mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-12-03 02:23:05 +00:00
Started some pytests for short and leverage
1 short test passes
This commit is contained in:
Sam Germain
@@ -7,12 +7,10 @@ from datetime import datetime, timedelta
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from functools import reduce
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from pathlib import Path
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from unittest.mock import MagicMock, Mock, PropertyMock
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import arrow
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import numpy as np
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import pytest
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from telegram import Chat, Message, Update
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from freqtrade import constants
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from freqtrade.commands import Arguments
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from freqtrade.data.converter import ohlcv_to_dataframe
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@@ -24,12 +22,8 @@ from freqtrade.persistence import LocalTrade, Trade, init_db
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from freqtrade.resolvers import ExchangeResolver
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from freqtrade.worker import Worker
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from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
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mock_trade_5, mock_trade_6)
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mock_trade_5, mock_trade_6, short_trade, leverage_trade)
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logging.getLogger('').setLevel(logging.INFO)
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# Do not mask numpy errors as warnings that no one read, raise the exсeption
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np.seterr(all='raise')
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@@ -63,13 +57,12 @@ def log_has_re(line, logs):
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def get_args(args):
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return Arguments(args).get_parsed_arg()
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# Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
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def get_mock_coro(return_value):
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async def mock_coro(*args, **kwargs):
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return return_value
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return Mock(wraps=mock_coro)
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@@ -92,7 +85,6 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
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if mock_markets:
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mocker.patch('freqtrade.exchange.Exchange.markets',
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PropertyMock(return_value=get_markets()))
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if api_mock:
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mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
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else:
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@@ -126,7 +118,6 @@ def patch_edge(mocker) -> None:
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# "LTC/BTC",
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# "XRP/BTC",
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# "NEO/BTC"
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mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
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return_value={
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'NEO/BTC': PairInfo(-0.20, 0.66, 3.71, 0.50, 1.71, 10, 25),
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@@ -140,7 +131,6 @@ def get_patched_edge(mocker, config) -> Edge:
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patch_edge(mocker)
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edge = Edge(config)
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return edge
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# Functions for recurrent object patching
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@@ -201,28 +191,24 @@ def create_mock_trades(fee, use_db: bool = True):
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Trade.query.session.add(trade)
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else:
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LocalTrade.add_bt_trade(trade)
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# Simulate dry_run entries
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trade = mock_trade_1(fee)
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add_trade(trade)
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trade = mock_trade_2(fee)
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add_trade(trade)
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trade = mock_trade_3(fee)
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add_trade(trade)
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trade = mock_trade_4(fee)
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add_trade(trade)
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trade = mock_trade_5(fee)
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add_trade(trade)
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trade = mock_trade_6(fee)
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add_trade(trade)
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# TODO-mg: Add margin trades
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# TODO: margin trades
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# trade = short_trade(fee)
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# add_trade(trade)
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# trade = leverage_trade(fee)
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# add_trade(trade)
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if use_db:
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Trade.query.session.flush()
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@@ -234,7 +220,6 @@ def patch_coingekko(mocker) -> None:
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:param mocker: mocker to patch coingekko class
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:return: None
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"""
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tickermock = MagicMock(return_value={'bitcoin': {'usd': 12345.0}, 'ethereum': {'usd': 12345.0}})
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listmock = MagicMock(return_value=[{'id': 'bitcoin', 'name': 'Bitcoin', 'symbol': 'btc',
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'website_slug': 'bitcoin'},
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@@ -245,14 +230,13 @@ def patch_coingekko(mocker) -> None:
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'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
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get_price=tickermock,
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get_coins_list=listmock,
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)
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@pytest.fixture(scope='function')
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def init_persistence(default_conf):
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init_db(default_conf['db_url'], default_conf['dry_run'])
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# TODO-mg: margin with leverage and/or borrowed?
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# TODO-mg: trade with leverage and/or borrowed?
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@pytest.fixture(scope="function")
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@@ -943,7 +927,6 @@ def limit_buy_order_canceled_empty(request):
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# Indirect fixture
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# Documentation:
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# https://docs.pytest.org/en/latest/example/parametrize.html#apply-indirect-on-particular-arguments
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exchange_name = request.param
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if exchange_name == 'ftx':
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return {
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@@ -1733,7 +1716,6 @@ def edge_conf(default_conf):
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"max_trade_duration_minute": 1440,
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"remove_pumps": False
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}
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return conf
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@@ -1791,12 +1773,9 @@ def import_fails() -> None:
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if name in ["filelock", 'systemd.journal', 'uvloop']:
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raise ImportError(f"No module named '{name}'")
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return realimport(name, *args, **kwargs)
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builtins.__import__ = mockedimport
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# Run test - then cleanup
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yield
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# restore previous importfunction
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builtins.__import__ = realimport
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@@ -2081,101 +2060,79 @@ def saved_hyperopt_results():
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'is_best': False
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}
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]
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for res in hyperopt_res:
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res['results_metrics']['holding_avg_s'] = res['results_metrics']['holding_avg'
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].total_seconds()
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return hyperopt_res
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# * Margin Tests
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@pytest.fixture
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def leveraged_fee():
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return
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def ten_minutes_ago():
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return datetime.utcnow() - timedelta(hours=0, minutes=10)
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@pytest.fixture
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def short_fee():
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return
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@pytest.fixture
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def ticker_short():
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return
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@pytest.fixture
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def ticker_exit_short_up():
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return
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@pytest.fixture
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def ticker_exit_short_down():
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return
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@pytest.fixture
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def leveraged_markets():
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return
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def five_hours_ago():
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return datetime.utcnow() - timedelta(hours=1, minutes=0)
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@pytest.fixture(scope='function')
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def limit_short_order_open():
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return
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@pytest.fixture(scope='function')
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def limit_short_order(limit_short_order_open):
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return
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@pytest.fixture(scope='function')
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def market_short_order():
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return
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@pytest.fixture
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def market_short_exit_order():
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return
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@pytest.fixture
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def limit_short_order_old():
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return
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@pytest.fixture
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def limit_exit_short_order_old():
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return
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@pytest.fixture
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def limit_short_order_old_partial():
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return
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@pytest.fixture
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def limit_short_order_old_partial_canceled(limit_short_order_old_partial):
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return
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@pytest.fixture(scope='function')
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def limit_short_order_canceled_empty(request):
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return
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return {
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'id': 'mocked_limit_short',
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'type': 'limit',
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'side': 'sell',
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'symbol': 'mocked',
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'datetime': arrow.utcnow().isoformat(),
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'timestamp': arrow.utcnow().int_timestamp,
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'price': 0.00001173,
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'amount': 90.99181073,
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'borrowed': 90.99181073,
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'filled': 0.0,
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'cost': 0.00106733393,
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'remaining': 90.99181073,
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'status': 'open',
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'is_short': True
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}
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@pytest.fixture
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def limit_exit_short_order_open():
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return
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return {
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'id': 'mocked_limit_exit_short',
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'type': 'limit',
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'side': 'buy',
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'pair': 'mocked',
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'datetime': arrow.utcnow().isoformat(),
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'timestamp': arrow.utcnow().int_timestamp,
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'price': 0.00001099,
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'amount': 90.99181073,
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'filled': 0.0,
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'remaining': 90.99181073,
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'status': 'open'
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}
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@pytest.fixture(scope='function')
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def limit_short_order(limit_short_order_open):
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order = deepcopy(limit_short_order_open)
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order['status'] = 'closed'
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order['filled'] = order['amount']
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order['remaining'] = 0.0
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return order
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@pytest.fixture
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def limit_exit_short_order(limit_sell_order_open):
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return
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def limit_exit_short_order(limit_exit_short_order_open):
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order = deepcopy(limit_exit_short_order_open)
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order['remaining'] = 0.0
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order['filled'] = order['amount']
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order['status'] = 'closed'
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return order
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@pytest.fixture
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def short_order_fee():
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return
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def interest_rate():
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return MagicMock(return_value=0.0005)
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