diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md index 2f350d207..27a9091b1 100644 --- a/docs/docker_quickstart.md +++ b/docs/docker_quickstart.md @@ -109,6 +109,7 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr !!! Warning "`docker-compose` for trade commands" Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead. This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot. + If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available. !!! Note "`docker-compose run --rm`" Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command). diff --git a/tests/conftest.py b/tests/conftest.py index 41e956a20..0e3f2aebb 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -291,6 +291,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True): Trade.query.session.add(trade) else: LocalTrade.add_bt_trade(trade) + # Simulate dry_run entries trade = mock_trade_1(fee, False) add_trade(trade) @@ -329,6 +330,7 @@ def create_mock_trades_usdt(fee, use_db: bool = True): Trade.query.session.add(trade) else: LocalTrade.add_bt_trade(trade) + # Simulate dry_run entries trade = mock_trade_usdt_1(fee) add_trade(trade) @@ -470,7 +472,7 @@ def get_default_conf(testdatadir): def get_default_conf_usdt(testdatadir): configuration = get_default_conf(testdatadir) configuration.update({ - "stake_amount": 10.0, + "stake_amount": 60.0, "stake_currency": "USDT", "exchange": { "name": "binance", diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index 15edbd845..641d2f263 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -329,5 +329,8 @@ def test_fill_leverage_brackets_kraken(default_conf, mocker): 'LTC/USDT': [1], 'LTC/USD': [1], 'XLTCUSDT': [1], - 'LTC/ETH': [1] + 'LTC/ETH': [1], + 'NEO/USDT': [1], + 'TKN/USDT': [1], + 'XRP/USDT': [1] } diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 5c5171c3a..8c7fa3ac9 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -39,16 +39,25 @@ def hyperopt(hyperopt_conf, mocker): def hyperopt_results(): return pd.DataFrame( { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'profit_ratio': [-0.1, 0.2, 0.3], - 'profit_abs': [-0.2, 0.4, 0.6], - 'trade_duration': [10, 30, 10], - 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI], + 'pair': ['ETH/USDT', 'ETH/USDT', 'ETH/USDT', 'ETH/USDT'], + 'profit_ratio': [-0.1, 0.2, -0.1, 0.3], + 'profit_abs': [-0.2, 0.4, -0.2, 0.6], + 'trade_duration': [10, 30, 10, 10], + 'amount': [0.1, 0.1, 0.1, 0.1], + 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], + 'open_date': + [ + datetime(2019, 1, 1, 9, 15, 0), + datetime(2019, 1, 2, 8, 55, 0), + datetime(2019, 1, 3, 9, 15, 0), + datetime(2019, 1, 4, 9, 15, 0), + ], 'close_date': [ - datetime(2019, 1, 1, 9, 26, 3, 478039), - datetime(2019, 2, 1, 9, 26, 3, 478039), - datetime(2019, 3, 1, 9, 26, 3, 478039) - ] + datetime(2019, 1, 1, 9, 25, 0), + datetime(2019, 1, 2, 9, 25, 0), + datetime(2019, 1, 3, 9, 25, 0), + datetime(2019, 1, 4, 9, 25, 0), + ], } ) diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py index 0082bcc34..923e3fc32 100644 --- a/tests/optimize/test_hyperoptloss.py +++ b/tests/optimize/test_hyperoptloss.py @@ -35,6 +35,7 @@ def test_hyperoptlossresolver_wrongname(default_conf) -> None: def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_results) -> None: + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) correct = hl.hyperopt_loss_function(hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -50,6 +51,7 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results) resultsb = hyperopt_results.copy() resultsb.loc[1, 'trade_duration'] = 20 + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) longer = hl.hyperopt_loss_function(hyperopt_results, 100, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -64,6 +66,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> results_under = hyperopt_results.copy() results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 + hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"}) hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf) correct = hl.hyperopt_loss_function(hyperopt_results, 600, datetime(2019, 1, 1), datetime(2019, 5, 1)) @@ -75,91 +78,28 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> assert under > correct -def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None: - results_over = hyperopt_results.copy() - results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 - results_under = hyperopt_results.copy() - results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - - default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'}) - hl = HyperOptLossResolver.load_hyperoptloss(default_conf) - correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), - datetime(2019, 1, 1), datetime(2019, 5, 1)) - assert over < correct - assert under > correct - - -def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None: +@pytest.mark.parametrize('lossfunction', [ + "OnlyProfitHyperOptLoss", + "SortinoHyperOptLoss", + "SortinoHyperOptLossDaily", + "SharpeHyperOptLoss", + "SharpeHyperOptLossDaily", +]) +def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None: results_over = hyperopt_results.copy() results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2 results_under = hyperopt_results.copy() results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 + results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2 - default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'}) + default_conf.update({'hyperopt_loss': lossfunction}) hl = HyperOptLossResolver.load_hyperoptloss(default_conf) correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results), datetime(2019, 1, 1), datetime(2019, 5, 1)) - over = hl.hyperopt_loss_function(results_over, len(hyperopt_results), + over = hl.hyperopt_loss_function(results_over, len(results_over), datetime(2019, 1, 1), datetime(2019, 5, 1)) - under = hl.hyperopt_loss_function(results_under, len(hyperopt_results), + under = hl.hyperopt_loss_function(results_under, len(results_under), datetime(2019, 1, 1), datetime(2019, 5, 1)) assert over < correct assert under > correct diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index a01b55050..cb7cf97a1 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -9,13 +9,13 @@ from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, timeframe_to_minutes) -def generate_test_data(timeframe: str, size: int): +def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'): np.random.seed(42) tf_mins = timeframe_to_minutes(timeframe) base = np.random.normal(20, 2, size=size) - date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp() + date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC') df = pd.DataFrame({ 'date': date, 'open': base, diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 62ca254c2..976b402f9 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -135,14 +135,14 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None: @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [ - (False, 20, 2, 0.5, [10, None]), - (True, 20, 2, 0.5, [10, 9.8]), - (False, 30, 3, 0.5, [10, 10, None]), - (True, 30, 3, 0.5, [10, 10, 9.7]), - (False, 22, 3, 0.5, [10, 10, None]), - (True, 22, 3, 0.5, [10, 10, 0.0]), - (True, 27, 3, 0.5, [10, 10, 6.73]), - (True, 22, 3, 1, [10, 10, 0.0]), + (False, 120, 2, 0.5, [60, None]), + (True, 120, 2, 0.5, [60, 58.8]), + (False, 180, 3, 0.5, [60, 60, None]), + (True, 180, 3, 0.5, [60, 60, 58.2]), + (False, 122, 3, 0.5, [60, 60, None]), + (True, 122, 3, 0.5, [60, 60, 0.0]), + (True, 167, 3, 0.5, [60, 60, 45.33]), + (True, 122, 3, 1, [60, 60, 0.0]), ]) def test_check_available_stake_amount( default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open, @@ -267,7 +267,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - trade = Trade.query.first() assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None @@ -275,11 +275,11 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - trade = Trade.query.order_by(Trade.id.desc()).first() assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None - assert Trade.total_open_trades_stakes() == 20.0 + assert Trade.total_open_trades_stakes() == 120.0 @pytest.mark.parametrize("is_short,open_rate", [ @@ -306,7 +306,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order, trade = Trade.query.first() trade.is_short = is_short assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -487,7 +487,7 @@ def test_create_trades_multiple_trades( patch_exchange(mocker) default_conf_usdt['max_open_trades'] = max_open default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio - default_conf_usdt['dry_run_wallet'] = 10.0 * max_open + default_conf_usdt['dry_run_wallet'] = 60.0 * max_open mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -566,10 +566,10 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim assert trade.open_date is not None assert trade.exchange == 'binance' assert trade.open_rate == 2.0 - assert trade.amount == 5.0 + assert trade.amount == 30.0 assert log_has( - 'Long signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...', + 'Long signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...', caplog ) @@ -1330,7 +1330,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee, is cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=4.56621004, + amount=27.39726027, pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.95, @@ -1533,7 +1533,7 @@ def test_handle_stoploss_on_exchange_custom_stop( cancel_order_mock.assert_called_once_with(100, 'ETH/USDT') stoploss_order_mock.assert_called_once_with( - amount=5.26315789, + amount=31.57894736, pair='ETH/USDT', order_types=freqtrade.strategy.order_types, stop_price=4.4 * 0.96, @@ -2576,7 +2576,7 @@ def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_tr caplog.clear() freqtrade.check_handle_timedout() assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, " - f"is_short=False, leverage=1.0, " + r"is_short=False, leverage=1.0, " r"open_rate=2.00000000, open_since=" f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}" r"\) due to Traceback \(most recent call last\):\n*", @@ -2805,11 +2805,11 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.2, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 0.9475, + 'profit_amount': 5.685, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2859,11 +2859,11 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd 'pair': 'ETH/USDT', 'gain': 'loss', 'limit': 2.01, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.0, - 'profit_amount': -0.000125, + 'profit_amount': -0.00075, 'profit_ratio': -1.247e-05, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2927,11 +2927,11 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.25, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 1.196875, + 'profit_amount': 7.18125, 'profit_ratio': 0.11938903, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -2988,11 +2988,11 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( 'pair': 'ETH/USDT', 'gain': 'loss', 'limit': 1.98, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'limit', 'open_rate': 2.0, 'current_rate': 2.0, - 'profit_amount': -0.14975, + 'profit_amount': -0.8985, 'profit_ratio': -0.01493766, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -3210,11 +3210,11 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee, is 'pair': 'ETH/USDT', 'gain': 'profit', 'limit': 2.2, - 'amount': 5.0, + 'amount': 30.0, 'order_type': 'market', 'open_rate': 2.0, 'current_rate': 2.3, - 'profit_amount': 0.9475, + 'profit_amount': 5.685, 'profit_ratio': 0.09451372, 'stake_currency': 'USDT', 'fiat_currency': 'USD', @@ -3999,7 +3999,7 @@ def test_order_book_depth_of_market( assert trade is None else: assert trade is not None - assert trade.stake_amount == 10.0 + assert trade.stake_amount == 60.0 assert trade.is_open assert trade.open_date is not None assert trade.exchange == 'binance' @@ -4148,7 +4148,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ caplog): default_conf_usdt['dry_run'] = True # Initialize to 2 times stake amount - default_conf_usdt['dry_run_wallet'] = 20.0 + default_conf_usdt['dry_run_wallet'] = 120.0 default_conf_usdt['max_open_trades'] = 2 default_conf_usdt['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) @@ -4161,7 +4161,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ bot = get_patched_freqtradebot(mocker, default_conf_usdt) patch_get_signal(bot) - assert bot.wallets.get_free('USDT') == 20.0 + assert bot.wallets.get_free('USDT') == 120.0 n = bot.enter_positions() assert n == 2 @@ -4172,7 +4172,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ n = bot.enter_positions() assert n == 0 assert log_has_re(r"Unable to create trade for XRP/USDT: " - r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)", + r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)", caplog)