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Merge pull request #1330 from freqtrade/feat/diff_order_types

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Add support for different order types
This commit is contained in:
Matthias
2018-11-19 19:55:30 +01:00
committed by GitHub
parent 2ce13713fb b3e08831f7
commit d72e605cb7
13 changed files with 227 additions and 44 deletions
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1
freqtrade/tests/conftest.py
View File

@@ -30,6 +30,7 @@ def log_has(line, logs):
def patch_exchange(mocker, api_mock=None) -> None:
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value="Bittrex"))
mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value="bittrex"))
if api_mock:

108
freqtrade/tests/exchange/test_exchange.py
View File

@@ -355,6 +355,36 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
Exchange(default_conf)
def test_validate_order_types(default_conf, mocker):
api_mock = MagicMock()
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': True})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
Exchange(default_conf)
type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
Exchange(default_conf)
def test_validate_order_types_not_in_config(default_conf, mocker):
api_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
conf = copy.deepcopy(default_conf)
Exchange(conf)
def test_exchange_has(default_conf, mocker):
exchange = get_patched_exchange(mocker, default_conf)
assert not exchange.exchange_has('ASDFASDF')
@@ -373,7 +403,7 @@ def test_buy_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.buy(pair='ETH/BTC', rate=200, amount=1)
order = exchange.buy(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
assert 'id' in order
assert 'dry_run_buy_' in order['id']
@@ -381,47 +411,64 @@ def test_buy_dry_run(default_conf, mocker):
def test_buy_prod(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
api_mock.create_limit_buy_order = MagicMock(return_value={
order_type = 'market'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
}
})
default_conf['dry_run'] = False
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
order = exchange.buy(pair='ETH/BTC', rate=200, amount=1)
order = exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
api_mock.create_order.reset_mock()
order_type = 'limit'
order = exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'buy'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(DependencyException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(OperationalException):
api_mock.create_limit_buy_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.buy(pair='ETH/BTC', rate=200, amount=1)
exchange.buy(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
def test_sell_dry_run(default_conf, mocker):
default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf)
order = exchange.sell(pair='ETH/BTC', rate=200, amount=1)
order = exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
assert 'id' in order
assert 'dry_run_sell_' in order['id']
@@ -429,7 +476,8 @@ def test_sell_dry_run(default_conf, mocker):
def test_sell_prod(default_conf, mocker):
api_mock = MagicMock()
order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
api_mock.create_limit_sell_order = MagicMock(return_value={
order_type = 'market'
api_mock.create_order = MagicMock(return_value={
'id': order_id,
'info': {
'foo': 'bar'
@@ -438,32 +486,48 @@ def test_sell_prod(default_conf, mocker):
default_conf['dry_run'] = False
exchange = get_patched_exchange(mocker, default_conf, api_mock)
mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
order = exchange.sell(pair='ETH/BTC', rate=200, amount=1)
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert 'id' in order
assert 'info' in order
assert order['id'] == order_id
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] is None
api_mock.create_order.reset_mock()
order_type = 'limit'
order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
assert api_mock.create_order.call_args[0][1] == order_type
assert api_mock.create_order.call_args[0][2] == 'sell'
assert api_mock.create_order.call_args[0][3] == 1
assert api_mock.create_order.call_args[0][4] == 200
# test exception handling
with pytest.raises(DependencyException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InsufficientFunds)
api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(DependencyException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.InvalidOrder)
api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(TemporaryError):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.NetworkError)
api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
with pytest.raises(OperationalException):
api_mock.create_limit_sell_order = MagicMock(side_effect=ccxt.BaseError)
api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
exchange.sell(pair='ETH/BTC', rate=200, amount=1)
exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
def test_get_balance_dry_run(default_conf, mocker):

40
freqtrade/tests/strategy/test_strategy.py
View File

@@ -88,8 +88,8 @@ def test_load_strategy_invalid_directory(result, caplog):
def test_load_not_found_strategy():
strategy = StrategyResolver()
with pytest.raises(ImportError,
match=r'Impossible to load Strategy \'NotFoundStrategy\'.'
r' This class does not exist or contains Python code errors'):
match=r"Impossible to load Strategy 'NotFoundStrategy'."
r" This class does not exist or contains Python code errors"):
strategy._load_strategy(strategy_name='NotFoundStrategy', config={})
@@ -182,6 +182,42 @@ def test_strategy_override_process_only_new_candles(caplog):
) in caplog.record_tuples
def test_strategy_override_order_types(caplog):
caplog.set_level(logging.INFO)
order_types = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'limit'
}
config = {
'strategy': 'DefaultStrategy',
'order_types': order_types
}
resolver = StrategyResolver(config)
assert resolver.strategy.order_types
for method in ['buy', 'sell', 'stoploss']:
assert resolver.strategy.order_types[method] == order_types[method]
assert ('freqtrade.strategy.resolver',
logging.INFO,
"Override strategy 'order_types' with value in config file:"
" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}."
) in caplog.record_tuples
config = {
'strategy': 'DefaultStrategy',
'order_types': {'buy': 'market'}
}
# Raise error for invalid configuration
with pytest.raises(ImportError,
match=r"Impossible to load Strategy 'DefaultStrategy'. "
r"Order-types mapping is incomplete."):
StrategyResolver(config)
def test_deprecate_populate_indicators(result):
default_location = path.join(path.dirname(path.realpath(__file__)))
resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',

18
freqtrade/tests/test_freqtradebot.py
View File

@@ -553,7 +553,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order,
patch_get_signal(freqtrade)
freqtrade.create_trade()
rate, amount = buy_mock.call_args[0][1], buy_mock.call_args[0][2]
rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
assert rate * amount >= default_conf['stake_amount']
@@ -863,10 +863,10 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non
assert freqtrade.execute_buy(pair, stake_amount)
assert get_bid.call_count == 1
assert buy_mm.call_count == 1
call_args = buy_mm.call_args_list[0][0]
assert call_args[0] == pair
assert call_args[1] == bid
assert call_args[2] == stake_amount / bid
call_args = buy_mm.call_args_list[0][1]
assert call_args['pair'] == pair
assert call_args['rate'] == bid
assert call_args['amount'] == stake_amount / bid
# Test calling with price
fix_price = 0.06
@@ -875,10 +875,10 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non
assert get_bid.call_count == 1
assert buy_mm.call_count == 2
call_args = buy_mm.call_args_list[1][0]
assert call_args[0] == pair
assert call_args[1] == fix_price
assert call_args[2] == stake_amount / fix_price
call_args = buy_mm.call_args_list[1][1]
assert call_args['pair'] == pair
assert call_args['rate'] == fix_price
assert call_args['amount'] == stake_amount / fix_price
def test_process_maybe_execute_buy(mocker, default_conf) -> None: