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Merge branch 'develop' into feat/pairlistconfig

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Matthias
2023-04-27 20:40:55 +02:00
parent 877d53f439 2a9e50a6a9
commit 8e0788cf5f
47 changed files with 871 additions and 574 deletions
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10
tests/conftest.py
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@@ -3,7 +3,7 @@ import json
import logging
import re
from copy import deepcopy
from datetime import datetime, timedelta
from datetime import timedelta
from pathlib import Path
from typing import Optional
from unittest.mock import MagicMock, Mock, PropertyMock
@@ -12,7 +12,6 @@ import arrow
import numpy as np
import pandas as pd
import pytest
from telegram import Chat, Message, Update
from freqtrade import constants
from freqtrade.commands import Arguments
@@ -550,13 +549,6 @@ def get_default_conf_usdt(testdatadir):
return configuration
@pytest.fixture
def update():
_update = Update(0)
_update.message = Message(0, datetime.utcnow(), Chat(0, 0))
return _update
@pytest.fixture
def fee():
return MagicMock(return_value=0.0025)

5
tests/optimize/test_optimize_reports.py
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@@ -9,7 +9,7 @@ import pytest
from arrow import Arrow
from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
from freqtrade.data import history
from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
load_backtest_stats)
@@ -470,6 +470,9 @@ def test__get_resample_from_period():
with pytest.raises(ValueError, match=r"Period noooo is not supported."):
_get_resample_from_period('noooo')
for period in BACKTEST_BREAKDOWNS:
assert isinstance(_get_resample_from_period(period), str)
def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
filename = testdatadir / "backtest_results/backtest-result.json"

14
tests/persistence/test_migrations.py
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@@ -1,15 +1,18 @@
# pragma pylint: disable=missing-docstring, C0103
import logging
from importlib import import_module
from pathlib import Path
from unittest.mock import MagicMock
import pytest
from sqlalchemy import create_engine, select, text
from sqlalchemy.schema import CreateTable
from freqtrade.constants import DEFAULT_DB_PROD_URL
from freqtrade.enums import TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.persistence import Trade, init_db
from freqtrade.persistence.base import ModelBase
from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
from freqtrade.persistence.models import PairLock
from tests.conftest import log_has
@@ -411,3 +414,14 @@ def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
assert len(pairlocks) == 1
pairlocks[0].pair == 'ETH/BTC'
pairlocks[0].side == '*'
@pytest.mark.parametrize('dialect', [
'sqlite', 'postgresql', 'mysql', 'oracle', 'mssql',
])
def test_create_table_compiles(dialect):
dialect_mod = import_module(f"sqlalchemy.dialects.{dialect}")
for table in ModelBase.metadata.tables.values():
create_sql = str(CreateTable(table).compile(dialect=dialect_mod.dialect()))
assert 'CREATE TABLE' in create_sql

18
tests/persistence/test_persistence.py
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@@ -2481,7 +2481,7 @@ def test_select_filled_orders(fee):
@pytest.mark.usefixtures("init_persistence")
def test_order_to_ccxt(limit_buy_order_open):
def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy')
order.ft_trade_id = 1
@@ -2495,11 +2495,23 @@ def test_order_to_ccxt(limit_buy_order_open):
del raw_order['fee']
del raw_order['datetime']
del raw_order['info']
assert raw_order['stopPrice'] is None
del raw_order['stopPrice']
assert raw_order.get('stopPrice') is None
raw_order.pop('stopPrice', None)
del limit_buy_order_open['datetime']
assert raw_order == limit_buy_order_open
order1 = Order.parse_from_ccxt_object(limit_sell_order_usdt_open, 'mocked', 'sell')
order1.ft_order_side = 'stoploss'
order1.stop_price = order1.price * 0.9
order1.ft_trade_id = 1
order1.session.add(order1)
Order.session.commit()
order_resp1 = Order.order_by_id(limit_sell_order_usdt_open['id'])
raw_order1 = order_resp1.to_ccxt_object()
assert raw_order1.get('stopPrice') is not None
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('data', [

18
tests/rpc/test_rpc.py
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@@ -546,51 +546,67 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
'free': 10.0,
'balance': 12.0,
'used': 2.0,
'bot_owned': 9.9, # available stake - reducing by reserved amount
'est_stake': 10.0, # In futures mode, "free" is used here.
'est_stake_bot': 9.9,
'stake': 'BTC',
'is_position': False,
'leverage': 1.0,
'position': 0.0,
'side': 'long',
'is_bot_managed': True,
},
{
'free': 1.0,
'balance': 5.0,
'currency': 'ETH',
'bot_owned': 0,
'est_stake': 0.30794,
'est_stake_bot': 0,
'used': 4.0,
'stake': 'BTC',
'is_position': False,
'leverage': 1.0,
'position': 0.0,
'side': 'long',
'is_bot_managed': False,
},
{
'free': 5.0,
'balance': 10.0,
'currency': 'USDT',
'bot_owned': 0,
'est_stake': 0.0011562404610161968,
'est_stake_bot': 0,
'used': 5.0,
'stake': 'BTC',
'is_position': False,
'leverage': 1.0,
'position': 0.0,
'side': 'long',
'is_bot_managed': False,
},
{
'free': 0.0,
'balance': 0.0,
'currency': 'ETH/USDT:USDT',
'est_stake': 20,
'est_stake_bot': 20,
'used': 0,
'stake': 'BTC',
'is_position': True,
'leverage': 5.0,
'position': 1000.0,
'side': 'short',
'is_bot_managed': True,
}
]
assert pytest.approx(result['total_bot']) == 29.9
assert pytest.approx(result['total']) == 30.309096
assert result['starting_capital'] == 10
# Very high starting capital ratio, because the futures position really has the wrong unit.
# TODO: improve this test (see comment above)
assert result['starting_capital_ratio'] == pytest.approx(1.98999999)
def test_rpc_start(mocker, default_conf) -> None:

13
tests/rpc/test_rpc_apiserver.py
View File

@@ -283,7 +283,7 @@ def test_api__init__(default_conf, mocker):
"username": "TestUser",
"password": "testPass",
}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init')
mocker.patch('freqtrade.rpc.api_server.webserver.ApiServer.start_api', MagicMock())
apiserver = ApiServer(default_conf)
apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
@@ -341,7 +341,7 @@ def test_api_run(default_conf, mocker, caplog):
"username": "TestUser",
"password": "testPass",
}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init')
server_inst_mock = MagicMock()
server_inst_mock.run_in_thread = MagicMock()
@@ -419,7 +419,7 @@ def test_api_cleanup(default_conf, mocker, caplog):
"username": "TestUser",
"password": "testPass",
}})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
mocker.patch('freqtrade.rpc.telegram.Telegram._init')
server_mock = MagicMock()
server_mock.cleanup = MagicMock()
@@ -480,13 +480,18 @@ def test_api_balance(botclient, mocker, rpc_balance, tickers):
'free': 12.0,
'balance': 12.0,
'used': 0.0,
'bot_owned': pytest.approx(11.879999),
'est_stake': 12.0,
'est_stake_bot': pytest.approx(11.879999),
'stake': 'BTC',
'is_position': False,
'leverage': 1.0,
'position': 0.0,
'side': 'long',
'is_bot_managed': True,
}
assert response['total'] == 12.159513094
assert response['total_bot'] == pytest.approx(11.879999)
assert 'starting_capital' in response
assert 'starting_capital_fiat' in response
assert 'starting_capital_pct' in response
@@ -1895,7 +1900,7 @@ def test_api_ws_send_msg(default_conf, mocker, caplog):
"password": _TEST_PASS,
"ws_token": _TEST_WS_TOKEN
}})
mocker.patch('freqtrade.rpc.telegram.Updater')
mocker.patch('freqtrade.rpc.telegram.Telegram._init')
mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api')
apiserver = ApiServer(default_conf)
apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))

523
tests/rpc/test_rpc_telegram.py
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25
tests/rpc/test_rpc_webhook.py
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@@ -17,6 +17,10 @@ def get_webhook_dict() -> dict:
"enabled": True,
"url": "https://maker.ifttt.com/trigger/freqtrade_test/with/key/c764udvJ5jfSlswVRukZZ2/",
"webhookentry": {
# Intentionally broken, as "entry" should have priority.
"value1": "Buying {pair55555}",
},
"entry": {
"value1": "Buying {pair}",
"value2": "limit {limit:8f}",
"value3": "{stake_amount:8f} {stake_currency}",
@@ -89,15 +93,15 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookentry"]["value1"].format(**msg))
default_conf["webhook"]["entry"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookentry"]["value2"].format(**msg))
default_conf["webhook"]["entry"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookentry"]["value3"].format(**msg))
default_conf["webhook"]["entry"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookentry"]["value4"].format(**msg))
default_conf["webhook"]["entry"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookentry"]["value5"].format(**msg))
default_conf["webhook"]["entry"]["value5"].format(**msg))
# Test short
msg_mock.reset_mock()
@@ -116,15 +120,15 @@ def test_send_msg_webhook(default_conf, mocker):
webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1
assert (msg_mock.call_args[0][0]["value1"] ==
default_conf["webhook"]["webhookentry"]["value1"].format(**msg))
default_conf["webhook"]["entry"]["value1"].format(**msg))
assert (msg_mock.call_args[0][0]["value2"] ==
default_conf["webhook"]["webhookentry"]["value2"].format(**msg))
default_conf["webhook"]["entry"]["value2"].format(**msg))
assert (msg_mock.call_args[0][0]["value3"] ==
default_conf["webhook"]["webhookentry"]["value3"].format(**msg))
default_conf["webhook"]["entry"]["value3"].format(**msg))
assert (msg_mock.call_args[0][0]["value4"] ==
default_conf["webhook"]["webhookentry"]["value4"].format(**msg))
default_conf["webhook"]["entry"]["value4"].format(**msg))
assert (msg_mock.call_args[0][0]["value5"] ==
default_conf["webhook"]["webhookentry"]["value5"].format(**msg))
default_conf["webhook"]["entry"]["value5"].format(**msg))
# Test buy cancel
msg_mock.reset_mock()
@@ -328,6 +332,7 @@ def test_send_msg_webhook(default_conf, mocker):
def test_exception_send_msg(default_conf, mocker, caplog):
default_conf["webhook"] = get_webhook_dict()
del default_conf["webhook"]["entry"]
del default_conf["webhook"]["webhookentry"]
webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)

63
tests/test_freqtradebot.py
View File

@@ -2107,6 +2107,7 @@ def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
@@ -2115,12 +2116,33 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
mocker.patch(f'{EXMS}.fetch_order', return_value=limit_order[entry_side(is_short)])
mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[])
# TODO: should not be magicmock
trade = MagicMock()
trade.is_short = is_short
trade.open_order_id = '123'
trade.open_fee = 0.001
order_id = '123'
trade = Trade(
open_order_id=order_id,
pair='ETH/USDT',
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=arrow.utcnow().datetime,
stake_amount=0.01,
amount=11,
exchange="binance",
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=entry_side(is_short),
price=0.01,
ft_pair=trade.pair,
ft_amount=trade.amount,
ft_price=trade.open_rate,
order_id=order_id,
))
Trade.session.add(trade)
Trade.commit()
trades = [trade]
freqtrade.wallets.update()
n = freqtrade.exit_positions(trades)
assert n == 0
# Test amount not modified by fee-logic
@@ -2133,17 +2155,40 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog
assert gra.call_count == 0
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short", [False, True])
def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog, is_short) -> None:
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
order = limit_order[entry_side(is_short)]
mocker.patch(f'{EXMS}.fetch_order', return_value=order)
# TODO: should not be magicmock
trade = MagicMock()
trade.is_short = is_short
order_id = '123'
trade = Trade(
open_order_id=order_id,
pair='ETH/USDT',
fee_open=0.001,
fee_close=0.001,
open_rate=0.01,
open_date=arrow.utcnow().datetime,
stake_amount=0.01,
amount=11,
exchange="binance",
is_short=is_short,
leverage=1,
)
trade.orders.append(Order(
ft_order_side=entry_side(is_short),
price=0.01,
ft_pair=trade.pair,
ft_amount=trade.amount,
ft_price=trade.open_rate,
order_id=order_id,
))
trade.open_order_id = None
trade.pair = 'ETH/USDT'
Trade.session.add(trade)
Trade.commit()
freqtrade.wallets.update()
trades = [trade]
# Test raise of DependencyException exception