Merge branch 'develop' into feat/pairlistconfig

This commit is contained in:
Matthias
2023-05-21 09:15:50 +02:00
108 changed files with 3293 additions and 942 deletions

View File

@@ -21,11 +21,13 @@ from freqtrade.__init__ import __version__
from freqtrade.enums import CandleType, RunMode, State, TradingMode
from freqtrade.exceptions import DependencyException, ExchangeError, OperationalException
from freqtrade.loggers import setup_logging, setup_logging_pre
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc import RPC
from freqtrade.rpc.api_server import ApiServer
from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token
from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades, get_mock_coro,
get_patched_freqtradebot, log_has, log_has_re, patch_get_signal)
@@ -601,7 +603,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
assert len(rc.json()['data']) == 7
assert rc.json()['stake_currency'] == 'BTC'
assert rc.json()['fiat_display_currency'] == 'USD'
assert rc.json()['data'][0]['date'] == str(datetime.utcnow().date())
assert rc.json()['data'][0]['date'] == str(datetime.now(timezone.utc).date())
@pytest.mark.parametrize('is_short', [True, False])
@@ -740,6 +742,33 @@ def test_api_delete_open_order(botclient, mocker, fee, markets, ticker, is_short
assert cancel_mock.call_count == 1
@pytest.mark.parametrize('is_short', [True, False])
def test_api_trade_reload_trade(botclient, mocker, fee, markets, ticker, is_short):
ftbot, client = botclient
patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short)
stoploss_mock = MagicMock()
cancel_mock = MagicMock()
ftbot.handle_onexchange_order = MagicMock()
mocker.patch.multiple(
EXMS,
markets=PropertyMock(return_value=markets),
fetch_ticker=ticker,
cancel_order=cancel_mock,
cancel_stoploss_order=stoploss_mock,
)
rc = client_post(client, f"{BASE_URI}/trades/10/reload")
assert_response(rc, 502)
assert 'Could not find trade with id 10.' in rc.json()['error']
assert ftbot.handle_onexchange_order.call_count == 0
create_mock_trades(fee, is_short=is_short)
Trade.commit()
rc = client_post(client, f"{BASE_URI}/trades/5/reload")
assert ftbot.handle_onexchange_order.call_count == 1
def test_api_logs(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/logs")
@@ -861,8 +890,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'best_pair_profit_ratio': expected['best_pair_profit_ratio'],
'best_rate': expected['best_rate'],
'first_trade_date': ANY,
'first_trade_humanized': ANY,
'first_trade_timestamp': ANY,
'latest_trade_date': '5 minutes ago',
'latest_trade_date': ANY,
'latest_trade_humanized': '5 minutes ago',
'latest_trade_timestamp': ANY,
'profit_all_coin': pytest.approx(expected['profit_all_coin']),
'profit_all_fiat': pytest.approx(expected['profit_all_fiat']),
@@ -1197,7 +1228,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
stake_amount=1,
open_rate=0.245441,
open_order_id="123456",
open_date=datetime.utcnow(),
open_date=datetime.now(timezone.utc),
is_open=False,
is_short=False,
fee_close=fee.return_value,
@@ -1659,137 +1690,140 @@ def test_sysinfo(botclient):
def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
ftbot, client = botclient
mocker.patch(f'{EXMS}.get_fee', fee)
try:
ftbot, client = botclient
mocker.patch(f'{EXMS}.get_fee', fee)
rc = client_get(client, f"{BASE_URI}/backtest")
# Backtest prevented in default mode
assert_response(rc, 502)
rc = client_get(client, f"{BASE_URI}/backtest")
# Backtest prevented in default mode
assert_response(rc, 502)
ftbot.config['runmode'] = RunMode.WEBSERVER
# Backtesting not started yet
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
ftbot.config['runmode'] = RunMode.WEBSERVER
# Backtesting not started yet
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_started'
assert not result['running']
assert result['status_msg'] == 'Backtest not yet executed'
assert result['progress'] == 0
result = rc.json()
assert result['status'] == 'not_started'
assert not result['running']
assert result['status_msg'] == 'Backtest not yet executed'
assert result['progress'] == 0
# Reset backtesting
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
ftbot.config['export'] = 'trades'
ftbot.config['backtest_cache'] = 'day'
ftbot.config['user_data_dir'] = Path(tmpdir)
ftbot.config['exportfilename'] = Path(tmpdir) / "backtest_results"
ftbot.config['exportfilename'].mkdir()
# Reset backtesting
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
ftbot.config['export'] = 'trades'
ftbot.config['backtest_cache'] = 'day'
ftbot.config['user_data_dir'] = Path(tmpdir)
ftbot.config['exportfilename'] = Path(tmpdir) / "backtest_results"
ftbot.config['exportfilename'].mkdir()
# start backtesting
data = {
"strategy": CURRENT_TEST_STRATEGY,
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,
"stake_amount": 100,
"dry_run_wallet": 1000,
"enable_protections": False
}
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc)
result = rc.json()
# start backtesting
data = {
"strategy": CURRENT_TEST_STRATEGY,
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,
"stake_amount": 100,
"dry_run_wallet": 1000,
"enable_protections": False
}
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['progress'] == 0
assert result['running']
assert result['status_msg'] == 'Backtest started'
assert result['status'] == 'running'
assert result['progress'] == 0
assert result['running']
assert result['status_msg'] == 'Backtest started'
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'ended'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
assert result['progress'] == 1
assert result['backtest_result']
result = rc.json()
assert result['status'] == 'ended'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
assert result['progress'] == 1
assert result['backtest_result']
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_running'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_running'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Simulate running backtest
ApiServer._bgtask_running = True
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'stopping'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Simulate running backtest
ApiBG.bgtask_running = True
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'stopping'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Get running backtest...
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['running']
assert result['step'] == "backtest"
assert result['status_msg'] == "Backtest running"
# Get running backtest...
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['running']
assert result['step'] == "backtest"
assert result['status_msg'] == "Backtest running"
# Try delete with task still running
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
# Try delete with task still running
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
# Post to backtest that's still running
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc, 502)
result = rc.json()
assert 'Bot Background task already running' in result['error']
# Post to backtest that's still running
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc, 502)
result = rc.json()
assert 'Bot Background task already running' in result['error']
ApiServer._bgtask_running = False
ApiBG.bgtask_running = False
# Rerun backtest (should get previous result)
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc)
result = rc.json()
assert log_has_re('Reusing result of previous backtest.*', caplog)
# Rerun backtest (should get previous result)
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc)
result = rc.json()
assert log_has_re('Reusing result of previous backtest.*', caplog)
data['stake_amount'] = 101
data['stake_amount'] = 101
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
side_effect=DependencyException('DeadBeef'))
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert log_has("Backtesting caused an error: DeadBeef", caplog)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
side_effect=DependencyException('DeadBeef'))
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert log_has("Backtesting caused an error: DeadBeef", caplog)
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'error'
assert 'Backtest failed' in result['status_msg']
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'error'
assert 'Backtest failed' in result['status_msg']
# Delete backtesting to avoid leakage since the backtest-object may stick around.
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
# Delete backtesting to avoid leakage since the backtest-object may stick around.
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
# Disallow base64 strategies
data['strategy'] = "xx:cHJpbnQoImhlbGxvIHdvcmxkIik="
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc, 500)
# Disallow base64 strategies
data['strategy'] = "xx:cHJpbnQoImhlbGxvIHdvcmxkIik="
rc = client_post(client, f"{BASE_URI}/backtest", data=data)
assert_response(rc, 500)
finally:
Backtesting.cleanup()
def test_api_backtest_history(botclient, mocker, testdatadir):