tests: further test cleanup
This commit is contained in:
@@ -253,92 +253,6 @@ def test_check_available_stake_amount(
|
||||
freqtrade.wallets.get_trade_stake_amount("ETH/USDT", 1)
|
||||
|
||||
|
||||
def test_edge_called_in_process(mocker, edge_conf) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_edge(mocker)
|
||||
|
||||
patch_exchange(mocker)
|
||||
freqtrade = FreqtradeBot(edge_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
freqtrade.process()
|
||||
assert freqtrade.active_pair_whitelist == ["NEO/BTC", "LTC/BTC"]
|
||||
|
||||
|
||||
def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
patch_edge(mocker)
|
||||
edge_conf["dry_run_wallet"] = 999.9
|
||||
freqtrade = FreqtradeBot(edge_conf)
|
||||
|
||||
assert (
|
||||
freqtrade.wallets.get_trade_stake_amount("NEO/BTC", 1, freqtrade.edge)
|
||||
== (999.9 * 0.5 * 0.01) / 0.20
|
||||
)
|
||||
assert (
|
||||
freqtrade.wallets.get_trade_stake_amount("LTC/BTC", 1, freqtrade.edge)
|
||||
== (999.9 * 0.5 * 0.01) / 0.21
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"buy_price_mult,ignore_strat_sl",
|
||||
[
|
||||
(0.79, False), # Override stoploss
|
||||
(0.85, True), # Override strategy stoploss
|
||||
],
|
||||
)
|
||||
def test_edge_overrides_stoploss(
|
||||
limit_order, fee, caplog, mocker, buy_price_mult, ignore_strat_sl, edge_conf
|
||||
) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
patch_edge(mocker)
|
||||
edge_conf["max_open_trades"] = float("inf")
|
||||
|
||||
# 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 ...
|
||||
enter_price = limit_order["buy"]["price"]
|
||||
ticker_val = {
|
||||
"bid": enter_price,
|
||||
"ask": enter_price,
|
||||
"last": enter_price,
|
||||
}
|
||||
mocker.patch.multiple(
|
||||
EXMS,
|
||||
fetch_ticker=MagicMock(return_value=ticker_val),
|
||||
get_fee=fee,
|
||||
)
|
||||
#############################################
|
||||
|
||||
# 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.session.scalars(select(Trade)).first()
|
||||
caplog.clear()
|
||||
#############################################
|
||||
ticker_val.update(
|
||||
{
|
||||
"bid": enter_price * buy_price_mult,
|
||||
"ask": enter_price * buy_price_mult,
|
||||
"last": enter_price * buy_price_mult,
|
||||
}
|
||||
)
|
||||
|
||||
# stoploss should be hit
|
||||
assert freqtrade.handle_trade(trade) is not ignore_strat_sl
|
||||
if not ignore_strat_sl:
|
||||
assert log_has_re("Exit for NEO/BTC detected. Reason: stop_loss.*", caplog)
|
||||
assert trade.exit_reason == ExitType.STOP_LOSS.value
|
||||
# Test compatibility ...
|
||||
assert trade.sell_reason == ExitType.STOP_LOSS.value
|
||||
|
||||
|
||||
def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
@@ -483,7 +397,7 @@ def test_create_trade_minimal_amount(
|
||||
if not max_open_trades:
|
||||
assert (
|
||||
freqtrade.wallets.get_trade_stake_amount(
|
||||
"ETH/USDT", default_conf_usdt["max_open_trades"], freqtrade.edge
|
||||
"ETH/USDT", default_conf_usdt["max_open_trades"]
|
||||
)
|
||||
== 0
|
||||
)
|
||||
@@ -4479,7 +4393,7 @@ def test_startup_state(default_conf_usdt, mocker):
|
||||
assert worker.freqtrade.state is State.RUNNING
|
||||
|
||||
|
||||
def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
|
||||
def test_startup_trade_reinit(default_conf_usdt, mocker):
|
||||
mocker.patch(f"{EXMS}.exchange_has", MagicMock(return_value=True))
|
||||
reinit_mock = MagicMock()
|
||||
mocker.patch("freqtrade.persistence.Trade.stoploss_reinitialization", reinit_mock)
|
||||
@@ -4488,12 +4402,6 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
|
||||
ftbot.startup()
|
||||
assert reinit_mock.call_count == 1
|
||||
|
||||
reinit_mock.reset_mock()
|
||||
|
||||
ftbot = get_patched_freqtradebot(mocker, edge_conf)
|
||||
ftbot.startup()
|
||||
assert reinit_mock.call_count == 0
|
||||
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_sync_wallet_dry_run(
|
||||
|
||||
@@ -971,128 +971,6 @@ def test_handle_stoploss_on_exchange_custom_stop(
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_order) -> None:
|
||||
enter_order = limit_order["buy"]
|
||||
exit_order = limit_order["sell"]
|
||||
enter_order["average"] = 2.19
|
||||
# When trailing stoploss is set
|
||||
stoploss = MagicMock(return_value={"id": "13434334", "status": "open"})
|
||||
patch_RPCManager(mocker)
|
||||
patch_exchange(mocker)
|
||||
patch_edge(mocker)
|
||||
edge_conf["max_open_trades"] = float("inf")
|
||||
edge_conf["dry_run_wallet"] = 999.9
|
||||
edge_conf["exchange"]["name"] = "binance"
|
||||
mocker.patch.multiple(
|
||||
EXMS,
|
||||
fetch_ticker=MagicMock(return_value={"bid": 2.19, "ask": 2.2, "last": 2.19}),
|
||||
create_order=MagicMock(
|
||||
side_effect=[
|
||||
enter_order,
|
||||
exit_order,
|
||||
]
|
||||
),
|
||||
get_fee=fee,
|
||||
create_stoploss=stoploss,
|
||||
)
|
||||
|
||||
# enabling TSL
|
||||
edge_conf["trailing_stop"] = True
|
||||
edge_conf["trailing_stop_positive"] = 0.01
|
||||
edge_conf["trailing_stop_positive_offset"] = 0.011
|
||||
|
||||
# disabling ROI
|
||||
edge_conf["minimal_roi"]["0"] = 999999999
|
||||
|
||||
freqtrade = FreqtradeBot(edge_conf)
|
||||
|
||||
# enabling stoploss on exchange
|
||||
freqtrade.strategy.order_types["stoploss_on_exchange"] = True
|
||||
|
||||
# setting stoploss
|
||||
freqtrade.strategy.stoploss = -0.02
|
||||
|
||||
# setting stoploss_on_exchange_interval to 0 seconds
|
||||
freqtrade.strategy.order_types["stoploss_on_exchange_interval"] = 0
|
||||
|
||||
patch_get_signal(freqtrade)
|
||||
|
||||
freqtrade.active_pair_whitelist = freqtrade.edge.adjust(freqtrade.active_pair_whitelist)
|
||||
|
||||
freqtrade.enter_positions()
|
||||
trade = Trade.session.scalars(select(Trade)).first()
|
||||
trade.is_open = True
|
||||
|
||||
trade.stoploss_last_update = dt_now()
|
||||
trade.orders.append(
|
||||
Order(
|
||||
ft_order_side="stoploss",
|
||||
ft_pair=trade.pair,
|
||||
ft_is_open=True,
|
||||
ft_amount=trade.amount,
|
||||
ft_price=trade.stop_loss,
|
||||
order_id="100",
|
||||
)
|
||||
)
|
||||
|
||||
stoploss_order_hanging = MagicMock(
|
||||
return_value={
|
||||
"id": "100",
|
||||
"status": "open",
|
||||
"type": "stop_loss_limit",
|
||||
"price": 3,
|
||||
"average": 2,
|
||||
"stopPrice": "2.178",
|
||||
}
|
||||
)
|
||||
|
||||
mocker.patch(f"{EXMS}.fetch_stoploss_order", stoploss_order_hanging)
|
||||
|
||||
# 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 pytest.approx(trade.stop_loss) == 1.76
|
||||
|
||||
cancel_order_mock = MagicMock()
|
||||
stoploss_order_mock = MagicMock()
|
||||
mocker.patch(f"{EXMS}.cancel_stoploss_order", cancel_order_mock)
|
||||
mocker.patch(f"{EXMS}.create_stoploss", stoploss_order_mock)
|
||||
|
||||
# price goes down 5%
|
||||
mocker.patch(
|
||||
f"{EXMS}.fetch_ticker",
|
||||
MagicMock(return_value={"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 pytest.approx(trade.stop_loss) == 1.76
|
||||
|
||||
# stoploss on exchange should not be canceled
|
||||
cancel_order_mock.assert_not_called()
|
||||
|
||||
# price jumped 2x
|
||||
mocker.patch(
|
||||
f"{EXMS}.fetch_ticker", MagicMock(return_value={"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 == 4.4 * 0.99
|
||||
cancel_order_mock.assert_called_once_with("100", "NEO/BTC")
|
||||
stoploss_order_mock.assert_called_once_with(
|
||||
amount=30,
|
||||
pair="NEO/BTC",
|
||||
order_types=freqtrade.strategy.order_types,
|
||||
stop_price=4.4 * 0.99,
|
||||
side="sell",
|
||||
leverage=1.0,
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("is_short", [False, True])
|
||||
def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
|
||||
default_conf_usdt,
|
||||
|
||||
Reference in New Issue
Block a user