mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix more freqtradebot tests, update params of handle_cancel_enter, handle_cancel_exit

Browse Source
This commit is contained in:
axel
2023-06-15 03:05:01 -04:00
parent 9cdff0b0a5
commit defa6f45b2
4 changed files with 30 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/freqtradebot.py
+3 -3
View File
@@ -1076,7 +1076,7 @@ class FreqtradeBot(LoggingMixin):
trades_closed = 0 trades_closed = 0
for trade in trades: for trade in trades:
if trade.open_order_id is None and not self.wallets.check_exit_amount(trade): if trade.open_orders_count == 0 and not self.wallets.check_exit_amount(trade):
logger.warning( logger.warning(
f'Not enough {trade.safe_base_currency} in wallet to exit {trade}. ' f'Not enough {trade.safe_base_currency} in wallet to exit {trade}. '
'Trying to recover.') 'Trying to recover.')
@@ -1094,7 +1094,7 @@ class FreqtradeBot(LoggingMixin):
logger.warning( logger.warning(
f'Unable to handle stoploss on exchange for {trade.pair}: {exception}') f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
# Check if we can sell our current pair # Check if we can sell our current pair
if trade.open_order_id is None and trade.is_open and self.handle_trade(trade): if trade.open_orders_count == 0 and trade.is_open and self.handle_trade(trade):
trades_closed += 1 trades_closed += 1
except DependencyException as exception: except DependencyException as exception:
@@ -1236,7 +1236,7 @@ class FreqtradeBot(LoggingMixin):
self.handle_protections(trade.pair, trade.trade_direction) self.handle_protections(trade.pair, trade.trade_direction)
return True return True
if trade.open_order_id or not trade.is_open: if trade.open_orders_count != 0 or not trade.is_open:
# Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
# as the Amount on the exchange is tied up in another trade. # as the Amount on the exchange is tied up in another trade.
# The trade can be closed already (sell-order fill confirmation came in this iteration) # The trade can be closed already (sell-order fill confirmation came in this iteration)
tests/conftest.py
+1 -1
View File
@@ -2629,7 +2629,7 @@ def open_trade_usdt():
pair='ADA/USDT', pair='ADA/USDT',
open_rate=2.0, open_rate=2.0,
exchange='binance', exchange='binance',
open_order_id='123456789_exit', # open_order_id='123456789_exit',
amount=30.0, amount=30.0,
fee_open=0.0, fee_open=0.0,
fee_close=0.0, fee_close=0.0,
tests/conftest_trades_usdt.py
+5 -5
View File
@@ -66,7 +66,7 @@ def mock_trade_usdt_1(fee, is_short: bool):
close_profit_abs=-4.09, close_profit_abs=-4.09,
exchange='binance', exchange='binance',
strategy='SampleStrategy', strategy='SampleStrategy',
open_order_id=f'prod_exit_1_{direc(is_short)}', # open_order_id=f'prod_exit_1_{direc(is_short)}',
timeframe=5, timeframe=5,
is_short=is_short, is_short=is_short,
) )
@@ -123,7 +123,7 @@ def mock_trade_usdt_2(fee, is_short: bool):
close_profit_abs=3.9875, close_profit_abs=3.9875,
exchange='binance', exchange='binance',
is_open=False, is_open=False,
open_order_id=f'12366_{direc(is_short)}', # open_order_id=f'12366_{direc(is_short)}',
strategy='StrategyTestV2', strategy='StrategyTestV2',
timeframe=5, timeframe=5,
enter_tag='TEST1', enter_tag='TEST1',
@@ -231,7 +231,7 @@ def mock_trade_usdt_4(fee, is_short: bool):
is_open=True, is_open=True,
open_rate=2.0, open_rate=2.0,
exchange='binance', exchange='binance',
open_order_id=f'prod_buy_12345_{direc(is_short)}', # open_order_id=f'prod_buy_12345_{direc(is_short)}',
strategy='StrategyTestV2', strategy='StrategyTestV2',
timeframe=5, timeframe=5,
is_short=is_short, is_short=is_short,
@@ -340,7 +340,7 @@ def mock_trade_usdt_6(fee, is_short: bool):
open_rate=10.0, open_rate=10.0,
exchange='binance', exchange='binance',
strategy='SampleStrategy', strategy='SampleStrategy',
open_order_id=f'prod_exit_6_{direc(is_short)}', # open_order_id=f'prod_exit_6_{direc(is_short)}',
timeframe=5, timeframe=5,
is_short=is_short, is_short=is_short,
) )
@@ -378,7 +378,7 @@ def mock_trade_usdt_7(fee, is_short: bool):
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
open_rate=2.0, open_rate=2.0,
exchange='binance', exchange='binance',
open_order_id=f'1234_{direc(is_short)}', # open_order_id=f'1234_{direc(is_short)}',
strategy='StrategyTestV2', strategy='StrategyTestV2',
timeframe=5, timeframe=5,
is_short=is_short, is_short=is_short,
tests/test_freqtradebot.py
+21 -17
View File
@@ -1119,7 +1119,7 @@ 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.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 +1164,7 @@ 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.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 +1175,7 @@ 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.open_order_id = None
trade.stoploss_order_id = "102" trade.stoploss_order_id = "102"
trade.orders.append( trade.orders.append(
Order( Order(
@@ -1199,7 +1199,7 @@ 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.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 +1224,7 @@ 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.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',
@@ -3332,32 +3332,34 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
l_order['filled'] = 0.0 l_order['filled'] = 0.0
l_order['status'] = 'open' l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT'] reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, reason) assert freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders_ids[0], reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock() cancel_order_mock.reset_mock()
caplog.clear() caplog.clear()
l_order['filled'] = 0.01 l_order['filled'] = 0.01
assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders_ids[0], reason)
assert cancel_order_mock.call_count == 0 assert cancel_order_mock.call_count == 0
assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unexitable.*", caplog) assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unexitable.*", caplog)
caplog.clear() caplog.clear()
cancel_order_mock.reset_mock() cancel_order_mock.reset_mock()
l_order['filled'] = 2 l_order['filled'] = 2
assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders_ids[0], reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
# Order remained open for some reason (cancel failed) # Order remained open for some reason (cancel failed)
cancel_buy_order['status'] = 'open' cancel_buy_order['status'] = 'open'
cancel_order_mock = MagicMock(return_value=cancel_buy_order) cancel_order_mock = MagicMock(return_value=cancel_buy_order)
trade.open_order_id = 'some_open_order' # trade.open_order_id = 'some_open_order'
mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock) mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock)
assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders_ids[0], reason)
assert log_has_re(r"Order .* for .* not cancelled.", caplog) assert log_has_re(r"Order .* for .* not cancelled.", caplog)
# min_pair_stake empty should not crash # min_pair_stake empty should not crash
mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=None) mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=None)
assert not freqtrade.handle_cancel_enter(trade, limit_order[entry_side(is_short)], reason) assert not freqtrade.handle_cancel_enter(
trade, limit_order[entry_side(is_short)], trade.open_orders_ids[0], reason
)
@pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize("is_short", [False, True])
@@ -3378,7 +3380,9 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
trade = mock_trade_usdt_4(fee, is_short) trade = mock_trade_usdt_4(fee, is_short)
Trade.session.add(trade) Trade.session.add(trade)
Trade.commit() Trade.commit()
assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason) assert freqtrade.handle_cancel_enter(
trade, limit_buy_order_canceled_empty, trade.open_orders_ids[0], reason
)
assert cancel_order_mock.call_count == 0 assert cancel_order_mock.call_count == 0
assert log_has_re( assert log_has_re(
f'{trade.entry_side.capitalize()} order fully cancelled. ' f'{trade.entry_side.capitalize()} order fully cancelled. '
@@ -3415,7 +3419,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
l_order['filled'] = 0.0 l_order['filled'] = 0.0
l_order['status'] = 'open' l_order['status'] = 'open'
reason = CANCEL_REASON['TIMEOUT'] reason = CANCEL_REASON['TIMEOUT']
assert freqtrade.handle_cancel_enter(trade, l_order, reason) assert freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders_ids[0], reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
cancel_order_mock.reset_mock() cancel_order_mock.reset_mock()
@@ -3423,7 +3427,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
order = deepcopy(l_order) order = deepcopy(l_order)
order['status'] = 'canceled' order['status'] = 'canceled'
mocker.patch(f'{EXMS}.fetch_order', return_value=order) mocker.patch(f'{EXMS}.fetch_order', return_value=order)
assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert not freqtrade.handle_cancel_enter(trade, l_order, trade.open_orders_ids[0], reason)
assert cancel_order_mock.call_count == 1 assert cancel_order_mock.call_count == 1
@@ -4002,7 +4006,7 @@ 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_order_id is None
# Assuming stoploss on exchange is hit # Assuming stoploss on exchange is hit
# stoploss_order_id should become None # stoploss_order_id should become None
@@ -4745,7 +4749,7 @@ def test_get_real_amount(
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
open_rate=0.245441, open_rate=0.245441,
open_order_id="123456" # open_order_id="123456"
) )
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
@@ -5034,7 +5038,7 @@ def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
open_rate=0.245441, open_rate=0.245441,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
open_order_id="123456" # open_order_id="123456"
) )
order = Order( order = Order(
ft_order_side='buy', ft_order_side='buy',