fix more tests, remove legacy conditions from update_trade function

This commit is contained in:
axel
2023-06-15 14:29:08 -04:00
parent 20a2b27498
commit 8e0faf4aaa
2 changed files with 24 additions and 60 deletions
-20
View File
@@ -701,32 +701,12 @@ class LocalTrade():
payment = "SELL" if self.is_short else "BUY" payment = "SELL" if self.is_short else "BUY"
logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.') logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
# TODO WIP but to rm if useless
# condition to avoid reset value when updating fees (new)
# if order.order_id in self.open_orders_ids:
# self.open_order_id = None
# else:
# logger.warning(
# f'Got different open_order_id {self.open_order_id} != {order.order_id}')
# TODO validate if this is still relevant
# condition to avoid reset value when updating fees
# if self.open_order_id == order.order_id:
# self.open_order_id = None
# else:
# logger.warning(
# f'Got different open_order_id {self.open_order_id} != {order.order_id}')
self.recalc_trade_from_orders() self.recalc_trade_from_orders()
elif order.ft_order_side == self.exit_side: elif order.ft_order_side == self.exit_side:
if self.is_open: if self.is_open:
payment = "BUY" if self.is_short else "SELL" payment = "BUY" if self.is_short else "SELL"
# * On margin shorts, you buy a little bit more than the amount (amount + interest) # * On margin shorts, you buy a little bit more than the amount (amount + interest)
logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.') logger.info(f'{order.order_type.upper()}_{payment} has been fulfilled for {self}.')
# condition to avoid reset value when updating fees
# if self.open_order_id == order.order_id:
# self.open_order_id = None
# else:
# logger.warning(
# f'Got different open_order_id {self.open_order_id} != {order.order_id}')
elif order.ft_order_side == 'stoploss' and order.status not in ('open', ): elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
self.stoploss_order_id = None self.stoploss_order_id = None
+24 -40
View File
@@ -1119,7 +1119,6 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
freqtrade.enter_positions() freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
# trade.open_order_id = None
trade.stoploss_order_id = None trade.stoploss_order_id = None
trade.is_open = True trade.is_open = True
trades = [trade] trades = [trade]
@@ -1164,7 +1163,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
trade.is_open = True trade.is_open = True
# trade.open_order_id = None
trade.stoploss_order_id = None trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1175,7 +1173,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
# should do nothing and return false # should do nothing and return false
stop_order_dict.update({'id': "102"}) stop_order_dict.update({'id': "102"})
trade.is_open = True trade.is_open = True
# trade.open_order_id = None
trade.stoploss_order_id = "102" trade.stoploss_order_id = "102"
trade.orders.append( trade.orders.append(
Order( Order(
@@ -1199,7 +1196,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
# should set a stoploss immediately and return False # should set a stoploss immediately and return False
caplog.clear() caplog.clear()
trade.is_open = True trade.is_open = True
# trade.open_order_id = None
trade.stoploss_order_id = "102" trade.stoploss_order_id = "102"
canceled_stoploss_order = MagicMock(return_value={'id': '103_1', 'status': 'canceled'}) canceled_stoploss_order = MagicMock(return_value={'id': '103_1', 'status': 'canceled'})
@@ -1224,7 +1220,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
trade.is_open = True trade.is_open = True
# trade.open_order_id = None
trade.stoploss_order_id = "104" trade.stoploss_order_id = "104"
trade.orders.append(Order( trade.orders.append(Order(
ft_order_side='stoploss', ft_order_side='stoploss',
@@ -1350,7 +1345,6 @@ def test_handle_stoploss_on_exchange_partial(
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
trade.is_open = True trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1409,7 +1403,6 @@ def test_handle_stoploss_on_exchange_partial_cancel_here(
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
trade.is_open = True trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = None trade.stoploss_order_id = None
assert freqtrade.handle_stoploss_on_exchange(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False
@@ -1484,7 +1477,6 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade.is_short == is_short assert trade.is_short == is_short
trade.is_open = True trade.is_open = True
# trade.open_order_id = None
trade.stoploss_order_id = "100" trade.stoploss_order_id = "100"
trade.orders.append( trade.orders.append(
Order( Order(
@@ -1788,7 +1780,6 @@ def test_handle_stoploss_on_exchange_trailing_error(
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
trade.is_open = True trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = "abcd" trade.stoploss_order_id = "abcd"
trade.stop_loss = 0.2 trade.stop_loss = 0.2
trade.stoploss_last_update = (dt_now() - timedelta(minutes=601)).replace(tzinfo=None) trade.stoploss_last_update = (dt_now() - timedelta(minutes=601)).replace(tzinfo=None)
@@ -1902,7 +1893,6 @@ def test_handle_stoploss_on_exchange_custom_stop(
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_short = is_short trade.is_short = is_short
trade.is_open = True trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = '100' trade.stoploss_order_id = '100'
trade.stoploss_last_update = dt_now() - timedelta(minutes=601) trade.stoploss_last_update = dt_now() - timedelta(minutes=601)
trade.orders.append( trade.orders.append(
@@ -2040,7 +2030,6 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
freqtrade.enter_positions() freqtrade.enter_positions()
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
trade.is_open = True trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = '100' trade.stoploss_order_id = '100'
trade.stoploss_last_update = dt_now() trade.stoploss_last_update = dt_now()
trade.orders.append( trade.orders.append(
@@ -2147,7 +2136,6 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
order_id = '123' order_id = '123'
trade = Trade( trade = Trade(
open_order_id=order_id,
pair='ETH/USDT', pair='ETH/USDT',
fee_open=0.001, fee_open=0.001,
fee_close=0.001, fee_close=0.001,
@@ -2193,7 +2181,6 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
order_id = '123' order_id = '123'
trade = Trade( trade = Trade(
open_order_id=order_id,
pair='ETH/USDT', pair='ETH/USDT',
fee_open=0.001, fee_open=0.001,
fee_close=0.001, fee_close=0.001,
@@ -2214,7 +2201,6 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog
order_id=order_id, order_id=order_id,
)) ))
trade.open_order_id = None
Trade.session.add(trade) Trade.session.add(trade)
Trade.commit() Trade.commit()
freqtrade.wallets.update() freqtrade.wallets.update()
@@ -2243,7 +2229,6 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
order_id = order['id'] order_id = order['id']
trade = Trade( trade = Trade(
open_order_id=order_id,
fee_open=0.001, fee_open=0.001,
fee_close=0.001, fee_close=0.001,
open_rate=0.01, open_rate=0.01,
@@ -2267,7 +2252,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
# Test amount not modified by fee-logic # Test amount not modified by fee-logic
assert not log_has_re(r'Applying fee to .*', caplog) assert not log_has_re(r'Applying fee to .*', caplog)
caplog.clear() caplog.clear()
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.amount == order['amount'] assert trade.amount == order['amount']
trade.open_order_id = order_id trade.open_order_id = order_id
@@ -2276,10 +2261,9 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca
# test amount modified by fee-logic # test amount modified by fee-logic
freqtrade.update_trade_state(trade, order_id) freqtrade.update_trade_state(trade, order_id)
assert trade.amount == 29.99 assert trade.amount == 29.99
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
trade.is_open = True trade.is_open = True
trade.open_order_id = None
# Assert we call handle_trade() if trade is feasible for execution # Assert we call handle_trade() if trade is feasible for execution
freqtrade.update_trade_state(trade, order_id) freqtrade.update_trade_state(trade, order_id)
@@ -3505,7 +3489,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
assert send_msg_mock.call_count == 1 assert send_msg_mock.call_count == 1
assert trade.close_rate is None assert trade.close_rate is None
assert trade.exit_reason is None assert trade.exit_reason is None
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
send_msg_mock.reset_mock() send_msg_mock.reset_mock()
@@ -4004,7 +3988,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
freqtrade.exit_positions(trades) freqtrade.exit_positions(trades)
assert trade assert trade
assert trade.stoploss_order_id == '123' assert trade.stoploss_order_id == '123'
# assert trade.open_order_id is None # assert trade.open_entry_or_exit_orders_count == 0
# Assuming stoploss on exchange is hit # Assuming stoploss on exchange is hit
# stoploss_order_id should become None # stoploss_order_id should become None
@@ -5496,7 +5480,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
return_value={'status': 'open'}) return_value={'status': 'open'})
def reset_open_orders(trade): def reset_open_orders(trade):
trade.open_order_id = None
trade.stoploss_order_id = None trade.stoploss_order_id = None
trade.is_short = is_short trade.is_short = is_short
@@ -5508,7 +5492,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
# No open order # No open order
trade = trades[0] trade = trades[0]
reset_open_orders(trade) reset_open_orders(trade)
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade) freqtrade.handle_insufficient_funds(trade)
@@ -5517,7 +5501,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
assert mock_fo.call_count == 0 assert mock_fo.call_count == 0
assert mock_uts.call_count == 0 assert mock_uts.call_count == 0
# No change to orderid - as update_trade_state is mocked # No change to orderid - as update_trade_state is mocked
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
caplog.clear() caplog.clear()
@@ -5526,7 +5510,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
# Open buy order # Open buy order
trade = trades[3] trade = trades[3]
reset_open_orders(trade) reset_open_orders(trade)
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade) freqtrade.handle_insufficient_funds(trade)
@@ -5544,7 +5528,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
# Open stoploss order # Open stoploss order
trade = trades[4] trade = trades[4]
reset_open_orders(trade) reset_open_orders(trade)
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade) freqtrade.handle_insufficient_funds(trade)
@@ -5553,7 +5537,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
assert mock_fo.call_count == 1 assert mock_fo.call_count == 1
assert mock_uts.call_count == 2 assert mock_uts.call_count == 2
# stoploss_order_id is "refound" and added to the trade # stoploss_order_id is "refound" and added to the trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.stoploss_order_id is not None assert trade.stoploss_order_id is not None
caplog.clear() caplog.clear()
@@ -5563,7 +5547,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
# Open sell order # Open sell order
trade = trades[5] trade = trades[5]
reset_open_orders(trade) reset_open_orders(trade)
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade) freqtrade.handle_insufficient_funds(trade)
@@ -5926,7 +5910,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.open_rate == 11 assert trade.open_rate == 11
assert trade.stake_amount == 110 assert trade.stake_amount == 110
@@ -5936,7 +5920,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.open_rate == 11 assert trade.open_rate == 11
assert trade.stake_amount == 110 assert trade.stake_amount == 110
assert not trade.fee_updated('buy') assert not trade.fee_updated('buy')
@@ -5946,7 +5930,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.open_rate == 11 assert trade.open_rate == 11
assert trade.stake_amount == 110 assert trade.stake_amount == 110
assert not trade.fee_updated('buy') assert not trade.fee_updated('buy')
@@ -6048,7 +6032,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
# Assert trade is as expected (averaged dca) # Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert pytest.approx(trade.open_rate) == 9.90909090909 assert pytest.approx(trade.open_rate) == 9.90909090909
assert trade.amount == 22 assert trade.amount == 22
assert pytest.approx(trade.stake_amount) == 218 assert pytest.approx(trade.stake_amount) == 218
@@ -6090,7 +6074,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
# Assert trade is as expected (averaged dca) # Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert pytest.approx(trade.open_rate) == 8.729729729729 assert pytest.approx(trade.open_rate) == 8.729729729729
assert trade.amount == 37 assert trade.amount == 37
assert trade.stake_amount == 323 assert trade.stake_amount == 323
@@ -6128,7 +6112,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
# Assert trade is as expected (averaged dca) # Assert trade is as expected (averaged dca)
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.is_open assert trade.is_open
assert trade.amount == 22 assert trade.amount == 22
assert trade.stake_amount == 192.05405405405406 assert trade.stake_amount == 192.05405405405406
@@ -6205,7 +6189,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.open_rate == bid assert trade.open_rate == bid
assert trade.stake_amount == bid * amount assert trade.stake_amount == bid * amount
@@ -6215,7 +6199,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.open_rate == bid assert trade.open_rate == bid
assert trade.stake_amount == bid * amount assert trade.stake_amount == bid * amount
assert not trade.fee_updated(trade.entry_side) assert not trade.fee_updated(trade.entry_side)
@@ -6225,7 +6209,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.open_rate == bid assert trade.open_rate == bid
assert trade.stake_amount == bid * amount assert trade.stake_amount == bid * amount
assert not trade.fee_updated(trade.entry_side) assert not trade.fee_updated(trade.entry_side)
@@ -6260,7 +6244,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.amount == 50 assert trade.amount == 50
assert trade.open_rate == 11 assert trade.open_rate == 11
assert trade.stake_amount == 550 assert trade.stake_amount == 550
@@ -6302,7 +6286,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.amount == 50 assert trade.amount == 50
assert trade.open_rate == 11 assert trade.open_rate == 11
assert trade.stake_amount == 550 assert trade.stake_amount == 550
@@ -6402,7 +6386,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
assert trade assert trade
if idx < len(data) - 1: if idx < len(data) - 1:
assert trade.is_open is True assert trade.is_open is True
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.amount == result[0] assert trade.amount == result[0]
assert trade.open_rate == result[1] assert trade.open_rate == result[1]
assert trade.stake_amount == result[2] assert trade.stake_amount == result[2]
@@ -6415,7 +6399,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
trade = Trade.session.scalars(select(Trade)).first() trade = Trade.session.scalars(select(Trade)).first()
assert trade assert trade
assert trade.open_order_id is None assert trade.open_entry_or_exit_orders_count == 0
assert trade.is_open is False assert trade.is_open is False