diff --git a/tests/test_integration.py b/tests/test_integration.py index 8f56c1fea..020f77fed 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -351,3 +351,95 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None: assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_exits == 1 + + +def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None: + default_conf_usdt['position_adjustment_enable'] = True + + freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) + mocker.patch.multiple( + 'freqtrade.exchange.Exchange', + fetch_ticker=ticker_usdt, + get_fee=fee, + amount_to_precision=lambda s, x, y: y, + price_to_precision=lambda s, x, y: y, + ) + mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False) + + patch_get_signal(freqtrade) + freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96 + + freqtrade.enter_positions() + + assert len(Trade.get_trades().all()) == 1 + trade = Trade.get_trades().first() + assert len(trade.orders) == 1 + assert trade.open_order_id is not None + assert pytest.approx(trade.stake_amount) == 60 + assert trade.open_rate == 1.96 + # No adjustment + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 1 + assert trade.open_order_id is not None + assert pytest.approx(trade.stake_amount) == 60 + + # Cancel order and place new one + freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.99) + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 2 + assert trade.open_order_id is not None + # Open rate is not adjusted yet + assert trade.open_rate == 1.96 + + # Fill order + mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True) + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 2 + assert trade.open_order_id is None + # Open rate is not adjusted yet + assert trade.open_rate == 1.99 + + # 2nd order - not filling + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120) + mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False) + + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 3 + assert trade.open_order_id is not None + assert trade.open_rate == 1.99 + assert trade.orders[-1].price == 1.96 + assert trade.orders[-1].cost == 120 + + # Replace new order with diff. order at a lower price + freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95) + + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 4 + assert trade.open_order_id is not None + assert trade.open_rate == 1.99 + assert trade.orders[-1].price == 1.95 + assert pytest.approx(trade.orders[-1].cost) == 120 + + # Fill DCA order + freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None) + mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True) + freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError) + + freqtrade.process() + trade = Trade.get_trades().first() + assert len(trade.orders) == 4 + assert trade.open_order_id is None + assert pytest.approx(trade.open_rate) == 1.963153456 + assert trade.orders[-1].price == 1.95 + assert pytest.approx(trade.orders[-1].cost) == 120 + assert trade.orders[-1].status == 'closed' + + assert pytest.approx(trade.amount) == 91.689215 + # Check the 2 filled orders equal the above amount + assert pytest.approx(trade.orders[1].amount) == 30.150753768 + assert pytest.approx(trade.orders[-1].amount) == 61.538461232