diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index d0f3f0df6..c415d70b0 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -149,7 +149,9 @@ }, "sell_fill": "on", "buy_cancel": "on", - "sell_cancel": "on" + "sell_cancel": "on", + "protection_trigger": "off", + "protection_trigger_global": "on" }, "reload": true, "balance_dust_level": 0.01 diff --git a/docs/data-download.md b/docs/data-download.md index 0ca86b0d3..5f605c404 100644 --- a/docs/data-download.md +++ b/docs/data-download.md @@ -204,6 +204,61 @@ It'll also remove original jsongz data files (`--erase` parameter). freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase ``` +### Sub-command trades to ohlcv + +When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step. +This command will allow you to repeat this last step for additional timeframes without re-downloading the data. + +``` +usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH] + [-d PATH] [--userdir PATH] + [-p PAIRS [PAIRS ...]] + [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]] + [--exchange EXCHANGE] + [--data-format-ohlcv {json,jsongz,hdf5}] + [--data-format-trades {json,jsongz,hdf5}] + +optional arguments: + -h, --help show this help message and exit + -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...] + Limit command to these pairs. Pairs are space- + separated. + -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...] + Specify which tickers to download. Space-separated + list. Default: `1m 5m`. + --exchange EXCHANGE Exchange name (default: `bittrex`). Only valid if no + config is provided. + --data-format-ohlcv {json,jsongz,hdf5} + Storage format for downloaded candle (OHLCV) data. + (default: `json`). + --data-format-trades {json,jsongz,hdf5} + Storage format for downloaded trades data. (default: + `jsongz`). + +Common arguments: + -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). + --logfile FILE Log to the file specified. Special values are: + 'syslog', 'journald'. See the documentation for more + details. + -V, --version show program's version number and exit + -c PATH, --config PATH + Specify configuration file (default: + `userdir/config.json` or `config.json` whichever + exists). Multiple --config options may be used. Can be + set to `-` to read config from stdin. + -d PATH, --datadir PATH + Path to directory with historical backtesting data. + --userdir PATH, --user-data-dir PATH + Path to userdata directory. + +``` + +#### Example trade-to-ohlcv conversion + +``` bash +freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR +``` + ### Sub-command list-data You can get a list of downloaded data using the `list-data` sub-command. diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md index 1fa229225..27a9091b1 100644 --- a/docs/docker_quickstart.md +++ b/docs/docker_quickstart.md @@ -109,6 +109,7 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr !!! Warning "`docker-compose` for trade commands" Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead. This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot. + If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available. !!! Note "`docker-compose run --rm`" Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command). @@ -149,6 +150,24 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the You can then run `docker-compose build` to build the docker image, and run it using the commands described above. +### Troubleshooting + +#### Docker on Windows + +* Error: `"Timestamp for this request is outside of the recvWindow."` + * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past. + To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so). + A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler. + ``` + taskkill /IM "Docker Desktop.exe" /F + wsl --shutdown + start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe" + ``` + +!!! Warning + Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting. + Best use a linux-VPS for running freqtrade reliably. + ## Plotting with docker-compose Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file. diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 9927740c2..9b7c12a43 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,4 +1,4 @@ mkdocs==1.2.2 -mkdocs-material==7.2.6 +mkdocs-material==7.3.0 mdx_truly_sane_lists==1.2 pymdown-extensions==8.2 diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index dc1e2831a..96ec04515 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -731,3 +731,33 @@ The variable 'content', will contain the strategy file in a BASE64 encoded form. ``` Please ensure that 'NameOfStrategy' is identical to the strategy name! + +## Performance warning + +When executing a strategy, one can sometimes be greeted by the following in the logs + +> PerformanceWarning: DataFrame is highly fragmented. + +This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say: +use `pd.concat(axis=1)`. +This can have slight performance implications, which are usually only visible during hyperopt (when optimizing an indicator). + +For example: + +```python +for val in self.buy_ema_short.range: + dataframe[f'ema_short_{val}'] = ta.EMA(dataframe, timeperiod=val) +``` + +should be rewritten to + +```python +frames = [dataframe] +for val in self.buy_ema_short.range: + frames.append({ + f'ema_short_{val}': ta.EMA(dataframe, timeperiod=val) + }) + +# Append columns to existing dataframe +merged_frame = pd.concat(frames, axis=1) +``` diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 725252b30..0bfc0a2f6 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -122,6 +122,16 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py). Then uncomment indicators you need. +#### Indicator libraries + +Out of the box, freqtrade installs the following technical libraries: + +* [ta-lib](http://mrjbq7.github.io/ta-lib/) +* [pandas-ta](https://twopirllc.github.io/pandas-ta/) +* [technical](https://github.com/freqtrade/technical/) + +Additional technical libraries can be installed as necessary, or custom indicators may be written / invented by the strategy author. + ### Strategy startup period Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be. @@ -942,6 +952,8 @@ Printing more than a few rows is also possible (simply use `print(dataframe)` i ## Common mistakes when developing strategies +### Peeking into the future while backtesting + Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future. This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions. diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index b020b00db..b9d01a236 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -93,7 +93,9 @@ Example configuration showing the different settings: "buy_cancel": "silent", "sell_cancel": "on", "buy_fill": "off", - "sell_fill": "off" + "sell_fill": "off", + "protection_trigger": "off", + "protection_trigger_global": "on" }, "reload": true, "balance_dust_level": 0.01 @@ -103,6 +105,7 @@ Example configuration showing the different settings: `buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange. `sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange. `*_fill` notifications are off by default and must be explicitly enabled. +`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered. `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown. diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py index a6f14cff7..858c99acd 100644 --- a/freqtrade/commands/__init__.py +++ b/freqtrade/commands/__init__.py @@ -8,8 +8,8 @@ Note: Be careful with file-scoped imports in these subfiles. """ from freqtrade.commands.arguments import Arguments from freqtrade.commands.build_config_commands import start_new_config -from freqtrade.commands.data_commands import (start_convert_data, start_download_data, - start_list_data) +from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades, + start_download_data, start_list_data) from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui, start_new_strategy) from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index d424f3ce7..9643705a5 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -58,6 +58,8 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"] ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"] ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"] +ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"] + ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"] ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange", @@ -91,7 +93,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes", "list-markets", "list-pairs", "list-strategies", "list-data", "hyperopt-list", "hyperopt-show", - "plot-dataframe", "plot-profit", "show-trades"] + "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"] NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"] @@ -169,14 +171,14 @@ class Arguments: self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot') self._build_args(optionlist=['version'], parser=self.parser) - from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir, - start_download_data, start_edge, start_hyperopt, - start_hyperopt_list, start_hyperopt_show, start_install_ui, - start_list_data, start_list_exchanges, start_list_markets, - start_list_strategies, start_list_timeframes, - start_new_config, start_new_strategy, start_plot_dataframe, - start_plot_profit, start_show_trades, start_test_pairlist, - start_trading, start_webserver) + from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades, + start_create_userdir, start_download_data, start_edge, + start_hyperopt, start_hyperopt_list, start_hyperopt_show, + start_install_ui, start_list_data, start_list_exchanges, + start_list_markets, start_list_strategies, + start_list_timeframes, start_new_config, start_new_strategy, + start_plot_dataframe, start_plot_profit, start_show_trades, + start_test_pairlist, start_trading, start_webserver) subparsers = self.parser.add_subparsers(dest='command', # Use custom message when no subhandler is added @@ -236,6 +238,15 @@ class Arguments: convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False)) self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd) + # Add trades-to-ohlcv subcommand + convert_trade_data_cmd = subparsers.add_parser( + 'trades-to-ohlcv', + help='Convert trade data to OHLCV data.', + parents=[_common_parser], + ) + convert_trade_data_cmd.set_defaults(func=start_convert_trades) + self._build_args(optionlist=ARGS_CONVERT_TRADES, parser=convert_trade_data_cmd) + # Add list-data subcommand list_data_cmd = subparsers.add_parser( 'list-data', diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index e3c7fe464..d350a9426 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -381,12 +381,12 @@ AVAILABLE_CLI_OPTIONS = { ), "dataformat_ohlcv": Arg( '--data-format-ohlcv', - help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).', + help='Storage format for downloaded candle (OHLCV) data. (default: `json`).', choices=constants.AVAILABLE_DATAHANDLERS, ), "dataformat_trades": Arg( '--data-format-trades', - help='Storage format for downloaded trades data. (default: `%(default)s`).', + help='Storage format for downloaded trades data. (default: `jsongz`).', choices=constants.AVAILABLE_DATAHANDLERS, ), "exchange": Arg( diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index 141e85f14..ee05e6c69 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -89,6 +89,41 @@ def start_download_data(args: Dict[str, Any]) -> None: f"on exchange {exchange.name}.") +def start_convert_trades(args: Dict[str, Any]) -> None: + + config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) + + timerange = TimeRange() + + # Remove stake-currency to skip checks which are not relevant for datadownload + config['stake_currency'] = '' + + if 'pairs' not in config: + raise OperationalException( + "Downloading data requires a list of pairs. " + "Please check the documentation on how to configure this.") + + # Init exchange + exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False) + # Manual validations of relevant settings + if not config['exchange'].get('skip_pair_validation', False): + exchange.validate_pairs(config['pairs']) + expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets)) + + logger.info(f"About to Convert pairs: {expanded_pairs}, " + f"intervals: {config['timeframes']} to {config['datadir']}") + + for timeframe in config['timeframes']: + exchange.validate_timeframes(timeframe) + # Convert downloaded trade data to different timeframes + convert_trades_to_ohlcv( + pairs=expanded_pairs, timeframes=config['timeframes'], + datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), + data_format_ohlcv=config['dataformat_ohlcv'], + data_format_trades=config['dataformat_trades'], + ) + + def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None: """ Convert data from one format to another diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 9ca43d459..fca319a0f 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -110,7 +110,7 @@ CONF_SCHEMA = { }, 'tradable_balance_ratio': { 'type': 'number', - 'minimum': 0.1, + 'minimum': 0.0, 'maximum': 1, 'default': 0.99 }, @@ -284,6 +284,15 @@ CONF_SCHEMA = { 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'off' }, + 'protection_trigger': { + 'type': 'string', + 'enum': TELEGRAM_SETTING_OPTIONS, + 'default': 'off' + }, + 'protection_trigger_global': { + 'type': 'string', + 'enum': TELEGRAM_SETTING_OPTIONS, + }, } }, 'reload': {'type': 'boolean'}, diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index cdee0f078..b197c159f 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -149,6 +149,8 @@ class DataProvider: Clear pair dataframe cache. """ self.__cached_pairs = {} + self.__cached_pairs_backtesting = {} + self.__slice_index = 0 # Exchange functions diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py index 9c59f6108..4e3f693e5 100644 --- a/freqtrade/enums/rpcmessagetype.py +++ b/freqtrade/enums/rpcmessagetype.py @@ -11,6 +11,8 @@ class RPCMessageType(Enum): SELL = 'sell' SELL_FILL = 'sell_fill' SELL_CANCEL = 'sell_cancel' + PROTECTION_TRIGGER = 'protection_trigger' + PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global' def __repr__(self): return self.value diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 12338a501..c7cb16a14 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -152,7 +152,7 @@ class FreqtradeBot(LoggingMixin): # Only update open orders on startup # This will update the database after the initial migration - self.update_open_orders() + self.startup_update_open_orders() def process(self) -> None: """ @@ -259,7 +259,7 @@ class FreqtradeBot(LoggingMixin): ) trade.funding_fees = funding_fees - def update_open_orders(self): + def startup_update_open_orders(self): """ Updates open orders based on order list kept in the database. Mainly updates the state of orders - but may also close trades @@ -1275,7 +1275,7 @@ class FreqtradeBot(LoggingMixin): 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, 'gain': gain, - 'limit': profit_rate, + 'limit': profit_rate or 0, 'order_type': order_type, 'amount': trade.amount, 'open_rate': trade.open_rate, @@ -1284,7 +1284,7 @@ class FreqtradeBot(LoggingMixin): 'profit_ratio': profit_ratio, 'sell_reason': trade.sell_reason, 'open_date': trade.open_date, - 'close_date': trade.close_date, + 'close_date': trade.close_date or datetime.now(timezone.utc), 'stake_currency': self.config['stake_currency'], 'fiat_currency': self.config.get('fiat_display_currency', None), 'reason': reason, @@ -1350,8 +1350,7 @@ class FreqtradeBot(LoggingMixin): if not trade.is_open: if not stoploss_order and not trade.open_order_id: self._notify_exit(trade, '', True) - self.protections.stop_per_pair(trade.pair) - self.protections.global_stop() + self.handle_protections(trade.pair) self.wallets.update() elif not trade.open_order_id: # Buy fill @@ -1359,6 +1358,19 @@ class FreqtradeBot(LoggingMixin): return False + def handle_protections(self, pair: str) -> None: + prot_trig = self.protections.stop_per_pair(pair) + if prot_trig: + msg = {'type': RPCMessageType.PROTECTION_TRIGGER, } + msg.update(prot_trig.to_json()) + self.rpc.send_msg(msg) + + prot_trig_glb = self.protections.global_stop() + if prot_trig_glb: + msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, } + msg.update(prot_trig_glb.to_json()) + self.rpc.send_msg(msg) + def apply_fee_conditional(self, trade: Trade, trade_base_currency: str, amount: float, fee_abs: float) -> float: """ diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 4890c20aa..aaf875a94 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -87,18 +87,7 @@ class Backtesting: "configuration or as cli argument `--timeframe 5m`") self.timeframe = str(self.config.get('timeframe')) self.timeframe_min = timeframe_to_minutes(self.timeframe) - # Load detail timeframe if specified - self.timeframe_detail = str(self.config.get('timeframe_detail', '')) - if self.timeframe_detail: - self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail) - if self.timeframe_min <= self.timeframe_detail_min: - raise OperationalException( - "Detail timeframe must be smaller than strategy timeframe.") - - else: - self.timeframe_detail_min = 0 - self.detail_data: Dict[str, DataFrame] = {} - + self.init_backtest_detail() self.pairlists = PairListManager(self.exchange, self.config) if 'VolumePairList' in self.pairlists.name_list: raise OperationalException("VolumePairList not allowed for backtesting.") @@ -121,14 +110,6 @@ class Backtesting: else: self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0]) - Trade.use_db = False - Trade.reset_trades() - PairLocks.timeframe = self.config['timeframe'] - PairLocks.use_db = False - PairLocks.reset_locks() - - self.wallets = Wallets(self.config, self.exchange, log=False) - self.timerange = TimeRange.parse_timerange( None if self.config.get('timerange') is None else str(self.config.get('timerange'))) @@ -144,6 +125,7 @@ class Backtesting: self.progress = BTProgress() self.abort = False + self.init_backtest() def __del__(self): self.cleanup() @@ -153,6 +135,28 @@ class Backtesting: PairLocks.use_db = True Trade.use_db = True + def init_backtest_detail(self): + # Load detail timeframe if specified + self.timeframe_detail = str(self.config.get('timeframe_detail', '')) + if self.timeframe_detail: + self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail) + if self.timeframe_min <= self.timeframe_detail_min: + raise OperationalException( + "Detail timeframe must be smaller than strategy timeframe.") + + else: + self.timeframe_detail_min = 0 + self.detail_data: Dict[str, DataFrame] = {} + + def init_backtest(self): + + self.prepare_backtest(False) + + self.wallets = Wallets(self.config, self.exchange, log=False) + + self.progress = BTProgress() + self.abort = False + def _set_strategy(self, strategy: IStrategy): """ Load strategy into backtesting @@ -232,7 +236,8 @@ class Backtesting: Trade.reset_trades() self.rejected_trades = 0 self.dataprovider.clear_cache() - self._load_protections(self.strategy) + if enable_protections: + self._load_protections(self.strategy) def check_abort(self): """ @@ -365,7 +370,7 @@ class Backtesting: trade, sell_row[OPEN_IDX], sell_candle_time, # type: ignore enter=enter, exit_=exit_, low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX] - ) + ) if sell.sell_flag: trade.close_date = sell_candle_time @@ -397,14 +402,14 @@ class Backtesting: detail_data = detail_data.loc[ (detail_data['date'] >= sell_candle_time) & (detail_data['date'] < sell_candle_end) - ] + ].copy() if len(detail_data) == 0: # Fall back to "regular" data if no detail data was found for this candle return self._get_sell_trade_entry_for_candle(trade, sell_row) - detail_data['enter_long'] = sell_row[LONG_IDX] - detail_data['exit_long'] = sell_row[ELONG_IDX] - detail_data['enter_short'] = sell_row[SHORT_IDX] - detail_data['exit_short'] = sell_row[ESHORT_IDX] + detail_data.loc[:, 'enter_long'] = sell_row[LONG_IDX] + detail_data.loc[:, 'exit_long'] = sell_row[ELONG_IDX] + detail_data.loc[:, 'enter_long'] = sell_row[LONG_IDX] + detail_data.loc[:, 'exit_long'] = sell_row[ELONG_IDX] headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long', 'enter_short', 'exit_short'] for det_row in detail_data[headers].values.tolist(): diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py index af904f693..8662fc36d 100644 --- a/freqtrade/persistence/pairlock_middleware.py +++ b/freqtrade/persistence/pairlock_middleware.py @@ -30,7 +30,8 @@ class PairLocks(): PairLocks.locks = [] @staticmethod - def lock_pair(pair: str, until: datetime, reason: str = None, *, now: datetime = None) -> None: + def lock_pair(pair: str, until: datetime, reason: str = None, *, + now: datetime = None) -> PairLock: """ Create PairLock from now to "until". Uses database by default, unless PairLocks.use_db is set to False, @@ -52,6 +53,7 @@ class PairLocks(): PairLock.query.session.commit() else: PairLocks.locks.append(lock) + return lock @staticmethod def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]: diff --git a/freqtrade/plugins/protectionmanager.py b/freqtrade/plugins/protectionmanager.py index f33e5b4bc..2510d6fee 100644 --- a/freqtrade/plugins/protectionmanager.py +++ b/freqtrade/plugins/protectionmanager.py @@ -6,6 +6,7 @@ from datetime import datetime, timezone from typing import Dict, List, Optional from freqtrade.persistence import PairLocks +from freqtrade.persistence.models import PairLock from freqtrade.plugins.protections import IProtection from freqtrade.resolvers import ProtectionResolver @@ -43,30 +44,28 @@ class ProtectionManager(): """ return [{p.name: p.short_desc()} for p in self._protection_handlers] - def global_stop(self, now: Optional[datetime] = None) -> bool: + def global_stop(self, now: Optional[datetime] = None) -> Optional[PairLock]: if not now: now = datetime.now(timezone.utc) - result = False + result = None for protection_handler in self._protection_handlers: if protection_handler.has_global_stop: - result, until, reason = protection_handler.global_stop(now) + lock, until, reason = protection_handler.global_stop(now) # Early stopping - first positive result blocks further trades - if result and until: + if lock and until: if not PairLocks.is_global_lock(until): - PairLocks.lock_pair('*', until, reason, now=now) - result = True + result = PairLocks.lock_pair('*', until, reason, now=now) return result - def stop_per_pair(self, pair, now: Optional[datetime] = None) -> bool: + def stop_per_pair(self, pair, now: Optional[datetime] = None) -> Optional[PairLock]: if not now: now = datetime.now(timezone.utc) - result = False + result = None for protection_handler in self._protection_handlers: if protection_handler.has_local_stop: - result, until, reason = protection_handler.stop_per_pair(pair, now) - if result and until: + lock, until, reason = protection_handler.stop_per_pair(pair, now) + if lock and until: if not PairLocks.is_pair_locked(pair, until): - PairLocks.lock_pair(pair, until, reason, now=now) - result = True + result = PairLocks.lock_pair(pair, until, reason, now=now) return result diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py index 4623c187e..edbc39772 100644 --- a/freqtrade/rpc/api_server/api_backtest.py +++ b/freqtrade/rpc/api_server/api_backtest.py @@ -4,6 +4,7 @@ from copy import deepcopy from fastapi import APIRouter, BackgroundTasks, Depends +from freqtrade.configuration.config_validation import validate_config_consistency from freqtrade.enums import BacktestState from freqtrade.exceptions import DependencyException from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse @@ -42,38 +43,40 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac # Reload strategy lastconfig = ApiServer._bt_last_config strat = StrategyResolver.load_strategy(btconfig) + validate_config_consistency(btconfig) if ( not ApiServer._bt or lastconfig.get('timeframe') != strat.timeframe or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail') - or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0) or lastconfig.get('timerange') != btconfig['timerange'] ): from freqtrade.optimize.backtesting import Backtesting ApiServer._bt = Backtesting(btconfig) if ApiServer._bt.timeframe_detail: ApiServer._bt.load_bt_data_detail() - + else: + ApiServer._bt.config = btconfig + ApiServer._bt.init_backtest() # Only reload data if timeframe changed. if ( not ApiServer._bt_data or not ApiServer._bt_timerange - or lastconfig.get('stake_amount') != btconfig.get('stake_amount') - or lastconfig.get('enable_protections') != btconfig.get('enable_protections') - or lastconfig.get('protections') != btconfig.get('protections', []) or lastconfig.get('timeframe') != strat.timeframe + or lastconfig.get('timerange') != btconfig['timerange'] ): - lastconfig['timerange'] = btconfig['timerange'] - lastconfig['protections'] = btconfig.get('protections', []) - lastconfig['enable_protections'] = btconfig.get('enable_protections') - lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet') - lastconfig['timeframe'] = strat.timeframe ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data() + lastconfig['timerange'] = btconfig['timerange'] + lastconfig['timeframe'] = strat.timeframe + lastconfig['protections'] = btconfig.get('protections', []) + lastconfig['enable_protections'] = btconfig.get('enable_protections') + lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet') + ApiServer._bt.abort = False min_date, max_date = ApiServer._bt.backtest_one_strategy( strat, ApiServer._bt_data, ApiServer._bt_timerange) + ApiServer._bt.results = generate_backtest_stats( ApiServer._bt_data, ApiServer._bt.all_results, min_date=min_date, max_date=max_date) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 19c58b63d..059ba9c41 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -260,6 +260,50 @@ class Telegram(RPCHandler): return message + def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str: + + if msg_type == RPCMessageType.BUY: + message = self._format_buy_msg(msg) + + elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL): + msg['message_side'] = 'buy' if msg_type == RPCMessageType.BUY_CANCEL else 'sell' + message = ("\N{WARNING SIGN} *{exchange}:* " + "Cancelling open {message_side} Order for {pair} (#{trade_id}). " + "Reason: {reason}.".format(**msg)) + + elif msg_type == RPCMessageType.BUY_FILL: + message = ("\N{LARGE CIRCLE} *{exchange}:* " + "Buy order for {pair} (#{trade_id}) filled " + "for {open_rate}.".format(**msg)) + elif msg_type == RPCMessageType.SELL_FILL: + message = ("\N{LARGE CIRCLE} *{exchange}:* " + "Sell order for {pair} (#{trade_id}) filled " + "for {close_rate}.".format(**msg)) + elif msg_type == RPCMessageType.SELL: + message = self._format_sell_msg(msg) + elif msg_type == RPCMessageType.PROTECTION_TRIGGER: + message = ( + "*Protection* triggered due to {reason}. " + "`{pair}` will be locked until `{lock_end_time}`." + ).format(**msg) + elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL: + message = ( + "*Protection* triggered due to {reason}. " + "*All pairs* will be locked until `{lock_end_time}`." + ).format(**msg) + elif msg_type == RPCMessageType.STATUS: + message = '*Status:* `{status}`'.format(**msg) + + elif msg_type == RPCMessageType.WARNING: + message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg) + + elif msg_type == RPCMessageType.STARTUP: + message = '{status}'.format(**msg) + + else: + raise NotImplementedError('Unknown message type: {}'.format(msg_type)) + return message + def send_msg(self, msg: Dict[str, Any]) -> None: """ Send a message to telegram channel """ @@ -284,37 +328,7 @@ class Telegram(RPCHandler): # Notification disabled return - if msg_type == RPCMessageType.BUY: - message = self._format_buy_msg(msg) - - elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL): - msg['message_side'] = 'buy' if msg_type == RPCMessageType.BUY_CANCEL else 'sell' - message = ("\N{WARNING SIGN} *{exchange}:* " - "Cancelling open {message_side} Order for {pair} (#{trade_id}). " - "Reason: {reason}.".format(**msg)) - - elif msg_type == RPCMessageType.BUY_FILL: - message = ("\N{LARGE CIRCLE} *{exchange}:* " - "Buy order for {pair} (#{trade_id}) filled " - "for {open_rate}.".format(**msg)) - elif msg_type == RPCMessageType.SELL_FILL: - message = ("\N{LARGE CIRCLE} *{exchange}:* " - "Sell order for {pair} (#{trade_id}) filled " - "for {close_rate}.".format(**msg)) - elif msg_type == RPCMessageType.SELL: - message = self._format_sell_msg(msg) - - elif msg_type == RPCMessageType.STATUS: - message = '*Status:* `{status}`'.format(**msg) - - elif msg_type == RPCMessageType.WARNING: - message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg) - - elif msg_type == RPCMessageType.STARTUP: - message = '{status}'.format(**msg) - - else: - raise NotImplementedError('Unknown message type: {}'.format(msg_type)) + message = self.compose_message(msg, msg_type) self._send_msg(message, disable_notification=(noti == 'silent')) diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2 index f9dfff663..9882c51c7 100644 --- a/freqtrade/templates/subtemplates/exchange_kucoin.j2 +++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2 @@ -4,7 +4,7 @@ "secret": "{{ exchange_secret }}", "password": "{{ exchange_key_password }}", "ccxt_config": { - "enableRateLimit": true + "enableRateLimit": true, "rateLimit": 200 }, "ccxt_async_config": { diff --git a/requirements-dev.txt b/requirements-dev.txt index 4859e1cc6..2f03255a0 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -18,10 +18,10 @@ isort==5.9.3 time-machine==2.4.0 # Convert jupyter notebooks to markdown documents -nbconvert==6.1.0 +nbconvert==6.2.0 # mypy types types-cachetools==4.2.0 types-filelock==0.1.5 -types-requests==2.25.6 +types-requests==2.25.9 types-tabulate==0.8.2 diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 7dc55a9fc..9feec80f1 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -8,4 +8,4 @@ scikit-optimize==0.8.1 filelock==3.0.12 joblib==1.0.1 psutil==5.8.0 -progressbar2==3.53.2 +progressbar2==3.53.3 diff --git a/requirements.txt b/requirements.txt index ad7d520e6..f305164a7 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,16 +1,17 @@ numpy==1.21.2 pandas==1.3.3 +pandas-ta==0.3.14b -ccxt==1.56.30 +ccxt==1.57.3 # Pin cryptography for now due to rust build errors with piwheels cryptography==3.4.8 aiohttp==3.7.4.post0 -SQLAlchemy==1.4.23 +SQLAlchemy==1.4.25 python-telegram-bot==13.7 arrow==1.1.1 cachetools==4.2.2 requests==2.26.0 -urllib3==1.26.6 +urllib3==1.26.7 wrapt==1.12.1 jsonschema==3.2.0 TA-Lib==0.4.21 diff --git a/scripts/rest_client.py b/scripts/rest_client.py index ece0a253e..713b398c3 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -312,7 +312,7 @@ class FtRestClient(): :param limit: Limit result to the last n candles. :return: json object """ - return self._get("available_pairs", params={ + return self._get("pair_candles", params={ "pair": pair, "timeframe": timeframe, "limit": limit, diff --git a/setup.py b/setup.py index bbf797ac5..c0696abdf 100644 --- a/setup.py +++ b/setup.py @@ -54,6 +54,7 @@ setup( 'wrapt', 'jsonschema', 'TA-Lib', + 'pandas-ta', 'technical', 'tabulate', 'pycoingecko', diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index a1d89d7d3..63b63a3b0 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -8,12 +8,12 @@ from zipfile import ZipFile import arrow import pytest -from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data, - start_hyperopt_list, start_hyperopt_show, start_install_ui, - start_list_data, start_list_exchanges, start_list_markets, - start_list_strategies, start_list_timeframes, start_new_strategy, - start_show_trades, start_test_pairlist, start_trading, - start_webserver) +from freqtrade.commands import (start_convert_data, start_convert_trades, start_create_userdir, + start_download_data, start_hyperopt_list, start_hyperopt_show, + start_install_ui, start_list_data, start_list_exchanges, + start_list_markets, start_list_strategies, start_list_timeframes, + start_new_strategy, start_show_trades, start_test_pairlist, + start_trading, start_webserver) from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui, get_ui_download_url, read_ui_version) from freqtrade.configuration import setup_utils_configuration @@ -208,11 +208,10 @@ def test_list_timeframes(mocker, capsys): assert re.search(r"^1d$", captured.out, re.MULTILINE) -def test_list_markets(mocker, markets, capsys): +def test_list_markets(mocker, markets_static, capsys): api_mock = MagicMock() - api_mock.markets = markets - patch_exchange(mocker, api_mock=api_mock, id='bittrex') + patch_exchange(mocker, api_mock=api_mock, id='bittrex', mock_markets=markets_static) # Test with no --config args = [ @@ -237,7 +236,7 @@ def test_list_markets(mocker, markets, capsys): "TKN/BTC, XLTCUSDT, XRP/BTC.\n" in captured.out) - patch_exchange(mocker, api_mock=api_mock, id="binance") + patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static) # Test with --exchange args = [ "list-markets", @@ -250,7 +249,7 @@ def test_list_markets(mocker, markets, capsys): assert re.match("\nExchange Binance has 10 active markets:\n", captured.out) - patch_exchange(mocker, api_mock=api_mock, id="bittrex") + patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static) # Test with --all: all markets args = [ "list-markets", "--all", @@ -760,6 +759,22 @@ def test_download_data_trades(mocker, caplog): assert convert_mock.call_count == 1 +def test_start_convert_trades(mocker, caplog): + convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv', + MagicMock(return_value=[])) + patch_exchange(mocker) + mocker.patch( + 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) + ) + args = [ + "trades-to-ohlcv", + "--exchange", "kraken", + "--pairs", "ETH/BTC", "XRP/BTC", + ] + start_convert_trades(get_args(args)) + assert convert_mock.call_count == 1 + + def test_start_list_strategies(mocker, caplog, capsys): args = [ diff --git a/tests/conftest.py b/tests/conftest.py index b35ff17d6..aa6a6b05e 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) logging.getLogger('').setLevel(logging.INFO) @@ -102,8 +104,10 @@ def patch_exchange( mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2)) if mock_markets: + if isinstance(mock_markets, bool): + mock_markets = get_markets() mocker.patch('freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=get_markets())) + PropertyMock(return_value=mock_markets)) if mock_supported_modes: mocker.patch( @@ -279,6 +283,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True): Trade.query.session.add(trade) else: LocalTrade.add_bt_trade(trade) + # Simulate dry_run entries trade = mock_trade_1(fee) add_trade(trade) @@ -303,6 +308,40 @@ 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() @@ -343,6 +382,11 @@ 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 = { @@ -417,6 +461,32 @@ def get_default_conf(testdatadir): return configuration +def get_default_conf_usdt(testdatadir): + configuration = get_default_conf(testdatadir) + configuration.update({ + "stake_amount": 60.0, + "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) @@ -456,12 +526,41 @@ 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() def get_markets(): + # See get_markets_static() for immutable markets and do not modify them unless absolutely + # necessary! return { 'ETH/BTC': { 'id': 'ethbtc', @@ -701,6 +800,81 @@ 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', @@ -778,11 +952,22 @@ def get_markets(): @pytest.fixture -def shitcoinmarkets(markets): +def markets_static(): + # These markets are used in some tests that would need adaptation should anything change in + # market list. Do not modify this list without a good reason! Do not modify market parameters + # of listed pairs in get_markets() without a good reason either! + static_markets = ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD', + 'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC'] + all_markets = get_markets() + return {m: all_markets[m] for m in static_markets} + + +@pytest.fixture +def shitcoinmarkets(markets_static): """ Fixture with shitcoin markets - used to test filters in pairlists """ - shitmarkets = deepcopy(markets) + shitmarkets = deepcopy(markets_static) shitmarkets.update({ 'HOT/BTC': { 'id': 'HOTBTC', @@ -1624,27 +1809,34 @@ 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") @@ -1788,14 +1980,6 @@ def trades_for_order2(): 'fee': {'cost': 0.004, 'currency': 'LTC'}}] -@pytest.fixture(scope="function") -def trades_for_order3(trades_for_order2): - # Different fee currencies for each trade - trades_for_order = deepcopy(trades_for_order2) - trades_for_order[0]['fee'] = {'cost': 0.02, 'currency': 'BNB'} - return trades_for_order - - @pytest.fixture def buy_order_fee(): return { @@ -1917,6 +2101,22 @@ 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 = [ @@ -2060,7 +2260,7 @@ 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', @@ -2087,7 +2287,7 @@ 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/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 277834517..95a91f7cc 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2806,7 +2806,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets): (['LTC'], ['NONEXISTENT'], False, False, []), ]) -def test_get_markets(default_conf, mocker, markets, +def test_get_markets(default_conf, mocker, markets_static, base_currencies, quote_currencies, pairs_only, active_only, expected_keys): mocker.patch.multiple('freqtrade.exchange.Exchange', @@ -2814,7 +2814,7 @@ def test_get_markets(default_conf, mocker, markets, _load_async_markets=MagicMock(), validate_pairs=MagicMock(), validate_timeframes=MagicMock(), - markets=PropertyMock(return_value=markets)) + markets=PropertyMock(return_value=markets_static)) ex = Exchange(default_conf) pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only) assert sorted(pairs.keys()) == sorted(expected_keys) diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index a8cd8d8ef..f0033b2d7 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -327,5 +327,8 @@ def test_fill_leverage_brackets_kraken(default_conf, mocker): 'LTC/USDT': [1], 'LTC/USD': [1], 'XLTCUSDT': [1], - 'LTC/ETH': [1] + 'LTC/ETH': [1], + 'NEO/USDT': [1], + 'TKN/USDT': [1], + 'XRP/USDT': [1] } diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 5c5171c3a..8c7fa3ac9 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -39,16 +39,25 @@ def hyperopt(hyperopt_conf, mocker): def hyperopt_results(): return pd.DataFrame( { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'profit_ratio': [-0.1, 0.2, 0.3], - 'profit_abs': [-0.2, 0.4, 0.6], - 'trade_duration': [10, 30, 10], - 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI], + 'pair': ['ETH/USDT', 'ETH/USDT', 'ETH/USDT', 'ETH/USDT'], + 'profit_ratio': [-0.1, 0.2, -0.1, 0.3], + 'profit_abs': [-0.2, 0.4, -0.2, 0.6], + 'trade_duration': [10, 30, 10, 10], + 'amount': [0.1, 0.1, 0.1, 0.1], + 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], + 'open_date': + [ + datetime(2019, 1, 1, 9, 15, 0), + datetime(2019, 1, 2, 8, 55, 0), + datetime(2019, 1, 3, 9, 15, 0), + datetime(2019, 1, 4, 9, 15, 0), + ], 'close_date': [ - datetime(2019, 1, 1, 9, 26, 3, 478039), - datetime(2019, 2, 1, 9, 26, 3, 478039), - datetime(2019, 3, 1, 9, 26, 3, 478039) - ] + datetime(2019, 1, 1, 9, 25, 0), + datetime(2019, 1, 2, 9, 25, 0), + datetime(2019, 1, 3, 9, 25, 0), + datetime(2019, 1, 4, 9, 25, 0), + ], } ) diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py index 0082bcc34..923e3fc32 100644 --- a/tests/optimize/test_hyperoptloss.py +++ b/tests/optimize/test_hyperoptloss.py @@ -35,6 +35,7 @@ def test_hyperoptlossresolver_wrongname(default_conf) -> None: def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_results) -> None: + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) correct = hl.hyperopt_loss_function(hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -50,6 +51,7 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results) resultsb = hyperopt_results.copy() resultsb.loc[1, 'trade_duration'] = 20 + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) longer = hl.hyperopt_loss_function(hyperopt_results, 100, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -64,6 +66,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> results_under = hyperopt_results.copy() results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) correct = hl.hyperopt_loss_function(hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -75,91 +78,28 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> assert under > correct -def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: +@pytest.mark.parametrize('lossfunction', [ + "OnlyProfitHyperOptLoss", + "SortinoHyperOptLoss", + "SortinoHyperOptLossDaily", + "SharpeHyperOptLoss", + "SharpeHyperOptLossDaily", +]) +def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None: results_over = hyperopt_results.copy() results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 results_under = hyperopt_results.copy() results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 + results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'}) + default_conf.update({'hyperopt_loss': lossfunction}) hl = HyperOptLossResolver.load_hyperoptloss(default_conf) correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), + over = hl.hyperopt_loss_function(results_over, len(results_over), datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), + under = hl.hyperopt_loss_function(results_under, len(results_under), datetime(2019, 1, 1), datetime(2019, 5, 1)) assert over < correct assert under > correct diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index 1ce8d172c..cf918e2a0 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -131,9 +131,9 @@ def test_load_pairlist_noexist(mocker, markets, default_conf): default_conf, {}, 1) -def test_load_pairlist_verify_multi(mocker, markets, default_conf): +def test_load_pairlist_verify_multi(mocker, markets_static, default_conf): freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_static)) plm = PairListManager(freqtrade.exchange, default_conf) # Call different versions one after the other, should always consider what was passed in # and have no side-effects (therefore the same check multiple times) diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py index c0a9ae72a..a3cb29c9d 100644 --- a/tests/plugins/test_protections.py +++ b/tests/plugins/test_protections.py @@ -125,7 +125,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): # Test 5m after lock-period - this should try and relock the pair, but end-time # should be the previous end-time end_time = PairLocks.get_pair_longest_lock('*').lock_end_time + timedelta(minutes=5) - assert freqtrade.protections.global_stop(end_time) + freqtrade.protections.global_stop(end_time) assert not PairLocks.is_global_lock(end_time) @@ -182,7 +182,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair min_ago_open=180, min_ago_close=30, profit_rate=0.9, )) - assert freqtrade.protections.stop_per_pair(pair) + freqtrade.protections.stop_per_pair(pair) assert freqtrade.protections.global_stop() != only_per_pair assert PairLocks.is_pair_locked(pair) assert PairLocks.is_global_lock() != only_per_pair diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 586fadff8..2f8fb9b85 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -1015,7 +1015,7 @@ 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 afce87b88..79dd4fb35 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -937,7 +937,7 @@ 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/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 23ccadca0..791797ceb 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -1313,6 +1313,34 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None: 'Reason: cancelled due to timeout.') +def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> None: + + default_conf['telegram']['notification_settings']['protection_trigger'] = 'on' + + telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) + time_machine.move_to("2021-09-01 05:00:00 +00:00") + lock = PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=6).datetime, 'randreason') + msg = { + 'type': RPCMessageType.PROTECTION_TRIGGER, + } + msg.update(lock.to_json()) + telegram.send_msg(msg) + assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. " + "`ETH/BTC` will be locked until `2021-09-01 05:10:00`.") + + msg_mock.reset_mock() + # Test global protection + + msg = { + 'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, + } + lock = PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=100).datetime, 'randreason') + msg.update(lock.to_json()) + telegram.send_msg(msg) + assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. " + "*All pairs* will be locked until `2021-09-01 06:45:00`.") + + def test_send_msg_buy_fill_notification(default_conf, mocker) -> None: default_conf['telegram']['notification_settings']['buy_fill'] = 'on' diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index a01b55050..cb7cf97a1 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -9,13 +9,13 @@ from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, timeframe_to_minutes) -def generate_test_data(timeframe: str, size: int): +def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'): np.random.seed(42) tf_mins = timeframe_to_minutes(timeframe) base = np.random.normal(20, 2, size=size) - date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp() + date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC') df = pd.DataFrame({ 'date': date, 'open': base, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 850572a62..c2dfaeb24 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -42,33 +42,33 @@ def patch_RPCManager(mocker) -> MagicMock: # 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 @@ -83,10 +83,10 @@ 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', @@ -103,7 +103,7 @@ 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', @@ -116,53 +116,55 @@ 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, 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, 120, 2, 0.5, [60, None]), + (True, 120, 2, 0.5, [60, 58.8]), + (False, 180, 3, 0.5, [60, 60, None]), + (True, 180, 3, 0.5, [60, 60, 58.2]), + (False, 122, 3, 0.5, [60, 60, None]), + (True, 122, 3, 0.5, [60, 60, 0.0]), + (True, 167, 3, 0.5, [60, 60, 45.33]), + (True, 122, 3, 1, [60, 60, 0.0]), ]) -def test_check_available_stake_amount(default_conf, 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: @@ -170,7 +172,7 @@ 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) @@ -199,7 +201,7 @@ 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) @@ -209,8 +211,8 @@ 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={ @@ -222,14 +224,14 @@ 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 @@ -239,24 +241,23 @@ 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['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 == 60.0 assert trade.is_open assert trade.open_date is not None @@ -264,118 +265,117 @@ 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 == 60.0 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() == 120.0 -def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None: +def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> 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() assert trade is not None - assert trade.stake_amount == 0.001 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) - assert trade.open_rate == 0.00001099 - assert trade.amount == 90.99181073 + assert trade.open_rate == 2.0 + 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, - fee, mocker) -> None: +def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - patch_wallet(mocker, free=default_conf['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('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 ) -> 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() @@ -391,17 +391,17 @@ 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." @@ -417,8 +417,31 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, assert log_has_re(message, caplog) -def test_create_trade_no_signal(default_conf, fee, mocker) -> None: - default_conf['dry_run'] = True +def test_handle_protections(mocker, default_conf_usdt, fee): + default_conf_usdt['protections'] = [ + {"method": "CooldownPeriod", "stop_duration": 60}, + { + "method": "StoplossGuard", + "lookback_period_candles": 24, + "trade_limit": 4, + "stop_duration_candles": 4, + "only_per_pair": False + } + ] + + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + freqtrade.protections._protection_handlers[1].global_stop = MagicMock( + return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf")) + create_mock_trades(fee) + freqtrade.handle_protections('ETC/BTC') + send_msg_mock = freqtrade.rpc.send_msg + assert send_msg_mock.call_count == 2 + assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER + assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL + + +def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None: + default_conf_usdt['dry_run'] = True patch_RPCManager(mocker) patch_exchange(mocker) @@ -426,32 +449,34 @@ 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) + default_conf_usdt['stake_amount'] = 10 + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_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'] = 60.0 * 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() @@ -462,47 +487,48 @@ 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() @@ -514,45 +540,45 @@ 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 == 30.0 assert log_has( - 'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...', + 'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...', 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 @@ -562,17 +588,18 @@ 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() @@ -587,23 +614,23 @@ 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( @@ -617,7 +644,7 @@ 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, @@ -634,17 +661,17 @@ 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, ) @@ -656,7 +683,7 @@ 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) @@ -666,31 +693,32 @@ 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] -def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None: +def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, + limit_buy_order_usdt_open) -> None: 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 buy_rate_mock = MagicMock(return_value=bid) - buy_mm = MagicMock(return_value=limit_buy_order_open) + buy_mm = MagicMock(return_value=limit_buy_order_usdt_open) mocker.patch.multiple( 'freqtrade.exchange.Exchange', get_rate=buy_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=buy_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) assert buy_rate_mock.call_count == 1 @@ -698,7 +726,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert freqtrade.strategy.confirm_trade_entry.call_count == 1 buy_rate_mock.reset_mock() - limit_buy_order_open['id'] = '22' + limit_buy_order_usdt_open['id'] = '22' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) assert buy_rate_mock.call_count == 1 @@ -717,7 +745,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_order_id == '22' # Test calling with price - limit_buy_order_open['id'] = '33' + limit_buy_order_usdt_open['id'] = '33' fix_price = 0.06 assert freqtrade.execute_entry(pair, stake_amount, fix_price) # Make sure get_rate wasn't called again @@ -730,13 +758,13 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert call_args['amount'] == round(stake_amount / fix_price, 8) # In case of closed order - limit_buy_order['status'] = 'closed' - limit_buy_order['price'] = 10 - limit_buy_order['cost'] = 100 - limit_buy_order['id'] = '444' + limit_buy_order_usdt['status'] = 'closed' + limit_buy_order_usdt['price'] = 10 + limit_buy_order_usdt['cost'] = 100 + limit_buy_order_usdt['id'] = '444' mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=limit_buy_order)) + MagicMock(return_value=limit_buy_order_usdt)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[2] assert trade @@ -745,25 +773,25 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 100 # In case of rejected or expired order and partially filled - limit_buy_order['status'] = 'expired' - limit_buy_order['amount'] = 90.99181073 - limit_buy_order['filled'] = 80.99181073 - limit_buy_order['remaining'] = 10.00 - limit_buy_order['price'] = 0.5 - limit_buy_order['cost'] = 40.495905365 - limit_buy_order['id'] = '555' + limit_buy_order_usdt['status'] = 'expired' + limit_buy_order_usdt['amount'] = 30.0 + limit_buy_order_usdt['filled'] = 20.0 + limit_buy_order_usdt['remaining'] = 10.00 + limit_buy_order_usdt['price'] = 0.5 + limit_buy_order_usdt['cost'] = 15.0 + limit_buy_order_usdt['id'] = '555' mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=limit_buy_order)) + MagicMock(return_value=limit_buy_order_usdt)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[3] assert trade assert trade.open_order_id == '555' assert trade.open_rate == 0.5 - assert trade.stake_amount == 40.495905365 + assert trade.stake_amount == 15.0 # Test with custom stake - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '556' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '556' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0 assert freqtrade.execute_entry(pair, stake_amount) @@ -772,7 +800,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 150 # Exception case - limit_buy_order['id'] = '557' + limit_buy_order_usdt['id'] = '557' freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0 assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[5] @@ -780,15 +808,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.stake_amount == 2.0 # In case of the order is rejected and not filled at all - limit_buy_order['status'] = 'rejected' - limit_buy_order['amount'] = 90.99181073 - limit_buy_order['filled'] = 0.0 - limit_buy_order['remaining'] = 90.99181073 - limit_buy_order['price'] = 0.5 - limit_buy_order['cost'] = 0.0 - limit_buy_order['id'] = '66' + limit_buy_order_usdt['status'] = 'rejected' + limit_buy_order_usdt['amount'] = 30.0 + limit_buy_order_usdt['filled'] = 0.0 + limit_buy_order_usdt['remaining'] = 30.0 + limit_buy_order_usdt['price'] = 0.5 + limit_buy_order_usdt['cost'] = 0.0 + limit_buy_order_usdt['id'] = '66' mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=limit_buy_order)) + MagicMock(return_value=limit_buy_order_usdt)) assert not freqtrade.execute_entry(pair, stake_amount) # Fail to get price... @@ -799,8 +827,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord # In case of custom entry price mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50) - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '5566' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '5566' freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508 assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[6] @@ -808,8 +836,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_rate_requested == 0.508 # In case of custom entry price set to None - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '5567' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '5567' freqtrade.strategy.custom_entry_price = lambda **kwargs: None mocker.patch.multiple( @@ -823,8 +851,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_rate_requested == 10 # In case of custom entry price not float type - limit_buy_order['status'] = 'open' - limit_buy_order['id'] = '5568' + limit_buy_order_usdt['status'] = 'open' + limit_buy_order_usdt['id'] = '5568' freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price" assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[8] @@ -832,31 +860,31 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord assert trade.open_rate_requested == 10 -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) 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) @@ -864,19 +892,19 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) assert not freqtrade.execute_entry(pair, stake_amount) -def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None: +def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_buy_order_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) 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']) 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() @@ -891,21 +919,21 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None assert trade.is_open is True -def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: stoploss = MagicMock(return_value={'id': 13434334}) 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': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -913,7 +941,7 @@ 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 @@ -972,7 +1000,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, 'type': 'stop_loss_limit', 'price': 3, 'average': 2, - 'amount': limit_buy_order['amount'], + 'amount': limit_buy_order_usdt['amount'], }) mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True @@ -1011,21 +1039,21 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog, assert stoploss.call_count == 0 -def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one 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': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1034,7 +1062,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, 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() @@ -1050,20 +1078,20 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog, assert trade.is_open is True -def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, - limit_buy_order_open, limit_sell_order): +def test_create_stoploss_order_invalid_order(mocker, default_conf_usdt, caplog, fee, + limit_buy_order_usdt_open, limit_sell_order_usdt): rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) create_order_mock = MagicMock(side_effect=[ - limit_buy_order_open, - {'id': limit_sell_order['id']} + limit_buy_order_usdt_open, + {'id': limit_sell_order_usdt['id']} ]) 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, @@ -1073,7 +1101,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, 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 @@ -1098,21 +1126,21 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee, assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' -def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee, - limit_buy_order_open, limit_sell_order): - sell_mock = MagicMock(return_value={'id': limit_sell_order['id']}) - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_create_stoploss_order_insufficient_funds(mocker, default_conf_usdt, caplog, fee, + limit_buy_order_usdt_open, limit_sell_order_usdt): + sell_mock = MagicMock(return_value={'id': limit_sell_order_usdt['id']}) + 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_buy_order_open, + limit_buy_order_usdt_open, sell_mock, ]), get_fee=fee, @@ -1142,8 +1170,8 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, @pytest.mark.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, + limit_buy_order_usdt, limit_sell_order_usdt) -> None: # TODO-lev: test for short # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1151,13 +1179,13 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, 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': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1168,12 +1196,12 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, ) # 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 @@ -1199,7 +1227,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1210,11 +1238,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, 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}) @@ -1228,34 +1259,38 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee, 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=27.39726027, + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.95, + stop_price=4.4 * 0.95, side="sell", 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 -def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_trailing_error( + mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt +) -> None: # TODO-lev: test for short # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1264,13 +1299,13 @@ 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': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1281,9 +1316,9 @@ 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 @@ -1316,7 +1351,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', return_value=stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging, side="sell") - assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog) + 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 @@ -1327,12 +1362,12 @@ 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, side="sell") 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.usefixtures("init_persistence") -def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, - limit_buy_order, limit_sell_order) -> None: +def test_handle_stoploss_on_exchange_custom_stop( + mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # When trailing stoploss is set # TODO-lev: test for short stoploss = MagicMock(return_value={'id': 13434334}) @@ -1340,13 +1375,13 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 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': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, ) @@ -1357,12 +1392,12 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, ) # 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 @@ -1388,7 +1423,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000011134' + 'stopPrice': '2.0805' } }) @@ -1398,11 +1433,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 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}) @@ -1416,7 +1454,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 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 @@ -1424,27 +1462,30 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee, 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=31.57894736, + pair='ETH/USDT', order_types=freqtrade.strategy.order_types, - stop_price=0.00002346 * 0.96, + stop_price=4.4 * 0.96, side="sell", 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 -def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, - limit_buy_order, limit_sell_order) -> None: +def test_tsl_on_exchange_compatible_with_edge( + mocker, edge_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None: # TODO-lev: test for short # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1457,13 +1498,13 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, 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': limit_buy_order['id']}, - {'id': limit_sell_order['id']}, + {'id': limit_buy_order_usdt['id']}, + {'id': limit_sell_order_usdt['id']}, ]), get_fee=fee, stoploss=stoploss, @@ -1505,7 +1546,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, 'price': 3, 'average': 2, 'info': { - 'stopPrice': '0.000009384' + 'stopPrice': '2.178' } }) @@ -1514,7 +1555,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # 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() @@ -1523,38 +1564,37 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, # 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, + stop_price=4.4 * 0.99, side="sell", leverage=1.0 ) @@ -1562,12 +1602,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog, @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', @@ -1580,43 +1620,17 @@ 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']) -def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - - 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.get_trades_for_order', return_value=[]) - mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_buy_order['amount']) - - trade = MagicMock() - trade.open_order_id = '123' - trade.open_fee = 0.001 - trades = [trade] - n = freqtrade.exit_positions(trades) - 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 - ) - - mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) - # test amount modified by fee-logic - n = freqtrade.exit_positions(trades) - assert n == 0 - - -def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) +def test_exit_positions_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) trade = MagicMock() 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 @@ -1626,17 +1640,17 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) ) 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) -def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, 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 = Trade( open_order_id=123, @@ -1656,7 +1670,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No assert not log_has_re(r'Applying fee to .*', caplog) caplog.clear() assert trade.open_order_id is None - assert trade.amount == limit_buy_order['amount'] + assert trade.amount == limit_buy_order_usdt['amount'] trade.open_order_id = '123' mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81) @@ -1675,40 +1689,41 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No @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, caplog): +def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, + fee, mocker, initial_amount, has_rounding_fee, caplog): 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, open_order_id="123456", is_open=True, ) - freqtrade.update_trade_state(trade, '123456', limit_buy_order) + freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt) 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) -def test_update_trade_state_exception(mocker, default_conf, - limit_buy_order, caplog) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order) +def test_update_trade_state_exception(mocker, default_conf_usdt, + limit_buy_order_usdt, caplog) -> None: + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt) trade = MagicMock() trade.open_order_id = '123' @@ -1723,8 +1738,8 @@ def test_update_trade_state_exception(mocker, default_conf, 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)) @@ -1739,8 +1754,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog) -def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open, - limit_sell_order, mocker): +def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell_order_usdt_open, + limit_sell_order_usdt, mocker): 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)) @@ -1748,8 +1763,8 @@ 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) - amount = limit_sell_order["amount"] - freqtrade = get_patched_freqtradebot(mocker, default_conf) + amount = limit_sell_order_usdt["amount"] + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) wallet_mock.reset_mock() trade = Trade( pair='LTC/ETH', @@ -1762,11 +1777,11 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde open_order_id="123456", is_open=True, ) - order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell') + order = Order.parse_from_ccxt_object(limit_sell_order_usdt_open, 'LTC/ETH', 'sell') trade.orders.append(order) assert order.status == 'open' - freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order) - assert trade.amount == limit_sell_order['amount'] + freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order_usdt) + assert trade.amount == 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 @@ -1774,24 +1789,24 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde assert order.status == 'closed' -def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order, - fee, mocker) -> None: +def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, + limit_sell_order_usdt, fee, mocker) -> None: 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, - limit_sell_order_open, + limit_buy_order_usdt, + limit_sell_order_usdt_open, ]), get_fee=fee, ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade) freqtrade.enter_positions() @@ -1800,38 +1815,38 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi assert trade time.sleep(0.01) # Race condition fix - trade.update(limit_buy_order) + trade.update(limit_buy_order_usdt) assert trade.is_open is True freqtrade.wallets.update() patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) is True - assert trade.open_order_id == limit_sell_order['id'] + assert trade.open_order_id == limit_sell_order_usdt['id'] # Simulate fulfilled LIMIT_SELL order for trade - trade.update(limit_sell_order) + trade.update(limit_sell_order_usdt) - 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 -def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, +def test_handle_overlapping_signals(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, + fetch_ticker=ticker_usdt, 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, enter_long=True, exit_long=True) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) @@ -1872,22 +1887,22 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open, assert freqtrade.handle_trade(trades[0]) is True -def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, +def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker, caplog) -> None: 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=[ - limit_buy_order_open, + limit_buy_order_usdt_open, {'id': 1234553382}, ]), 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) @@ -1903,26 +1918,26 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open, # if ROI is reached we must sell 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) -def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open, - limit_sell_order_open, fee, mocker, caplog) -> None: +def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, + limit_sell_order_usdt_open, fee, mocker, caplog) -> None: # 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=[ - limit_buy_order_open, - limit_sell_order_open, + limit_buy_order_usdt_open, + limit_sell_order_usdt_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=False) freqtrade.enter_positions() @@ -1935,21 +1950,21 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open 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) -def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order, - fee, mocker) -> None: +def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, + limit_buy_order_usdt_open, limit_sell_order_usdt, 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_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 trade and sell it @@ -1958,16 +1973,16 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open trade = Trade.query.first() assert trade - trade.update(limit_buy_order) - trade.update(limit_sell_order) + trade.update(limit_buy_order_usdt) + trade.update(limit_sell_order_usdt) assert trade.is_open is False with pytest.raises(DependencyException, match=r'.*closed trade.*'): freqtrade.handle_trade(trade) -def test_bot_loop_start_called_once(mocker, default_conf, 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) @@ -1979,9 +1994,9 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog): assert ftbot.strategy.analyze.call_count == 1 -def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade, - fee, mocker) -> None: - default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30} +def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, + open_trade, fee, mocker) -> None: + default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30} rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock(return_value=limit_buy_order_old) @@ -1992,13 +2007,13 @@ 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=limit_buy_order_old), 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) @@ -2035,7 +2050,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or assert freqtrade.strategy.check_buy_timeout.call_count == 1 -def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade, +def test_check_handle_timedout_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, fee, mocker) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_cancel = deepcopy(limit_buy_order_old) @@ -2044,12 +2059,12 @@ 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=limit_buy_order_old), 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) @@ -2065,7 +2080,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op assert freqtrade.strategy.check_buy_timeout.call_count == 0 -def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade, +def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade, fee, mocker, caplog) -> None: """ Handle Buy order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) @@ -2074,12 +2089,12 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o limit_buy_order_old.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker, + fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old), cancel_order=cancel_order_mock, get_fee=fee ) - freqtrade = FreqtradeBot(default_conf) + freqtrade = FreqtradeBot(default_conf_usdt) Trade.query.session.add(open_trade) @@ -2093,20 +2108,20 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog) -def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade, - fee, mocker) -> None: +def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, + open_trade, 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) @@ -2119,19 +2134,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord assert nb_trades == 1 -def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker, - open_trade) -> None: - default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440} +def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, + mocker, open_trade) -> 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 @@ -2168,18 +2183,18 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_ assert freqtrade.strategy.check_sell_timeout.call_count == 1 -def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker, +def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, open_trade) -> 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 @@ -2198,8 +2213,8 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, assert freqtrade.strategy.check_sell_timeout.call_count == 0 -def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade, - mocker, caplog) -> None: +def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, + open_trade, mocker, caplog) -> None: """ Handle sell order cancelled on exchange""" rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() @@ -2207,11 +2222,11 @@ 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 @@ -2227,7 +2242,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog) -def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial, +def test_check_handle_timedout_partial(default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, open_trade, mocker) -> None: rpc_mock = patch_RPCManager(mocker) limit_buy_canceled = deepcopy(limit_buy_order_old_partial) @@ -2237,11 +2252,11 @@ 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) @@ -2256,7 +2271,7 @@ 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 -def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee, +def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_trade, caplog, fee, limit_buy_order_old_partial, trades_for_order, limit_buy_order_old_partial_canceled, mocker) -> None: rpc_mock = patch_RPCManager(mocker) @@ -2265,12 +2280,12 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap 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'] @@ -2295,22 +2310,22 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap assert pytest.approx(trades[0].fee_open) == 0.001 -def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee, - limit_buy_order_old_partial, trades_for_order, +def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog, + fee, 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'] @@ -2335,7 +2350,8 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, 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() @@ -2347,69 +2363,69 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke ) 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) 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\(id=1, pair=ADA/USDT, amount=30.00000000, " r"is_short=False, leverage=1.0, " - r"open_rate=0.00001099, open_since=" - f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}" + r"open_rate=2.00000000, open_since=" + f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) due to Traceback \(most recent call last\):\n*", caplog) -def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None: +def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_buy_order_usdt) -> 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() trade.pair = 'LTC/USDT' trade.open_rate = 200 - 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.* unsellable.*", 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("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, +def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, limit_buy_order_canceled_empty) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2417,7 +2433,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, '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() @@ -2434,7 +2450,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf, 'String Return value', 123 ]) -def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order, +def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_buy_order_usdt, cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -2444,25 +2460,25 @@ 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() trade.pair = 'LTC/USDT' trade.open_rate = 200 - 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() @@ -2472,7 +2488,7 @@ 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', @@ -2507,13 +2523,13 @@ 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'] @@ -2523,17 +2539,18 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None: assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order' -def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None: +def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, 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) freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False) @@ -2548,10 +2565,10 @@ 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 ... - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert rpc_mock.call_count == 0 assert freqtrade.strategy.confirm_trade_exit.call_count == 1 @@ -2559,7 +2576,7 @@ 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) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert freqtrade.strategy.confirm_trade_exit.call_count == 1 @@ -2569,16 +2586,16 @@ 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': 30.0, '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, + 'profit_amount': 5.685, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -2587,17 +2604,18 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker } == last_msg -def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None: +def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, 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 @@ -2609,10 +2627,10 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 @@ -2621,16 +2639,16 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo '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': 30.0, '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': -0.00075, + 'profit_ratio': -1.247e-05, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2639,18 +2657,20 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo } == last_msg -def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, - mocker) -> None: +def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, + 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) + 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) @@ -2665,15 +2685,15 @@ 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 - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL)) # Sell price must be different to default bid price @@ -2686,16 +2706,16 @@ 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': 30.0, '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': 7.18125, + 'profit_ratio': 0.11938903, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.SELL_SIGNAL.value, 'open_date': ANY, @@ -2704,18 +2724,18 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_ } == last_msg -def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee, - ticker_sell_down, mocker) -> None: +def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( + default_conf_usdt, ticker_usdt, fee, 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 @@ -2727,15 +2747,15 @@ 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 - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], + trade.stop_loss = 2.0 * 0.99 + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 @@ -2745,16 +2765,16 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick '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': 30.0, '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': -0.8985, + 'profit_ratio': -0.01493766, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.STOP_LOSS.value, 'open_date': ANY, @@ -2764,8 +2784,8 @@ 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)) @@ -2776,7 +2796,7 @@ 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, ) @@ -2797,10 +2817,10 @@ def test_execute_trade_exit_sloe_cancel_exception( assert log_has('Could not cancel stoploss order abcd', caplog) -def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up, - mocker) -> None: +def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, + ticker_usdt_sell_up, 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={ @@ -2813,7 +2833,7 @@ 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, @@ -2822,7 +2842,7 @@ 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) @@ -2839,10 +2859,10 @@ 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 ) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) trade = Trade.query.first() @@ -2851,14 +2871,14 @@ 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, @@ -2874,7 +2894,7 @@ 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) @@ -2923,18 +2943,18 @@ 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 -def test_execute_trade_exit_market_order(default_conf, ticker, fee, - ticker_sell_up, mocker) -> None: +def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, + 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 @@ -2946,15 +2966,15 @@ def test_execute_trade_exit_market_order(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 ) freqtrade.config['order_types']['sell'] = 'market' - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'], sell_reason=SellCheckTuple(sell_type=SellType.ROI)) assert not trade.is_open - assert trade.close_profit == 0.0620716 + assert trade.close_profit == 0.09451372 assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-1][0][0] @@ -2962,16 +2982,16 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, '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': 30.0, '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': 5.685, + 'profit_ratio': 0.09451372, + 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': SellType.ROI.value, 'open_date': ANY, @@ -2981,13 +3001,13 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee, } == last_msg -def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee, - ticker_sell_up, mocker) -> None: - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee, + 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}, @@ -3005,28 +3025,28 @@ 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) - 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) assert mock_insuf.call_count == 1 @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), + (False, 2.9, 3.2, True, False, SellType.SELL_SIGNAL.value), # Enable loss # * Shouldn't this be SellType.STOP_LOSS.value - (True, 0.00000172, 0.00000173, False, False, None), + (True, 0.19, 0.22, False, False, None), # Disable loss - (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value), + (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value), ]) def test_sell_profit_only( - default_conf, limit_buy_order, limit_buy_order_open, + default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3038,17 +3058,17 @@ 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) @@ -3058,7 +3078,7 @@ 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 @@ -3067,10 +3087,8 @@ 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 - -def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open, +def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, fee, mocker, caplog) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3082,13 +3100,13 @@ 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) @@ -3096,7 +3114,7 @@ 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)) @@ -3109,7 +3127,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_ (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 @@ -3125,7 +3143,7 @@ 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."): @@ -3142,15 +3160,16 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has assert wallet_update.call_count == 1 -def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None: +def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, + caplog) -> 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 @@ -3162,12 +3181,12 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo # Decrease the price and sell it mocker.patch.multiple( 'freqtrade.exchange.Exchange', - fetch_ticker=ticker_sell_down + fetch_ticker=ticker_usdt_sell_down ) - freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'], + freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'], 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. @@ -3177,33 +3196,33 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog) -def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open, - fee, mocker) -> None: +def test_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( '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 @@ -3214,26 +3233,26 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order assert trade.sell_reason == SellType.ROI.value -def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order, +def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, 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) @@ -3241,222 +3260,131 @@ 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) + 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 -def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee, - caplog, mocker) -> None: - buy_price = limit_buy_order['price'] +@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 +) -> 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) - - -def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee, - 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 + 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 -def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee, - caplog, mocker) -> None: - buy_price = limit_buy_order['price'] - # buy_price: 0.00001099 - - patch_RPCManager(mocker) - patch_exchange(mocker) - mocker.patch.multiple( - 'freqtrade.exchange.Exchange', - fetch_ticker=MagicMock(return_value={ - 'bid': buy_price, - 'ask': buy_price, - 'last': buy_price - }), - create_order=MagicMock(return_value=limit_buy_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_buy_order) - caplog.set_level(logging.DEBUG) - # stop-loss not reached - assert freqtrade.handle_trade(trade) is False - assert trade.stop_loss == 0.0000098910 - - # Raise ticker above buy price - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - MagicMock(return_value={ - 'bid': buy_price + 0.0000004, - 'ask': buy_price + 0.0000004, - 'last': buy_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 == 0.0000098910 - 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': buy_price + 0.0000014, - 'ask': buy_price + 0.0000014, - 'last': buy_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 - - -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( @@ -3467,24 +3395,24 @@ 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 @@ -3495,7 +3423,8 @@ 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( @@ -3507,8 +3436,9 @@ 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" assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) assert log_has( @@ -3518,7 +3448,7 @@ 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') @@ -3533,7 +3463,7 @@ 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 @@ -3543,7 +3473,7 @@ 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'] @@ -3556,7 +3486,7 @@ 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 @@ -3568,8 +3498,35 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f ) -def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker): - trades_for_order[0]['fee']['currency'] = 'ETH' +@pytest.mark.parametrize( + 'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [ + # basic, amount does not change + ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None), + # no currency in fee + ({'cost': 0.004, 'currency': None}, 0, True, None), + # BNB no rate + ({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, ( + 'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False, ' + 'leverage=1.0, open_rate=0.24544100, open_since=closed) [buy]: 0.00094518 BNB -' + ' rate: None' + )), + # from order + ({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, ( + 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) (from' + ' 8.0 to 7.996).' + )), + # invalid, no currency in from fee dict + ({'cost': 0.008, 'currency': None}, 0, True, None), + ]) +def test_get_real_amount( + default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog, + fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log +): + + buy_order = deepcopy(buy_order_fee) + buy_order['fee'] = fee_par + trades_for_order[0]['fee'] = fee_par mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) @@ -3582,21 +3539,40 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe 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, buy_order_fee) == amount + if not use_ticker_usdt_rate: + mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) + + caplog.clear() + assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount + + if expected_log: + assert log_has(expected_log, caplog) -def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee, - fee, mocker): +@pytest.mark.parametrize( + 'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [ + # basic, amount is reduced by fee + (None, None, 0.001, 0.001, 7.992), + # different fee currency on both trades, fee is average of both trade's fee + (0.02, 'BNB', 0.0005, 0.001518575, 7.996), + ]) +def test_get_real_amount_multi( + default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets, + fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount, +): - limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['fee'] = {'cost': 0.004, 'currency': None} - trades_for_order[0]['fee']['currency'] = None + trades_for_order = deepcopy(trades_for_order2) + if fee_cost: + trades_for_order[0]['fee']['cost'] = fee_cost + if fee_currency: + trades_for_order[0]['fee']['currency'] = fee_currency mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) - amount = sum(x['amount'] for x in trades_for_order) + amount = float(sum(x['amount'] for x in trades_for_order)) + default_conf_usdt['stake_currency'] = "ETH" + trade = Trade( pair='LTC/ETH', amount=amount, @@ -3606,133 +3582,38 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_ open_rate=0.245441, open_order_id="123456" ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) - # Amount does not change - assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - - -def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker): - trades_for_order[0]['fee']['currency'] = 'BNB' - trades_for_order[0]['fee']['cost'] = 0.00094518 - - 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( - pair='LTC/ETH', - amount=amount, - exchange='binance', - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.245441, - open_order_id="123456" - ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) - - # Amount does not change - assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - - -def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker): - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2) - amount = float(sum(x['amount'] for x in trades_for_order2)) - trade = Trade( - pair='LTC/ETH', - amount=amount, - exchange='binance', - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.245441, - open_order_id="123456" - ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) - - # Amount is reduced by "fee" - assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001) - assert log_has( - 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,' - ' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).', - caplog - ) - - assert trade.fee_open == 0.001 - assert trade.fee_close == 0.001 - assert trade.fee_open_cost is not None - assert trade.fee_open_currency is not None - assert trade.fee_close_cost is None - assert trade.fee_close_currency is None - - -def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee, - mocker, markets): - # Different fee currency on both trades - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order3) - amount = float(sum(x['amount'] for x in trades_for_order3)) - default_conf['stake_currency'] = 'ETH' - trade = Trade( - pair='LTC/ETH', - amount=amount, - exchange='binance', - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.245441, - open_order_id="123456" - ) # 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}) # Amount is reduced by "fee" - assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.0005) + expected_amount = amount - (amount * fee_reduction_amount) + assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount assert log_has( - 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,' - ' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).', + ( + 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, ' + 'is_short=False, leverage=1.0, open_rate=0.24544100, open_since=closed) ' + f'(from 8.0 to {expected_log_amount}).' + ), caplog ) - # Overall fee is average of both trade's fee - assert trade.fee_open == 0.001518575 + + assert trade.fee_open == expected_fee + assert trade.fee_close == expected_fee assert trade.fee_open_cost is not None assert trade.fee_open_currency is not None assert trade.fee_close_cost is None assert trade.fee_close_currency is None -def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee, - caplog, mocker): - limit_buy_order = deepcopy(buy_order_fee) - limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'} - - 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)) - trade = Trade( - pair='LTC/ETH', - amount=amount, - exchange='binance', - fee_open=fee.return_value, - fee_close=fee.return_value, - open_rate=0.245441, - open_order_id="123456" - ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) - # Ticker rate cannot be found for this to work. - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) - - # Amount is reduced by "fee" - assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004 - assert log_has( - 'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, is_short=False,' - ' leverage=1.0, open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).', - caplog - ) - - -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)) @@ -3745,15 +3626,16 @@ 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)) @@ -3766,17 +3648,17 @@ 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) @@ -3790,35 +3672,17 @@ 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,) - - -def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker): - # Remove "Currency" from fee dict - trades_for_order[0]['fee'] = {'cost': 0.008} - - 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( - pair='LTC/ETH', - amount=amount, - exchange='binance', - open_rate=0.245441, - fee_open=fee.return_value, - fee_close=fee.return_value, - - open_order_id="123456" + assert isclose( + freqtrade.get_real_amount(trade, limit_buy_order_usdt), + amount - (amount * 0.001), + abs_tol=MATH_CLOSE_PREC, ) - freqtrade = get_patched_freqtradebot(mocker, default_conf) - # Amount does not change - assert freqtrade.get_real_amount(trade, buy_order_fee) == amount -def test_get_real_amount_open_trade(default_conf, fee, mocker): +def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker): amount = 12345 trade = Trade( pair='LTC/ETH', @@ -3835,7 +3699,7 @@ 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 @@ -3847,7 +3711,7 @@ 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, mocker, amount, fee_abs, wallet, amount_exp): walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet) @@ -3860,7 +3724,7 @@ 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 @@ -3868,99 +3732,85 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker, assert walletmock.call_count == 1 -def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order, - fee, mocker, order_book_l2): - default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1 +@pytest.mark.parametrize("delta, is_high_delta", [ + (0.1, False), + (100, 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 +): + 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() trade = Trade.query.first() - assert trade is not None - assert trade.stake_amount == 0.001 - assert trade.is_open - assert trade.open_date is not None - assert trade.exchange == 'binance' + if is_high_delta: + assert trade is None + else: + assert trade is not None + assert trade.stake_amount == 60.0 + assert trade.is_open + assert trade.open_date is not None + assert trade.exchange == 'binance' - assert len(Trade.query.all()) == 1 + assert len(Trade.query.all()) == 1 - # Simulate fulfilled LIMIT_BUY order for trade - trade.update(limit_buy_order) + # Simulate fulfilled LIMIT_BUY order for trade + trade.update(limit_buy_order_usdt) - assert trade.open_rate == 0.00001099 - assert whitelist == default_conf['exchange']['pair_whitelist'] - - -def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order, - fee, mocker, order_book_l2): - default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True - # delta is 100 which is impossible to reach. hence check_depth_of_market will return false - default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100 - 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={'id': limit_buy_order['id']}), - get_fee=fee, - ) - # Save state of current whitelist - freqtrade = FreqtradeBot(default_conf) - patch_get_signal(freqtrade) - freqtrade.enter_positions() - - trade = Trade.query.first() - assert trade is None + 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', [ (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_buy(default_conf, mocker, order_book_l2) -> None: +def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) -> None: """ test check depth of market """ @@ -3969,43 +3819,44 @@ def test_check_depth_of_market_buy(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'] - assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False + conf = default_conf_usdt['bid_strategy']['check_depth_of_market'] + assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) 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() @@ -4014,7 +3865,7 @@ 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 @@ -4030,22 +3881,22 @@ 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 @@ -4057,23 +3908,24 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker): @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 +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'] = 120.0 + 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') == 120.0 n = bot.enter_positions() assert n == 2 @@ -4083,21 +3935,26 @@ 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 \(60.0 USDT\)", caplog) @pytest.mark.usefixtures("init_persistence") -def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order): - default_conf['cancel_open_orders_on_exit'] = True +def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, + limit_sell_order_usdt): + 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) trades = Trade.query.all() assert len(trades) == MOCK_TRADE_COUNT @@ -4107,8 +3964,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi @pytest.mark.usefixtures("init_persistence") -def test_check_for_open_trades(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_check_for_open_trades(mocker, default_conf_usdt, fee): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.check_for_open_trades() assert freqtrade.rpc.send_msg.call_count == 0 @@ -4123,16 +3980,16 @@ def test_check_for_open_trades(mocker, default_conf, fee): @pytest.mark.usefixtures("init_persistence") -def test_update_open_orders(mocker, default_conf, fee, caplog): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) create_mock_trades(fee) - freqtrade.update_open_orders() + freqtrade.startup_update_open_orders() assert not log_has_re(r"Error updating Order .*", caplog) caplog.clear() freqtrade.config['dry_run'] = False - freqtrade.update_open_orders() + freqtrade.startup_update_open_orders() assert log_has_re(r"Error updating Order .*", caplog) caplog.clear() @@ -4143,14 +4000,14 @@ def test_update_open_orders(mocker, default_conf, fee, caplog): 'status': 'closed', }) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order) - freqtrade.update_open_orders() + freqtrade.startup_update_open_orders() # Only stoploss and sell orders are kept open assert len(Order.get_open_orders()) == 2 @pytest.mark.usefixtures("init_persistence") -def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) def patch_with_fee(order): order.update({'fee': {'cost': 0.1, 'rate': 0.01, @@ -4211,8 +4068,8 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee): @pytest.mark.usefixtures("init_persistence") -def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog): + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') create_mock_trades(fee) @@ -4230,13 +4087,13 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): # 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', ) Trade.query.session.add(trade) @@ -4248,8 +4105,8 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog): @pytest.mark.usefixtures("init_persistence") -def test_handle_insufficient_funds(mocker, default_conf, fee): - freqtrade = get_patched_freqtradebot(mocker, default_conf) +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) @@ -4286,9 +4143,9 @@ def test_handle_insufficient_funds(mocker, default_conf, fee): @pytest.mark.usefixtures("init_persistence") -def test_refind_lost_order(mocker, default_conf, fee, caplog): +def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog): 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', @@ -4384,10 +4241,10 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog): 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"