test: add tests for wallets_migration

2026-01-05 10:04:37 +01:00
parent c884fd20ea
commit c12c2177cd
1 changed files with 425 additions and 0 deletions
@@ -0,0 +1,425 @@
+from datetime import datetime, timedelta
+from unittest.mock import MagicMock
+
+import pytest
+
+from freqtrade.enums import CandleType
+from freqtrade.persistence import Trade
+from freqtrade.persistence.key_value_store import KeyValueStore
+from freqtrade.persistence.trade_model import Order
+from freqtrade.persistence.wallet_history import WalletHistory
+from freqtrade.util.datetime_helpers import dt_now, dt_utc
+from freqtrade.util.migrations.migrate_wallet_history import (
+    _migrate_wallet_history,
+    migrate_wallet_history,
+)
+from tests.conftest import EXMS, generate_test_data, get_patched_exchange, log_has_re
+
+
+def create_mock_trade_for_wallet(fee, pair: str, open_date: datetime, close_date: datetime):
+    """Create a closed trade for wallet history testing."""
+    trade = Trade(
+        pair=pair,
+        stake_amount=100.0,
+        amount=10.0,
+        amount_requested=10.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=10.0,
+        close_rate=11.0,
+        close_profit=0.1,
+        close_profit_abs=9.5,
+        exchange="binance",
+        is_open=False,
+        strategy="TestStrategy",
+        timeframe=5,
+        open_date=open_date,
+        close_date=close_date,
+        is_short=False,
+    )
+    order_entry = Order(
+        ft_order_side="buy",
+        ft_pair=pair,
+        ft_is_open=False,
+        ft_amount=10.0,
+        ft_price=10.0,
+        order_id=f"order_{pair}_entry",
+        status="closed",
+        symbol=pair,
+        order_type="limit",
+        side="buy",
+        price=10.0,
+        average=10.0,
+        amount=10.0,
+        filled=10.0,
+        remaining=0.0,
+        order_date=open_date,
+        order_filled_date=open_date,
+    )
+
+    order_exit = Order(
+        ft_order_side="sell",
+        ft_pair=pair,
+        ft_is_open=False,
+        ft_amount=10.0,
+        ft_price=11.0,
+        order_id=f"order_{pair}_exit",
+        status="closed",
+        symbol=pair,
+        order_type="limit",
+        side="sell",
+        price=11.0,
+        average=11.0,
+        amount=10.0,
+        filled=10.0,
+        remaining=0.0,
+        order_date=close_date,
+        order_filled_date=close_date,
+    )
+
+    trade.orders.append(order_entry)
+    trade.orders.append(order_exit)
+    return trade
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_skips_when_no_ohlcv_history(mocker, default_conf_usdt):
+    """Test that migration is skipped when exchange doesn't support OHLCV history."""
+    exchange = MagicMock()
+    exchange.get_option.return_value = False  # ohlcv_has_history = False
+
+    migrate_mock = mocker.patch(
+        "freqtrade.util.migrations.migrate_wallet_history._migrate_wallet_history"
+    )
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Should return early without setting the migration flag
+    assert KeyValueStore.get_int_value("wallet_history_migration") is None
+    assert not migrate_mock.called
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_skips_when_already_migrated(mocker, default_conf_usdt):
+    """Test that migration is skipped if already completed."""
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+
+    migrate_mock = mocker.patch(
+        "freqtrade.util.migrations.migrate_wallet_history._migrate_wallet_history"
+    )
+
+    # Set migration as already completed
+    KeyValueStore.store_value("wallet_history_migration", 1)
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+    # Should not call any migration logic
+    assert KeyValueStore.get_int_value("wallet_history_migration") == 1
+    assert not migrate_mock.called
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_no_trades(default_conf_usdt):
+    """Test migration with no trades in database."""
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+
+    # Set bot_start_time
+    KeyValueStore.store_value("bot_start_time", dt_now() - timedelta(days=5))
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Should complete migration (flag set) but no wallet entries
+    assert KeyValueStore.get_int_value("wallet_history_migration") == 1
+    assert WalletHistory.session.query(WalletHistory).count() == 0
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_with_trades(default_conf_usdt, fee, time_machine, markets):
+    """Test migration with trades creates wallet history entries."""
+    start_time = dt_utc(2024, 1, 10, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Bot started 10 days ago
+    bot_start = start_time - timedelta(days=10)
+    KeyValueStore.store_value("bot_start_time", bot_start)
+
+    # Create mock trades with dates within the range
+    trade_open = start_time - timedelta(days=5)
+    trade_close = start_time - timedelta(days=3)
+    trade1 = create_mock_trade_for_wallet(
+        fee,
+        "ETH/USDT",
+        open_date=trade_open,
+        close_date=trade_close,
+    )
+    Trade.session.add(trade1)
+    Trade.commit()
+
+    # Generate mock OHLCV data starting from bot_start
+    candle_type = default_conf_usdt.get("candle_type_def", CandleType.SPOT)
+    ohlcv_df = generate_test_data("1d", size=15, start=bot_start.strftime("%Y-%m-%d"))
+    ohlcv_data = {("ETH/USDT", "1d", candle_type): ohlcv_df}
+
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+    exchange.markets = markets
+    exchange.refresh_latest_ohlcv.return_value = ohlcv_data
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Should complete migration
+    assert KeyValueStore.get_int_value("wallet_history_migration") == 1
+
+    # Should have created wallet history entries
+    wallet_entries = WalletHistory.session.query(WalletHistory).all()
+    assert len(wallet_entries) > 0
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_with_multiple_pairs(default_conf_usdt, fee, time_machine, markets):
+    """Test migration with multiple trading pairs."""
+    start_time = dt_utc(2024, 1, 15, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Bot started 15 days ago
+    bot_start = start_time - timedelta(days=15)
+    KeyValueStore.store_value("bot_start_time", bot_start)
+
+    # Create mock trades for multiple pairs within the date range
+    trade1 = create_mock_trade_for_wallet(
+        fee,
+        "ETH/USDT",
+        open_date=start_time - timedelta(days=10),
+        close_date=start_time - timedelta(days=6),
+    )
+    trade2 = create_mock_trade_for_wallet(
+        fee,
+        "BTC/USDT",
+        open_date=start_time - timedelta(days=7),
+        close_date=start_time - timedelta(days=5),
+    )
+    Trade.session.add(trade1)
+    Trade.session.add(trade2)
+    Trade.commit()
+
+    # Generate mock OHLCV data for both pairs starting from bot_start
+    candle_type = default_conf_usdt.get("candle_type_def", CandleType.SPOT)
+    ohlcv_data = {}
+    ohlcv_data[("ETH/USDT", "1d", candle_type)] = generate_test_data(
+        "1d", size=20, start=bot_start.strftime("%Y-%m-%d")
+    )
+
+    ohlcv_data[("BTC/USDT", "1d", candle_type)] = generate_test_data(
+        "1d", size=20, start=bot_start.strftime("%Y-%m-%d")
+    )
+
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+    exchange.markets = markets
+    exchange.refresh_latest_ohlcv.return_value = ohlcv_data
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Should complete migration
+    assert KeyValueStore.get_int_value("wallet_history_migration") == 1
+
+    # Should have wallet history entries
+    wallet_entries = WalletHistory.session.query(WalletHistory).all()
+    assert len(wallet_entries) > 0
+
+    # Check that stake currency (USDT) entries exist
+    usdt_entries = [e for e in wallet_entries if e.currency == "USDT"]
+    assert len(usdt_entries) > 0
+    assert len(wallet_entries) > len(usdt_entries)
+
+    # Stake currency should have price = 1.0
+    for entry in usdt_entries:
+        assert entry.price == 1.0
+
+    eth_entries = [e for e in wallet_entries if e.currency == "ETH"]
+    btc_entries = [e for e in wallet_entries if e.currency == "BTC"]
+    assert len(eth_entries) == 4
+    assert len(btc_entries) == 2
+    assert all(entry.price and entry.price != 1.0 for entry in eth_entries)
+    assert all(entry.price and entry.price != 1.0 for entry in btc_entries)
+    assert all(entry.balance == 10 for entry in btc_entries)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_pair_not_in_markets(
+    default_conf_usdt, caplog, fee, time_machine, markets
+):
+    """Test migration handles pairs that are not in exchange markets."""
+    start_time = dt_utc(2024, 1, 10, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Bot started 10 days ago
+    bot_start = start_time - timedelta(days=10)
+    KeyValueStore.store_value("bot_start_time", bot_start)
+
+    # Create a trade with a pair that won't be in markets
+    trade1 = create_mock_trade_for_wallet(
+        fee,
+        "UNKNOWN/USDT",
+        open_date=start_time - timedelta(days=5),
+        close_date=start_time - timedelta(days=3),
+    )
+    Trade.session.add(trade1)
+    Trade.commit()
+
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+    exchange.markets = markets
+    exchange.refresh_latest_ohlcv.return_value = {}
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+    assert log_has_re("No OHLCV data available for .*", caplog)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_stores_migration_date(
+    default_conf_usdt, fee, time_machine, markets
+):
+    """Test that migration stores the migration date."""
+    start_time = dt_utc(2024, 1, 10, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Bot started 10 days ago
+    bot_start = start_time - timedelta(days=10)
+    KeyValueStore.store_value("bot_start_time", bot_start)
+
+    # Create a trade
+    trade1 = create_mock_trade_for_wallet(
+        fee,
+        "ETH/USDT",
+        open_date=start_time - timedelta(days=5),
+        close_date=start_time - timedelta(days=3),
+    )
+    Trade.session.add(trade1)
+    Trade.commit()
+
+    candle_type = default_conf_usdt.get("candle_type_def", CandleType.SPOT)
+    ohlcv_data = {
+        ("ETH/USDT", "1d", candle_type): generate_test_data(
+            "1d", size=15, start=bot_start.strftime("%Y-%m-%d")
+        )
+    }
+
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+    exchange.markets = markets
+    exchange.refresh_latest_ohlcv.return_value = ohlcv_data
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Check migration date is stored
+    migration_date = KeyValueStore.get_datetime_value("wallet_history_migration_date")
+    assert migration_date is not None
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_internal_migrate_wallet_history_empty_trades(default_conf_usdt, time_machine):
+    """Test _migrate_wallet_history returns early when no trades exist."""
+    start_time = dt_utc(2024, 1, 1, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Set bot_start_time
+    KeyValueStore.store_value("bot_start_time", start_time - timedelta(days=5))
+
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+    exchange.markets = {}
+    exchange.refresh_latest_ohlcv.return_value = {}
+
+    # Call internal function directly with no trades
+    _migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # refresh_latest_ohlcv should not be called when there are no trades
+    exchange.refresh_latest_ohlcv.assert_not_called()
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_with_patched_exchange(mocker, default_conf_usdt, fee, time_machine):
+    """Test migration using get_patched_exchange helper."""
+    start_time = dt_utc(2024, 1, 10, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Bot started 10 days ago
+    bot_start = start_time - timedelta(days=10)
+    KeyValueStore.store_value("bot_start_time", bot_start)
+
+    # Create a trade
+    trade1 = create_mock_trade_for_wallet(
+        fee,
+        "ETH/USDT",
+        open_date=start_time - timedelta(days=5),
+        close_date=start_time - timedelta(days=3),
+    )
+    Trade.session.add(trade1)
+    Trade.commit()
+
+    # Generate mock OHLCV data starting from bot_start
+    candle_type = default_conf_usdt.get("candle_type_def", CandleType.SPOT)
+    ohlcv_df = generate_test_data("1d", size=15, start=bot_start.strftime("%Y-%m-%d"))
+    ohlcv_data = {("ETH/USDT", "1d", candle_type): ohlcv_df}
+
+    # Mock exchange methods
+    mocker.patch.multiple(
+        EXMS,
+        get_option=MagicMock(return_value=True),
+        refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
+    )
+
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Should complete migration
+    assert KeyValueStore.get_int_value("wallet_history_migration") == 1
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_migrate_wallet_history_db_error_handling(
+    mocker, default_conf_usdt, fee, time_machine, markets
+):
+    """Test that database errors are handled gracefully."""
+    start_time = dt_utc(2024, 1, 10, 12, 0, 0)
+    time_machine.move_to(start_time, tick=False)
+
+    # Bot started 10 days ago
+    bot_start = start_time - timedelta(days=10)
+    KeyValueStore.store_value("bot_start_time", bot_start)
+
+    # Create a trade
+    trade1 = create_mock_trade_for_wallet(
+        fee,
+        "ETH/USDT",
+        open_date=start_time - timedelta(days=5),
+        close_date=start_time - timedelta(days=3),
+    )
+    Trade.session.add(trade1)
+    Trade.commit()
+
+    candle_type = default_conf_usdt.get("candle_type_def", CandleType.SPOT)
+    ohlcv_data = {
+        ("ETH/USDT", "1d", candle_type): generate_test_data(
+            "1d", size=15, start=bot_start.strftime("%Y-%m-%d")
+        )
+    }
+
+    exchange = MagicMock()
+    exchange.get_option.return_value = True
+    exchange.markets = markets
+    exchange.refresh_latest_ohlcv.return_value = ohlcv_data
+
+    # Mock bulk_save_objects to raise an exception
+    mocker.patch.object(
+        WalletHistory.session, "bulk_save_objects", side_effect=Exception("DB Error")
+    )
+
+    # Should not raise exception, but handle error gracefully
+    migrate_wallet_history(default_conf_usdt, exchange, 1000.0)
+
+    # Migration flag should still be set even after error in _migrate
+    assert KeyValueStore.get_int_value("wallet_history_migration") == 1