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Merge branch 'develop' into pr/Axel-CH/8779

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This commit is contained in:
Matthias
2023-08-09 19:58:24 +02:00
parent 2893f0544a 328a6f791e
commit 88925d6c1d
20 changed files with 235 additions and 73 deletions
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tests/exchange/test_bybit.py
-4
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@@ -3,7 +3,6 @@ from unittest.mock import MagicMock
from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.exchange.exchange_utils import timeframe_to_msecs
from tests.conftest import get_mock_coro, get_patched_exchange
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -37,12 +36,10 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker):
assert api_mock.fetch_funding_rate_history.call_count == 1
assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
assert kwargs['params'] == {}
assert kwargs['since'] is None
api_mock.fetch_funding_rate_history.reset_mock()
since_ms = 1610000000000
since_ms_end = since_ms + (timeframe_to_msecs('4h') * limit)
# Test fetch_funding_rate_history (current data)
await exchange._fetch_funding_rate_history(
pair='BTC/USDT:USDT',
@@ -54,7 +51,6 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker):
assert api_mock.fetch_funding_rate_history.call_count == 1
assert api_mock.fetch_funding_rate_history.call_args_list[0][0][0] == 'BTC/USDT:USDT'
kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1]
assert kwargs['params'] == {'until': since_ms_end}
assert kwargs['since'] == since_ms
tests/exchange/test_ccxt_compat.py
+20 -7
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@@ -391,7 +391,7 @@ class TestCCXTExchange:
assert po['id'] is not None
if len(order.keys()) < 5:
# Kucoin case
assert po['status'] == 'closed'
assert po['status'] is None
continue
assert po['timestamp'] == 1674493798550
assert isinstance(po['datetime'], str)
@@ -511,7 +511,8 @@ class TestCCXTExchange:
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exch.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
def ccxt__async_get_candle_history(self, exchange, exchangename, pair, timeframe, candle_type):
def ccxt__async_get_candle_history(
self, exchange, exchangename, pair, timeframe, candle_type, factor=0.9):
timeframe_ms = timeframe_to_msecs(timeframe)
now = timeframe_to_prev_date(
@@ -532,11 +533,11 @@ class TestCCXTExchange:
assert res[1] == timeframe
assert res[2] == candle_type
candles = res[3]
factor = 0.9
candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
assert len(candles) >= min(candle_count, candle_count1), \
f"{len(candles)} < {candle_count} in {timeframe}, Offset: {offset} {factor}"
# Check if first-timeframe is either the start, or start + 1
assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
@@ -544,8 +545,6 @@ class TestCCXTExchange:
if exchangename in ('bittrex'):
# For some weired reason, this test returns random lengths for bittrex.
pytest.skip("Exchange doesn't provide stable ohlcv history")
if exchangename in ('bitvavo'):
pytest.skip("Exchange Downtime ")
if not exc._ft_has['ohlcv_has_history']:
pytest.skip("Exchange does not support candle history")
@@ -554,15 +553,29 @@ class TestCCXTExchange:
self.ccxt__async_get_candle_history(
exc, exchangename, pair, timeframe, CandleType.SPOT)
def test_ccxt__async_get_candle_history_futures(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
@pytest.mark.parametrize('candle_type', [
CandleType.FUTURES,
CandleType.FUNDING_RATE,
CandleType.MARK,
])
def test_ccxt__async_get_candle_history_futures(
self, exchange_futures: EXCHANGE_FIXTURE_TYPE, candle_type):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
return
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
timeframe = EXCHANGES[exchangename]['timeframe']
if candle_type == CandleType.FUNDING_RATE:
timeframe = exchange._ft_has.get('funding_fee_timeframe',
exchange._ft_has['mark_ohlcv_timeframe'])
self.ccxt__async_get_candle_history(
exchange, exchangename, pair, timeframe, CandleType.FUTURES)
exchange,
exchangename,
pair=pair,
timeframe=timeframe,
candle_type=candle_type,
)
def test_ccxt_fetch_funding_rate_history(self, exchange_futures: EXCHANGE_FIXTURE_TYPE):
exchange, exchangename = exchange_futures
tests/exchange/test_exchange.py
+1 -1
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@@ -2100,7 +2100,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
# one_call calculation * 1.8 should do 2 calls
since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
since = 5 * 60 * exchange.ohlcv_candle_limit('5m', candle_type) * 1.8
ret = exchange.get_historic_ohlcv(
pair,
"5m",
tests/rpc/test_rpc_apiserver.py
+83 -2
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@@ -10,6 +10,7 @@ from unittest.mock import ANY, MagicMock, PropertyMock
import pandas as pd
import pytest
import rapidjson
import uvicorn
from fastapi import FastAPI, WebSocketDisconnect
from fastapi.exceptions import HTTPException
@@ -80,6 +81,16 @@ def client_post(client: TestClient, url, data={}):
})
def client_patch(client: TestClient, url, data={}):
return client.patch(url,
json=data,
headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
'Origin': 'http://example.com',
'content-type': 'application/json'
})
def client_get(client: TestClient, url):
# Add fake Origin to ensure CORS kicks in
return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
@@ -1758,7 +1769,7 @@ def test_api_pairlists_evaluate(botclient, tmpdir, mocker):
rc = client_get(client, f"{BASE_URI}/pairlists/evaluate/{job_id}")
assert_response(rc)
response = rc.json()
assert response['result']['whitelist'] == ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC',]
assert response['result']['whitelist'] == ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
assert response['result']['length'] == 4
# Restart with additional filter, reducing the list to 2
@@ -2005,6 +2016,7 @@ def test_api_backtest_history(botclient, mocker, testdatadir):
assert len(result) == 3
fn = result[0]['filename']
assert fn == "backtest-result_multistrat"
assert result[0]['notes'] == ''
strategy = result[0]['strategy']
rc = client_get(client, f"{BASE_URI}/backtest/history/result?filename={fn}&strategy={strategy}")
assert_response(rc)
@@ -2018,7 +2030,7 @@ def test_api_backtest_history(botclient, mocker, testdatadir):
assert result2['backtest_result']['strategy'][strategy]
def test_api_delete_backtest_history_entry(botclient, mocker, tmp_path: Path):
def test_api_delete_backtest_history_entry(botclient, tmp_path: Path):
ftbot, client = botclient
# Create a temporary directory and file
@@ -2046,6 +2058,75 @@ def test_api_delete_backtest_history_entry(botclient, mocker, tmp_path: Path):
assert not meta_path.exists()
def test_api_patch_backtest_history_entry(botclient, tmp_path: Path):
ftbot, client = botclient
# Create a temporary directory and file
bt_results_base = tmp_path / "backtest_results"
bt_results_base.mkdir()
file_path = bt_results_base / "test.json"
file_path.touch()
meta_path = file_path.with_suffix('.meta.json')
with meta_path.open('w') as metafile:
rapidjson.dump({
CURRENT_TEST_STRATEGY: {
"run_id": "6e542efc8d5e62cef6e5be0ffbc29be81a6e751d",
"backtest_start_time": 1690176003}
}, metafile)
def read_metadata():
with meta_path.open('r') as metafile:
return rapidjson.load(metafile)
rc = client_patch(client, f"{BASE_URI}/backtest/history/randomFile.json")
assert_response(rc, 503)
ftbot.config['user_data_dir'] = tmp_path
ftbot.config['runmode'] = RunMode.WEBSERVER
rc = client_patch(client, f"{BASE_URI}/backtest/history/randomFile.json", {
"strategy": CURRENT_TEST_STRATEGY,
})
assert rc.status_code == 404
# Nonexisting strategy
rc = client_patch(client, f"{BASE_URI}/backtest/history/{file_path.name}", {
"strategy": f"{CURRENT_TEST_STRATEGY}xxx",
})
assert rc.status_code == 400
assert rc.json()['detail'] == 'Strategy not in metadata.'
# no Notes
rc = client_patch(client, f"{BASE_URI}/backtest/history/{file_path.name}", {
"strategy": CURRENT_TEST_STRATEGY,
})
assert rc.status_code == 200
res = rc.json()
assert isinstance(res, list)
assert len(res) == 1
assert res[0]['strategy'] == CURRENT_TEST_STRATEGY
assert res[0]['notes'] == ''
fileres = read_metadata()
assert fileres[CURRENT_TEST_STRATEGY]['run_id'] == res[0]['run_id']
assert fileres[CURRENT_TEST_STRATEGY]['notes'] == ''
rc = client_patch(client, f"{BASE_URI}/backtest/history/{file_path.name}", {
"strategy": CURRENT_TEST_STRATEGY,
"notes": "FooBar",
})
assert rc.status_code == 200
res = rc.json()
assert isinstance(res, list)
assert len(res) == 1
assert res[0]['strategy'] == CURRENT_TEST_STRATEGY
assert res[0]['notes'] == 'FooBar'
fileres = read_metadata()
assert fileres[CURRENT_TEST_STRATEGY]['run_id'] == res[0]['run_id']
assert fileres[CURRENT_TEST_STRATEGY]['notes'] == 'FooBar'
def test_health(botclient):
ftbot, client = botclient
tests/strategy/strats/strategy_test_v3.py
+1 -1
View File
@@ -197,7 +197,7 @@ class StrategyTestV3(IStrategy):
if current_profit < -0.0075:
orders = trade.select_filled_orders(trade.entry_side)
return round(orders[0].safe_cost, 0)
return round(orders[0].stake_amount, 0)
return None
tests/test_freqtradebot.py
+8 -5
View File
@@ -1501,9 +1501,9 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
@pytest.mark.parametrize("is_short", [False, True])
def test_create_stoploss_order_invalid_order(
mocker, default_conf_usdt, caplog, fee, is_short, limit_order, limit_order_open
mocker, default_conf_usdt, caplog, fee, is_short, limit_order
):
open_order = limit_order_open[entry_side(is_short)]
open_order = limit_order[entry_side(is_short)]
order = limit_order[exit_side(is_short)]
rpc_mock = patch_RPCManager(mocker)
patch_exchange(mocker)
@@ -1534,6 +1534,7 @@ def test_create_stoploss_order_invalid_order(
trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short
caplog.clear()
rpc_mock.reset_mock()
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
assert trade.exit_reason == ExitType.EMERGENCY_EXIT.value
@@ -1547,9 +1548,11 @@ def test_create_stoploss_order_invalid_order(
assert create_order_mock.call_args[1]['amount'] == trade.amount
# Rpc is sending first buy, then sell
assert rpc_mock.call_count == 3
assert rpc_mock.call_args_list[2][0][0]['sell_reason'] == ExitType.EMERGENCY_EXIT.value
assert rpc_mock.call_args_list[2][0][0]['order_type'] == 'market'
assert rpc_mock.call_count == 2
assert rpc_mock.call_args_list[0][0][0]['sell_reason'] == ExitType.EMERGENCY_EXIT.value
assert rpc_mock.call_args_list[0][0][0]['order_type'] == 'market'
assert rpc_mock.call_args_list[0][0][0]['type'] == 'exit'
assert rpc_mock.call_args_list[1][0][0]['type'] == 'exit_fill'
@pytest.mark.parametrize("is_short", [False, True])