Merge branch 'freqtrade:develop' into bt-metrics

2026-02-19 19:01:06 +00:00 · 2023-11-27 10:46:21 +09:00
parent 63e702a3bf 0b3a6aa9de
commit 4bcb4fdd82
32 changed files with 215 additions and 121 deletions
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1851,7 +1851,7 @@ def test_fetch_bids_asks(default_conf, mocker):


@pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_tickers(default_conf, mocker, exchange_name):
+def test_get_tickers(default_conf, mocker, exchange_name, caplog):
    api_mock = MagicMock()
    tick = {'ETH/BTC': {
        'symbol': 'ETH/BTC',
@@ -1900,6 +1900,14 @@ def test_get_tickers(default_conf, mocker, exchange_name):
        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
        exchange.get_tickers()

+    caplog.clear()
+    api_mock.fetch_tickers = MagicMock(side_effect=[ccxt.BadSymbol("SomeSymbol"), []])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    x = exchange.get_tickers()
+    assert x == []
+    assert log_has_re(r'Could not load tickers due to BadSymbol\..*SomeSymbol', caplog)
+    caplog.clear()
+
    api_mock.fetch_tickers = MagicMock(return_value={})
    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
    exchange.get_tickers()
--- a/tests/exchange/test_exchange_utils.py
+++ b/tests/exchange/test_exchange_utils.py
@@ -18,7 +18,7 @@ from tests.conftest import log_has_re
 def test_check_exchange(default_conf, caplog) -> None:
    # Test an officially supported by Freqtrade team exchange
    default_conf['runmode'] = RunMode.DRY_RUN
-    default_conf.get('exchange').update({'name': 'BITTREX'})
+    default_conf.get('exchange').update({'name': 'BINANCE'})
    assert check_exchange(default_conf)
    assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
                      caplog)
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -310,6 +310,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
        'freqtrade.optimize.hyperopt.get_timerange',
        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
    )
+    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
+    mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)

    parallel = mocker.patch(
        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
@@ -860,6 +862,8 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
 def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None:
    patch_exchange(mocker)
    mocker.patch(f'{EXMS}.get_fee', fee)
+    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
+    mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
    (tmp_path / 'hyperopt_results').mkdir(parents=True)
    # No hyperopt needed
    hyperopt_conf.update({
@@ -904,6 +908,8 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path
    mocker.patch(f'{EXMS}.markets',
                 PropertyMock(return_value=get_markets()))
    (tmp_path / 'hyperopt_results').mkdir(parents=True)
+    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
+    mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
    # No hyperopt needed
    hyperopt_conf.update({
        'strategy': 'HyperoptableStrategy',
--- a/tests/persistence/test_persistence.py
+++ b/tests/persistence/test_persistence.py
@@ -2676,9 +2676,9 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
        'orders': [
            (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
            (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
-            (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
-            (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
-            (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
+            (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.01)),
+            (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.29)),
+            (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, 0.14)),
        ],
        'end_profit': 350.0,
        'end_profit_ratio': 0.14,
@@ -2688,9 +2688,9 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
        'orders': [
            (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
            (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
-            (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
-            (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
-            (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
+            (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
+            (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
+            (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, 0.1343142)),
        ],
        'end_profit': 336.625,
        'end_profit_ratio': 0.1343142,
@@ -2700,10 +2700,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
        'orders': [
            (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
            (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
-            (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
-            (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
-            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
-            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
+            (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
+            (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
+            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
+            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 0.9747170)),
        ],
        'end_profit': 3175.75,
        'end_profit_ratio': 0.9747170,
@@ -2714,10 +2714,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
        'orders': [
            (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
            (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
-            (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
-            (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
-            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
-            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
+            (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 0.6)),
+            (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 0.6)),
+            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.43076923)),
+            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 0.98461538)),
        ],
        'end_profit': 3200.0,
        'end_profit_ratio': 0.98461538,
@@ -2727,10 +2727,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
        'orders': [
            (('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
            (('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
-            (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
-            (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
-            (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.2)),
-            (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.40)),
+            (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.08823529)),
+            (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.08823529)),
+            (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.1044776)),
+            (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.283582)),
        ],
        'end_profit': 950.0,
        'end_profit_ratio': 0.283582,
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -6569,16 +6569,16 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
        # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
        (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
        (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
-        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
-        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
+        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
        (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)),  # final profit (sum)
    ),
    (
        (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
        (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
-        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
-        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
-        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
+        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
+        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
        (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)),  # final profit
    )
 ])
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -1,3 +1,4 @@
+import time
 from unittest.mock import MagicMock

 import pytest
@@ -440,6 +441,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
    assert trade.open_rate == 1.99
    assert trade.orders[-1].price == 1.96
    assert trade.orders[-1].cost == 120 * leverage
+    time.sleep(0.1)

    # Replace new order with diff. order at a lower price
    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)
--- a/tests/testdata/config.tests.json
+++ b/tests/testdata/config.tests.json
@@ -0,0 +1,74 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "entry": 5,
+        "exit": 5,
+        "exit_timeout_count": 0,
+        "unit": "minutes"
+    },
+    "entry_pricing": {
+        "price_side": "same",
+        "use_order_book": true,
+        "order_book_top": 1,
+        "price_last_balance": 0.0,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "exit_pricing":{
+        "price_side": "same",
+        "use_order_book": true,
+        "order_book_top": 1
+    },
+    "exchange": {
+        "name": "gate",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {},
+        "ccxt_async_config": {},
+        "pair_whitelist": [
+            "ETH/BTC",
+            "LTC/BTC",
+            "ETC/BTC",
+            "XLM/BTC",
+            "XRP/BTC",
+            "ADA/BTC",
+            "DOT/BTC"
+        ],
+        "pair_blacklist": [
+            "DOGE/BTC"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "force_entry_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}