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Merge branch 'develop' into startup-time

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This commit is contained in:
Meng Xiangzhuo
2024-10-04 08:38:55 +08:00
parent 9c28a6ff4a 137db2c86c
commit 66605e91aa
36 changed files with 2902 additions and 1472 deletions
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4
tests/conftest_trades.py
View File

@@ -38,7 +38,7 @@ def mock_trade_1(fee, is_short: bool):
trade = Trade(
pair="ETH/BTC",
stake_amount=0.001,
amount=123.0,
amount=50.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
@@ -201,7 +201,7 @@ def mock_trade_4(fee, is_short: bool):
trade = Trade(
pair="ETC/BTC",
stake_amount=0.001,
amount=123.0,
amount=0.0,
amount_requested=124.0,
fee_open=fee.return_value,
fee_close=fee.return_value,

2
tests/conftest_trades_usdt.py
View File

@@ -224,7 +224,7 @@ def mock_trade_usdt_4(fee, is_short: bool):
trade = Trade(
pair="NEO/USDT",
stake_amount=20.0,
amount=10.0,
amount=0.0,
amount_requested=10.01,
fee_open=fee.return_value,
fee_close=fee.return_value,

115
tests/exchange/test_binance.py
View File

@@ -7,6 +7,7 @@ import pytest
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
from freqtrade.persistence import Trade
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -171,59 +172,101 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
@pytest.mark.parametrize(
"is_short, trading_mode, margin_mode, wallet_balance, "
"mm_ex_1, upnl_ex_1, maintenance_amt, amount, open_rate, "
"pair, is_short, trading_mode, margin_mode, wallet_balance, "
"maintenance_amt, amount, open_rate, open_trades,"
"mm_ratio, expected",
[
(
"ETH/USDT:USDT",
False,
"futures",
"isolated",
1535443.01,
0.0,
0.0,
135365.00,
3683.979,
1456.84,
[],
0.10,
1114.78,
),
(
"ETH/USDT:USDT",
False,
"futures",
"isolated",
1535443.01,
0.0,
0.0,
16300.000,
109.488,
32481.980,
[],
0.025,
18778.73,
),
(
"ETH/USDT:USDT",
False,
"futures",
"cross",
1535443.01,
71200.81144,
-56354.57,
135365.00,
3683.979,
1456.84,
3683.979, # amount
1456.84, # open_rate
[
{
# From calc example
"pair": "BTC/USDT:USDT",
"open_rate": 32481.98,
"amount": 109.488,
"stake_amount": 3556387.02624, # open_rate * amount
"mark_price": 31967.27,
"mm_ratio": 0.025,
"maintenance_amt": 16300.0,
},
{
# From calc example
"pair": "ETH/USDT:USDT",
"open_rate": 1456.84,
"amount": 3683.979,
"stake_amount": 5366967.96,
"mark_price": 1335.18,
"mm_ratio": 0.10,
"maintenance_amt": 135365.00,
},
],
0.10,
1153.26,
),
(
"BTC/USDT:USDT",
False,
"futures",
"cross",
1535443.01,
356512.508,
-448192.89,
16300.000,
109.488,
32481.980,
16300.0,
109.488, # amount
32481.980, # open_rate
[
{
# From calc example
"pair": "BTC/USDT:USDT",
"open_rate": 32481.98,
"amount": 109.488,
"stake_amount": 3556387.02624, # open_rate * amount
"mark_price": 31967.27,
"mm_ratio": 0.025,
"maintenance_amt": 16300.0,
},
{
# From calc example
"pair": "ETH/USDT:USDT",
"open_rate": 1456.84,
"amount": 3683.979,
"stake_amount": 5366967.96,
"mark_price": 1335.18,
"mm_ratio": 0.10,
"maintenance_amt": 135365.00,
},
],
0.025,
26316.89,
),
@@ -232,15 +275,15 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
def test_liquidation_price_binance(
mocker,
default_conf,
open_rate,
pair,
is_short,
trading_mode,
margin_mode,
wallet_balance,
mm_ex_1,
upnl_ex_1,
maintenance_amt,
amount,
open_rate,
open_trades,
mm_ratio,
expected,
):
@@ -248,20 +291,48 @@ def test_liquidation_price_binance(
default_conf["margin_mode"] = margin_mode
default_conf["liquidation_buffer"] = 0.0
exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
def get_maint_ratio(pair_, stake_amount):
if pair_ != pair:
oc = [c for c in open_trades if c["pair"] == pair_][0]
return oc["mm_ratio"], oc["maintenance_amt"]
return mm_ratio, maintenance_amt
def fetch_funding_rates(*args, **kwargs):
return {
t["pair"]: {
"symbol": t["pair"],
"markPrice": t["mark_price"],
}
for t in open_trades
}
exchange.get_maintenance_ratio_and_amt = get_maint_ratio
exchange.fetch_funding_rates = fetch_funding_rates
open_trade_objects = [
Trade(
pair=t["pair"],
open_rate=t["open_rate"],
amount=t["amount"],
stake_amount=t["stake_amount"],
fee_open=0,
)
for t in open_trades
]
assert (
pytest.approx(
round(
exchange.get_liquidation_price(
pair="DOGE/USDT",
pair=pair,
open_rate=open_rate,
is_short=is_short,
wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1,
upnl_ex_1=upnl_ex_1,
amount=amount,
stake_amount=open_rate * amount,
leverage=5,
open_trades=open_trade_objects,
),
2,
)

4
tests/exchange/test_exchange.py
View File

@@ -5524,8 +5524,6 @@ def test_liquidation_price_is_none(
stake_amount=open_rate * 71200.81144,
leverage=5,
wallet_balance=-56354.57,
mm_ex_1=0.10,
upnl_ex_1=0.0,
)
is None
)
@@ -6011,6 +6009,7 @@ def test_get_liquidation_price1(mocker, default_conf):
stake_amount=18.884 * 0.8,
leverage=leverage,
wallet_balance=18.884 * 0.8,
open_trades=[],
)
@@ -6141,6 +6140,7 @@ def test_get_liquidation_price(
wallet_balance=amount * open_rate / leverage,
leverage=leverage,
is_short=is_short,
open_trades=[],
)
if expected_liq is None:
assert liq is None

2
tests/exchange_online/test_ccxt_compat.py
View File

@@ -457,6 +457,7 @@ class TestCCXTExchange:
stake_amount=100,
leverage=5,
wallet_balance=100,
open_trades=[],
)
assert isinstance(liquidation_price, float)
assert liquidation_price >= 0.0
@@ -469,6 +470,7 @@ class TestCCXTExchange:
stake_amount=100,
leverage=5,
wallet_balance=100,
open_trades=[],
)
assert isinstance(liquidation_price, float)
assert liquidation_price >= 0.0

57
tests/leverage/test_update_liquidation_price.py Normal file
View File

@@ -0,0 +1,57 @@
from unittest.mock import MagicMock
import pytest
from freqtrade.enums.marginmode import MarginMode
from freqtrade.leverage.liquidation_price import update_liquidation_prices
@pytest.mark.parametrize("dry_run", [False, True])
@pytest.mark.parametrize("margin_mode", [MarginMode.CROSS, MarginMode.ISOLATED])
def test_update_liquidation_prices(mocker, margin_mode, dry_run):
# Heavily mocked test - Only testing the logic of the function
# update liquidation price for trade in isolated mode
# update liquidation price for all trades in cross mode
exchange = MagicMock()
exchange.margin_mode = margin_mode
wallets = MagicMock()
trade_mock = MagicMock()
mocker.patch("freqtrade.persistence.Trade.get_open_trades", return_value=[trade_mock])
update_liquidation_prices(
trade=trade_mock,
exchange=exchange,
wallets=wallets,
stake_currency="USDT",
dry_run=dry_run,
)
assert trade_mock.set_liquidation_price.call_count == 1
assert wallets.get_total.call_count == (
0 if margin_mode == MarginMode.ISOLATED or not dry_run else 1
)
# Test with multiple trades
trade_mock.reset_mock()
trade_mock_2 = MagicMock()
mocker.patch(
"freqtrade.persistence.Trade.get_open_trades", return_value=[trade_mock, trade_mock_2]
)
update_liquidation_prices(
trade=trade_mock,
exchange=exchange,
wallets=wallets,
stake_currency="USDT",
dry_run=dry_run,
)
# Trade2 is only updated in cross mode
assert trade_mock_2.set_liquidation_price.call_count == (
1 if margin_mode == MarginMode.CROSS else 0
)
assert trade_mock.set_liquidation_price.call_count == 1
assert wallets.call_count == 0 if not dry_run else 1

4
tests/rpc/test_rpc_apiserver.py
View File

@@ -1269,7 +1269,7 @@ def test_api_mix_tag(botclient, fee):
@pytest.mark.parametrize(
"is_short,current_rate,open_trade_value",
[(True, 1.098e-05, 15.0911775), (False, 1.099e-05, 15.1668225)],
[(True, 1.098e-05, 6.134625), (False, 1.099e-05, 6.165375)],
)
def test_api_status(
botclient, mocker, ticker, fee, markets, is_short, current_rate, open_trade_value
@@ -1294,7 +1294,7 @@ def test_api_status(
assert_response(rc)
assert len(rc.json()) == 4
assert rc.json()[0] == {
"amount": 123.0,
"amount": 50.0,
"amount_requested": 123.0,
"close_date": None,
"close_timestamp": None,

13
tests/test_wallets.py
View File

@@ -362,7 +362,8 @@ def test_sync_wallet_dry(mocker, default_conf_usdt, fee):
assert len(freqtrade.wallets._wallets) == 5
assert len(freqtrade.wallets._positions) == 0
bal = freqtrade.wallets.get_all_balances()
assert bal["NEO"].total == 10
# NEO trade is not filled yet.
assert bal["NEO"].total == 0
assert bal["XRP"].total == 10
assert bal["LTC"].total == 2
usdt_bal = bal["USDT"]
@@ -410,11 +411,11 @@ def test_sync_wallet_futures_dry(mocker, default_conf, fee):
def test_check_exit_amount(mocker, default_conf, fee):
freqtrade = get_patched_freqtradebot(mocker, default_conf)
update_mock = mocker.patch("freqtrade.wallets.Wallets.update")
total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=123)
total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=50.0)
create_mock_trades(fee, is_short=None)
trade = Trade.session.scalars(select(Trade)).first()
assert trade.amount == 123
assert trade.amount == 50.0
assert freqtrade.wallets.check_exit_amount(trade) is True
assert update_mock.call_count == 0
@@ -423,7 +424,7 @@ def test_check_exit_amount(mocker, default_conf, fee):
update_mock.reset_mock()
# Reduce returned amount to below the trade amount - which should
# trigger a wallet update and return False, triggering "order refinding"
total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=100)
total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=40)
assert freqtrade.wallets.check_exit_amount(trade) is False
assert update_mock.call_count == 1
assert total_mock.call_count == 2
@@ -433,12 +434,12 @@ def test_check_exit_amount_futures(mocker, default_conf, fee):
default_conf["trading_mode"] = "futures"
default_conf["margin_mode"] = "isolated"
freqtrade = get_patched_freqtradebot(mocker, default_conf)
total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=123)
total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=50)
create_mock_trades(fee, is_short=None)
trade = Trade.session.scalars(select(Trade)).first()
trade.trading_mode = "futures"
assert trade.amount == 123
assert trade.amount == 50
assert freqtrade.wallets.check_exit_amount(trade) is True
assert total_mock.call_count == 0