom_stoploss'] = True # disabling ROI - default_conf['minimal_roi']['0'] = 999999999 + default_conf_usdt['minimal_roi']['0'] = 999999999 - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # enabling stoploss on exchange freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1500,7 +1511,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_s 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1510,11 +1521,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_s assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002344, - 'ask': 0.00002346, - 'last': 0.00002344 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 + }) + ) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 13434334}) @@ -1528,7 +1542,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_s stoploss_order_mock.assert_not_called() assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 0.00002346 * 0.96 + assert trade.stop_loss == 4.4 * 0.96 assert trade.stop_loss_pct == -0.04 # setting stoploss_on_exchange_interval to 0 seconds @@ -1536,31 +1550,34 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, is_s assert freqtrade.handle_stoploss_on_exchange(trade) is False - cancel_order_mock.assert_called_once_with(100, 'ETH/BTC') + cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=85.32423208, - pair='ETH/BTC', + amount=5.26315789, + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.96, - side="buy" if is_short else "sell", + stop_price=4.4 * 0.96, + side=exit_side(is_short), leverage=1.0 ) # price fell below stoploss, so dry-run sells trade. - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002144, - 'ask': 0.00002146, - 'last': 0.00002144 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': 4.17, + 'ask': 4.19, + 'last': 4.17 + }) + ) assert freqtrade.handle_trade(trade) is True @pytest.mark.parametrize("is_short", [False, True]) def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, is_short, - limit_buy_order, limit_sell_order) -> None: + limit_buy_order_usdt, limit_sell_order_usdt) -> None: - enter_order = limit_sell_order if is_short else limit_buy_order - exit_order = limit_buy_order if is_short else limit_sell_order + enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1573,9 +1590,9 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, is mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 }), create_order=MagicMock(side_effect=[ {'id': enter_order['id']}, @@ -1622,7 +1639,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, is 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000009384' + 'stopPrice': '2.178' } }) @@ -1631,7 +1648,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, is # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False - assert trade.stop_loss == 0.000009384 + assert isclose(trade.stop_loss, 1.76) cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() @@ -1640,51 +1657,50 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, is # price goes down 5% mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00001172 * 0.95, - 'ask': 0.00001173 * 0.95, - 'last': 0.00001172 * 0.95 + 'bid': 2.19 * 0.95, + 'ask': 2.2 * 0.95, + 'last': 2.19 * 0.95 })) - assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should remain the same - assert trade.stop_loss == 0.000009384 + assert isclose(trade.stop_loss, 1.76) # stoploss on exchange should not be canceled cancel_order_mock.assert_not_called() # price jumped 2x mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00002344, - 'ask': 0.00002346, - 'last': 0.00002344 + 'bid': 4.38, + 'ask': 4.4, + 'last': 4.38 })) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # stoploss should be set to 1% as trailing is on - assert trade.stop_loss == 0.00002346 * 0.99 + assert trade.stop_loss == 4.4 * 0.99 cancel_order_mock.assert_called_once_with(100, 'NEO/BTC') stoploss_order_mock.assert_called_once_with( - amount=2132892.49146757, + amount=11.41438356, pair='NEO/BTC', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.99, - side="sell", + stop_price=4.4 * 0.99, + side=exit_side(is_short), leverage=1.0 ) @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/BTC: ') + (None, DependencyException, 'Unable to create trade for ETH/USDT: ') ]) -def test_enter_positions(mocker, default_conf, return_value, side_effect, +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) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_ct = mocker.patch( 'freqtrade.freqtradebot.FreqtradeBot.create_trade', @@ -1697,18 +1713,20 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect, 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['exchange']['pair_whitelist']) + assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist']) @pytest.mark.parametrize("is_short", [False, True]) -def test_exit_positions(mocker, default_conf, limit_buy_order, caplog, is_short) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_exit_positions( + mocker, default_conf_usdt, limit_buy_order_usdt, 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('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_buy_order['amount']) + return_value=limit_buy_order_usdt['amount']) trade = MagicMock() trade.is_short = is_short @@ -1719,7 +1737,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog, is_short) assert n == 0 # Test amount not modified by fee-logic assert not log_has( - 'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog + 'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog ) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) @@ -1729,17 +1747,19 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog, is_short) @pytest.mark.parametrize("is_short", [False, True]) -def test_exit_positions_exception(mocker, default_conf, limit_buy_order, - limit_sell_order, caplog, is_short) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - order = limit_sell_order if is_short else limit_buy_order - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) +def test_exit_positions_exception( + mocker, default_conf_usdt, limit_buy_order_usdt, + limit_sell_order_usdt, caplog, is_short +) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) trade = MagicMock() trade.is_short = is_short trade.open_order_id = None trade.open_fee = 0.001 - trade.pair = 'ETH/BTC' + trade.pair = 'ETH/USDT' trades = [trade] # Test raise of DependencyException exception @@ -1747,16 +1767,19 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, '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/BTC: ', caplog) + 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, limit_buy_order, - limit_sell_order, is_short, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - order = limit_sell_order if is_short else limit_buy_order +def test_update_trade_state( + mocker, default_conf_usdt, limit_buy_order_usdt, + limit_sell_order_usdt, is_short, caplog +) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + order = limit_sell_order_usdt if is_short else limit_buy_order_usdt mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) @@ -1803,25 +1826,27 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, @pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize('initial_amount,has_rounding_fee', [ - (90.99181073 + 1e-14, True), + (30.0 + 1e-14, True), (8.0, False) ]) -def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee, - mocker, initial_amount, has_rounding_fee, - limit_sell_order, is_short, caplog): - order = limit_sell_order if is_short else limit_buy_order +def test_update_trade_state_withorderdict( + default_conf_usdt, trades_for_order, limit_buy_order_usdt, fee, mocker, initial_amount, + has_rounding_fee, limit_sell_order_usdt, is_short, caplog +): + order = limit_sell_order_usdt if is_short else limit_buy_order_usdt trades_for_order[0]['amount'] = initial_amount mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.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) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + caplog.clear() trade = Trade( - pair='LTC/ETH', + pair='LTC/USDT', amount=amount, exchange='binance', - open_rate=0.245441, + open_rate=2.0, open_date=arrow.utcnow().datetime, fee_open=fee.return_value, fee_close=fee.return_value, @@ -1831,16 +1856,16 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_ ) freqtrade.update_trade_state(trade, '123456', order) assert trade.amount != amount - assert trade.amount == limit_buy_order['amount'] + assert trade.amount == limit_buy_order_usdt['amount'] if has_rounding_fee: assert log_has_re(r'Applying fee on amount for .*', caplog) @pytest.mark.parametrize("is_short", [False, True]) -def test_update_trade_state_exception(mocker, default_conf, limit_buy_order, - limit_sell_order, is_short, caplog) -> None: - order = limit_sell_order if is_short else limit_buy_order - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_sell_order_usdt, + limit_buy_order_usdt, caplog) -> None: + order = limit_sell_order_usdt if is_short else limit_buy_order_usdt + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) trade = MagicMock() @@ -1857,8 +1882,8 @@ def test_update_trade_state_exception(mocker, default_conf, limit_buy_order, assert log_has('Could not update trade amount: ', caplog) -def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=InvalidOrderException)) @@ -1874,12 +1899,12 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None @pytest.mark.parametrize("is_short", [False, True]) -def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open, is_short, - limit_buy_order_open, limit_buy_order, limit_sell_order, mocker): - - open_order = limit_buy_order_open if is_short else limit_sell_order_open - order = limit_buy_order if is_short else limit_sell_order - +def test_update_trade_state_sell( + default_conf_usdt, trades_for_order, limit_sell_order_usdt_open, limit_buy_order_usdt_open, + limit_sell_order_usdt, is_short, mocker, limit_buy_order_usdt, +): + open_order = limit_buy_order_usdt_open if is_short else limit_sell_order_usdt_open + order = limit_buy_order_usdt if is_short else limit_sell_order_usdt mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) @@ -1887,8 +1912,8 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) patch_exchange(mocker) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) amount = order["amount"] - freqtrade = get_patched_freqtradebot(mocker, default_conf) wallet_mock.reset_mock() trade = Trade( pair='LTC/ETH', @@ -1902,34 +1927,35 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde is_open=True, is_short=is_short ) - order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', ('buy' if is_short else 'sell')) + order = Order.parse_from_ccxt_object(open_order, 'LTC/ETH', (enter_side(is_short))) trade.orders.append(order) assert order.status == 'open' - freqtrade.update_trade_state(trade, trade.open_order_id, order) - assert trade.amount == order['amount'] - # Wallet needs to be updated after closing a limit order to reenable buying + freqtrade.update_trade_state(trade, trade.open_order_id, + limit_buy_order_usdt if is_short else limit_sell_order_usdt) + assert trade.amount == limit_buy_order_usdt['amount'] if is_short else limit_sell_order_usdt['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", [False, True]) -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order, - limit_buy_order_open, fee, mocker, is_short) -> None: - - open_order = limit_buy_order_open if is_short else limit_sell_order_open - enter_order = limit_buy_order if is_short else limit_sell_order - exit_order = limit_sell_order if is_short else limit_buy_order - +@pytest.mark.parametrize('is_short', [False, True]) +def test_handle_trade( + default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, + limit_sell_order_usdt_open, limit_sell_order_usdt, fee, mocker, is_short +) -> None: + open_order = limit_buy_order_usdt_open if is_short else limit_sell_order_usdt_open + enter_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt + exit_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ enter_order, @@ -1937,13 +1963,12 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() trade = Trade.query.first() - trade.is_short = is_short assert trade time.sleep(0.01) # Race condition fix @@ -1958,25 +1983,23 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi # Simulate fulfilled LIMIT order for trade trade.update(exit_order) - assert trade.close_rate == 0.00001173 - assert trade.close_profit == 0.06201058 - assert trade.calc_profit() == 0.00006217 + assert trade.close_rate == 2.2 + assert trade.close_profit == 0.09451372 + assert trade.calc_profit() == 5.685 assert trade.close_date is not None -@pytest.mark.parametrize("is_short", [False, True]) +@ pytest.mark.parametrize("is_short", [False, True]) def test_handle_overlapping_signals( - default_conf, ticker, limit_buy_order_open, - limit_sell_order_open, fee, mocker, is_short + default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, + limit_sell_order_usdt_open, fee, mocker, is_short ) -> None: - - open_order = limit_buy_order_open if is_short else limit_sell_order_open - + open_order = limit_buy_order_usdt_open if is_short else limit_sell_order_usdt_open patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ open_order, {'id': 1234553382}, @@ -1984,7 +2007,7 @@ def test_handle_overlapping_signals( get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_long=True, exit_long=True) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -2001,7 +2024,7 @@ def test_handle_overlapping_signals( freqtrade.enter_positions() trades = Trade.query.all() for trade in trades: - trades.is_short = is_short + trade.is_short = is_short nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True @@ -2011,7 +2034,7 @@ def test_handle_overlapping_signals( assert freqtrade.handle_trade(trades[0]) is False trades = Trade.query.all() for trade in trades: - trades.is_short = is_short + trade.is_short = is_short nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True @@ -2021,7 +2044,7 @@ def test_handle_overlapping_signals( assert freqtrade.handle_trade(trades[0]) is False trades = Trade.query.all() for trade in trades: - trades.is_short = is_short + trade.is_short = is_short nb_trades = len(trades) assert nb_trades == 1 assert trades[0].is_open is True @@ -2030,22 +2053,22 @@ def test_handle_overlapping_signals( patch_get_signal(freqtrade, enter_long=False, exit_long=True) trades = Trade.query.all() for trade in trades: - trades.is_short = is_short + 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, ticker, limit_buy_order_open, - limit_sell_order_open, fee, mocker, caplog, is_short) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, + limit_sell_order_usdt_open, fee, mocker, caplog, is_short) -> None: - open_order = limit_sell_order_open if is_short else limit_buy_order_open + open_order = limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ open_order, {'id': 1234553382}, @@ -2053,7 +2076,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, get_fee=fee, ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) @@ -2069,27 +2092,28 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, # executing # if ROI is reached we must sell # TODO-lev: Change the next line for shorts + caplog.clear() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) - assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI", + assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI", caplog) -@pytest.mark.parametrize("is_short", [False, True]) +@ pytest.mark.parametrize("is_short", [False, True]) def test_handle_trade_use_sell_signal( - default_conf, ticker, limit_buy_order_open, - limit_sell_order_open, fee, mocker, caplog, is_short + default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, + limit_sell_order_usdt_open, fee, mocker, caplog, is_short ) -> None: - enter_open_order = limit_buy_order_open if is_short else limit_sell_order_open - exit_open_order = limit_sell_order_open if is_short else limit_buy_order_open + enter_open_order = limit_buy_order_usdt_open if is_short else limit_sell_order_usdt_open + exit_open_order = limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open # use_sell_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ enter_open_order, exit_open_order, @@ -2097,7 +2121,7 @@ def test_handle_trade_use_sell_signal( get_fee=fee, ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() @@ -2112,27 +2136,27 @@ def test_handle_trade_use_sell_signal( # TODO-lev: patch for short patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) - assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL", + assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL", caplog) -@pytest.mark.parametrize("is_short", [False, True]) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order, - limit_sell_order_open, fee, mocker, is_short) -> None: - - open_order = limit_buy_order_open if is_short else limit_sell_order_open - enter_order = limit_buy_order if is_short else limit_sell_order - exit_order = limit_sell_order if is_short else limit_buy_order - +@ pytest.mark.parametrize("is_short", [False, True]) +def test_close_trade( + default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, + limit_buy_order_usdt_open, limit_sell_order_usdt, fee, mocker, is_short +) -> None: + open_order = limit_buy_order_usdt_open if is_short else limit_sell_order_usdt_open + enter_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt + exit_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=open_order), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create trade and sell it @@ -2149,8 +2173,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open freqtrade.handle_trade(trade) -def test_bot_loop_start_called_once(mocker, default_conf, caplog): - ftbot = get_patched_freqtradebot(mocker, default_conf) +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) @@ -2162,12 +2186,14 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog): assert ftbot.strategy.analyze.call_count == 1 -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, - limit_sell_order_old, fee, mocker, is_short) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_buy_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 - default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} + default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=old_order) @@ -2178,13 +2204,13 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_wr_mock, cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2221,9 +2247,11 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or assert freqtrade.strategy.check_buy_timeout.call_count == 1 -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, - limit_sell_order_old, fee, mocker, is_short) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_buy( + default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade_usdt, + 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) limit_buy_cancel = deepcopy(old_order) @@ -2232,30 +2260,32 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + 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) + freqtrade = FreqtradeBot(default_conf_usdt) - Trade.query.session.add(open_trade) + Trade.query.session.add(open_trade_usdt) freqtrade.strategy.check_buy_timeout = MagicMock(return_value=False) # check it does cancel buy orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 - trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all() + trades = Trade.query.filter(Trade.open_order_id.is_(open_trade_usdt.open_order_id)).all() nb_trades = len(trades) assert nb_trades == 0 # Custom user buy-timeout is never called assert freqtrade.strategy.check_buy_timeout.call_count == 0 -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, - limit_sell_order_old, fee, mocker, caplog, is_short) -> None: +@ 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) @@ -2264,12 +2294,12 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o old_order.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2284,21 +2314,23 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog) -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade, - is_short, fee, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_buy_exception( + default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, + is_short, fee, mocker +) -> None: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', validate_pairs=MagicMock(), - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError), cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2311,27 +2343,29 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord assert nb_trades == 1 -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, - is_short, open_trade) -> None: - default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_sell_usercustom( + default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, + is_short, open_trade_usdt +) -> None: + default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime - open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime - open_trade.close_profit_abs = 0.001 - open_trade.is_open = False + open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime + open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime + open_trade_usdt.close_profit_abs = 0.001 + open_trade_usdt.is_open = False - Trade.query.session.add(open_trade) + Trade.query.session.add(open_trade_usdt) # Ensure default is false freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 @@ -2341,7 +2375,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_ freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 - assert open_trade.is_open is False + assert open_trade_usdt.is_open is False assert freqtrade.strategy.check_sell_timeout.call_count == 1 freqtrade.strategy.check_sell_timeout = MagicMock(side_effect=KeyError) @@ -2349,7 +2383,7 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_ freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 0 - assert open_trade.is_open is False + assert open_trade_usdt.is_open is False assert freqtrade.strategy.check_sell_timeout.call_count == 1 # Return True - sells! @@ -2357,44 +2391,48 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_ freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 - assert open_trade.is_open is True + assert open_trade_usdt.is_open is True assert freqtrade.strategy.check_sell_timeout.call_count == 1 -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, is_short, - open_trade) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_sell( + 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() patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime - open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime - open_trade.close_profit_abs = 0.001 - open_trade.is_open = False + open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime + open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime + open_trade_usdt.close_profit_abs = 0.001 + open_trade_usdt.is_open = False - Trade.query.session.add(open_trade) + Trade.query.session.add(open_trade_usdt) freqtrade.strategy.check_sell_timeout = MagicMock(return_value=False) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 1 assert rpc_mock.call_count == 1 - assert open_trade.is_open is True + assert open_trade_usdt.is_open is True # Custom user sell-timeout is never called assert freqtrade.strategy.check_sell_timeout.call_count == 0 -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, - is_short, mocker, caplog) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_cancelled_sell( + 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() @@ -2402,29 +2440,31 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order_with_result=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime - open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime - open_trade.is_open = False + open_trade_usdt.open_date = arrow.utcnow().shift(hours=-5).datetime + open_trade_usdt.close_date = arrow.utcnow().shift(minutes=-601).datetime + open_trade_usdt.is_open = False - Trade.query.session.add(open_trade) + Trade.query.session.add(open_trade_usdt) # check it does cancel sell orders over the time limit freqtrade.check_handle_timedout() assert cancel_order_mock.call_count == 0 assert rpc_mock.call_count == 1 - assert open_trade.is_open is True + assert open_trade_usdt.is_open is True assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog) -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, is_short, - open_trade, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_partial( + default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short, + open_trade, mocker +) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_canceled = deepcopy(limit_buy_order_old_partial) limit_buy_canceled['status'] = 'canceled' @@ -2433,11 +2473,11 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + 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) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2452,22 +2492,24 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee, is_short, - limit_buy_order_old_partial, trades_for_order, - limit_buy_order_old_partial_canceled, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_check_handle_timedout_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: rpc_mock = patch_RPCManager(mocker) 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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + 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) + freqtrade = FreqtradeBot(default_conf_usdt) assert open_trade.amount == limit_buy_order_old_partial['amount'] @@ -2492,24 +2534,25 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert pytest.approx(trades[0].fee_open) == 0.001 -@pytest.mark.parametrize("is_short", [False, True]) +@ pytest.mark.parametrize("is_short", [False, True]) def test_check_handle_timedout_partial_except( - default_conf, ticker, open_trade, caplog, fee, is_short, limit_buy_order_old_partial, - trades_for_order, limit_buy_order_old_partial_canceled, mocker + 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: rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + 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) + freqtrade = FreqtradeBot(default_conf_usdt) assert open_trade.amount == limit_buy_order_old_partial['amount'] @@ -2534,8 +2577,8 @@ def test_check_handle_timedout_partial_except( assert trades[0].fee_open == fee() -def test_check_handle_timedout_exception(default_conf, ticker, open_trade, - mocker, caplog) -> None: +def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, + caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2547,35 +2590,37 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, ) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) - Trade.query.session.add(open_trade) + Trade.query.session.add(open_trade_usdt) + caplog.clear() freqtrade.check_handle_timedout() - assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, " + assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, " f"is_short=False, leverage=1.0, " - r"open_rate=0.00001099, open_since=" - f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}" + r"open_rate=2.00000000, open_since=" + f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) 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, limit_buy_order, is_short) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_buy_order_usdt, + is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - cancel_buy_order = deepcopy(limit_buy_order) + cancel_buy_order = deepcopy(limit_buy_order_usdt) cancel_buy_order['status'] = 'canceled' del cancel_buy_order['filled'] cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = MagicMock() @@ -2583,37 +2628,37 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order, is_s trade.open_rate = 200 trade.is_short = False trade.enter_side = "buy" - limit_buy_order['filled'] = 0.0 - limit_buy_order['status'] = 'open' + limit_buy_order_usdt['filled'] = 0.0 + limit_buy_order_usdt['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] - assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() caplog.clear() - limit_buy_order['filled'] = 0.01 - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + limit_buy_order_usdt['filled'] = 0.01 + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, 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() - limit_buy_order['filled'] = 2 - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + limit_buy_order_usdt['filled'] = 2 + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 # Order remained open for some reason (cancel failed) cancel_buy_order['status'] = 'open' cancel_order_mock = MagicMock(return_value=cancel_buy_order) mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert log_has_re(r"Order .* for .* not cancelled.", caplog) -@pytest.mark.parametrize("is_short", [False, True]) -@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], - indirect=['limit_buy_order_canceled_empty']) -def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, is_short, +@ pytest.mark.parametrize("is_short", [False, True]) +@ pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'], + indirect=['limit_buy_order_canceled_empty']) +def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, limit_buy_order_canceled_empty) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2621,7 +2666,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, is_short, 'freqtrade.exchange.Exchange.cancel_order_with_result', return_value=limit_buy_order_canceled_empty) nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel') - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) reason = CANCEL_REASON['TIMEOUT'] trade = MagicMock() @@ -2633,14 +2678,14 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, is_short, assert nofiy_mock.call_count == 1 -@pytest.mark.parametrize("is_short", [False, True]) -@pytest.mark.parametrize('cancelorder', [ +@ 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, limit_buy_order, is_short, +def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_buy_order_usdt, is_short, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2650,7 +2695,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order, cancel_order=cancel_order_mock ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() trade = MagicMock() @@ -2658,19 +2703,19 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order, trade.enter_side = "buy" trade.open_rate = 200 trade.enter_side = "buy" - limit_buy_order['filled'] = 0.0 - limit_buy_order['status'] = 'open' + limit_buy_order_usdt['filled'] = 0.0 + limit_buy_order_usdt['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] - assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 cancel_order_mock.reset_mock() - limit_buy_order['filled'] = 1.0 - assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason) + limit_buy_order_usdt['filled'] = 1.0 + assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason) assert cancel_order_mock.call_count == 1 -def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None: +def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: send_msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = MagicMock() @@ -2680,7 +2725,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None: ) mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) trade = Trade( pair='LTC/ETH', @@ -2715,13 +2760,13 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None: assert send_msg_mock.call_count == 1 -def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None: +def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch( 'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException()) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) trade = MagicMock() reason = CANCEL_REASON['TIMEOUT'] @@ -2731,18 +2776,19 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None: assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker, is_short) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker, + is_short) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) @@ -2757,11 +2803,11 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) # Prevented sell ... # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert rpc_mock.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 @@ -2769,7 +2815,7 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker # Repatch with true freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True) # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert freqtrade.strategy.confirm_trade_exit.call_count == 1 @@ -2779,16 +2825,17 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker 'trade_id': 1, 'type': RPCMessageType.SELL, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 91.07468123, + 'limit': 2.2, + 'amount': 5.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, - 'profit_amount': 6.223e-05, - 'profit_ratio': 0.0620716, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.3, + # TODO: Double check that profit_amount and profit_ratio are correct + 'profit_amount': 0.9475, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -2797,19 +2844,19 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker } == last_msg -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, +@ pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, is_short) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -2821,28 +2868,29 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] + # TODO: Should be a loss, but comes out as a gain assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'loss', - 'limit': 1.044e-05, - 'amount': 91.07468123, + 'limit': 2.01, + 'amount': 5.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.043e-05, - 'profit_amount': -5.406e-05, - 'profit_ratio': -0.05392257, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.0, + 'profit_amount': -0.000125, + 'profit_ratio': -1.247e-05, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2851,19 +2899,21 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, } == last_msg -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, is_short, - mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, is_short, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + config = deepcopy(default_conf_usdt) + config['custom_price_max_distance_ratio'] = 0.1 + patch_whitelist(mocker, config) + freqtrade = FreqtradeBot(config) patch_get_signal(freqtrade) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) @@ -2878,15 +2928,15 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + 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: 1.170e-05 + freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25 # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)) # Sell price must be different to default bid price @@ -2899,16 +2949,16 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ 'trade_id': 1, 'type': RPCMessageType.SELL, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.170e-05, - 'amount': 91.07468123, + 'limit': 2.25, + 'amount': 5.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, - 'profit_amount': 6.041e-05, - 'profit_ratio': 0.06025919, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.3, + 'profit_amount': 1.196875, + 'profit_ratio': 0.11938903, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.SELL_SIGNAL.value, 'open_date': ANY, @@ -2917,19 +2967,19 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ } == last_msg -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee, is_short, - ticker_sell_down, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( + default_conf_usdt, ticker_usdt, fee, is_short, ticker_usdt_sell_down, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -2941,35 +2991,36 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) - default_conf['dry_run'] = True + default_conf_usdt['dry_run'] = True freqtrade.strategy.order_types['stoploss_on_exchange'] = True # Setting trade stoploss to 0.01 - trade.stop_loss = 0.00001099 * 0.99 + trade.stop_loss = 2.0 * 0.99 # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] + # TODO: Are these values correct? assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'loss', - 'limit': 1.08801e-05, - 'amount': 91.07468123, + 'limit': 1.98, + 'amount': 5.0, 'order_type': 'limit', - 'open_rate': 1.098e-05, - 'current_rate': 1.043e-05, - 'profit_amount': -1.408e-05, - 'profit_ratio': -0.01404051, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.0, + 'profit_amount': -0.14975, + 'profit_ratio': -0.01493766, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2979,8 +3030,8 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick def test_execute_trade_exit_sloe_cancel_exception( - mocker, default_conf, ticker, fee, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) + mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) @@ -2991,7 +3042,7 @@ def test_execute_trade_exit_sloe_cancel_exception( patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, create_order=create_order_mock, ) @@ -3013,11 +3064,11 @@ def test_execute_trade_exit_sloe_cancel_exception( assert log_has('Could not cancel stoploss order abcd', caplog) -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, - is_short, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, is_short, mocker) -> None: - default_conf['exchange']['name'] = 'binance' + default_conf_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) stoploss = MagicMock(return_value={ @@ -3030,7 +3081,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, cancel_order = MagicMock(return_value=True) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, @@ -3039,7 +3090,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]), ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) @@ -3056,11 +3107,11 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) trade = Trade.query.first() @@ -3069,14 +3120,14 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, assert rpc_mock.call_count == 3 -def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee, +def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt, ticker_usdt, fee, mocker) -> None: - default_conf['exchange']['name'] = 'binance' + default_conf_usdt['exchange']['name'] = 'binance' rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, @@ -3092,7 +3143,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True patch_get_signal(freqtrade) @@ -3141,19 +3192,19 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_market_order(default_conf, ticker, fee, is_short, - ticker_sell_up, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, is_short, + ticker_usdt_sell_up, mocker) -> None: rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -3165,33 +3216,34 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, is_short, # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) freqtrade.config['order_types']['sell'] = 'market' # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert not trade.is_open - assert trade.close_profit == 0.0620716 + assert trade.close_profit == 0.09451372 # TODO: Check this is correct assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-1][0][0] + # TODO: Is this correct? assert { 'type': RPCMessageType.SELL, 'trade_id': 1, 'exchange': 'Binance', - 'pair': 'ETH/BTC', + 'pair': 'ETH/USDT', 'gain': 'profit', - 'limit': 1.172e-05, - 'amount': 91.07468123, + 'limit': 2.2, + 'amount': 5.0, 'order_type': 'market', - 'open_rate': 1.098e-05, - 'current_rate': 1.173e-05, - 'profit_amount': 6.223e-05, - 'profit_ratio': 0.0620716, - 'stake_currency': 'BTC', + 'open_rate': 2.0, + 'current_rate': 2.3, + 'profit_amount': 0.9475, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -3201,14 +3253,14 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, is_short, } == last_msg -@pytest.mark.parametrize("is_short", [False, True]) -def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, is_short, - ticker_sell_up, mocker) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@ 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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, create_order=MagicMock(side_effect=[ {'id': 1234553382}, @@ -3226,20 +3278,20 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, # Increase the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_up + fetch_ticker=ticker_usdt_sell_up ) sell_reason = SellCheckTuple(sell_type=SellType.ROI) # TODO-lev: side="buy" - assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=sell_reason, side="sell") assert mock_insuf.call_count == 1 -@pytest.mark.parametrize("is_short", [False, True]) -@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [ +@ pytest.mark.parametrize("is_short", [False, True]) +@ pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [ # Enable profit - (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value), + (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value), # Disable profit (False, 0.00002172, 0.00002173, True, False, SellType.SELL_SIGNAL.value), # Enable loss @@ -3249,7 +3301,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value), ]) def test_sell_profit_only( - default_conf, limit_buy_order, limit_buy_order_open, is_short, + default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, is_short, fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3261,17 +3313,17 @@ def test_sell_profit_only( 'last': bid }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf.update({ + default_conf_usdt.update({ 'use_sell_signal': True, 'sell_profit_only': profit_only, 'sell_profit_offset': 0.1, }) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) if sell_type == SellType.SELL_SIGNAL.value: freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -3281,7 +3333,7 @@ def test_sell_profit_only( freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is handle_first @@ -3290,12 +3342,10 @@ def test_sell_profit_only( freqtrade.strategy.sell_profit_offset = 0.0 assert freqtrade.handle_trade(trade) is True - assert trade.sell_reason == sell_type - -@pytest.mark.parametrize("is_short", [False, True]) -def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open, is_short, - fee, mocker, caplog) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, + is_short, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -3306,13 +3356,13 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ 'last': 0.00002172 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -3320,7 +3370,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ trade = Trade.query.first() amnt = trade.amount - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) patch_get_signal(freqtrade, enter_long=False, exit_long=True) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985)) @@ -3329,11 +3379,11 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ assert trade.amount != amnt -@pytest.mark.parametrize('amount_wallet,has_err', [ +@ pytest.mark.parametrize('amount_wallet,has_err', [ (95.29, False), (91.29, True) ]) -def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err): +def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err): patch_RPCManager(mocker) patch_exchange(mocker) amount = 95.33 @@ -3349,7 +3399,7 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has fee_open=fee.return_value, fee_close=fee.return_value, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) if has_err: with pytest.raises(DependencyException, match=r"Not enough amount to exit trade."): @@ -3366,17 +3416,17 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has assert wallet_update.call_count == 1 -@pytest.mark.parametrize("is_short", [False, True]) -def test_locked_pairs(default_conf, ticker, fee, - ticker_sell_down, mocker, caplog, is_short) -> None: +@ 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( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) # Create some test data @@ -3388,13 +3438,13 @@ def test_locked_pairs(default_conf, ticker, fee, # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) # TODO-lev: side="buy" - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], side="sell", + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], side="sell", sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) - trade.close(ticker_sell_down()['bid']) + trade.close(ticker_usdt_sell_down()['bid']) assert freqtrade.strategy.is_pair_locked(trade.pair) # reinit - should buy other pair. @@ -3404,34 +3454,34 @@ def test_locked_pairs(default_conf, ticker, fee, assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog) -@pytest.mark.parametrize("is_short", [False, True]) -def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, is_short, - fee, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.0000172, - 'ask': 0.0000173, - 'last': 0.0000172 + 'bid': 2.19, + 'ask': 2.2, + 'last': 2.19 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf['ignore_roi_if_buy_signal'] = True + default_conf_usdt['ignore_roi_if_buy_signal'] = True - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trade) is False @@ -3442,27 +3492,27 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order assert trade.sell_reason == SellType.ROI.value -@pytest.mark.parametrize("is_short", [False, True]) -def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, is_short, - fee, caplog, mocker) -> None: +@ pytest.mark.parametrize("is_short", [False, True]) +def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, + is_short, fee, caplog, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001099, - 'ask': 0.00001099, - 'last': 0.00001099 + 'bid': 2.0, + 'ask': 2.0, + 'last': 2.0 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf['trailing_stop'] = True - patch_whitelist(mocker, default_conf) - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['trailing_stop'] = True + patch_whitelist(mocker, default_conf_usdt) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -3470,229 +3520,135 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, trade = Trade.query.first() assert freqtrade.handle_trade(trade) is False - # Raise ticker above buy price + # Raise ticker_usdt above buy price mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00001099 * 1.5, - 'ask': 0.00001099 * 1.5, - 'last': 0.00001099 * 1.5 + 'bid': 2.0 * 1.5, + 'ask': 2.0 * 1.5, + 'last': 2.0 * 1.5 })) # Stoploss should be adjusted assert freqtrade.handle_trade(trade) is False - + caplog.clear() # Price fell mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ - 'bid': 0.00001099 * 1.1, - 'ask': 0.00001099 * 1.1, - 'last': 0.00001099 * 1.1 + 'bid': 2.0 * 1.1, + 'ask': 2.0 * 1.1, + 'last': 2.0 * 1.1 })) caplog.set_level(logging.DEBUG) # Sell as trailing-stop is reached assert freqtrade.handle_trade(trade) is True - assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, " - "initial stoploss was at 0.000010, trade opened at 0.000011", caplog) + # TODO: Does this make sense? How is stoploss 2.7? + assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, " + "initial stoploss was at 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -@pytest.mark.parametrize("is_short", [False, True]) -def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee, - is_short, caplog, mocker) -> None: - buy_price = limit_buy_order['price'] +@ pytest.mark.parametrize("is_short", [False, True]) +@ pytest.mark.parametrize('offset,trail_if_reached,second_sl', [ + (0, False, 2.0394), + (0.011, False, 2.0394), + (0.055, True, 1.8), +]) +def test_trailing_stop_loss_positive( + default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, + offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short +) -> None: + buy_price = limit_buy_order_usdt['price'] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': buy_price - 0.000001, - 'ask': buy_price - 0.000001, - 'last': buy_price - 0.000001 + 'bid': buy_price - 0.01, + 'ask': buy_price - 0.01, + 'last': buy_price - 0.01 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), get_fee=fee, ) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.01 - patch_whitelist(mocker, default_conf) + 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) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) caplog.set_level(logging.DEBUG) # stop-loss not reached assert freqtrade.handle_trade(trade) is False - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000003, - 'ask': buy_price + 0.000003, - 'last': buy_price + 0.000003 - })) - # stop-loss not reached, adjusted stoploss - assert freqtrade.handle_trade(trade) is False - assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000138501 - caplog.clear() - - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000002, - 'ask': buy_price + 0.000002, - 'last': buy_price + 0.000002 - })) - # Lower price again (but still positive) - assert freqtrade.handle_trade(trade) is True - assert log_has( - f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, " - f"stoploss is {trade.stop_loss:.6f}, " - f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog) - - -@pytest.mark.parametrize("is_short", [False, True]) -def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee, - is_short, caplog, mocker) -> None: - buy_price = limit_buy_order['price'] - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - fetch_ticker=MagicMock(return_value={ - 'bid': buy_price - 0.000001, - 'ask': buy_price - 0.000001, - 'last': buy_price - 0.000001 - }), - create_order=MagicMock(side_effect=[ - limit_buy_order_open, - {'id': 1234553382}, - ]), - get_fee=fee, + # Raise ticker_usdt above buy price + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': buy_price + 0.06, + 'ask': buy_price + 0.06, + 'last': buy_price + 0.06 + }) ) - patch_whitelist(mocker, default_conf) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.01 - default_conf['trailing_stop_positive_offset'] = 0.011 - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) - freqtrade.enter_positions() - - trade = Trade.query.first() - trade.update(limit_buy_order) - caplog.set_level(logging.DEBUG) - # stop-loss not reached - assert freqtrade.handle_trade(trade) is False - - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000003, - 'ask': buy_price + 0.000003, - 'last': buy_price + 0.000003 - })) # stop-loss not reached, adjusted stoploss assert freqtrade.handle_trade(trade) is False - assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000138501 + # TODO: is 0.0249% correct? Shouldn't it be higher? + caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%" + 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 trade.stop_loss == second_sl caplog.clear() - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.000002, - 'ask': buy_price + 0.000002, - 'last': buy_price + 0.000002 - })) + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': buy_price + 0.125, + 'ask': buy_price + 0.125, + 'last': buy_price + 0.125, + }) + ) + assert freqtrade.handle_trade(trade) is False + assert log_has( + f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%", + caplog + ) + assert log_has("ETH/USDT - Adjusting stoploss...", caplog) + + mocker.patch( + 'freqtrade.exchange.Exchange.fetch_ticker', + MagicMock(return_value={ + 'bid': buy_price + 0.02, + 'ask': buy_price + 0.02, + 'last': buy_price + 0.02 + }) + ) # Lower price again (but still positive) assert freqtrade.handle_trade(trade) is True assert log_has( - f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, " + f"ETH/USDT - HIT STOP: current price at {buy_price + 0.02:.6f}, " f"stoploss is {trade.stop_loss:.6f}, " - f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog) + f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog) assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value -@pytest.mark.parametrize("is_short", [False, True]) -def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, - fee, is_short, limit_sell_order_usdt, - limit_sell_order_usdt_open, caplog, mocker) -> None: - limit_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt - limit_order_open = limit_sell_order_usdt_open if is_short else limit_buy_order_usdt_open - enter_price = limit_order['price'] - # enter_price: 2.0 - - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - fetch_ticker=MagicMock(return_value={ - 'bid': enter_price, - 'ask': enter_price, - 'last': enter_price - }), - create_order=MagicMock(return_value=limit_order_open), - get_fee=fee, - ) - patch_whitelist(mocker, default_conf) - default_conf['trailing_stop'] = True - default_conf['trailing_stop_positive'] = 0.05 - default_conf['trailing_stop_positive_offset'] = 0.055 - default_conf['trailing_only_offset_is_reached'] = True - - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) - freqtrade.enter_positions() - - trade = Trade.query.first() - trade.update(limit_order) - caplog.set_level(logging.DEBUG) - # stop-loss not reached - assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 2.20 if is_short else 1.80 - - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': enter_price + 0.0000004, - 'ask': enter_price + 0.0000004, - 'last': enter_price + 0.0000004 - })) - - # stop-loss should not be adjusted as offset is not reached yet - assert freqtrade.handle_trade(trade) is False - - assert not log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 2.20 if is_short else 1.80 - caplog.clear() - - # price rises above the offset (rises 12% when the offset is 5.5%) - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': enter_price + 0.0000014, - 'ask': enter_price + 0.0000014, - 'last': enter_price + 0.0000014 - })) - - assert freqtrade.handle_trade(trade) is False - assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog) - assert log_has("ETH/BTC - Adjusting stoploss...", caplog) - assert trade.stop_loss == 0.0000117705 - - # TODO-lev: @pytest.mark.parametrize("is_short", [False, True]) -def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, - fee, mocker) -> None: +def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -3703,24 +3659,24 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b 'last': 0.00000172 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, {'id': 1234553383} ]), get_fee=fee, _is_dry_limit_order_filled=MagicMock(return_value=False), ) - default_conf['ask_strategy'] = { + default_conf_usdt['ask_strategy'] = { 'ignore_roi_if_buy_signal': False } - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.strategy.min_roi_reached = MagicMock(return_value=True) freqtrade.enter_positions() trade = Trade.query.first() - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) # Sell due to min_roi_reached patch_get_signal(freqtrade, enter_long=True, exit_long=True) assert freqtrade.handle_trade(trade) is True @@ -3731,7 +3687,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b assert trade.sell_reason == SellType.SELL_SIGNAL.value -def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): +def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, + mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( @@ -3743,7 +3700,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) caplog.clear() # Amount is reduced by "fee" @@ -3755,7 +3712,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe ) -def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee, +def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') @@ -3770,7 +3727,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # Amount is kept as is @@ -3780,7 +3737,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe '- Eating Fee 0.008 into dust', caplog) -def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee): +def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee): mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = buy_order_fee['amount'] @@ -3793,7 +3750,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount is reduced by "fee" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount @@ -3805,8 +3762,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f ) -@pytest.mark.parametrize( - 'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [ +@ 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 @@ -3827,8 +3784,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f ({'cost': 0.008, 'currency': None}, 0, True, None), ]) def test_get_real_amount( - default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog, - fee_par, fee_reduction_amount, use_ticker_rate, expected_log + 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) @@ -3846,9 +3803,9 @@ def test_get_real_amount( open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - if not use_ticker_rate: + if not use_ticker_usdt_rate: mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) caplog.clear() @@ -3858,7 +3815,7 @@ def test_get_real_amount( assert log_has(expected_log, caplog) -@pytest.mark.parametrize( +@ 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), @@ -3866,7 +3823,7 @@ def test_get_real_amount( (0.02, 'BNB', 0.0005, 0.001518575, 7.996), ]) def test_get_real_amount_multi( - default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets, + 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, ): @@ -3878,7 +3835,7 @@ def test_get_real_amount_multi( mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) - default_conf['stake_currency'] = "ETH" + default_conf_usdt['stake_currency'] = "ETH" trade = Trade( pair='LTC/ETH', @@ -3891,8 +3848,8 @@ def test_get_real_amount_multi( ) # Fake markets entry to enable fee parsing - markets['BNB/ETH'] = markets['ETH/BTC'] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + markets['BNB/ETH'] = markets['ETH/USDT'] + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'ask': 0.19, 'last': 0.2}) @@ -3917,9 +3874,10 @@ def test_get_real_amount_multi( assert trade.fee_close_currency is None -def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker): - limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['fee'] = {'cost': 0.004} +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('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) @@ -3932,15 +3890,16 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change - assert freqtrade.get_real_amount(trade, limit_buy_order) == amount + assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount -def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker): - limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['amount'] = limit_buy_order['amount'] - 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('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) @@ -3953,17 +3912,17 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_ fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount does not change with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"): - freqtrade.get_real_amount(trade, limit_buy_order) + freqtrade.get_real_amount(trade, limit_buy_order_usdt) -def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee, - mocker): +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 = deepcopy(buy_order_fee) + limit_buy_order_usdt = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) @@ -3977,14 +3936,17 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) # Amount changes by fee amount. - assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001), - abs_tol=MATH_CLOSE_PREC,) + assert isclose( + freqtrade.get_real_amount(trade, limit_buy_order_usdt), + amount - (amount * 0.001), + abs_tol=MATH_CLOSE_PREC, + ) -def test_get_real_amount_open_trade(default_conf, fee, mocker): +def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker): amount = 12345 trade = Trade( pair='LTC/ETH', @@ -4001,11 +3963,11 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): 'status': 'open', 'side': 'buy', } - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.get_real_amount(trade, order) == amount -@pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [ +@ pytest.mark.parametrize('amount,fee_abs,wallet,amount_exp', [ (8.0, 0.0, 10, 8), (8.0, 0.0, 0, 8), (8.0, 0.1, 0, 7.9), @@ -4013,7 +3975,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker): (8.0, 0.1, 8.0, 8.0), (8.0, 0.1, 7.9, 7.9), ]) -def test_apply_fee_conditional(default_conf, fee, caplog, mocker, +def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) @@ -4026,7 +3988,7 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker, fee_close=fee.return_value, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) walletmock.reset_mock() # Amount is kept as is @@ -4034,27 +3996,30 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker, assert walletmock.call_count == 1 -@pytest.mark.parametrize("delta, is_high_delta", [ +@ pytest.mark.parametrize("delta, is_high_delta", [ (0.1, False), (100, True), ]) -def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order, - is_short, fee, mocker, order_book_l2, delta, is_high_delta): - default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta +@ pytest.mark.parametrize('is_short', [False, True]) +def test_order_book_depth_of_market( + default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, + fee, mocker, order_book_l2, delta, is_high_delta, is_short +): + default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True + default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) # Save state of current whitelist - whitelist = deepcopy(default_conf['exchange']['pair_whitelist']) - freqtrade = FreqtradeBot(default_conf) + whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist']) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -4063,7 +4028,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, assert trade is None else: assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 10.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -4071,46 +4036,46 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, assert len(Trade.query.all()) == 1 # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) - assert trade.open_rate == 0.00001099 - assert whitelist == default_conf['exchange']['pair_whitelist'] + assert trade.open_rate == 2.0 + assert whitelist == default_conf_usdt['exchange']['pair_whitelist'] -@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [ +@ 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_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown, +def test_order_book_bid_strategy1(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_mock = MagicMock(return_value={'ask': ask, 'last': last}) + ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2, - fetch_ticker=ticker_mock, + fetch_ticker=ticker_usdt_mock, ) - default_conf['exchange']['name'] = 'binance' - default_conf['bid_strategy']['use_order_book'] = True - default_conf['bid_strategy']['order_book_top'] = order_book_top - default_conf['bid_strategy']['ask_last_balance'] = 0 - default_conf['telegram']['enabled'] = False + default_conf_usdt['exchange']['name'] = 'binance' + default_conf_usdt['bid_strategy']['use_order_book'] = True + default_conf_usdt['bid_strategy']['order_book_top'] = order_book_top + default_conf_usdt['bid_strategy']['ask_last_balance'] = 0 + default_conf_usdt['telegram']['enabled'] = False - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) if exception_thrown: with pytest.raises(PricingError): - freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") + freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") assert log_has_re( r'Buy Price at location 1 from orderbook could not be determined.', caplog) else: - assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935 - assert ticker_mock.call_count == 0 + assert freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") == 0.043935 + assert ticker_usdt_mock.call_count == 0 -def test_check_depth_of_market(default_conf, mocker, order_book_l2) -> None: +def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None: """ test check depth of market """ @@ -4119,43 +4084,44 @@ def test_check_depth_of_market(default_conf, mocker, order_book_l2) -> None: 'freqtrade.exchange.Exchange', fetch_l2_order_book=order_book_l2 ) - default_conf['telegram']['enabled'] = False - default_conf['exchange']['name'] = 'binance' - default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True + default_conf_usdt['telegram']['enabled'] = False + default_conf_usdt['exchange']['name'] = 'binance' + default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True # delta is 100 which is impossible to reach. hence function will return false - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 - freqtrade = FreqtradeBot(default_conf) + default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 + freqtrade = FreqtradeBot(default_conf_usdt) - conf = default_conf['bid_strategy']['check_depth_of_market'] + conf = default_conf_usdt['bid_strategy']['check_depth_of_market'] assert freqtrade._check_depth_of_market('ETH/BTC', conf, side=SignalDirection.LONG) is False -def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee, - limit_sell_order_open, mocker, order_book_l2, caplog) -> None: +def test_order_book_ask_strategy( + default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee, + limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None: """ test order book ask strategy """ mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) - default_conf['exchange']['name'] = 'binance' - default_conf['ask_strategy']['use_order_book'] = True - default_conf['ask_strategy']['order_book_top'] = 1 - default_conf['telegram']['enabled'] = False + default_conf_usdt['exchange']['name'] = 'binance' + default_conf_usdt['ask_strategy']['use_order_book'] = True + default_conf_usdt['ask_strategy']['order_book_top'] = 1 + default_conf_usdt['telegram']['enabled'] = False patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ - 'bid': 0.00001172, - 'ask': 0.00001173, - 'last': 0.00001172 + 'bid': 1.9, + 'ask': 2.2, + 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_buy_order_open, - limit_sell_order_open, + limit_buy_order_usdt_open, + limit_sell_order_usdt_open, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -4164,7 +4130,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o assert trade time.sleep(0.01) # Race condition fix - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) freqtrade.wallets.update() assert trade.is_open is True @@ -4180,22 +4146,22 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o caplog) -def test_startup_state(default_conf, mocker): - default_conf['pairlist'] = {'method': 'VolumePairList', - 'config': {'number_assets': 20} - } +def test_startup_state(default_conf_usdt, mocker): + default_conf_usdt['pairlist'] = {'method': 'VolumePairList', + 'config': {'number_assets': 20} + } mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) - worker = get_patched_worker(mocker, default_conf) + worker = get_patched_worker(mocker, default_conf_usdt) assert worker.freqtrade.state is State.RUNNING -def test_startup_trade_reinit(default_conf, edge_conf, mocker): +def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker): mocker.patch('freqtrade.exchange.Exchange.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) + ftbot = get_patched_freqtradebot(mocker, default_conf_usdt) ftbot.startup() assert reinit_mock.call_count == 1 @@ -4206,24 +4172,25 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker): assert reinit_mock.call_count == 0 -@pytest.mark.usefixtures("init_persistence") -def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog): - default_conf['dry_run'] = True +@ 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['dry_run_wallet'] = 0.002 - default_conf['max_open_trades'] = 2 - default_conf['tradable_balance_ratio'] = 1.0 + default_conf_usdt['dry_run_wallet'] = 20.0 + default_conf_usdt['max_open_trades'] = 2 + default_conf_usdt['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, - create_order=MagicMock(return_value=limit_buy_order_open), + fetch_ticker=ticker_usdt, + create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, ) - bot = get_patched_freqtradebot(mocker, default_conf) + bot = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(bot) - assert bot.wallets.get_free('BTC') == 0.002 + assert bot.wallets.get_free('USDT') == 20.0 n = bot.enter_positions() assert n == 2 @@ -4233,23 +4200,27 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_ bot.config['max_open_trades'] = 3 n = bot.enter_positions() assert n == 0 - assert log_has_re(r"Unable to create trade for XRP/BTC: " - r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)", + assert log_has_re(r"Unable to create trade for XRP/USDT: " + r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)", caplog) -@pytest.mark.usefixtures("init_persistence") -@pytest.mark.parametrize("is_short", [False, True]) -def test_cancel_all_open_orders( - mocker, default_conf, fee, limit_buy_order, limit_sell_order, is_short): - default_conf['cancel_open_orders_on_exit'] = True +@ pytest.mark.usefixtures("init_persistence") +@ pytest.mark.parametrize("is_short", [False, True]) +def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, + limit_sell_order_usdt, is_short): + default_conf_usdt['cancel_open_orders_on_exit'] = True mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=[ - ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order]) + ExchangeError(), + limit_sell_order_usdt, + limit_buy_order_usdt, + limit_sell_order_usdt + ]) 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) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee, is_short=is_short) trades = Trade.query.all() assert len(trades) == MOCK_TRADE_COUNT @@ -4258,10 +4229,10 @@ def test_cancel_all_open_orders( assert sell_mock.call_count == 2 -@pytest.mark.usefixtures("init_persistence") -@pytest.mark.parametrize("is_short", [False, True]) -def test_check_for_open_trades(mocker, default_conf, fee, is_short): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@ 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 @@ -4275,10 +4246,10 @@ def test_check_for_open_trades(mocker, default_conf, fee, is_short): 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, fee, caplog, is_short): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@ 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() @@ -4302,10 +4273,10 @@ def test_startup_update_open_orders(mocker, default_conf, fee, caplog, is_short) assert len(Order.get_open_orders()) == 2 -@pytest.mark.usefixtures("init_persistence") -@pytest.mark.parametrize("is_short", [False, True]) -def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee, is_short): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@ pytest.mark.usefixtures("init_persistence") +@ pytest.mark.parametrize("is_short", [False, True]) +def test_update_closed_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, @@ -4366,10 +4337,10 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee, i 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, fee, caplog, is_short): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@ 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') create_mock_trades(fee, is_short=is_short) @@ -4395,13 +4366,13 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog, is_short): # Test with trade without orders trade = Trade( pair='XRP/ETH', - stake_amount=0.001, + stake_amount=60.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=arrow.utcnow().datetime, is_open=True, - amount=20, - open_rate=0.01, + amount=30, + open_rate=2.0, exchange='binance', is_short=is_short ) @@ -4415,9 +4386,9 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog, is_short): r".* for order .*\.", caplog) -@pytest.mark.usefixtures("init_persistence") -def test_handle_insufficient_funds(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +@ pytest.mark.usefixtures("init_persistence") +def test_handle_insufficient_funds(mocker, default_conf_usdt, fee): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order') mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees') create_mock_trades(fee, is_short=False) @@ -4453,11 +4424,11 @@ def test_handle_insufficient_funds(mocker, default_conf, fee): assert mock_bof.call_count == 1 -@pytest.mark.usefixtures("init_persistence") -@pytest.mark.parametrize("is_short", [False, True]) -def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short): +@ pytest.mark.usefixtures("init_persistence") +@ pytest.mark.parametrize("is_short", [False, True]) +def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog, is_short): caplog.set_level(logging.DEBUG) - freqtrade = get_patched_freqtradebot(mocker, default_conf) + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', @@ -4554,10 +4525,10 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog, is_short): assert log_has(f"Error updating {order['id']}.", caplog) -def test_get_valid_price(mocker, default_conf) -> None: +def test_get_valid_price(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.config['custom_price_max_distance_ratio'] = 0.02 custom_price_string = "10"