diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 63a0b7468..191a10d1c 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -23,8 +23,8 @@ jobs: runs-on: ${{ matrix.os }} strategy: matrix: - os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ] - python-version: ["3.8", "3.9", "3.10"] + os: [ ubuntu-20.04, ubuntu-22.04 ] + python-version: ["3.8", "3.9", "3.10", "3.11"] steps: - uses: actions/checkout@v3 @@ -90,14 +90,14 @@ jobs: freqtrade create-userdir --userdir user_data freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all - - name: Flake8 - run: | - flake8 - - name: Sort imports (isort) run: | isort --check . + - name: Run Ruff + run: | + ruff check --format=github . + - name: Mypy run: | mypy freqtrade scripts tests @@ -115,7 +115,7 @@ jobs: strategy: matrix: os: [ macos-latest ] - python-version: ["3.8", "3.9", "3.10"] + python-version: ["3.8", "3.9", "3.10", "3.11"] steps: - uses: actions/checkout@v3 @@ -186,14 +186,14 @@ jobs: freqtrade create-userdir --userdir user_data freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all - - name: Flake8 - run: | - flake8 - - name: Sort imports (isort) run: | isort --check . + - name: Run Ruff + run: | + ruff check --format=github . + - name: Mypy run: | mypy freqtrade scripts @@ -212,7 +212,7 @@ jobs: strategy: matrix: os: [ windows-latest ] - python-version: ["3.8", "3.9", "3.10"] + python-version: ["3.8", "3.9", "3.10", "3.11"] steps: - uses: actions/checkout@v3 @@ -248,9 +248,9 @@ jobs: freqtrade create-userdir --userdir user_data freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all - - name: Flake8 + - name: Run Ruff run: | - flake8 + ruff check --format=github . - name: Mypy run: | diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 529140572..565eb96f7 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -8,16 +8,17 @@ repos: # stages: [push] - repo: https://github.com/pre-commit/mirrors-mypy - rev: "v0.991" + rev: "v1.0.1" hooks: - id: mypy exclude: build_helpers additional_dependencies: - - types-cachetools==5.3.0.0 + - types-cachetools==5.3.0.4 - types-filelock==3.2.7 - - types-requests==2.28.11.12 - - types-tabulate==0.9.0.0 - - types-python-dateutil==2.8.19.6 + - types-requests==2.28.11.15 + - types-tabulate==0.9.0.1 + - types-python-dateutil==2.8.19.9 + - SQLAlchemy==2.0.4 # stages: [push] - repo: https://github.com/pycqa/isort @@ -27,6 +28,12 @@ repos: name: isort (python) # stages: [push] + - repo: https://github.com/charliermarsh/ruff-pre-commit + # Ruff version. + rev: 'v0.0.251' + hooks: + - id: ruff + - repo: https://github.com/pre-commit/pre-commit-hooks rev: v4.4.0 hooks: diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index b4e0bc024..040aae39c 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -45,16 +45,17 @@ pytest tests/test_.py::test_ ### 2. Test if your code is PEP8 compliant -#### Run Flake8 +#### Run Ruff ```bash -flake8 freqtrade tests scripts +ruff . ``` -We receive a lot of code that fails the `flake8` checks. +We receive a lot of code that fails the `ruff` checks. To help with that, we encourage you to install the git pre-commit -hook that will warn you when you try to commit code that fails these checks. -Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html). +hook that will warn you when you try to commit code that fails these checks. + +you can manually run pre-commit with `pre-commit run -a`. ##### Additional styles applied diff --git a/build_helpers/pre_commit_update.py b/build_helpers/pre_commit_update.py index 8724d8ade..e6b47d100 100644 --- a/build_helpers/pre_commit_update.py +++ b/build_helpers/pre_commit_update.py @@ -8,12 +8,17 @@ import yaml pre_commit_file = Path('.pre-commit-config.yaml') require_dev = Path('requirements-dev.txt') +require = Path('requirements.txt') with require_dev.open('r') as rfile: requirements = rfile.readlines() +with require.open('r') as rfile: + requirements.extend(rfile.readlines()) + # Extract types only -type_reqs = [r.strip('\n') for r in requirements if r.startswith('types-')] +type_reqs = [r.strip('\n') for r in requirements if r.startswith( + 'types-') or r.startswith('SQLAlchemy')] with pre_commit_file.open('r') as file: f = yaml.load(file, Loader=yaml.FullLoader) diff --git a/config_examples/config_freqai.example.json b/config_examples/config_freqai.example.json index 645c30227..65a93379e 100644 --- a/config_examples/config_freqai.example.json +++ b/config_examples/config_freqai.example.json @@ -48,7 +48,7 @@ ], "freqai": { "enabled": true, - "purge_old_models": true, + "purge_old_models": 2, "train_period_days": 15, "backtest_period_days": 7, "live_retrain_hours": 0, diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md index 93a2025ed..54d489aa1 100644 --- a/docs/advanced-setup.md +++ b/docs/advanced-setup.md @@ -192,7 +192,7 @@ $RepeatedMsgReduction on ### Logging to journald -This needs the `systemd` python package installed as the dependency, which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows. +This needs the `cysystemd` python package installed as dependency (`pip install cysystemd`), which is not available on Windows. Hence, the whole journald logging functionality is not available for a bot running on Windows. To send Freqtrade log messages to `journald` system service use the `--logfile` command line option with the value in the following format: diff --git a/docs/deprecated.md b/docs/deprecated.md index 3b5b28b81..6719ce56d 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -74,3 +74,8 @@ Webhook terminology changed from "sell" to "exit", and from "buy" to "entry", re * `webhooksell`, `webhookexit` -> `exit` * `webhooksellfill`, `webhookexitfill` -> `exit_fill` * `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel` + + +## Removal of `populate_any_indicators` + +version 2023.3 saw the removal of `populate_any_indicators` in favor of split methods for feature engineering and targets. Please read the [migration document](strategy_migration.md#freqai-strategy) for full details. diff --git a/docs/developer.md b/docs/developer.md index 0546c20e9..1bc75551f 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -24,7 +24,7 @@ This will spin up a local server (usually on port 8000) so you can see if everyt To configure a development environment, you can either use the provided [DevContainer](#devcontainer-setup), or use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ". Alternatively (e.g. if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`. -This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`. +This will install all required tools for development, including `pytest`, `ruff`, `mypy`, and `coveralls`. Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing. This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine. diff --git a/docs/faq.md b/docs/faq.md index bcceaf898..b52a77c6b 100644 --- a/docs/faq.md +++ b/docs/faq.md @@ -2,7 +2,7 @@ ## Supported Markets -Freqtrade supports spot trading only. +Freqtrade supports spot trading, as well as (isolated) futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges. ### Can my bot open short positions? @@ -248,8 +248,26 @@ The Edge module is mostly a result of brainstorming of [@mishaker](https://githu You can find further info on expectancy, win rate, risk management and position size in the following sources: - https://www.tradeciety.com/ultimate-math-guide-for-traders/ -- http://www.vantharp.com/tharp-concepts/expectancy.asp - https://samuraitradingacademy.com/trading-expectancy/ - https://www.learningmarkets.com/determining-expectancy-in-your-trading/ -- http://www.lonestocktrader.com/make-money-trading-positive-expectancy/ +- https://www.lonestocktrader.com/make-money-trading-positive-expectancy/ - https://www.babypips.com/trading/trade-expectancy-matter + +## Official channels + +Freqtrade is using exclusively the following official channels: + +* [Freqtrade discord server](https://discord.gg/p7nuUNVfP7) +* [Freqtrade documentation (https://freqtrade.io)](https://freqtrade.io) +* [Freqtrade github organization](https://github.com/freqtrade) + +Nobody affiliated with the freqtrade project will ask you about your exchange keys or anything else exposing your funds to exploitation. +Should you be asked to expose your exchange keys or send funds to some random wallet, then please don't follow these instructions. + +Failing to follow these guidelines will not be responsibility of freqtrade. + +## "Freqtrade token" + +Freqtrade does not have a Crypto token offering. + +Token offerings you find on the internet referring Freqtrade, FreqAI or freqUI must be considered to be a scam, trying to exploit freqtrade's popularity for their own, nefarious gains. diff --git a/docs/freqai-configuration.md b/docs/freqai-configuration.md index 88415bf59..886dc2338 100644 --- a/docs/freqai-configuration.md +++ b/docs/freqai-configuration.md @@ -9,7 +9,7 @@ FreqAI is configured through the typical [Freqtrade config file](configuration.m ```json "freqai": { "enabled": true, - "purge_old_models": true, + "purge_old_models": 2, "train_period_days": 30, "backtest_period_days": 7, "identifier" : "unique-id", diff --git a/docs/freqai-parameter-table.md b/docs/freqai-parameter-table.md index c5f310172..275062a33 100644 --- a/docs/freqai-parameter-table.md +++ b/docs/freqai-parameter-table.md @@ -15,7 +15,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the | `identifier` | **Required.**
A unique ID for the current model. If models are saved to disk, the `identifier` allows for reloading specific pre-trained models/data.
**Datatype:** String. | `live_retrain_hours` | Frequency of retraining during dry/live runs.
**Datatype:** Float > 0.
Default: `0` (models retrain as often as possible). | `expiration_hours` | Avoid making predictions if a model is more than `expiration_hours` old.
**Datatype:** Positive integer.
Default: `0` (models never expire). -| `purge_old_models` | Delete all unused models during live runs (not relevant to backtesting). If set to false (not default), dry/live runs will accumulate all unused models to disk. If
**Datatype:** Boolean.
Default: `True`. +| `purge_old_models` | Number of models to keep on disk (not relevant to backtesting). Default is 2, which means that dry/live runs will keep the latest 2 models on disk. Setting to 0 keeps all models. This parameter also accepts a boolean to maintain backwards compatibility.
**Datatype:** Integer.
Default: `2`. | `save_backtest_models` | Save models to disk when running backtesting. Backtesting operates most efficiently by saving the prediction data and reusing them directly for subsequent runs (when you wish to tune entry/exit parameters). Saving backtesting models to disk also allows to use the same model files for starting a dry/live instance with the same model `identifier`.
**Datatype:** Boolean.
Default: `False` (no models are saved). | `fit_live_predictions_candles` | Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset (more information can be found [here](freqai-configuration.md#creating-a-dynamic-target-threshold)).
**Datatype:** Positive integer. | `continual_learning` | Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning (more information can be found [here](freqai-running.md#continual-learning)).
**Datatype:** Boolean.
Default: `False`. @@ -45,6 +45,8 @@ Mandatory parameters are marked as **Required** and have to be set in one of the | `noise_standard_deviation` | If set, FreqAI adds noise to the training features with the aim of preventing overfitting. FreqAI generates random deviates from a gaussian distribution with a standard deviation of `noise_standard_deviation` and adds them to all data points. `noise_standard_deviation` should be kept relative to the normalized space, i.e., between -1 and 1. In other words, since data in FreqAI is always normalized to be between -1 and 1, `noise_standard_deviation: 0.05` would result in 32% of the data being randomly increased/decreased by more than 2.5% (i.e., the percent of data falling within the first standard deviation).
**Datatype:** Integer.
Default: `0`. | `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset.
**Datatype:** Float.
Default: `30`. | `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it.
**Datatype:** Boolean.
Default: `False` (no reversal). +| `shuffle_after_split` | Split the data into train and test sets, and then shuffle both sets individually.
**Datatype:** Boolean.
Default: `False`. +| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.
**Datatype:** Boolean.
Default: `False`. ### Data split parameters diff --git a/docs/freqai-reinforcement-learning.md b/docs/freqai-reinforcement-learning.md index 7358f54c3..3810aec4e 100644 --- a/docs/freqai-reinforcement-learning.md +++ b/docs/freqai-reinforcement-learning.md @@ -176,18 +176,19 @@ As you begin to modify the strategy and the prediction model, you will quickly r factor = 100 - # you can use feature values from dataframe - rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{self.pair}_" - f"{self.config['timeframe']}"].iloc[self._current_tick] + # you can use feature values from dataframe + # Assumes the shifted RSI indicator has been generated in the strategy. + rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{self.pair}_" + f"{self.config['timeframe']}"].iloc[self._current_tick] - # reward agent for entering trades - if (action in (Actions.Long_enter.value, Actions.Short_enter.value) - and self._position == Positions.Neutral): - if rsi_now < 40: - factor = 40 / rsi_now - else: - factor = 1 - return 25 * factor + # reward agent for entering trades + if (action in (Actions.Long_enter.value, Actions.Short_enter.value) + and self._position == Positions.Neutral): + if rsi_now < 40: + factor = 40 / rsi_now + else: + factor = 1 + return 25 * factor # discourage agent from not entering trades if action == Actions.Neutral.value and self._position == Positions.Neutral: diff --git a/docs/freqai.md b/docs/freqai.md index d84ec8d2b..ef8efb840 100644 --- a/docs/freqai.md +++ b/docs/freqai.md @@ -6,6 +6,9 @@ FreqAI is a software designed to automate a variety of tasks associated with training a predictive machine learning model to generate market forecasts given a set of input signals. In general, FreqAI aims to be a sandbox for easily deploying robust machine learning libraries on real-time data ([details](#freqai-position-in-open-source-machine-learning-landscape)). +!!! Note + FreqAI is, and always will be, a not-for-profit, open-source project. FreqAI does *not* have a crypto token, FreqAI does *not* sell signals, and FreqAI does not have a domain besides the present [freqtrade documentation](https://www.freqtrade.io/en/latest/freqai/). + Features include: * **Self-adaptive retraining** - Retrain models during [live deployments](freqai-running.md#live-deployments) to self-adapt to the market in a supervised manner @@ -19,7 +22,7 @@ Features include: * **Automatic data download** - Compute timeranges for data downloads and update historic data (in live deployments) * **Cleaning of incoming data** - Handle NaNs safely before training and model inferencing * **Dimensionality reduction** - Reduce the size of the training data via [Principal Component Analysis](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis) -* **Deploying bot fleets** - Set one bot to train models while a fleet of [follower bots](freqai-running.md#setting-up-a-follower) inference the models and handle trades +* **Deploying bot fleets** - Set one bot to train models while a fleet of [consumers](producer-consumer.md) use signals. ## Quick start @@ -68,6 +71,10 @@ pip install -r requirements-freqai.txt !!! Note Catboost will not be installed on arm devices (raspberry, Mac M1, ARM based VPS, ...), since it does not provide wheels for this platform. +!!! Note "python 3.11" + Some dependencies (Catboost, Torch) currently don't support python 3.11. Freqtrade therefore only supports python 3.10 for these models/dependencies. + Tests involving these dependencies are skipped on 3.11. + ### Usage with docker If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices. diff --git a/docs/installation.md b/docs/installation.md index 1c0aed7ba..6e8488b9f 100644 --- a/docs/installation.md +++ b/docs/installation.md @@ -290,10 +290,8 @@ cd freqtrade #### Freqtrade install: Conda Environment -Prepare conda-freqtrade environment, using file `environment.yml`, which exist in main freqtrade directory - ```bash -conda env create -n freqtrade-conda -f environment.yml +conda create --name freqtrade python=3.10 ``` !!! Note "Creating Conda Environment" @@ -302,12 +300,9 @@ conda env create -n freqtrade-conda -f environment.yml ```bash # choose your own packages conda env create -n [name of the environment] [python version] [packages] - - # point to file with packages - conda env create -n [name of the environment] -f [file] ``` -#### Enter/exit freqtrade-conda environment +#### Enter/exit freqtrade environment To check available environments, type @@ -319,7 +314,7 @@ Enter installed environment ```bash # enter conda environment -conda activate freqtrade-conda +conda activate freqtrade # exit conda environment - don't do it now conda deactivate @@ -329,6 +324,7 @@ Install last python dependencies with pip ```bash python3 -m pip install --upgrade pip +python3 -m pip install -r requirements.txt python3 -m pip install -e . ``` @@ -336,7 +332,7 @@ Patch conda libta-lib (Linux only) ```bash # Ensure that the environment is active! -conda activate freqtrade-conda +conda activate freqtrade cd build_helpers bash install_ta-lib.sh ${CONDA_PREFIX} nosudo @@ -355,8 +351,8 @@ conda env list # activate base environment conda activate -# activate freqtrade-conda environment -conda activate freqtrade-conda +# activate freqtrade environment +conda activate freqtrade #deactivate any conda environments conda deactivate diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt index 8d99e3e58..065411018 100644 --- a/docs/requirements-docs.txt +++ b/docs/requirements-docs.txt @@ -1,6 +1,6 @@ markdown==3.3.7 mkdocs==1.4.2 -mkdocs-material==9.0.12 +mkdocs-material==9.0.15 mdx_truly_sane_lists==1.3 pymdown-extensions==9.9.2 jinja2==3.1.2 diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 462f20402..3519a80cd 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -954,12 +954,14 @@ In some situations it may be confusing to deal with stops relative to current ra ## Additional data (Wallets) -The strategy provides access to the `Wallets` object. This contains the current balances on the exchange. +The strategy provides access to the `wallets` object. This contains the current balances on the exchange. -!!! Note - Wallets is not available during backtesting / hyperopt. +!!! Note "Backtesting / Hyperopt" + Wallets behaves differently depending on the function it's called. + Within `populate_*()` methods, it'll return the full wallet as configured. + Within [callbacks](strategy-callbacks.md), you'll get the wallet state corresponding to the actual simulated wallet at that point in the simulation process. -Please always check if `Wallets` is available to avoid failures during backtesting. +Please always check if `wallets` is available to avoid failures during backtesting. ``` python if self.wallets: diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 4626944c5..dc0ab0976 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -152,7 +152,7 @@ You can create your own keyboard in `config.json`: !!! Note "Supported Commands" Only the following commands are allowed. Command arguments are not supported! - `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version` + `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`, `/marketdir` ## Telegram commands @@ -179,6 +179,7 @@ official commands. You can ask at any moment for help with `/help`. | `/count` | Displays number of trades used and available | `/locks` | Show currently locked pairs. | `/unlock ` | Remove the lock for this pair (or for this lock id). +| `/marketdir [long | short | even | none]` | Updates the user managed variable that represents the current market direction. If no direction is provided, the currently set direction will be displayed. | **Modify Trade states** | | `/forceexit | /fx ` | Instantly exits the given trade (Ignoring `minimum_roi`). | `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`). @@ -242,7 +243,7 @@ Enter Tag is configurable via Strategy. > **Enter Tag:** Awesome Long Signal > **Open Rate:** `0.00007489` > **Current Rate:** `0.00007489` -> **Current Profit:** `12.95%` +> **Unrealized Profit:** `12.95%` > **Stoploss:** `0.00007389 (-0.02%)` ### /status table @@ -416,3 +417,27 @@ ARDR/ETH 0.366667 0.143059 -0.01 ### /version > **Version:** `0.14.3` + +### /marketdir + +If a market direction is provided the command updates the user managed variable that represents the current market direction. +This variable is not set to any valid market direction on bot startup and must be set by the user. The example below is for `/marketdir long`: + +``` +Successfully updated marketdirection from none to long. +``` + +If no market direction is provided the command outputs the currently set market directions. The example below is for `/marketdir`: + +``` +Currently set marketdirection: even +``` + +You can use the market direction in your strategy via `self.market_direction`. + +!!! Warning "Bot restarts" + Please note that the market direction is not persisted, and will be reset after a bot restart/reload. + +!!! Danger "Backtesting" + As this value/variable is intended to be changed manually in dry/live trading. + Strategies using `market_direction` will probably not produce reliable, reproducible results (changes to this variable will not be reflected for backtesting). Use at your own risk. diff --git a/docs/windows_installation.md b/docs/windows_installation.md index 1b0d9d724..43d6728ee 100644 --- a/docs/windows_installation.md +++ b/docs/windows_installation.md @@ -26,7 +26,7 @@ Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7 As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version). -Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows. +Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows. Other versions must be downloaded from the above link. ``` powershell diff --git a/environment.yml b/environment.yml index 5b039e7f7..e69de29bb 100644 --- a/environment.yml +++ b/environment.yml @@ -1,75 +0,0 @@ -name: freqtrade -channels: - - conda-forge -# - defaults -dependencies: -# 1/4 req main - - python>=3.8,<=3.10 - - numpy - - pandas - - pip - - - py-find-1st - - aiohttp - - SQLAlchemy - - python-telegram-bot<20.0.0 - - arrow - - cachetools - - requests - - urllib3 - - jsonschema - - TA-Lib - - tabulate - - jinja2 - - blosc - - sdnotify - - fastapi - - uvicorn - - pyjwt - - aiofiles - - psutil - - colorama - - questionary - - prompt-toolkit - - schedule - - python-dateutil - - joblib - - pyarrow - - - # ============================ - # 2/4 req dev - - - coveralls - - flake8 - - mypy - - pytest - - pytest-asyncio - - pytest-cov - - pytest-mock - - isort - - nbconvert - - # ============================ - # 3/4 req hyperopt - - - scipy - - scikit-learn - - filelock - - scikit-optimize - - progressbar2 - # ============================ - # 4/4 req plot - - - plotly - - jupyter - - - pip: - - pycoingecko - # - py_find_1st - - tables - - pytest-random-order - - ccxt - - flake8-tidy-imports - - -e . - # - python-rapidjso diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py index db339bea3..6ba045adf 100644 --- a/freqtrade/__init__.py +++ b/freqtrade/__init__.py @@ -1,5 +1,5 @@ """ Freqtrade bot """ -__version__ = '2023.2.dev' +__version__ = '2023.3.dev' if 'dev' in __version__: from pathlib import Path diff --git a/freqtrade/__main__.py b/freqtrade/__main__.py old mode 100644 new mode 100755 diff --git a/freqtrade/commands/analyze_commands.py b/freqtrade/commands/analyze_commands.py old mode 100755 new mode 100644 diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py index 2cd736b3e..1e74e1036 100644 --- a/freqtrade/commands/data_commands.py +++ b/freqtrade/commands/data_commands.py @@ -5,7 +5,7 @@ from datetime import datetime, timedelta from typing import Any, Dict, List from freqtrade.configuration import TimeRange, setup_utils_configuration -from freqtrade.constants import DATETIME_PRINT_FORMAT +from freqtrade.constants import DATETIME_PRINT_FORMAT, Config from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data, refresh_backtest_trades_data) @@ -20,15 +20,24 @@ from freqtrade.util.binance_mig import migrate_binance_futures_data logger = logging.getLogger(__name__) +def _data_download_sanity(config: Config) -> None: + if 'days' in config and 'timerange' in config: + raise OperationalException("--days and --timerange are mutually exclusive. " + "You can only specify one or the other.") + + if 'pairs' not in config: + raise OperationalException( + "Downloading data requires a list of pairs. " + "Please check the documentation on how to configure this.") + + def start_download_data(args: Dict[str, Any]) -> None: """ Download data (former download_backtest_data.py script) """ config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE) - if 'days' in config and 'timerange' in config: - raise OperationalException("--days and --timerange are mutually exclusive. " - "You can only specify one or the other.") + _data_download_sanity(config) timerange = TimeRange() if 'days' in config: time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d") @@ -40,11 +49,6 @@ def start_download_data(args: Dict[str, Any]) -> None: # Remove stake-currency to skip checks which are not relevant for datadownload config['stake_currency'] = '' - if 'pairs' not in config: - raise OperationalException( - "Downloading data requires a list of pairs. " - "Please check the documentation on how to configure this.") - pairs_not_available: List[str] = [] # Init exchange diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py old mode 100755 new mode 100644 diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py index a1a77815a..57424468d 100644 --- a/freqtrade/configuration/load_config.py +++ b/freqtrade/configuration/load_config.py @@ -58,7 +58,7 @@ def load_config_file(path: str) -> Dict[str, Any]: """ try: # Read config from stdin if requested in the options - with open(path) if path != '-' else sys.stdin as file: + with Path(path).open() if path != '-' else sys.stdin as file: config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE) except FileNotFoundError: raise OperationalException( diff --git a/freqtrade/constants.py b/freqtrade/constants.py index b2e707d1a..1727da92e 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -546,7 +546,7 @@ CONF_SCHEMA = { "enabled": {"type": "boolean", "default": False}, "keras": {"type": "boolean", "default": False}, "write_metrics_to_disk": {"type": "boolean", "default": False}, - "purge_old_models": {"type": "boolean", "default": True}, + "purge_old_models": {"type": ["boolean", "number"], "default": 2}, "conv_width": {"type": "integer", "default": 1}, "train_period_days": {"type": "integer", "default": 0}, "backtest_period_days": {"type": "number", "default": 7}, @@ -568,7 +568,9 @@ CONF_SCHEMA = { "shuffle": {"type": "boolean", "default": False}, "nu": {"type": "number", "default": 0.1} }, - } + }, + "shuffle_after_split": {"type": "boolean", "default": False}, + "buffer_train_data_candles": {"type": "integer", "default": 0} }, "required": ["include_timeframes", "include_corr_pairlist", ] }, diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index c682436c7..9772506a7 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -346,7 +346,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str, return df_final[df_final['open_trades'] > max_open_trades] -def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame: +def trade_list_to_dataframe(trades: Union[List[Trade], List[LocalTrade]]) -> pd.DataFrame: """ Convert list of Trade objects to pandas Dataframe :param trades: List of trade objects diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py index 78390e3a4..3991432a4 100644 --- a/freqtrade/data/dataprovider.py +++ b/freqtrade/data/dataprovider.py @@ -424,10 +424,8 @@ class DataProvider: """ if self._exchange is None: raise OperationalException(NO_EXCHANGE_EXCEPTION) - if helping_pairs: - self._exchange.refresh_latest_ohlcv(pairlist + helping_pairs) - else: - self._exchange.refresh_latest_ohlcv(pairlist) + final_pairs = (pairlist + helping_pairs) if helping_pairs else pairlist + self._exchange.refresh_latest_ohlcv(final_pairs) @property def available_pairs(self) -> ListPairsWithTimeframes: diff --git a/freqtrade/data/entryexitanalysis.py b/freqtrade/data/entryexitanalysis.py old mode 100755 new mode 100644 index b2679bcea..5d67655cd --- a/freqtrade/data/entryexitanalysis.py +++ b/freqtrade/data/entryexitanalysis.py @@ -24,9 +24,9 @@ def _load_signal_candles(backtest_dir: Path): scpf = Path(backtest_dir.parent / f"{backtest_dir.stem}_signals.pkl") try: - scp = open(scpf, "rb") - signal_candles = joblib.load(scp) - logger.info(f"Loaded signal candles: {str(scpf)}") + with scpf.open("rb") as scp: + signal_candles = joblib.load(scp) + logger.info(f"Loaded signal candles: {str(scpf)}") except Exception as e: logger.error("Cannot load signal candles from pickled results: ", e) diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py index 8ef53e12d..69ef345e8 100644 --- a/freqtrade/enums/__init__.py +++ b/freqtrade/enums/__init__.py @@ -5,6 +5,7 @@ from freqtrade.enums.exitchecktuple import ExitCheckTuple from freqtrade.enums.exittype import ExitType from freqtrade.enums.hyperoptstate import HyperoptState from freqtrade.enums.marginmode import MarginMode +from freqtrade.enums.marketstatetype import MarketDirection from freqtrade.enums.ordertypevalue import OrderTypeValues from freqtrade.enums.pricetype import PriceType from freqtrade.enums.rpcmessagetype import NO_ECHO_MESSAGES, RPCMessageType, RPCRequestType diff --git a/freqtrade/enums/candletype.py b/freqtrade/enums/candletype.py index 9d05ff6d7..dcb9f1448 100644 --- a/freqtrade/enums/candletype.py +++ b/freqtrade/enums/candletype.py @@ -13,6 +13,9 @@ class CandleType(str, Enum): FUNDING_RATE = "funding_rate" # BORROW_RATE = "borrow_rate" # * unimplemented + def __str__(self): + return f"{self.name.lower()}" + @staticmethod def from_string(value: str) -> 'CandleType': if not value: diff --git a/freqtrade/enums/marketstatetype.py b/freqtrade/enums/marketstatetype.py new file mode 100644 index 000000000..5cede32c2 --- /dev/null +++ b/freqtrade/enums/marketstatetype.py @@ -0,0 +1,15 @@ +from enum import Enum + + +class MarketDirection(Enum): + """ + Enum for various market directions. + """ + LONG = "long" + SHORT = "short" + EVEN = "even" + NONE = "none" + + def __str__(self): + # convert to string + return self.value diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py index 2453d16d9..404c75401 100644 --- a/freqtrade/enums/rpcmessagetype.py +++ b/freqtrade/enums/rpcmessagetype.py @@ -37,5 +37,8 @@ class RPCRequestType(str, Enum): WHITELIST = 'whitelist' ANALYZED_DF = 'analyzed_df' + def __str__(self): + return self.value + NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE) diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py index f706fd4dc..b5af1f1b2 100644 --- a/freqtrade/enums/signaltype.py +++ b/freqtrade/enums/signaltype.py @@ -10,6 +10,9 @@ class SignalType(Enum): ENTER_SHORT = "enter_short" EXIT_SHORT = "exit_short" + def __str__(self): + return f"{self.name.lower()}" + class SignalTagType(Enum): """ @@ -18,7 +21,13 @@ class SignalTagType(Enum): ENTER_TAG = "enter_tag" EXIT_TAG = "exit_tag" + def __str__(self): + return f"{self.name.lower()}" + class SignalDirection(str, Enum): LONG = 'long' SHORT = 'short' + + def __str__(self): + return f"{self.name.lower()}" diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py index 740d6e8a0..9580bc690 100644 --- a/freqtrade/exchange/binance.py +++ b/freqtrade/exchange/binance.py @@ -195,7 +195,7 @@ class Binance(Exchange): leverage_tiers_path = ( Path(__file__).parent / 'binance_leverage_tiers.json' ) - with open(leverage_tiers_path) as json_file: + with leverage_tiers_path.open() as json_file: return json_load(json_file) else: try: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 9b7cfc5c9..cdbda1506 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1961,7 +1961,8 @@ class Exchange: cache: bool, drop_incomplete: bool) -> DataFrame: # keeping last candle time as last refreshed time of the pair if ticks and cache: - self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000 + idx = -2 if drop_incomplete and len(ticks) > 1 else -1 + self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[idx][0] // 1000 # keeping parsed dataframe in cache ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True, drop_incomplete=drop_incomplete) @@ -2015,9 +2016,9 @@ class Exchange: continue # Deconstruct tuple (has 5 elements) pair, timeframe, c_type, ticks, drop_hint = res - drop_incomplete = drop_hint if drop_incomplete is None else drop_incomplete + drop_incomplete_ = drop_hint if drop_incomplete is None else drop_incomplete ohlcv_df = self._process_ohlcv_df( - pair, timeframe, c_type, ticks, cache, drop_incomplete) + pair, timeframe, c_type, ticks, cache, drop_incomplete_) results_df[(pair, timeframe, c_type)] = ohlcv_df @@ -2034,7 +2035,9 @@ class Exchange: # Timeframe in seconds interval_in_sec = timeframe_to_seconds(timeframe) plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec - return plr < arrow.utcnow().int_timestamp + # current,active candle open date + now = int(timeframe_to_prev_date(timeframe).timestamp()) + return plr < now @retrier_async async def _async_get_candle_history( diff --git a/freqtrade/exchange/hitbtc.py b/freqtrade/exchange/hitbtc.py index a48c9a198..bc4c7aa81 100644 --- a/freqtrade/exchange/hitbtc.py +++ b/freqtrade/exchange/hitbtc.py @@ -19,5 +19,4 @@ class Hitbtc(Exchange): _ft_has: Dict = { "ohlcv_candle_limit": 1000, - "ohlcv_params": {"sort": "DESC"} } diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py index 797d9fbd2..20e558513 100644 --- a/freqtrade/exchange/kucoin.py +++ b/freqtrade/exchange/kucoin.py @@ -64,6 +64,7 @@ class Kucoin(Exchange): # ccxt returns status = 'closed' at the moment - which is information ccxt invented. # Since we rely on status heavily, we must set it to 'open' here. # ref: https://github.com/ccxt/ccxt/pull/16674, (https://github.com/ccxt/ccxt/pull/16553) - res['type'] = ordertype - res['status'] = 'open' + if not self._config['dry_run']: + res['type'] = ordertype + res['status'] = 'open' return res diff --git a/freqtrade/freqai/data_drawer.py b/freqtrade/freqai/data_drawer.py index cb5b0f0fb..14986d854 100644 --- a/freqtrade/freqai/data_drawer.py +++ b/freqtrade/freqai/data_drawer.py @@ -72,12 +72,7 @@ class FreqaiDataDrawer: self.model_return_values: Dict[str, DataFrame] = {} self.historic_data: Dict[str, Dict[str, DataFrame]] = {} self.historic_predictions: Dict[str, DataFrame] = {} - self.follower_dict: Dict[str, pair_info] = {} self.full_path = full_path - self.follower_name: str = self.config.get("bot_name", "follower1") - self.follower_dict_path = Path( - self.full_path / f"follower_dictionary-{self.follower_name}.json" - ) self.historic_predictions_path = Path(self.full_path / "historic_predictions.pkl") self.historic_predictions_bkp_path = Path( self.full_path / "historic_predictions.backup.pkl") @@ -131,7 +126,7 @@ class FreqaiDataDrawer: """ exists = self.global_metadata_path.is_file() if exists: - with open(self.global_metadata_path, "r") as fp: + with self.global_metadata_path.open("r") as fp: metatada_dict = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) return metatada_dict return {} @@ -144,7 +139,7 @@ class FreqaiDataDrawer: """ exists = self.pair_dictionary_path.is_file() if exists: - with open(self.pair_dictionary_path, "r") as fp: + with self.pair_dictionary_path.open("r") as fp: self.pair_dict = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) else: logger.info("Could not find existing datadrawer, starting from scratch") @@ -157,7 +152,7 @@ class FreqaiDataDrawer: if self.freqai_info.get('write_metrics_to_disk', False): exists = self.metric_tracker_path.is_file() if exists: - with open(self.metric_tracker_path, "r") as fp: + with self.metric_tracker_path.open("r") as fp: self.metric_tracker = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) logger.info("Loading existing metric tracker from disk.") else: @@ -171,7 +166,7 @@ class FreqaiDataDrawer: exists = self.historic_predictions_path.is_file() if exists: try: - with open(self.historic_predictions_path, "rb") as fp: + with self.historic_predictions_path.open("rb") as fp: self.historic_predictions = cloudpickle.load(fp) logger.info( f"Found existing historic predictions at {self.full_path}, but beware " @@ -181,7 +176,7 @@ class FreqaiDataDrawer: except EOFError: logger.warning( 'Historical prediction file was corrupted. Trying to load backup file.') - with open(self.historic_predictions_bkp_path, "rb") as fp: + with self.historic_predictions_bkp_path.open("rb") as fp: self.historic_predictions = cloudpickle.load(fp) logger.warning('FreqAI successfully loaded the backup historical predictions file.') @@ -194,7 +189,7 @@ class FreqaiDataDrawer: """ Save historic predictions pickle to disk """ - with open(self.historic_predictions_path, "wb") as fp: + with self.historic_predictions_path.open("wb") as fp: cloudpickle.dump(self.historic_predictions, fp, protocol=cloudpickle.DEFAULT_PROTOCOL) # create a backup @@ -205,33 +200,25 @@ class FreqaiDataDrawer: Save metric tracker of all pair metrics collected. """ with self.save_lock: - with open(self.metric_tracker_path, 'w') as fp: + with self.metric_tracker_path.open('w') as fp: rapidjson.dump(self.metric_tracker, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) - def save_drawer_to_disk(self): + def save_drawer_to_disk(self) -> None: """ Save data drawer full of all pair model metadata in present model folder. """ with self.save_lock: - with open(self.pair_dictionary_path, 'w') as fp: + with self.pair_dictionary_path.open('w') as fp: rapidjson.dump(self.pair_dict, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) - def save_follower_dict_to_disk(self): - """ - Save follower dictionary to disk (used by strategy for persistent prediction targets) - """ - with open(self.follower_dict_path, "w") as fp: - rapidjson.dump(self.follower_dict, fp, default=self.np_encoder, - number_mode=rapidjson.NM_NATIVE) - def save_global_metadata_to_disk(self, metadata: Dict[str, Any]): """ Save global metadata json to disk """ with self.save_lock: - with open(self.global_metadata_path, 'w') as fp: + with self.global_metadata_path.open('w') as fp: rapidjson.dump(metadata, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) @@ -239,7 +226,7 @@ class FreqaiDataDrawer: if isinstance(object, np.generic): return object.item() - def get_pair_dict_info(self, pair: str) -> Tuple[str, int, bool]: + def get_pair_dict_info(self, pair: str) -> Tuple[str, int]: """ Locate and load existing model metadata from persistent storage. If not located, create a new one and append the current pair to it and prepare it for its first @@ -248,12 +235,9 @@ class FreqaiDataDrawer: :return: model_filename: str = unique filename used for loading persistent objects from disk trained_timestamp: int = the last time the coin was trained - return_null_array: bool = Follower could not find pair metadata """ pair_dict = self.pair_dict.get(pair) - # data_path_set = self.pair_dict.get(pair, self.empty_pair_dict).get("data_path", "") - return_null_array = False if pair_dict: model_filename = pair_dict["model_filename"] @@ -263,7 +247,7 @@ class FreqaiDataDrawer: model_filename = "" trained_timestamp = 0 - return model_filename, trained_timestamp, return_null_array + return model_filename, trained_timestamp def set_pair_dict_info(self, metadata: dict) -> None: pair_in_dict = self.pair_dict.get(metadata["pair"]) @@ -382,6 +366,12 @@ class FreqaiDataDrawer: def purge_old_models(self) -> None: + num_keep = self.freqai_info["purge_old_models"] + if not num_keep: + return + elif type(num_keep) == bool: + num_keep = 2 + model_folders = [x for x in self.full_path.iterdir() if x.is_dir()] pattern = re.compile(r"sub-train-(\w+)_(\d{10})") @@ -404,11 +394,11 @@ class FreqaiDataDrawer: delete_dict[coin]["timestamps"][int(timestamp)] = dir for coin in delete_dict: - if delete_dict[coin]["num_folders"] > 2: + if delete_dict[coin]["num_folders"] > num_keep: sorted_dict = collections.OrderedDict( sorted(delete_dict[coin]["timestamps"].items()) ) - num_delete = len(sorted_dict) - 2 + num_delete = len(sorted_dict) - num_keep deleted = 0 for k, v in sorted_dict.items(): if deleted >= num_delete: @@ -417,12 +407,6 @@ class FreqaiDataDrawer: shutil.rmtree(v) deleted += 1 - def update_follower_metadata(self): - # follower needs to load from disk to get any changes made by leader to pair_dict - self.load_drawer_from_disk() - if self.config.get("freqai", {}).get("purge_old_models", False): - self.purge_old_models() - def save_metadata(self, dk: FreqaiDataKitchen) -> None: """ Saves only metadata for backtesting studies if user prefers @@ -440,7 +424,7 @@ class FreqaiDataDrawer: dk.data["training_features_list"] = list(dk.data_dictionary["train_features"].columns) dk.data["label_list"] = dk.label_list - with open(save_path / f"{dk.model_filename}_metadata.json", "w") as fp: + with (save_path / f"{dk.model_filename}_metadata.json").open("w") as fp: rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) return @@ -473,7 +457,7 @@ class FreqaiDataDrawer: dk.data["training_features_list"] = dk.training_features_list dk.data["label_list"] = dk.label_list # store the metadata - with open(save_path / f"{dk.model_filename}_metadata.json", "w") as fp: + with (save_path / f"{dk.model_filename}_metadata.json").open("w") as fp: rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) # save the train data to file so we can check preds for area of applicability later @@ -487,7 +471,7 @@ class FreqaiDataDrawer: if self.freqai_info["feature_parameters"].get("principal_component_analysis"): cloudpickle.dump( - dk.pca, open(dk.data_path / f"{dk.model_filename}_pca_object.pkl", "wb") + dk.pca, (dk.data_path / f"{dk.model_filename}_pca_object.pkl").open("wb") ) self.model_dictionary[coin] = model @@ -507,7 +491,7 @@ class FreqaiDataDrawer: Load only metadata into datakitchen to increase performance during presaved backtesting (prediction file loading). """ - with open(dk.data_path / f"{dk.model_filename}_metadata.json", "r") as fp: + with (dk.data_path / f"{dk.model_filename}_metadata.json").open("r") as fp: dk.data = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) dk.training_features_list = dk.data["training_features_list"] dk.label_list = dk.data["label_list"] @@ -530,7 +514,7 @@ class FreqaiDataDrawer: dk.data = self.meta_data_dictionary[coin]["meta_data"] dk.data_dictionary["train_features"] = self.meta_data_dictionary[coin]["train_df"] else: - with open(dk.data_path / f"{dk.model_filename}_metadata.json", "r") as fp: + with (dk.data_path / f"{dk.model_filename}_metadata.json").open("r") as fp: dk.data = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) dk.data_dictionary["train_features"] = pd.read_pickle( @@ -568,7 +552,7 @@ class FreqaiDataDrawer: if self.config["freqai"]["feature_parameters"]["principal_component_analysis"]: dk.pca = cloudpickle.load( - open(dk.data_path / f"{dk.model_filename}_pca_object.pkl", "rb") + (dk.data_path / f"{dk.model_filename}_pca_object.pkl").open("rb") ) return model @@ -586,12 +570,12 @@ class FreqaiDataDrawer: for pair in dk.all_pairs: for tf in feat_params.get("include_timeframes"): - + hist_df = history_data[pair][tf] # check if newest candle is already appended df_dp = strategy.dp.get_pair_dataframe(pair, tf) if len(df_dp.index) == 0: continue - if str(history_data[pair][tf].iloc[-1]["date"]) == str( + if str(hist_df.iloc[-1]["date"]) == str( df_dp.iloc[-1:]["date"].iloc[-1] ): continue @@ -599,21 +583,30 @@ class FreqaiDataDrawer: try: index = ( df_dp.loc[ - df_dp["date"] == history_data[pair][tf].iloc[-1]["date"] + df_dp["date"] == hist_df.iloc[-1]["date"] ].index[0] + 1 ) except IndexError: - logger.warning( - f"Unable to update pair history for {pair}. " - "If this does not resolve itself after 1 additional candle, " - "please report the error to #freqai discord channel" - ) - return + if hist_df.iloc[-1]['date'] < df_dp['date'].iloc[0]: + raise OperationalException("In memory historical data is older than " + f"oldest DataProvider candle for {pair} on " + f"timeframe {tf}") + else: + index = -1 + logger.warning( + f"No common dates in historical data and dataprovider for {pair}. " + f"Appending latest dataprovider candle to historical data " + "but please be aware that there is likely a gap in the historical " + "data. \n" + f"Historical data ends at {hist_df.iloc[-1]['date']} " + f"while dataprovider starts at {df_dp['date'].iloc[0]} and" + f"ends at {df_dp['date'].iloc[0]}." + ) history_data[pair][tf] = pd.concat( [ - history_data[pair][tf], + hist_df, df_dp.iloc[index:], ], ignore_index=True, diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 70e5549f9..66923b5c2 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -1,6 +1,7 @@ import copy import inspect import logging +import random import shutil from datetime import datetime, timezone from math import cos, sin @@ -170,6 +171,19 @@ class FreqaiDataKitchen: train_labels = labels train_weights = weights + if feat_dict["shuffle_after_split"]: + rint1 = random.randint(0, 100) + rint2 = random.randint(0, 100) + train_features = train_features.sample( + frac=1, random_state=rint1).reset_index(drop=True) + train_labels = train_labels.sample(frac=1, random_state=rint1).reset_index(drop=True) + train_weights = pd.DataFrame(train_weights).sample( + frac=1, random_state=rint1).reset_index(drop=True).to_numpy()[:, 0] + test_features = test_features.sample(frac=1, random_state=rint2).reset_index(drop=True) + test_labels = test_labels.sample(frac=1, random_state=rint2).reset_index(drop=True) + test_weights = pd.DataFrame(test_weights).sample( + frac=1, random_state=rint2).reset_index(drop=True).to_numpy()[:, 0] + # Simplest way to reverse the order of training and test data: if self.freqai_config['feature_parameters'].get('reverse_train_test_order', False): return self.build_data_dictionary( @@ -1301,123 +1315,54 @@ class FreqaiDataKitchen: dataframe: DataFrame = dataframe containing populated indicators """ - # this is a hack to check if the user is using the populate_any_indicators function + # check if the user is using the deprecated populate_any_indicators function new_version = inspect.getsource(strategy.populate_any_indicators) == ( inspect.getsource(IStrategy.populate_any_indicators)) - if new_version: - tfs: List[str] = self.freqai_config["feature_parameters"].get("include_timeframes") - pairs: List[str] = self.freqai_config["feature_parameters"].get( - "include_corr_pairlist", []) + if not new_version: + raise OperationalException( + "You are using the `populate_any_indicators()` function" + " which was deprecated on March 1, 2023. Please refer " + "to the strategy migration guide to use the new " + "feature_engineering_* methods: \n" + "https://www.freqtrade.io/en/stable/strategy_migration/#freqai-strategy \n" + "And the feature_engineering_* documentation: \n" + "https://www.freqtrade.io/en/latest/freqai-feature-engineering/" + ) - for tf in tfs: - if tf not in base_dataframes: - base_dataframes[tf] = pd.DataFrame() - for p in pairs: - if p not in corr_dataframes: - corr_dataframes[p] = {} - if tf not in corr_dataframes[p]: - corr_dataframes[p][tf] = pd.DataFrame() - - if not prediction_dataframe.empty: - dataframe = prediction_dataframe.copy() - else: - dataframe = base_dataframes[self.config["timeframe"]].copy() - - corr_pairs: List[str] = self.freqai_config["feature_parameters"].get( - "include_corr_pairlist", []) - dataframe = self.populate_features(dataframe.copy(), pair, strategy, - corr_dataframes, base_dataframes) - metadata = {"pair": pair} - dataframe = strategy.feature_engineering_standard(dataframe.copy(), metadata=metadata) - # ensure corr pairs are always last - for corr_pair in corr_pairs: - if pair == corr_pair: - continue # dont repeat anything from whitelist - if corr_pairs and do_corr_pairs: - dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy, - corr_dataframes, base_dataframes, True) - - dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata) - - self.get_unique_classes_from_labels(dataframe) - - dataframe = self.remove_special_chars_from_feature_names(dataframe) - - if self.config.get('reduce_df_footprint', False): - dataframe = reduce_dataframe_footprint(dataframe) - - return dataframe - - else: - # the user is using the populate_any_indicators functions which is deprecated - - df = self.use_strategy_to_populate_indicators_old_version( - strategy, corr_dataframes, base_dataframes, pair, - prediction_dataframe, do_corr_pairs) - return df - - def use_strategy_to_populate_indicators_old_version( - self, - strategy: IStrategy, - corr_dataframes: dict = {}, - base_dataframes: dict = {}, - pair: str = "", - prediction_dataframe: DataFrame = pd.DataFrame(), - do_corr_pairs: bool = True, - ) -> DataFrame: - """ - Use the user defined strategy for populating indicators during retrain - :param strategy: IStrategy = user defined strategy object - :param corr_dataframes: dict = dict containing the df pair dataframes - (for user defined timeframes) - :param base_dataframes: dict = dict containing the current pair dataframes - (for user defined timeframes) - :param metadata: dict = strategy furnished pair metadata - :return: - dataframe: DataFrame = dataframe containing populated indicators - """ - - # for prediction dataframe creation, we let dataprovider handle everything in the strategy - # so we create empty dictionaries, which allows us to pass None to - # `populate_any_indicators()`. Signaling we want the dp to give us the live dataframe. tfs: List[str] = self.freqai_config["feature_parameters"].get("include_timeframes") - pairs: List[str] = self.freqai_config["feature_parameters"].get("include_corr_pairlist", []) + pairs: List[str] = self.freqai_config["feature_parameters"].get( + "include_corr_pairlist", []) + + for tf in tfs: + if tf not in base_dataframes: + base_dataframes[tf] = pd.DataFrame() + for p in pairs: + if p not in corr_dataframes: + corr_dataframes[p] = {} + if tf not in corr_dataframes[p]: + corr_dataframes[p][tf] = pd.DataFrame() + if not prediction_dataframe.empty: dataframe = prediction_dataframe.copy() - for tf in tfs: - base_dataframes[tf] = None - for p in pairs: - if p not in corr_dataframes: - corr_dataframes[p] = {} - corr_dataframes[p][tf] = None else: dataframe = base_dataframes[self.config["timeframe"]].copy() - sgi = False - for tf in tfs: - if tf == tfs[-1]: - sgi = True # doing this last allows user to use all tf raw prices in labels - dataframe = strategy.populate_any_indicators( - pair, - dataframe.copy(), - tf, - informative=base_dataframes[tf], - set_generalized_indicators=sgi - ) - + corr_pairs: List[str] = self.freqai_config["feature_parameters"].get( + "include_corr_pairlist", []) + dataframe = self.populate_features(dataframe.copy(), pair, strategy, + corr_dataframes, base_dataframes) + metadata = {"pair": pair} + dataframe = strategy.feature_engineering_standard(dataframe.copy(), metadata=metadata) # ensure corr pairs are always last - for corr_pair in pairs: + for corr_pair in corr_pairs: if pair == corr_pair: continue # dont repeat anything from whitelist - for tf in tfs: - if pairs and do_corr_pairs: - dataframe = strategy.populate_any_indicators( - corr_pair, - dataframe.copy(), - tf, - informative=corr_dataframes[corr_pair][tf] - ) + if corr_pairs and do_corr_pairs: + dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy, + corr_dataframes, base_dataframes, True) + + dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata) self.get_unique_classes_from_labels(dataframe) @@ -1548,3 +1493,25 @@ class FreqaiDataKitchen: dataframe.columns = dataframe.columns.str.replace(c, "") return dataframe + + def buffer_timerange(self, timerange: TimeRange): + """ + Buffer the start and end of the timerange. This is used *after* the indicators + are populated. + + The main example use is when predicting maxima and minima, the argrelextrema + function cannot know the maxima/minima at the edges of the timerange. To improve + model accuracy, it is best to compute argrelextrema on the full timerange + and then use this function to cut off the edges (buffer) by the kernel. + + In another case, if the targets are set to a shifted price movement, this + buffer is unnecessary because the shifted candles at the end of the timerange + will be NaN and FreqAI will automatically cut those off of the training + dataset. + """ + buffer = self.freqai_config["feature_parameters"]["buffer_train_data_candles"] + if buffer: + timerange.stopts -= buffer * timeframe_to_seconds(self.config["timeframe"]) + timerange.startts += buffer * timeframe_to_seconds(self.config["timeframe"]) + + return timerange diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index c265e42f9..884849446 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/freqtrade/freqai/freqai_interface.py @@ -1,4 +1,3 @@ -import inspect import logging import threading import time @@ -106,8 +105,6 @@ class IFreqaiModel(ABC): self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1) self.can_short = True # overridden in start() with strategy.can_short - self.warned_deprecated_populate_any_indicators = False - record_params(config, self.full_path) def __getstate__(self): @@ -138,9 +135,6 @@ class IFreqaiModel(ABC): self.data_provider = strategy.dp self.can_short = strategy.can_short - # check if the strategy has deprecated populate_any_indicators function - self.check_deprecated_populate_any_indicators(strategy) - if self.live: self.inference_timer('start') self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"]) @@ -227,7 +221,7 @@ class IFreqaiModel(ABC): logger.warning(f'{pair} not in current whitelist, removing from train queue.') continue - (_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair) + (_, trained_timestamp) = self.dd.get_pair_dict_info(pair) dk = FreqaiDataKitchen(self.config, self.live, pair) ( @@ -285,7 +279,7 @@ class IFreqaiModel(ABC): # following tr_train. Both of these windows slide through the # entire backtest for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges): - (_, _, _) = self.dd.get_pair_dict_info(pair) + (_, _) = self.dd.get_pair_dict_info(pair) train_it += 1 total_trains = len(dk.backtesting_timeranges) self.training_timerange = tr_train @@ -330,6 +324,8 @@ class IFreqaiModel(ABC): dataframe_base_backtest = strategy.set_freqai_targets( dataframe_base_backtest, metadata=metadata) + tr_train = dk.buffer_timerange(tr_train) + dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train) dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest) @@ -382,7 +378,7 @@ class IFreqaiModel(ABC): """ # get the model metadata associated with the current pair - (_, trained_timestamp, return_null_array) = self.dd.get_pair_dict_info(metadata["pair"]) + (_, trained_timestamp) = self.dd.get_pair_dict_info(metadata["pair"]) # append the historic data once per round if self.dd.historic_data: @@ -489,7 +485,7 @@ class IFreqaiModel(ABC): "strategy is furnishing the same features as the pretrained" "model. In case of --strategy-list, please be aware that FreqAI " "requires all strategies to maintain identical " - "populate_any_indicator() functions" + "feature_engineering_* functions" ) def data_cleaning_train(self, dk: FreqaiDataKitchen) -> None: @@ -569,7 +565,7 @@ class IFreqaiModel(ABC): file_type = ".h5" elif 'stable_baselines' in self.dd.model_type or 'sb3_contrib' == self.dd.model_type: file_type = ".zip" - path_to_modelfile = Path(dk.data_path / f"{dk.model_filename}_model.{file_type}") + path_to_modelfile = Path(dk.data_path / f"{dk.model_filename}_model{file_type}") file_exists = path_to_modelfile.is_file() if file_exists: logger.info("Found model at %s", dk.data_path / dk.model_filename) @@ -601,7 +597,7 @@ class IFreqaiModel(ABC): :param strategy: IStrategy = user defined strategy object :param dk: FreqaiDataKitchen = non-persistent data container for current coin/loop :param data_load_timerange: TimeRange = the amount of data to be loaded - for populate_any_indicators + for populating indicators (larger than new_trained_timerange so that new_trained_timerange does not contain any NaNs) """ @@ -614,6 +610,8 @@ class IFreqaiModel(ABC): strategy, corr_dataframes, base_dataframes, pair ) + new_trained_timerange = dk.buffer_timerange(new_trained_timerange) + unfiltered_dataframe = dk.slice_dataframe(new_trained_timerange, unfiltered_dataframe) # find the features indicated by strategy and store in datakitchen @@ -629,8 +627,7 @@ class IFreqaiModel(ABC): if self.plot_features: plot_feature_importance(model, pair, dk, self.plot_features) - if self.freqai_info.get("purge_old_models", False): - self.dd.purge_old_models() + self.dd.purge_old_models() def set_initial_historic_predictions( self, pred_df: DataFrame, dk: FreqaiDataKitchen, pair: str, strat_df: DataFrame @@ -806,7 +803,7 @@ class IFreqaiModel(ABC): logger.warning("Couldn't cache corr_pair dataframes for improved performance. " "Consider ensuring that the full coin/stake, e.g. XYZ/USD, " "is included in the column names when you are creating features " - "in `populate_any_indicators()`.") + "in `feature_engineering_*` functions.") self.get_corr_dataframes = not bool(self.corr_dataframes) elif self.corr_dataframes: dataframe = dk.attach_corr_pair_columns( @@ -933,26 +930,6 @@ class IFreqaiModel(ABC): dk.return_dataframe, saved_dataframe, how='left', left_on='date', right_on="date_pred") return dk - def check_deprecated_populate_any_indicators(self, strategy: IStrategy): - """ - Check and warn if the deprecated populate_any_indicators function is used. - :param strategy: strategy object - """ - - if not self.warned_deprecated_populate_any_indicators: - self.warned_deprecated_populate_any_indicators = True - old_version = inspect.getsource(strategy.populate_any_indicators) != ( - inspect.getsource(IStrategy.populate_any_indicators)) - - if old_version: - logger.warning("DEPRECATION WARNING: " - "You are using the deprecated populate_any_indicators function. " - "This function will raise an error on March 1 2023. " - "Please update your strategy by using " - "the new feature_engineering functions. See \n" - "https://www.freqtrade.io/en/latest/freqai-feature-engineering/" - "for details.") - # Following methods which are overridden by user made prediction models. # See freqai/prediction_models/CatboostPredictionModel.py for an example. diff --git a/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py b/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py index 9ee035c95..b3b8c40e6 100644 --- a/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py +++ b/freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py @@ -34,6 +34,11 @@ class ReinforcementLearner_multiproc(ReinforcementLearner): train_df = data_dictionary["train_features"] test_df = data_dictionary["test_features"] + if self.train_env: + self.train_env.close() + if self.eval_env: + self.eval_env.close() + env_info = self.pack_env_dict(dk.pair) env_id = "train_env" diff --git a/freqtrade/freqai/utils.py b/freqtrade/freqai/utils.py index 806e3ca15..2ba49ac40 100644 --- a/freqtrade/freqai/utils.py +++ b/freqtrade/freqai/utils.py @@ -211,7 +211,7 @@ def record_params(config: Dict[str, Any], full_path: Path) -> None: "pairs": config.get('exchange', {}).get('pair_whitelist') } - with open(params_record_path, "w") as handle: + with params_record_path.open("w") as handle: rapidjson.dump( run_params, handle, diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 82be6f3b5..cec7176f6 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -127,7 +127,7 @@ class FreqtradeBot(LoggingMixin): for minutes in [0, 15, 30, 45]: t = str(time(time_slot, minutes, 2)) self._schedule.every().day.at(t).do(update) - self.last_process = datetime(1970, 1, 1, tzinfo=timezone.utc) + self.last_process: Optional[datetime] = None self.strategy.ft_bot_start() # Initialize protections AFTER bot start - otherwise parameters are not loaded. @@ -633,7 +633,7 @@ class FreqtradeBot(LoggingMixin): return remaining = (trade.amount - amount) * current_exit_rate - if remaining < min_exit_stake: + if min_exit_stake and remaining < min_exit_stake: logger.info(f"Remaining amount of {remaining} would be smaller " f"than the minimum of {min_exit_stake}.") return @@ -841,7 +841,7 @@ class FreqtradeBot(LoggingMixin): def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade: # First cancelling stoploss on exchange ... - if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id: + if trade.stoploss_order_id: try: logger.info(f"Canceling stoploss on exchange for {trade}") co = self.exchange.cancel_stoploss_order_with_result( @@ -1275,8 +1275,7 @@ class FreqtradeBot(LoggingMixin): if order['side'] == trade.entry_side: self.handle_cancel_enter(trade, order, reason) else: - canceled = self.handle_cancel_exit( - trade, order, reason) + canceled = self.handle_cancel_exit(trade, order, reason) canceled_count = trade.get_exit_order_count() max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0) if canceled and max_timeouts > 0 and canceled_count >= max_timeouts: @@ -1315,7 +1314,7 @@ class FreqtradeBot(LoggingMixin): default_retval=order_obj.price)( trade=trade, order=order_obj, pair=trade.pair, current_time=datetime.now(timezone.utc), proposed_rate=proposed_rate, - current_order_rate=order_obj.price, entry_tag=trade.enter_tag, + current_order_rate=order_obj.safe_price, entry_tag=trade.enter_tag, side=trade.entry_side) replacing = True @@ -1331,7 +1330,8 @@ class FreqtradeBot(LoggingMixin): # place new order only if new price is supplied self.execute_entry( pair=trade.pair, - stake_amount=(order_obj.remaining * order_obj.price / trade.leverage), + stake_amount=( + order_obj.safe_remaining * order_obj.safe_price / trade.leverage), price=adjusted_entry_price, trade=trade, is_short=trade.is_short, @@ -1345,6 +1345,8 @@ class FreqtradeBot(LoggingMixin): """ for trade in Trade.get_open_order_trades(): + if not trade.open_order_id: + continue try: order = self.exchange.fetch_order(trade.open_order_id, trade.pair) except (ExchangeError): @@ -1369,6 +1371,9 @@ class FreqtradeBot(LoggingMixin): """ was_trade_fully_canceled = False side = trade.entry_side.capitalize() + if not trade.open_order_id: + logger.warning(f"No open order for {trade}.") + return False # Cancelled orders may have the status of 'canceled' or 'closed' if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES: @@ -1455,7 +1460,7 @@ class FreqtradeBot(LoggingMixin): return False try: - co = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair, + co = self.exchange.cancel_order_with_result(order['id'], trade.pair, trade.amount) except InvalidOrderException: logger.exception( @@ -1640,7 +1645,7 @@ class FreqtradeBot(LoggingMixin): profit = trade.calc_profit(rate=order_rate, amount=amount, open_rate=trade.open_rate) profit_ratio = trade.calc_profit_ratio(order_rate, amount, trade.open_rate) else: - order_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested + order_rate = trade.safe_close_rate profit = trade.calc_profit(rate=order_rate) + (0.0 if fill else trade.realized_profit) profit_ratio = trade.calc_profit_ratio(order_rate) amount = trade.amount @@ -1695,7 +1700,7 @@ class FreqtradeBot(LoggingMixin): raise DependencyException( f"Order_obj not found for {order_id}. This should not have happened.") - profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested + profit_rate: float = trade.safe_close_rate profit_trade = trade.calc_profit(rate=profit_rate) current_rate = self.exchange.get_rate( trade.pair, side='exit', is_short=trade.is_short, refresh=False) @@ -1738,7 +1743,8 @@ class FreqtradeBot(LoggingMixin): # def update_trade_state( - self, trade: Trade, order_id: str, action_order: Optional[Dict[str, Any]] = None, + self, trade: Trade, order_id: Optional[str], + action_order: Optional[Dict[str, Any]] = None, stoploss_order: bool = False, send_msg: bool = True) -> bool: """ Checks trades with open orders and updates the amount if necessary diff --git a/freqtrade/leverage/__init__.py b/freqtrade/leverage/__init__.py index ae78f4722..d4526dbec 100644 --- a/freqtrade/leverage/__init__.py +++ b/freqtrade/leverage/__init__.py @@ -1,2 +1 @@ -# flake8: noqa: F401 -from freqtrade.leverage.interest import interest +from freqtrade.leverage.interest import interest # noqa: F401 diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py index f365053c9..823fa174e 100644 --- a/freqtrade/loggers.py +++ b/freqtrade/loggers.py @@ -103,9 +103,9 @@ def setup_logging(config: Config) -> None: logging.root.addHandler(handler_sl) elif s[0] == 'journald': # pragma: no cover try: - from systemd.journal import JournaldLogHandler + from cysystemd.journal import JournaldLogHandler except ImportError: - raise OperationalException("You need the systemd python package be installed in " + raise OperationalException("You need the cysystemd python package be installed in " "order to use logging to journald.") handler_jd = get_existing_handlers(JournaldLogHandler) if handler_jd: diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 9d9cf38d7..87cea54c0 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -81,7 +81,7 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool = else: if log: logger.info(f'dumping json to "{filename}"') - with open(filename, 'w') as fp: + with filename.open('w') as fp: rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE) logger.debug(f'done json to "{filename}"') @@ -98,7 +98,7 @@ def file_dump_joblib(filename: Path, data: Any, log: bool = True) -> None: if log: logger.info(f'dumping joblib to "{filename}"') - with open(filename, 'wb') as fp: + with filename.open('wb') as fp: joblib.dump(data, fp) logger.debug(f'done joblib dump to "{filename}"') @@ -112,7 +112,7 @@ def json_load(datafile: IO) -> Any: return rapidjson.load(datafile, number_mode=rapidjson.NM_NATIVE) -def file_load_json(file): +def file_load_json(file: Path): if file.suffix != ".gz": gzipfile = file.with_suffix(file.suffix + '.gz') @@ -125,7 +125,7 @@ def file_load_json(file): pairdata = json_load(datafile) elif file.is_file(): logger.debug(f"Loading historical data from file {file}") - with open(file) as datafile: + with file.open() as datafile: pairdata = json_load(datafile) else: return None diff --git a/freqtrade/mixins/__init__.py b/freqtrade/mixins/__init__.py index f4a640fa3..c5363c076 100644 --- a/freqtrade/mixins/__init__.py +++ b/freqtrade/mixins/__init__.py @@ -1,2 +1 @@ -# flake8: noqa: F401 -from freqtrade.mixins.logging_mixin import LoggingMixin +from freqtrade.mixins.logging_mixin import LoggingMixin # noqa: F401 diff --git a/freqtrade/optimize/backtest_caching.py b/freqtrade/optimize/backtest_caching.py index d9d270072..f34bbffef 100644 --- a/freqtrade/optimize/backtest_caching.py +++ b/freqtrade/optimize/backtest_caching.py @@ -29,7 +29,7 @@ def get_strategy_run_id(strategy) -> str: # Include _ft_params_from_file - so changing parameter files cause cache eviction digest.update(rapidjson.dumps( strategy._ft_params_from_file, default=str, number_mode=rapidjson.NM_NAN).encode('utf-8')) - with open(strategy.__file__, 'rb') as fp: + with Path(strategy.__file__).open('rb') as fp: digest.update(fp.read()) return digest.hexdigest().lower() diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 065a88f40..83b65d24b 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -93,7 +93,7 @@ class Backtesting: if self.config.get('strategy_list'): if self.config.get('freqai', {}).get('enabled', False): logger.warning("Using --strategy-list with FreqAI REQUIRES all strategies " - "to have identical populate_any_indicators.") + "to have identical feature_engineering_* functions.") for strat in list(self.config['strategy_list']): stratconf = deepcopy(self.config) stratconf['strategy'] = strat @@ -440,7 +440,8 @@ class Backtesting: side_1 * abs(self.strategy.trailing_stop_positive / leverage))) else: # Worst case: price ticks tiny bit above open and dives down. - stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(trade.stop_loss_pct / leverage)) + stop_rate = row[OPEN_IDX] * (1 - side_1 * abs( + (trade.stop_loss_pct or 0.0) / leverage)) if is_short: assert stop_rate > row[LOW_IDX] else: @@ -472,7 +473,7 @@ class Backtesting: # - (Expected abs profit - open_rate - open_fee) / (fee_close -1) roi_rate = trade.open_rate * roi / leverage open_fee_rate = side_1 * trade.open_rate * (1 + side_1 * trade.fee_open) - close_rate = -(roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1) + close_rate = -(roi_rate + open_fee_rate) / ((trade.fee_close or 0.0) - side_1 * 1) if is_short: is_new_roi = row[OPEN_IDX] < close_rate else: @@ -563,7 +564,7 @@ class Backtesting: pos_trade = self._get_exit_for_signal(trade, row, exit_, amount) if pos_trade is not None: order = pos_trade.orders[-1] - if self._get_order_filled(order.price, row): + if self._get_order_filled(order.ft_price, row): order.close_bt_order(current_date, trade) trade.recalc_trade_from_orders() self.wallets.update() @@ -664,6 +665,7 @@ class Backtesting: side=trade.exit_side, order_type=order_type, status="open", + ft_price=close_rate, price=close_rate, average=close_rate, amount=amount, @@ -887,6 +889,7 @@ class Backtesting: order_date=current_time, order_filled_date=current_time, order_update_date=current_time, + ft_price=propose_rate, price=propose_rate, average=propose_rate, amount=amount, @@ -895,7 +898,7 @@ class Backtesting: cost=stake_amount + trade.fee_open, ) trade.orders.append(order) - if pos_adjust and self._get_order_filled(order.price, row): + if pos_adjust and self._get_order_filled(order.ft_price, row): order.close_bt_order(current_time, trade) else: trade.open_order_id = str(self.order_id_counter) @@ -1008,15 +1011,15 @@ class Backtesting: # only check on new candles for open entry orders if order.side == trade.entry_side and current_time > order.order_date_utc: requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price, - default_retval=order.price)( + default_retval=order.ft_price)( trade=trade, # type: ignore[arg-type] order=order, pair=trade.pair, current_time=current_time, - proposed_rate=row[OPEN_IDX], current_order_rate=order.price, + proposed_rate=row[OPEN_IDX], current_order_rate=order.ft_price, entry_tag=trade.enter_tag, side=trade.trade_direction ) # default value is current order price # cancel existing order whenever a new rate is requested (or None) - if requested_rate == order.price: + if requested_rate == order.ft_price: # assumption: there can't be multiple open entry orders at any given time return False else: @@ -1028,7 +1031,8 @@ class Backtesting: if requested_rate: self._enter_trade(pair=trade.pair, row=row, trade=trade, requested_rate=requested_rate, - requested_stake=(order.remaining * order.price / trade.leverage), + requested_stake=( + order.safe_remaining * order.ft_price / trade.leverage), direction='short' if trade.is_short else 'long') self.replaced_entry_orders += 1 else: @@ -1095,7 +1099,7 @@ class Backtesting: for trade in list(LocalTrade.bt_trades_open_pp[pair]): # 3. Process entry orders. order = trade.select_order(trade.entry_side, is_open=True) - if order and self._get_order_filled(order.price, row): + if order and self._get_order_filled(order.ft_price, row): order.close_bt_order(current_time, trade) trade.open_order_id = None self.wallets.update() @@ -1106,7 +1110,7 @@ class Backtesting: # 5. Process exit orders. order = trade.select_order(trade.exit_side, is_open=True) - if order and self._get_order_filled(order.price, row): + if order and self._get_order_filled(order.ft_price, row): order.close_bt_order(current_time, trade) trade.open_order_id = None sub_trade = order.safe_amount_after_fee != trade.amount @@ -1115,7 +1119,7 @@ class Backtesting: trade.recalc_trade_from_orders() else: trade.close_date = current_time - trade.close(order.price, show_msg=False) + trade.close(order.ft_price, show_msg=False) # logger.debug(f"{pair} - Backtesting exit {trade}") LocalTrade.close_bt_trade(trade) diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py old mode 100755 new mode 100644 diff --git a/freqtrade/optimize/space/__init__.py b/freqtrade/optimize/space/__init__.py index bbdac4ab9..6c59a4d8f 100644 --- a/freqtrade/optimize/space/__init__.py +++ b/freqtrade/optimize/space/__init__.py @@ -1,4 +1,3 @@ -# flake8: noqa: F401 -from skopt.space import Categorical, Dimension, Integer, Real +from skopt.space import Categorical, Dimension, Integer, Real # noqa: F401 -from .decimalspace import SKDecimal +from .decimalspace import SKDecimal # noqa: F401 diff --git a/freqtrade/persistence/base.py b/freqtrade/persistence/base.py index fb2d561e1..fc2dac75e 100644 --- a/freqtrade/persistence/base.py +++ b/freqtrade/persistence/base.py @@ -1,7 +1,9 @@ -from typing import Any - -from sqlalchemy.orm import declarative_base +from sqlalchemy.orm import DeclarativeBase, Session, scoped_session -_DECL_BASE: Any = declarative_base() +SessionType = scoped_session[Session] + + +class ModelBase(DeclarativeBase): + pass diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index 7f851322e..d718af2f4 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -2,6 +2,7 @@ This module contains the class to persist trades into SQLite """ import logging +from typing import Any, Dict from sqlalchemy import create_engine, inspect from sqlalchemy.exc import NoSuchModuleError @@ -9,7 +10,7 @@ from sqlalchemy.orm import scoped_session, sessionmaker from sqlalchemy.pool import StaticPool from freqtrade.exceptions import OperationalException -from freqtrade.persistence.base import _DECL_BASE +from freqtrade.persistence.base import ModelBase from freqtrade.persistence.migrations import check_migrate from freqtrade.persistence.pairlock import PairLock from freqtrade.persistence.trade_model import Order, Trade @@ -29,7 +30,7 @@ def init_db(db_url: str) -> None: :param db_url: Database to use :return: None """ - kwargs = {} + kwargs: Dict[str, Any] = {} if db_url == 'sqlite:///': raise OperationalException( @@ -54,10 +55,12 @@ def init_db(db_url: str) -> None: # Scoped sessions proxy requests to the appropriate thread-local session. # We should use the scoped_session object - not a seperately initialized version Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False)) + Order._session = Trade._session + PairLock._session = Trade._session Trade.query = Trade._session.query_property() Order.query = Trade._session.query_property() PairLock.query = Trade._session.query_property() previous_tables = inspect(engine).get_table_names() - _DECL_BASE.metadata.create_all(engine) - check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables) + ModelBase.metadata.create_all(engine) + check_migrate(engine, decl_base=ModelBase, previous_tables=previous_tables) diff --git a/freqtrade/persistence/pairlock.py b/freqtrade/persistence/pairlock.py index 938cd14bc..a6d1eeaf0 100644 --- a/freqtrade/persistence/pairlock.py +++ b/freqtrade/persistence/pairlock.py @@ -1,33 +1,36 @@ from datetime import datetime, timezone -from typing import Any, Dict, Optional +from typing import Any, ClassVar, Dict, Optional -from sqlalchemy import Boolean, Column, DateTime, Integer, String, or_ -from sqlalchemy.orm import Query +from sqlalchemy import String, or_ +from sqlalchemy.orm import Mapped, Query, mapped_column +from sqlalchemy.orm.scoping import _QueryDescriptorType from freqtrade.constants import DATETIME_PRINT_FORMAT -from freqtrade.persistence.base import _DECL_BASE +from freqtrade.persistence.base import ModelBase, SessionType -class PairLock(_DECL_BASE): +class PairLock(ModelBase): """ Pair Locks database model. """ __tablename__ = 'pairlocks' + query: ClassVar[_QueryDescriptorType] + _session: ClassVar[SessionType] - id = Column(Integer, primary_key=True) + id: Mapped[int] = mapped_column(primary_key=True) - pair = Column(String(25), nullable=False, index=True) + pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True) # lock direction - long, short or * (for both) - side = Column(String(25), nullable=False, default="*") - reason = Column(String(255), nullable=True) + side: Mapped[str] = mapped_column(String(25), nullable=False, default="*") + reason: Mapped[Optional[str]] = mapped_column(String(255), nullable=True) # Time the pair was locked (start time) - lock_time = Column(DateTime(), nullable=False) + lock_time: Mapped[datetime] = mapped_column(nullable=False) # Time until the pair is locked (end time) - lock_end_time = Column(DateTime(), nullable=False, index=True) + lock_end_time: Mapped[datetime] = mapped_column(nullable=False, index=True) - active = Column(Boolean, nullable=False, default=True, index=True) + active: Mapped[bool] = mapped_column(nullable=False, default=True, index=True) - def __repr__(self): + def __repr__(self) -> str: lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT) lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT) return ( diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py index 4485bb88e..5ed131a9b 100644 --- a/freqtrade/persistence/pairlock_middleware.py +++ b/freqtrade/persistence/pairlock_middleware.py @@ -133,8 +133,8 @@ class PairLocks(): PairLock.query.session.commit() else: # used in backtesting mode; don't show log messages for speed - locks = PairLocks.get_pair_locks(None) - for lock in locks: + locksb = PairLocks.get_pair_locks(None) + for lock in locksb: if lock.reason == reason: lock.active = False diff --git a/freqtrade/persistence/trade_model.py b/freqtrade/persistence/trade_model.py index 535067084..0ae5fba25 100644 --- a/freqtrade/persistence/trade_model.py +++ b/freqtrade/persistence/trade_model.py @@ -5,11 +5,11 @@ import logging from collections import defaultdict from datetime import datetime, timedelta, timezone from math import isclose -from typing import Any, Dict, List, Optional +from typing import Any, ClassVar, Dict, List, Optional, cast -from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String, - UniqueConstraint, desc, func) -from sqlalchemy.orm import Query, lazyload, relationship +from sqlalchemy import Enum, Float, ForeignKey, Integer, String, UniqueConstraint, desc, func +from sqlalchemy.orm import Mapped, Query, lazyload, mapped_column, relationship +from sqlalchemy.orm.scoping import _QueryDescriptorType from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES, BuySell, LongShort) @@ -17,14 +17,14 @@ from freqtrade.enums import ExitType, TradingMode from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exchange import amount_to_contract_precision, price_to_precision from freqtrade.leverage import interest -from freqtrade.persistence.base import _DECL_BASE +from freqtrade.persistence.base import ModelBase, SessionType from freqtrade.util import FtPrecise logger = logging.getLogger(__name__) -class Order(_DECL_BASE): +class Order(ModelBase): """ Order database model Keeps a record of all orders placed on the exchange @@ -36,41 +36,44 @@ class Order(_DECL_BASE): Mirrors CCXT Order structure """ __tablename__ = 'orders' + query: ClassVar[_QueryDescriptorType] + _session: ClassVar[SessionType] + # Uniqueness should be ensured over pair, order_id # its likely that order_id is unique per Pair on some exchanges. __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),) - id = Column(Integer, primary_key=True) - ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True) + id: Mapped[int] = mapped_column(Integer, primary_key=True) + ft_trade_id: Mapped[int] = mapped_column(Integer, ForeignKey('trades.id'), index=True) - trade = relationship("Trade", back_populates="orders") + trade: Mapped[List["Trade"]] = relationship("Trade", back_populates="orders") # order_side can only be 'buy', 'sell' or 'stoploss' - ft_order_side = Column(String(25), nullable=False) - ft_pair = Column(String(25), nullable=False) - ft_is_open = Column(Boolean, nullable=False, default=True, index=True) - ft_amount = Column(Float(), nullable=False) - ft_price = Column(Float(), nullable=False) + ft_order_side: Mapped[str] = mapped_column(String(25), nullable=False) + ft_pair: Mapped[str] = mapped_column(String(25), nullable=False) + ft_is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True) + ft_amount: Mapped[float] = mapped_column(Float(), nullable=False) + ft_price: Mapped[float] = mapped_column(Float(), nullable=False) - order_id = Column(String(255), nullable=False, index=True) - status = Column(String(255), nullable=True) - symbol = Column(String(25), nullable=True) - order_type = Column(String(50), nullable=True) - side = Column(String(25), nullable=True) - price = Column(Float(), nullable=True) - average = Column(Float(), nullable=True) - amount = Column(Float(), nullable=True) - filled = Column(Float(), nullable=True) - remaining = Column(Float(), nullable=True) - cost = Column(Float(), nullable=True) - stop_price = Column(Float(), nullable=True) - order_date = Column(DateTime(), nullable=True, default=datetime.utcnow) - order_filled_date = Column(DateTime(), nullable=True) - order_update_date = Column(DateTime(), nullable=True) + order_id: Mapped[str] = mapped_column(String(255), nullable=False, index=True) + status: Mapped[Optional[str]] = mapped_column(String(255), nullable=True) + symbol: Mapped[Optional[str]] = mapped_column(String(25), nullable=True) + # TODO: type: order_type type is Optional[str] + order_type: Mapped[str] = mapped_column(String(50), nullable=True) + side: Mapped[str] = mapped_column(String(25), nullable=True) + price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + average: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + amount: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + filled: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + remaining: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + stop_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) + order_date: Mapped[datetime] = mapped_column(nullable=True, default=datetime.utcnow) + order_filled_date: Mapped[Optional[datetime]] = mapped_column(nullable=True) + order_update_date: Mapped[Optional[datetime]] = mapped_column(nullable=True) + funding_fee: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) - funding_fee = Column(Float(), nullable=True) - - ft_fee_base = Column(Float(), nullable=True) + ft_fee_base: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) @property def order_date_utc(self) -> datetime: @@ -96,6 +99,10 @@ class Order(_DECL_BASE): def safe_filled(self) -> float: return self.filled if self.filled is not None else self.amount or 0.0 + @property + def safe_cost(self) -> float: + return self.cost or 0.0 + @property def safe_remaining(self) -> float: return ( @@ -151,7 +158,7 @@ class Order(_DECL_BASE): self.order_update_date = datetime.now(timezone.utc) def to_ccxt_object(self) -> Dict[str, Any]: - return { + order: Dict[str, Any] = { 'id': self.order_id, 'symbol': self.ft_pair, 'price': self.price, @@ -169,6 +176,9 @@ class Order(_DECL_BASE): 'fee': None, 'info': {}, } + if self.ft_order_side == 'stoploss': + order['ft_order_type'] = 'stoploss' + return order def to_json(self, entry_side: str, minified: bool = False) -> Dict[str, Any]: resp = { @@ -210,7 +220,7 @@ class Order(_DECL_BASE): # Assumes backtesting will use date_last_filled_utc to calculate future funding fees. self.funding_fee = trade.funding_fees - if (self.ft_order_side == trade.entry_side): + if (self.ft_order_side == trade.entry_side and self.price): trade.open_rate = self.price trade.recalc_trade_from_orders() trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True) @@ -290,15 +300,15 @@ class LocalTrade(): exchange: str = '' pair: str = '' - base_currency: str = '' - stake_currency: str = '' + base_currency: Optional[str] = '' + stake_currency: Optional[str] = '' is_open: bool = True fee_open: float = 0.0 fee_open_cost: Optional[float] = None - fee_open_currency: str = '' - fee_close: float = 0.0 + fee_open_currency: Optional[str] = '' + fee_close: Optional[float] = 0.0 fee_close_cost: Optional[float] = None - fee_close_currency: str = '' + fee_close_currency: Optional[str] = '' open_rate: float = 0.0 open_rate_requested: Optional[float] = None # open_trade_value - calculated via _calc_open_trade_value @@ -308,7 +318,7 @@ class LocalTrade(): close_profit: Optional[float] = None close_profit_abs: Optional[float] = None stake_amount: float = 0.0 - max_stake_amount: float = 0.0 + max_stake_amount: Optional[float] = 0.0 amount: float = 0.0 amount_requested: Optional[float] = None open_date: datetime @@ -317,9 +327,9 @@ class LocalTrade(): # absolute value of the stop loss stop_loss: float = 0.0 # percentage value of the stop loss - stop_loss_pct: float = 0.0 + stop_loss_pct: Optional[float] = 0.0 # absolute value of the initial stop loss - initial_stop_loss: float = 0.0 + initial_stop_loss: Optional[float] = 0.0 # percentage value of the initial stop loss initial_stop_loss_pct: Optional[float] = None # stoploss order id which is on exchange @@ -327,12 +337,12 @@ class LocalTrade(): # last update time of the stoploss order on exchange stoploss_last_update: Optional[datetime] = None # absolute value of the highest reached price - max_rate: float = 0.0 + max_rate: Optional[float] = None # Lowest price reached - min_rate: float = 0.0 - exit_reason: str = '' - exit_order_status: str = '' - strategy: str = '' + min_rate: Optional[float] = None + exit_reason: Optional[str] = '' + exit_order_status: Optional[str] = '' + strategy: Optional[str] = '' enter_tag: Optional[str] = None timeframe: Optional[int] = None @@ -589,7 +599,7 @@ class LocalTrade(): self.stop_loss_pct = -1 * abs(percent) - def adjust_stop_loss(self, current_price: float, stoploss: float, + def adjust_stop_loss(self, current_price: float, stoploss: Optional[float], initial: bool = False, refresh: bool = False) -> None: """ This adjusts the stop loss to it's most recently observed setting @@ -598,7 +608,7 @@ class LocalTrade(): :param initial: Called to initiate stop_loss. Skips everything if self.stop_loss is already set. """ - if initial and not (self.stop_loss is None or self.stop_loss == 0): + if stoploss is None or (initial and not (self.stop_loss is None or self.stop_loss == 0)): # Don't modify if called with initial and nothing to do return refresh = True if refresh and self.nr_of_successful_entries == 1 else False @@ -637,7 +647,7 @@ class LocalTrade(): f"initial_stop_loss={self.initial_stop_loss:.8f}, " f"stop_loss={self.stop_loss:.8f}. " f"Trailing stoploss saved us: " - f"{float(self.stop_loss) - float(self.initial_stop_loss):.8f}.") + f"{float(self.stop_loss) - float(self.initial_stop_loss or 0.0):.8f}.") def update_trade(self, order: Order) -> None: """ @@ -789,10 +799,10 @@ class LocalTrade(): return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours) - def _calc_base_close(self, amount: FtPrecise, rate: float, fee: float) -> FtPrecise: + def _calc_base_close(self, amount: FtPrecise, rate: float, fee: Optional[float]) -> FtPrecise: close_trade = amount * FtPrecise(rate) - fees = close_trade * FtPrecise(fee) + fees = close_trade * FtPrecise(fee or 0.0) if self.is_short: return close_trade + fees @@ -1056,10 +1066,14 @@ class LocalTrade(): return len(self.select_filled_orders('sell')) @property - def sell_reason(self) -> str: + def sell_reason(self) -> Optional[str]: """ DEPRECATED! Please use exit_reason instead.""" return self.exit_reason + @property + def safe_close_rate(self) -> float: + return self.close_rate or self.close_rate_requested or 0.0 + @staticmethod def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None, open_date: Optional[datetime] = None, @@ -1121,7 +1135,7 @@ class LocalTrade(): @staticmethod def get_open_trades() -> List[Any]: """ - Query trades from persistence layer + Retrieve open trades """ return Trade.get_trades_proxy(is_open=True) @@ -1156,7 +1170,7 @@ class LocalTrade(): logger.info(f"New stoploss: {trade.stop_loss}.") -class Trade(_DECL_BASE, LocalTrade): +class Trade(ModelBase, LocalTrade): """ Trade database model. Also handles updating and querying trades @@ -1164,79 +1178,98 @@ class Trade(_DECL_BASE, LocalTrade): Note: Fields must be aligned with LocalTrade class """ __tablename__ = 'trades' + query: ClassVar[_QueryDescriptorType] + _session: ClassVar[SessionType] use_db: bool = True - id = Column(Integer, primary_key=True) + id: Mapped[int] = mapped_column(Integer, primary_key=True) # type: ignore - orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan", - lazy="selectin", innerjoin=True) + orders: Mapped[List[Order]] = relationship( + "Order", order_by="Order.id", cascade="all, delete-orphan", lazy="selectin", + innerjoin=True) # type: ignore - exchange = Column(String(25), nullable=False) - pair = Column(String(25), nullable=False, index=True) - base_currency = Column(String(25), nullable=True) - stake_currency = Column(String(25), nullable=True) - is_open = Column(Boolean, nullable=False, default=True, index=True) - fee_open = Column(Float(), nullable=False, default=0.0) - fee_open_cost = Column(Float(), nullable=True) - fee_open_currency = Column(String(25), nullable=True) - fee_close = Column(Float(), nullable=False, default=0.0) - fee_close_cost = Column(Float(), nullable=True) - fee_close_currency = Column(String(25), nullable=True) - open_rate: float = Column(Float()) - open_rate_requested = Column(Float()) + exchange: Mapped[str] = mapped_column(String(25), nullable=False) # type: ignore + pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True) # type: ignore + base_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True) # type: ignore + stake_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True) # type: ignore + is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True) # type: ignore + fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0) # type: ignore + fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) # type: ignore + fee_open_currency: Mapped[Optional[str]] = mapped_column( + String(25), nullable=True) # type: ignore + fee_close: Mapped[Optional[float]] = mapped_column( + Float(), nullable=False, default=0.0) # type: ignore + fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) # type: ignore + fee_close_currency: Mapped[Optional[str]] = mapped_column( + String(25), nullable=True) # type: ignore + open_rate: Mapped[float] = mapped_column(Float()) # type: ignore + open_rate_requested: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True) # type: ignore # open_trade_value - calculated via _calc_open_trade_value - open_trade_value = Column(Float()) - close_rate: Optional[float] = Column(Float()) - close_rate_requested = Column(Float()) - realized_profit = Column(Float(), default=0.0) - close_profit = Column(Float()) - close_profit_abs = Column(Float()) - stake_amount = Column(Float(), nullable=False) - max_stake_amount = Column(Float()) - amount = Column(Float()) - amount_requested = Column(Float()) - open_date = Column(DateTime(), nullable=False, default=datetime.utcnow) - close_date = Column(DateTime()) - open_order_id = Column(String(255)) + open_trade_value: Mapped[float] = mapped_column(Float(), nullable=True) # type: ignore + close_rate: Mapped[Optional[float]] = mapped_column(Float()) # type: ignore + close_rate_requested: Mapped[Optional[float]] = mapped_column(Float()) # type: ignore + realized_profit: Mapped[float] = mapped_column( + Float(), default=0.0, nullable=True) # type: ignore + close_profit: Mapped[Optional[float]] = mapped_column(Float()) # type: ignore + close_profit_abs: Mapped[Optional[float]] = mapped_column(Float()) # type: ignore + stake_amount: Mapped[float] = mapped_column(Float(), nullable=False) # type: ignore + max_stake_amount: Mapped[Optional[float]] = mapped_column(Float()) # type: ignore + amount: Mapped[float] = mapped_column(Float()) # type: ignore + amount_requested: Mapped[Optional[float]] = mapped_column(Float()) # type: ignore + open_date: Mapped[datetime] = mapped_column( + nullable=False, default=datetime.utcnow) # type: ignore + close_date: Mapped[Optional[datetime]] = mapped_column() # type: ignore + open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True) # type: ignore # absolute value of the stop loss - stop_loss = Column(Float(), nullable=True, default=0.0) + stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0) # type: ignore # percentage value of the stop loss - stop_loss_pct = Column(Float(), nullable=True) + stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) # type: ignore # absolute value of the initial stop loss - initial_stop_loss = Column(Float(), nullable=True, default=0.0) + initial_stop_loss: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True, default=0.0) # type: ignore # percentage value of the initial stop loss - initial_stop_loss_pct = Column(Float(), nullable=True) + initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True) # type: ignore # stoploss order id which is on exchange - stoploss_order_id = Column(String(255), nullable=True, index=True) + stoploss_order_id: Mapped[Optional[str]] = mapped_column( + String(255), nullable=True, index=True) # type: ignore # last update time of the stoploss order on exchange - stoploss_last_update = Column(DateTime(), nullable=True) + stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True) # type: ignore # absolute value of the highest reached price - max_rate = Column(Float(), nullable=True, default=0.0) + max_rate: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True, default=0.0) # type: ignore # Lowest price reached - min_rate = Column(Float(), nullable=True) - exit_reason = Column(String(100), nullable=True) - exit_order_status = Column(String(100), nullable=True) - strategy = Column(String(100), nullable=True) - enter_tag = Column(String(100), nullable=True) - timeframe = Column(Integer, nullable=True) + min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) # type: ignore + exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True) # type: ignore + exit_order_status: Mapped[Optional[str]] = mapped_column( + String(100), nullable=True) # type: ignore + strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True) # type: ignore + enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True) # type: ignore + timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True) # type: ignore - trading_mode = Column(Enum(TradingMode), nullable=True) - amount_precision = Column(Float(), nullable=True) - price_precision = Column(Float(), nullable=True) - precision_mode = Column(Integer, nullable=True) - contract_size = Column(Float(), nullable=True) + trading_mode: Mapped[TradingMode] = mapped_column( + Enum(TradingMode), nullable=True) # type: ignore + amount_precision: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True) # type: ignore + price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) # type: ignore + precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True) # type: ignore + contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True) # type: ignore # Leverage trading properties - leverage = Column(Float(), nullable=True, default=1.0) - is_short = Column(Boolean, nullable=False, default=False) - liquidation_price = Column(Float(), nullable=True) + leverage: Mapped[float] = mapped_column(Float(), nullable=True, default=1.0) # type: ignore + is_short: Mapped[bool] = mapped_column(nullable=False, default=False) # type: ignore + liquidation_price: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True) # type: ignore # Margin Trading Properties - interest_rate = Column(Float(), nullable=False, default=0.0) + interest_rate: Mapped[float] = mapped_column( + Float(), nullable=False, default=0.0) # type: ignore # Futures properties - funding_fees = Column(Float(), nullable=True, default=None) + funding_fees: Mapped[Optional[float]] = mapped_column( + Float(), nullable=True, default=None) # type: ignore def __init__(self, **kwargs): super().__init__(**kwargs) @@ -1282,7 +1315,7 @@ class Trade(_DECL_BASE, LocalTrade): trade_filter.append(Trade.close_date > close_date) if is_open is not None: trade_filter.append(Trade.is_open.is_(is_open)) - return Trade.get_trades(trade_filter).all() + return cast(List[LocalTrade], Trade.get_trades(trade_filter).all()) else: return LocalTrade.get_trades_proxy( pair=pair, is_open=is_open, @@ -1291,7 +1324,7 @@ class Trade(_DECL_BASE, LocalTrade): ) @staticmethod - def get_trades(trade_filter=None, include_orders: bool = True) -> Query: + def get_trades(trade_filter=None, include_orders: bool = True) -> Query['Trade']: """ Helper function to query Trades using filters. NOTE: Not supported in Backtesting. @@ -1378,7 +1411,7 @@ class Trade(_DECL_BASE, LocalTrade): Returns List of dicts containing all Trades, including profit and trade count NOTE: Not supported in Backtesting. """ - filters = [Trade.is_open.is_(False)] + filters: List = [Trade.is_open.is_(False)] if minutes: start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes) filters.append(Trade.close_date >= start_date) @@ -1411,7 +1444,7 @@ class Trade(_DECL_BASE, LocalTrade): NOTE: Not supported in Backtesting. """ - filters = [Trade.is_open.is_(False)] + filters: List = [Trade.is_open.is_(False)] if (pair is not None): filters.append(Trade.pair == pair) @@ -1444,7 +1477,7 @@ class Trade(_DECL_BASE, LocalTrade): NOTE: Not supported in Backtesting. """ - filters = [Trade.is_open.is_(False)] + filters: List = [Trade.is_open.is_(False)] if (pair is not None): filters.append(Trade.pair == pair) @@ -1477,7 +1510,7 @@ class Trade(_DECL_BASE, LocalTrade): NOTE: Not supported in Backtesting. """ - filters = [Trade.is_open.is_(False)] + filters: List = [Trade.is_open.is_(False)] if (pair is not None): filters.append(Trade.pair == pair) diff --git a/freqtrade/plugins/pairlist/RemotePairList.py b/freqtrade/plugins/pairlist/RemotePairList.py index b54be1fa7..764c16f1a 100644 --- a/freqtrade/plugins/pairlist/RemotePairList.py +++ b/freqtrade/plugins/pairlist/RemotePairList.py @@ -157,7 +157,7 @@ class RemotePairList(IPairList): file_path = Path(filename) if file_path.exists(): - with open(filename) as json_file: + with file_path.open() as json_file: # Load the JSON data into a dictionary jsonparse = json.load(json_file) diff --git a/freqtrade/rpc/__init__.py b/freqtrade/rpc/__init__.py index 957565e2c..07f83abc0 100644 --- a/freqtrade/rpc/__init__.py +++ b/freqtrade/rpc/__init__.py @@ -1,3 +1,2 @@ -# flake8: noqa: F401 -from .rpc import RPC, RPCException, RPCHandler -from .rpc_manager import RPCManager +from .rpc import RPC, RPCException, RPCHandler # noqa: F401 +from .rpc_manager import RPCManager # noqa: F401 diff --git a/freqtrade/rpc/api_server/__init__.py b/freqtrade/rpc/api_server/__init__.py index df255c186..b2ed3e6e0 100644 --- a/freqtrade/rpc/api_server/__init__.py +++ b/freqtrade/rpc/api_server/__init__.py @@ -1,2 +1 @@ -# flake8: noqa: F401 -from .webserver import ApiServer +from .webserver import ApiServer # noqa: F401 diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py index bc2a40d91..d9d7a27f1 100644 --- a/freqtrade/rpc/api_server/api_backtest.py +++ b/freqtrade/rpc/api_server/api_backtest.py @@ -10,7 +10,7 @@ from fastapi.exceptions import HTTPException from freqtrade.configuration.config_validation import validate_config_consistency from freqtrade.data.btanalysis import get_backtest_resultlist, load_and_merge_backtest_result from freqtrade.enums import BacktestState -from freqtrade.exceptions import DependencyException +from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.misc import deep_merge_dicts from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, BacktestRequest, BacktestResponse) @@ -26,9 +26,10 @@ router = APIRouter() @router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) -# flake8: noqa: C901 -async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks, - config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): +async def api_start_backtest( # noqa: C901 + bt_settings: BacktestRequest, background_tasks: BackgroundTasks, + config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): + ApiServer._bt['bt_error'] = None """Start backtesting if not done so already""" if ApiServer._bgtask_running: raise RPCException('Bot Background task already running') @@ -60,30 +61,31 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac asyncio.set_event_loop(asyncio.new_event_loop()) try: # Reload strategy - lastconfig = ApiServer._bt_last_config + lastconfig = ApiServer._bt['last_config'] strat = StrategyResolver.load_strategy(btconfig) validate_config_consistency(btconfig) if ( - not ApiServer._bt + not ApiServer._bt['bt'] or lastconfig.get('timeframe') != strat.timeframe or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail') or lastconfig.get('timerange') != btconfig['timerange'] ): from freqtrade.optimize.backtesting import Backtesting - ApiServer._bt = Backtesting(btconfig) - ApiServer._bt.load_bt_data_detail() + ApiServer._bt['bt'] = Backtesting(btconfig) + ApiServer._bt['bt'].load_bt_data_detail() else: - ApiServer._bt.config = btconfig - ApiServer._bt.init_backtest() + ApiServer._bt['bt'].config = btconfig + ApiServer._bt['bt'].init_backtest() # Only reload data if timeframe changed. if ( - not ApiServer._bt_data - or not ApiServer._bt_timerange + not ApiServer._bt['data'] + or not ApiServer._bt['timerange'] or lastconfig.get('timeframe') != strat.timeframe or lastconfig.get('timerange') != btconfig['timerange'] ): - ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data() + ApiServer._bt['data'], ApiServer._bt['timerange'] = ApiServer._bt[ + 'bt'].load_bt_data() lastconfig['timerange'] = btconfig['timerange'] lastconfig['timeframe'] = strat.timeframe @@ -91,34 +93,35 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac lastconfig['enable_protections'] = btconfig.get('enable_protections') lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet') - ApiServer._bt.enable_protections = btconfig.get('enable_protections', False) - ApiServer._bt.strategylist = [strat] - ApiServer._bt.results = {} - ApiServer._bt.load_prior_backtest() + ApiServer._bt['bt'].enable_protections = btconfig.get('enable_protections', False) + ApiServer._bt['bt'].strategylist = [strat] + ApiServer._bt['bt'].results = {} + ApiServer._bt['bt'].load_prior_backtest() - ApiServer._bt.abort = False - if (ApiServer._bt.results and - strat.get_strategy_name() in ApiServer._bt.results['strategy']): + ApiServer._bt['bt'].abort = False + if (ApiServer._bt['bt'].results and + strat.get_strategy_name() in ApiServer._bt['bt'].results['strategy']): # When previous result hash matches - reuse that result and skip backtesting. logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}') else: - min_date, max_date = ApiServer._bt.backtest_one_strategy( - strat, ApiServer._bt_data, ApiServer._bt_timerange) + min_date, max_date = ApiServer._bt['bt'].backtest_one_strategy( + strat, ApiServer._bt['data'], ApiServer._bt['timerange']) - ApiServer._bt.results = generate_backtest_stats( - ApiServer._bt_data, ApiServer._bt.all_results, + ApiServer._bt['bt'].results = generate_backtest_stats( + ApiServer._bt['data'], ApiServer._bt['bt'].all_results, min_date=min_date, max_date=max_date) if btconfig.get('export', 'none') == 'trades': store_backtest_stats( - btconfig['exportfilename'], ApiServer._bt.results, + btconfig['exportfilename'], ApiServer._bt['bt'].results, datetime.now().strftime("%Y-%m-%d_%H-%M-%S") ) logger.info("Backtest finished.") - except DependencyException as e: - logger.info(f"Backtesting caused an error: {e}") + except (Exception, OperationalException, DependencyException) as e: + logger.exception(f"Backtesting caused an error: {e}") + ApiServer._bt['bt_error'] = str(e) pass finally: ApiServer._bgtask_running = False @@ -146,13 +149,14 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)): return { "status": "running", "running": True, - "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP), - "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0, + "step": (ApiServer._bt['bt'].progress.action if ApiServer._bt['bt'] + else str(BacktestState.STARTUP)), + "progress": ApiServer._bt['bt'].progress.progress if ApiServer._bt['bt'] else 0, "trade_count": len(LocalTrade.trades), "status_msg": "Backtest running", } - if not ApiServer._bt: + if not ApiServer._bt['bt']: return { "status": "not_started", "running": False, @@ -160,6 +164,14 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)): "progress": 0, "status_msg": "Backtest not yet executed" } + if ApiServer._bt['bt_error']: + return { + "status": "error", + "running": False, + "step": "", + "progress": 0, + "status_msg": f"Backtest failed with {ApiServer._bt['bt_error']}" + } return { "status": "ended", @@ -167,7 +179,7 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)): "status_msg": "Backtest ended", "step": "finished", "progress": 1, - "backtest_result": ApiServer._bt.results, + "backtest_result": ApiServer._bt['bt'].results, } @@ -182,12 +194,12 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)): "progress": 0, "status_msg": "Backtest running", } - if ApiServer._bt: - ApiServer._bt.cleanup() - del ApiServer._bt - ApiServer._bt = None - del ApiServer._bt_data - ApiServer._bt_data = None + if ApiServer._bt['bt']: + ApiServer._bt['bt'].cleanup() + del ApiServer._bt['bt'] + ApiServer._bt['bt'] = None + del ApiServer._bt['data'] + ApiServer._bt['data'] = None logger.info("Backtesting reset") return { "status": "reset", @@ -208,7 +220,7 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)): "progress": 0, "status_msg": "Backtest ended", } - ApiServer._bt.abort = True + ApiServer._bt['bt'].abort = True return { "status": "stopping", "running": False, @@ -218,14 +230,17 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)): } -@router.get('/backtest/history', response_model=List[BacktestHistoryEntry], tags=['webserver', 'backtest']) +@router.get('/backtest/history', response_model=List[BacktestHistoryEntry], + tags=['webserver', 'backtest']) def api_backtest_history(config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): # Get backtest result history, read from metadata files return get_backtest_resultlist(config['user_data_dir'] / 'backtest_results') -@router.get('/backtest/history/result', response_model=BacktestResponse, tags=['webserver', 'backtest']) -def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): +@router.get('/backtest/history/result', response_model=BacktestResponse, + tags=['webserver', 'backtest']) +def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config), + ws_mode=Depends(is_webserver_mode)): # Get backtest result history, read from metadata files fn = config['user_data_dir'] / 'backtest_results' / filename results: Dict[str, Any] = { diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 58f6ad583..562c9aa7d 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -228,24 +228,32 @@ class TradeSchema(BaseModel): fee_close: Optional[float] fee_close_cost: Optional[float] fee_close_currency: Optional[str] + open_date: str open_timestamp: int open_rate: float open_rate_requested: Optional[float] open_trade_value: float + close_date: Optional[str] close_timestamp: Optional[int] close_rate: Optional[float] close_rate_requested: Optional[float] + close_profit: Optional[float] close_profit_pct: Optional[float] close_profit_abs: Optional[float] + profit_ratio: Optional[float] profit_pct: Optional[float] profit_abs: Optional[float] profit_fiat: Optional[float] + + realized_profit: float + exit_reason: Optional[str] exit_order_status: Optional[str] + stop_loss_abs: Optional[float] stop_loss_ratio: Optional[float] stop_loss_pct: Optional[float] @@ -255,6 +263,7 @@ class TradeSchema(BaseModel): initial_stop_loss_abs: Optional[float] initial_stop_loss_ratio: Optional[float] initial_stop_loss_pct: Optional[float] + min_rate: Optional[float] max_rate: Optional[float] open_order_id: Optional[str] @@ -273,10 +282,10 @@ class OpenTradeSchema(TradeSchema): stoploss_current_dist_ratio: Optional[float] stoploss_entry_dist: Optional[float] stoploss_entry_dist_ratio: Optional[float] - current_profit: float - current_profit_abs: float - current_profit_pct: float current_rate: float + total_profit_abs: float + total_profit_fiat: Optional[float] + open_order: Optional[str] @@ -456,5 +465,5 @@ class SysInfo(BaseModel): class Health(BaseModel): - last_process: datetime - last_process_ts: int + last_process: Optional[datetime] + last_process_ts: Optional[int] diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 73bdde86b..f6bab3624 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -346,4 +346,4 @@ def sysinfo(): @router.get('/health', response_model=Health, tags=['info']) def health(rpc: RPC = Depends(get_rpc)): - return rpc._health() + return rpc.health() diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py index 92bded1c5..b53662451 100644 --- a/freqtrade/rpc/api_server/webserver.py +++ b/freqtrade/rpc/api_server/webserver.py @@ -36,10 +36,13 @@ class ApiServer(RPCHandler): _rpc: RPC # Backtesting type: Backtesting - _bt = None - _bt_data = None - _bt_timerange = None - _bt_last_config: Config = {} + _bt: Dict[str, Any] = { + 'bt': None, + 'data': None, + 'timerange': None, + 'last_config': {}, + 'bt_error': None, + } _has_rpc: bool = False _bgtask_running: bool = False _config: Config = {} diff --git a/freqtrade/rpc/api_server/ws/__init__.py b/freqtrade/rpc/api_server/ws/__init__.py index 0b94d3fee..b76428119 100644 --- a/freqtrade/rpc/api_server/ws/__init__.py +++ b/freqtrade/rpc/api_server/ws/__init__.py @@ -1,7 +1,6 @@ -# flake8: noqa: F401 # isort: off -from freqtrade.rpc.api_server.ws.types import WebSocketType -from freqtrade.rpc.api_server.ws.proxy import WebSocketProxy -from freqtrade.rpc.api_server.ws.serializer import HybridJSONWebSocketSerializer -from freqtrade.rpc.api_server.ws.channel import WebSocketChannel -from freqtrade.rpc.api_server.ws.message_stream import MessageStream +from freqtrade.rpc.api_server.ws.types import WebSocketType # noqa: F401 +from freqtrade.rpc.api_server.ws.proxy import WebSocketProxy # noqa: F401 +from freqtrade.rpc.api_server.ws.serializer import HybridJSONWebSocketSerializer # noqa: F401 +from freqtrade.rpc.api_server.ws.channel import WebSocketChannel # noqa: F401 +from freqtrade.rpc.api_server.ws.message_stream import MessageStream # noqa: F401 diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 83bffb779..8692c477f 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -19,8 +19,8 @@ from freqtrade.configuration.timerange import TimeRange from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT, Config from freqtrade.data.history import load_data from freqtrade.data.metrics import calculate_max_drawdown -from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State, - TradingMode) +from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, SignalDirection, + State, TradingMode) from freqtrade.exceptions import ExchangeError, PricingError from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs from freqtrade.loggers import bufferHandler @@ -169,6 +169,7 @@ class RPC: for trade in trades: order: Optional[Order] = None current_profit_fiat: Optional[float] = None + total_profit_fiat: Optional[float] = None if trade.open_order_id: order = trade.select_order_by_order_id(trade.open_order_id) # calculate profit and send message to user @@ -188,8 +189,9 @@ class RPC: else: # Closed trade ... current_rate = trade.close_rate - current_profit = trade.close_profit - current_profit_abs = trade.close_profit_abs + current_profit = trade.close_profit or 0.0 + current_profit_abs = trade.close_profit_abs or 0.0 + total_profit_abs = trade.realized_profit + current_profit_abs # Calculate fiat profit if not isnan(current_profit_abs) and self._fiat_converter: @@ -198,6 +200,11 @@ class RPC: self._freqtrade.config['stake_currency'], self._freqtrade.config['fiat_display_currency'] ) + total_profit_fiat = self._fiat_converter.convert_amount( + total_profit_abs, + self._freqtrade.config['stake_currency'], + self._freqtrade.config['fiat_display_currency'] + ) # Calculate guaranteed profit (in case of trailing stop) stoploss_entry_dist = trade.calc_profit(trade.stop_loss) @@ -210,14 +217,13 @@ class RPC: trade_dict.update(dict( close_profit=trade.close_profit if not trade.is_open else None, current_rate=current_rate, - current_profit=current_profit, # Deprecated - current_profit_pct=round(current_profit * 100, 2), # Deprecated - current_profit_abs=current_profit_abs, # Deprecated profit_ratio=current_profit, profit_pct=round(current_profit * 100, 2), profit_abs=current_profit_abs, profit_fiat=current_profit_fiat, + total_profit_abs=total_profit_abs, + total_profit_fiat=total_profit_fiat, stoploss_current_dist=stoploss_current_dist, stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8), stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2), @@ -367,13 +373,13 @@ class RPC: def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict: """ Returns the X last trades """ - order_by = Trade.id if order_by_id else Trade.close_date.desc() + order_by: Any = Trade.id if order_by_id else Trade.close_date.desc() if limit: trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by( order_by).limit(limit).offset(offset) else: trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by( - Trade.close_date.desc()).all() + Trade.close_date.desc()) output = [trade.to_json() for trade in trades] @@ -395,7 +401,7 @@ class RPC: return 'losses' else: return 'draws' - trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False) + trades = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False) # Sell reason exit_reasons = {} for trade in trades: @@ -404,7 +410,7 @@ class RPC: exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1 # Duration - dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []} + dur: Dict[str, List[float]] = {'wins': [], 'draws': [], 'losses': []} for trade in trades: if trade.close_date is not None and trade.open_date is not None: trade_dur = (trade.close_date - trade.open_date).total_seconds() @@ -443,11 +449,11 @@ class RPC: durations.append((trade.close_date - trade.open_date).total_seconds()) if not trade.is_open: - profit_ratio = trade.close_profit - profit_abs = trade.close_profit_abs + profit_ratio = trade.close_profit or 0.0 + profit_abs = trade.close_profit_abs or 0.0 profit_closed_coin.append(profit_abs) profit_closed_ratio.append(profit_ratio) - if trade.close_profit >= 0: + if profit_ratio >= 0: winning_trades += 1 winning_profit += profit_abs else: @@ -500,7 +506,7 @@ class RPC: trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT), 'profit_abs': trade.close_profit_abs} - for trade in trades if not trade.is_open]) + for trade in trades if not trade.is_open and trade.close_date]) max_drawdown_abs = 0.0 max_drawdown = 0.0 if len(trades_df) > 0: @@ -779,7 +785,8 @@ class RPC: # check if valid pair # check if pair already has an open pair - trade: Trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first() + trade: Optional[Trade] = Trade.get_trades( + [Trade.is_open.is_(True), Trade.pair == pair]).first() is_short = (order_side == SignalDirection.SHORT) if trade: is_short = trade.is_short @@ -1198,10 +1205,23 @@ class RPC: "ram_pct": psutil.virtual_memory().percent } - def _health(self) -> Dict[str, Union[str, int]]: + def health(self) -> Dict[str, Optional[Union[str, int]]]: last_p = self._freqtrade.last_process + if last_p is None: + return { + "last_process": None, + "last_process_loc": None, + "last_process_ts": None, + } + return { - 'last_process': str(last_p), - 'last_process_loc': last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT), - 'last_process_ts': int(last_p.timestamp()), + "last_process": str(last_p), + "last_process_loc": last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT), + "last_process_ts": int(last_p.timestamp()), } + + def _update_market_direction(self, direction: MarketDirection) -> None: + self._freqtrade.strategy.market_direction = direction + + def _get_market_direction(self) -> MarketDirection: + return self._freqtrade.strategy.market_direction diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index fbd675d02..6f82a7316 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -25,7 +25,7 @@ from telegram.utils.helpers import escape_markdown from freqtrade.__init__ import __version__ from freqtrade.constants import DUST_PER_COIN, Config -from freqtrade.enums import RPCMessageType, SignalDirection, TradingMode +from freqtrade.enums import MarketDirection, RPCMessageType, SignalDirection, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.misc import chunks, plural, round_coin_value from freqtrade.persistence import Trade @@ -129,7 +129,8 @@ class Telegram(RPCHandler): r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$', r'/forcebuy$', r'/forcelong$', r'/forceshort$', r'/forcesell$', r'/forceexit$', - r'/edge$', r'/health$', r'/help$', r'/version$' + r'/edge$', r'/health$', r'/help$', r'/version$', r'/marketdir (long|short|even|none)$', + r'/marketdir$' ] # Create keys for generation valid_keys_print = [k.replace('$', '') for k in valid_keys] @@ -197,6 +198,7 @@ class Telegram(RPCHandler): CommandHandler('health', self._health), CommandHandler('help', self._help), CommandHandler('version', self._version), + CommandHandler('marketdir', self._changemarketdir) ] callbacks = [ CallbackQueryHandler(self._status_table, pattern='update_status_table'), @@ -469,42 +471,47 @@ class Telegram(RPCHandler): lines_detail: List[str] = [] if len(filled_orders) > 0: first_avg = filled_orders[0]["safe_price"] - - for x, order in enumerate(filled_orders): + order_nr = 0 + for order in filled_orders: lines: List[str] = [] if order['is_open'] is True: continue + order_nr += 1 wording = 'Entry' if order['ft_is_entry'] else 'Exit' cur_entry_datetime = arrow.get(order["order_filled_date"]) cur_entry_amount = order["filled"] or order["amount"] cur_entry_average = order["safe_price"] lines.append(" ") - if x == 0: - lines.append(f"*{wording} #{x+1}:*") + if order_nr == 1: + lines.append(f"*{wording} #{order_nr}:*") lines.append( f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})") lines.append(f"*Average Price:* {cur_entry_average}") else: - sumA = 0 - sumB = 0 - for y in range(x): - amount = filled_orders[y]["filled"] or filled_orders[y]["amount"] - sumA += amount * filled_orders[y]["safe_price"] - sumB += amount - prev_avg_price = sumA / sumB + sum_stake = 0 + sum_amount = 0 + for y in range(order_nr): + loc_order = filled_orders[y] + if loc_order['is_open'] is True: + # Skip open orders (e.g. stop orders) + continue + amount = loc_order["filled"] or loc_order["amount"] + sum_stake += amount * loc_order["safe_price"] + sum_amount += amount + prev_avg_price = sum_stake / sum_amount # TODO: This calculation ignores fees. price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg) minus_on_entry = 0 if prev_avg_price: minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price - lines.append(f"*{wording} #{x+1}:* at {minus_on_entry:.2%} avg profit") + lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg profit") if is_open: lines.append("({})".format(cur_entry_datetime .humanize(granularity=["day", "hour", "minute"]))) - lines.append( - f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})") + lines.append(f"*Amount:* {cur_entry_amount} " + f"({round_coin_value(order['cost'], quote_currency)})") lines.append(f"*Average {wording} Price:* {cur_entry_average} " f"({price_to_1st_entry:.2%} from 1st entry rate)") lines.append(f"*Order filled:* {order['order_filled_date']}") @@ -518,6 +525,7 @@ class Telegram(RPCHandler): # lines.append( # f"({days}d {hours}h {minutes}m {seconds}s from previous {wording.lower()})") lines_detail.append("\n".join(lines)) + return lines_detail @authorized_only @@ -553,14 +561,21 @@ class Telegram(RPCHandler): for r in results: r['open_date_hum'] = arrow.get(r['open_date']).humanize() r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']]) + r['num_exits'] = len([o for o in r['orders'] if not o['ft_is_entry'] + and not o['ft_order_side'] == 'stoploss']) r['exit_reason'] = r.get('exit_reason', "") + r['stake_amount_r'] = round_coin_value(r['stake_amount'], r['quote_currency']) + r['profit_abs_r'] = round_coin_value(r['profit_abs'], r['quote_currency']) + r['realized_profit_r'] = round_coin_value(r['realized_profit'], r['quote_currency']) + r['total_profit_abs_r'] = round_coin_value( + r['total_profit_abs'], r['quote_currency']) lines = [ "*Trade ID:* `{trade_id}`" + (" `(since {open_date_hum})`" if r['is_open'] else ""), "*Current Pair:* {pair}", - "*Direction:* " + ("`Short`" if r.get('is_short') else "`Long`"), - "*Leverage:* `{leverage}`" if r.get('leverage') else "", - "*Amount:* `{amount} ({stake_amount} {quote_currency})`", + f"*Direction:* {'`Short`' if r.get('is_short') else '`Long`'}" + + " ` ({leverage}x)`" if r.get('leverage') else "", + "*Amount:* `{amount} ({stake_amount_r})`", "*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "", "*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "", ] @@ -568,6 +583,7 @@ class Telegram(RPCHandler): if position_adjust: max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "") lines.append("*Number of Entries:* `{num_entries}`" + max_buy_str) + lines.append("*Number of Exits:* `{num_exits}`") lines.extend([ "*Open Rate:* `{open_rate:.8f}`", @@ -575,13 +591,15 @@ class Telegram(RPCHandler): "*Open Date:* `{open_date}`", "*Close Date:* `{close_date}`" if r['close_date'] else "", "*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "", - ("*Current Profit:* " if r['is_open'] else "*Close Profit: *") - + "`{profit_ratio:.2%}`", + ("*Unrealized Profit:* " if r['is_open'] else "*Close Profit: *") + + "`{profit_ratio:.2%}` `({profit_abs_r})`", ]) if r['is_open']: if r.get('realized_profit'): - lines.append("*Realized Profit:* `{realized_profit:.8f}`") + lines.append("*Realized Profit:* `{realized_profit_r}`") + lines.append("*Total Profit:* `{total_profit_abs_r}` ") + if (r['stop_loss_abs'] != r['initial_stop_loss_abs'] and r['initial_stop_loss_ratio'] is not None): # Adding initial stoploss only if it is different from stoploss @@ -1040,10 +1058,14 @@ class Telegram(RPCHandler): query.answer() query.edit_message_text(text="Force exit canceled.") return - trade: Trade = Trade.get_trades(trade_filter=Trade.id == trade_id).first() + trade: Optional[Trade] = Trade.get_trades(trade_filter=Trade.id == trade_id).first() query.answer() - query.edit_message_text(text=f"Manually exiting Trade #{trade_id}, {trade.pair}") - self._force_exit_action(trade_id) + if trade: + query.edit_message_text( + text=f"Manually exiting Trade #{trade_id}, {trade.pair}") + self._force_exit_action(trade_id) + else: + query.edit_message_text(text=f"Trade {trade_id} not found.") def _force_enter_action(self, pair, price: Optional[float], order_side: SignalDirection): if pair != 'cancel': @@ -1494,6 +1516,9 @@ class Telegram(RPCHandler): "*/count:* `Show number of active trades compared to allowed number of trades`\n" "*/edge:* `Shows validated pairs by Edge if it is enabled` \n" "*/health* `Show latest process timestamp - defaults to 1970-01-01 00:00:00` \n" + "*/marketdir [long | short | even | none]:* `Updates the user managed variable " + "that represents the current market direction. If no direction is provided `" + "`the currently set market direction will be output.` \n" "_Statistics_\n" "------------\n" @@ -1527,7 +1552,7 @@ class Telegram(RPCHandler): Handler for /health Shows the last process timestamp """ - health = self._rpc._health() + health = self._rpc.health() message = f"Last process: `{health['last_process_loc']}`" self._send_msg(message) @@ -1677,3 +1702,39 @@ class Telegram(RPCHandler): 'TelegramError: %s! Giving up on that message.', telegram_err.message ) + + @authorized_only + def _changemarketdir(self, update: Update, context: CallbackContext) -> None: + """ + Handler for /marketdir. + Updates the bot's market_direction + :param bot: telegram bot + :param update: message update + :return: None + """ + if context.args and len(context.args) == 1: + new_market_dir_arg = context.args[0] + old_market_dir = self._rpc._get_market_direction() + new_market_dir = None + if new_market_dir_arg == "long": + new_market_dir = MarketDirection.LONG + elif new_market_dir_arg == "short": + new_market_dir = MarketDirection.SHORT + elif new_market_dir_arg == "even": + new_market_dir = MarketDirection.EVEN + elif new_market_dir_arg == "none": + new_market_dir = MarketDirection.NONE + + if new_market_dir is not None: + self._rpc._update_market_direction(new_market_dir) + self._send_msg("Successfully updated market direction" + f" from *{old_market_dir}* to *{new_market_dir}*.") + else: + raise RPCException("Invalid market direction provided. \n" + "Valid market directions: *long, short, even, none*") + elif context.args is not None and len(context.args) == 0: + old_market_dir = self._rpc._get_market_direction() + self._send_msg(f"Currently set market direction: *{old_market_dir}*") + else: + raise RPCException("Invalid usage of command /marketdir. \n" + "Usage: */marketdir [short | long | even | none]*") diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 1f687c196..96b2ac8ce 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -12,8 +12,8 @@ from pandas import DataFrame from freqtrade.constants import Config, IntOrInf, ListPairsWithTimeframes from freqtrade.data.dataprovider import DataProvider -from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection, - SignalTagType, SignalType, TradingMode) +from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, RunMode, + SignalDirection, SignalTagType, SignalType, TradingMode) from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds from freqtrade.misc import remove_entry_exit_signals @@ -122,6 +122,9 @@ class IStrategy(ABC, HyperStrategyMixin): # Definition of plot_config. See plotting documentation for more details. plot_config: Dict = {} + # A self set parameter that represents the market direction. filled from configuration + market_direction: MarketDirection = MarketDirection.NONE + def __init__(self, config: Config) -> None: self.config = config # Dict to determine if analysis is necessary diff --git a/freqtrade/templates/FreqaiExampleHybridStrategy.py b/freqtrade/templates/FreqaiExampleHybridStrategy.py index ee574fda3..0e7113f8c 100644 --- a/freqtrade/templates/FreqaiExampleHybridStrategy.py +++ b/freqtrade/templates/FreqaiExampleHybridStrategy.py @@ -1,13 +1,13 @@ import logging from typing import Dict -import numpy as np -import pandas as pd +import numpy as np # noqa +import pandas as pd # noqa import talib.abstract as ta from pandas import DataFrame from technical import qtpylib -from freqtrade.strategy import IntParameter, IStrategy, merge_informative_pair +from freqtrade.strategy import IntParameter, IStrategy, merge_informative_pair # noqa logger = logging.getLogger(__name__) @@ -27,7 +27,7 @@ class FreqaiExampleHybridStrategy(IStrategy): "freqai": { "enabled": true, - "purge_old_models": true, + "purge_old_models": 2, "train_period_days": 15, "identifier": "uniqe-id", "feature_parameters": { @@ -224,12 +224,11 @@ class FreqaiExampleHybridStrategy(IStrategy): usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"] """ dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-50) > - dataframe["close"], 'up', 'down') + dataframe["close"], 'up', 'down') return dataframe - # flake8: noqa: C901 - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # noqa: C901 # User creates their own custom strat here. Present example is a supertrend # based strategy. diff --git a/freqtrade/util/__init__.py b/freqtrade/util/__init__.py index 7980b7ca2..3c3c034c1 100644 --- a/freqtrade/util/__init__.py +++ b/freqtrade/util/__init__.py @@ -1,3 +1,2 @@ -# flake8: noqa: F401 -from freqtrade.util.ft_precise import FtPrecise -from freqtrade.util.periodic_cache import PeriodicCache +from freqtrade.util.ft_precise import FtPrecise # noqa: F401 +from freqtrade.util.periodic_cache import PeriodicCache # noqa: F401 diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py index 4f14ae13c..3da4f038d 100644 --- a/freqtrade/vendor/qtpylib/indicators.py +++ b/freqtrade/vendor/qtpylib/indicators.py @@ -1,4 +1,3 @@ -#!/usr/bin/env python # -*- coding: utf-8 -*- # # QTPyLib: Quantitative Trading Python Library diff --git a/freqtrade/worker.py b/freqtrade/worker.py old mode 100755 new mode 100644 diff --git a/pyproject.toml b/pyproject.toml index 82d4ceaf8..71687961d 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -35,6 +35,9 @@ warn_unused_ignores = true exclude = [ '^build_helpers\.py$' ] +plugins = [ + "sqlalchemy.ext.mypy.plugin" +] [[tool.mypy.overrides]] module = "tests.*" @@ -56,3 +59,24 @@ exclude = [ "build_helpers/*.py", ] ignore = ["freqtrade/vendor/**"] + + +[tool.ruff] +line-length = 100 +extend-exclude = [".env"] +target-version = "py38" +extend-select = [ + "C90", # mccabe + # "N", # pep8-naming + # "UP", # pyupgrade + "TID", # flake8-tidy-imports + # "EXE", # flake8-executable + "YTT", # flake8-2020 + # "DTZ", # flake8-datetimez + # "RSE", # flake8-raise + # "TCH", # flake8-type-checking + "PTH", # flake8-use-pathlib +] + +[tool.ruff.mccabe] +max-complexity = 12 diff --git a/requirements-dev.txt b/requirements-dev.txt index 83604b897..2ba004f8d 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -7,10 +7,9 @@ -r docs/requirements-docs.txt coveralls==3.3.1 -flake8==6.0.0 -flake8-tidy-imports==4.8.0 -mypy==1.0.0 -pre-commit==3.0.4 +ruff==0.0.253 +mypy==1.0.1 +pre-commit==3.1.1 pytest==7.2.1 pytest-asyncio==0.20.3 pytest-cov==4.0.0 @@ -26,8 +25,8 @@ httpx==0.23.3 nbconvert==7.2.9 # mypy types -types-cachetools==5.3.0.0 +types-cachetools==5.3.0.4 types-filelock==3.2.7 -types-requests==2.28.11.12 -types-tabulate==0.9.0.0 -types-python-dateutil==2.8.19.6 +types-requests==2.28.11.15 +types-tabulate==0.9.0.1 +types-python-dateutil==2.8.19.9 diff --git a/requirements-freqai-rl.txt b/requirements-freqai-rl.txt index c242af43e..4de7d8fab 100644 --- a/requirements-freqai-rl.txt +++ b/requirements-freqai-rl.txt @@ -2,9 +2,9 @@ -r requirements-freqai.txt # Required for freqai-rl -torch==1.13.1 -stable-baselines3==1.7.0 -sb3-contrib==1.7.0 +torch==1.13.1; python_version < '3.11' +stable-baselines3==1.7.0; python_version < '3.11' +sb3-contrib==1.7.0; python_version < '3.11' # Gym is forced to this version by stable-baselines3. setuptools==65.5.1 # Should be removed when gym is fixed. -gym==0.21 +gym==0.21; python_version < '3.11' diff --git a/requirements-freqai.txt b/requirements-freqai.txt index cf5bc4c0b..bc0be85e5 100644 --- a/requirements-freqai.txt +++ b/requirements-freqai.txt @@ -5,7 +5,7 @@ # Required for freqai scikit-learn==1.1.3 joblib==1.2.0 -catboost==1.1.1; platform_machine != 'aarch64' +catboost==1.1.1; platform_machine != 'aarch64' and python_version < '3.11' lightgbm==3.3.5 -xgboost==1.7.3 +xgboost==1.7.4 tensorboard==2.12.0 diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt index 171ede929..904b5d661 100644 --- a/requirements-hyperopt.txt +++ b/requirements-hyperopt.txt @@ -2,7 +2,7 @@ -r requirements.txt # Required for hyperopt -scipy==1.10.0 +scipy==1.10.1 scikit-learn==1.1.3 scikit-optimize==0.9.0 filelock==3.9.0 diff --git a/requirements-plot.txt b/requirements-plot.txt index b97d42fb6..ad7bade95 100644 --- a/requirements-plot.txt +++ b/requirements-plot.txt @@ -1,4 +1,4 @@ # Include all requirements to run the bot. -r requirements.txt -plotly==5.13.0 +plotly==5.13.1 diff --git a/requirements.txt b/requirements.txt index 14c468da0..3924de45a 100644 --- a/requirements.txt +++ b/requirements.txt @@ -2,12 +2,10 @@ numpy==1.24.2 pandas==1.5.3 pandas-ta==0.3.14b -ccxt==2.7.93 -# Pin cryptography for now due to rust build errors with piwheels -cryptography==38.0.1; platform_machine == 'armv7l' -cryptography==39.0.1; platform_machine != 'armv7l' +ccxt==2.8.54 +cryptography==39.0.1 aiohttp==3.8.4 -SQLAlchemy==1.4.46 +SQLAlchemy==2.0.4 python-telegram-bot==13.15 arrow==1.2.3 cachetools==4.2.2 @@ -36,8 +34,8 @@ orjson==3.8.6 sdnotify==0.3.2 # API Server -fastapi==0.91.0 -pydantic==1.10.4 +fastapi==0.92.0 +pydantic==1.10.5 uvicorn==0.20.0 pyjwt==2.6.0 aiofiles==23.1.0 @@ -47,7 +45,7 @@ psutil==5.9.4 colorama==0.4.6 # Building config files interactively questionary==1.10.0 -prompt-toolkit==3.0.36 +prompt-toolkit==3.0.37 # Extensions to datetime library python-dateutil==2.8.2 diff --git a/scripts/ws_client.py b/scripts/ws_client.py old mode 100644 new mode 100755 diff --git a/setup.cfg b/setup.cfg index 60ec8a75f..b54b62619 100644 --- a/setup.cfg +++ b/setup.cfg @@ -17,6 +17,7 @@ classifiers = Programming Language :: Python :: 3.8 Programming Language :: Python :: 3.9 Programming Language :: Python :: 3.10 + Programming Language :: Python :: 3.11 Operating System :: MacOS Operating System :: Unix Topic :: Office/Business :: Financial :: Investment diff --git a/setup.py b/setup.py index 30aacc3f2..edd7b243b 100644 --- a/setup.py +++ b/setup.py @@ -32,8 +32,6 @@ hdf5 = [ develop = [ 'coveralls', - 'flake8', - 'flake8-tidy-imports', 'mypy', 'pytest', 'pytest-asyncio', diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 55ffaccb0..0ba1924a7 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -24,7 +24,7 @@ from freqtrade.enums import RunMode from freqtrade.exceptions import OperationalException from freqtrade.persistence.models import init_db from freqtrade.persistence.pairlock_middleware import PairLocks -from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_args, log_has, +from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades, get_args, log_has, log_has_re, patch_exchange, patched_configuration_load_config_file) from tests.conftest_trades import MOCK_TRADE_COUNT @@ -454,7 +454,7 @@ def test_list_markets(mocker, markets_static, capsys): assert re.search(r"^BLK/BTC$", captured.out, re.MULTILINE) assert re.search(r"^LTC/USD$", captured.out, re.MULTILINE) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(side_effect=ValueError)) + mocker.patch(f'{EXMS}.markets', PropertyMock(side_effect=ValueError)) # Test --one-column args = [ "list-markets", @@ -643,9 +643,7 @@ def test_download_data_keyboardInterrupt(mocker, markets): dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data', MagicMock(side_effect=KeyboardInterrupt)) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) args = [ "download-data", "--exchange", "binance", @@ -664,9 +662,7 @@ def test_download_data_timerange(mocker, markets): dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data', MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) args = [ "download-data", "--exchange", "binance", @@ -715,9 +711,7 @@ def test_download_data_no_markets(mocker, caplog): dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data', MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) patch_exchange(mocker, id='binance') - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "download-data", "--exchange", "binance", @@ -733,9 +727,7 @@ def test_download_data_no_exchange(mocker, caplog): mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data', MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "download-data", ] @@ -751,9 +743,7 @@ def test_download_data_no_pairs(mocker): mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data', MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "download-data", "--exchange", @@ -771,9 +761,7 @@ def test_download_data_all_pairs(mocker, markets): dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data', MagicMock(return_value=["ETH/BTC", "XRP/BTC"])) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) args = [ "download-data", "--exchange", @@ -810,9 +798,7 @@ def test_download_data_trades(mocker, caplog): convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv', MagicMock(return_value=[])) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "download-data", "--exchange", "kraken", @@ -843,9 +829,7 @@ def test_download_data_trades(mocker, caplog): def test_download_data_data_invalid(mocker): patch_exchange(mocker, id="kraken") - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "download-data", "--exchange", "kraken", @@ -862,9 +846,7 @@ def test_start_convert_trades(mocker, caplog): convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv', MagicMock(return_value=[])) patch_exchange(mocker) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) args = [ "trades-to-ohlcv", "--exchange", "kraken", @@ -971,7 +953,7 @@ def test_start_list_freqAI_models(capsys): def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys): patch_exchange(mocker, mock_markets=True) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, exchange_has=MagicMock(return_value=True), get_tickers=tickers, ) diff --git a/tests/conftest.py b/tests/conftest.py index 06a86c3b3..3c10de4ec 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -40,6 +40,7 @@ np.seterr(all='raise') CURRENT_TEST_STRATEGY = 'StrategyTestV3' TRADE_SIDES = ('long', 'short') +EXMS = 'freqtrade.exchange.exchange.Exchange' def pytest_addoption(parser): @@ -145,22 +146,21 @@ def patch_exchange( mock_markets=True, mock_supported_modes=True ) -> None: - mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id)) - mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title())) - mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2)) + mocker.patch(f'{EXMS}._load_async_markets', return_value={}) + mocker.patch(f'{EXMS}.validate_config', MagicMock()) + mocker.patch(f'{EXMS}.validate_timeframes', MagicMock()) + mocker.patch(f'{EXMS}.id', PropertyMock(return_value=id)) + mocker.patch(f'{EXMS}.name', PropertyMock(return_value=id.title())) + mocker.patch(f'{EXMS}.precisionMode', PropertyMock(return_value=2)) if mock_markets: if isinstance(mock_markets, bool): mock_markets = get_markets() - mocker.patch('freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=mock_markets)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=mock_markets)) if mock_supported_modes: mocker.patch( - f'freqtrade.exchange.{id.capitalize()}._supported_trading_mode_margin_pairs', + f'freqtrade.exchange.{id}.{id.capitalize()}._supported_trading_mode_margin_pairs', PropertyMock(return_value=[ (TradingMode.MARGIN, MarginMode.CROSS), (TradingMode.MARGIN, MarginMode.ISOLATED), @@ -170,10 +170,10 @@ def patch_exchange( ) if api_mock: - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._init_ccxt', return_value=api_mock) else: - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock( + mocker.patch(f'{EXMS}._init_ccxt', MagicMock()) + mocker.patch(f'{EXMS}.timeframes', PropertyMock( return_value=['5m', '15m', '1h', '1d'])) @@ -2573,7 +2573,7 @@ def import_fails() -> None: realimport = builtins.__import__ def mockedimport(name, *args, **kwargs): - if name in ["filelock", 'systemd.journal', 'uvloop']: + if name in ["filelock", 'cysystemd.journal', 'uvloop']: raise ImportError(f"No module named '{name}'") return realimport(name, *args, **kwargs) diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py index c6b1dcc5a..0e10b5848 100644 --- a/tests/data/test_dataprovider.py +++ b/tests/data/test_dataprovider.py @@ -8,7 +8,7 @@ from freqtrade.data.dataprovider import DataProvider from freqtrade.enums import CandleType, RunMode from freqtrade.exceptions import ExchangeError, OperationalException from freqtrade.plugins.pairlistmanager import PairListManager -from tests.conftest import generate_test_data, get_patched_exchange +from tests.conftest import EXMS, generate_test_data, get_patched_exchange @pytest.mark.parametrize('candle_type', [ @@ -223,7 +223,7 @@ def test_emit_df(mocker, default_conf, ohlcv_history): def test_refresh(mocker, default_conf): refresh_mock = MagicMock() - mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock) + mocker.patch(f"{EXMS}.refresh_latest_ohlcv", refresh_mock) exchange = get_patched_exchange(mocker, default_conf, id="binance") timeframe = default_conf["timeframe"] @@ -281,7 +281,7 @@ def test_market(mocker, default_conf, markets): def test_ticker(mocker, default_conf, tickers): ticker_mock = MagicMock(return_value=tickers()['ETH/BTC']) - mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock) + mocker.patch(f"{EXMS}.fetch_ticker", ticker_mock) exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) res = dp.ticker('ETH/BTC') @@ -290,7 +290,7 @@ def test_ticker(mocker, default_conf, tickers): assert res['symbol'] == 'ETH/BTC' ticker_mock = MagicMock(side_effect=ExchangeError('Pair not found')) - mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock) + mocker.patch(f"{EXMS}.fetch_ticker", ticker_mock) exchange = get_patched_exchange(mocker, default_conf) dp = DataProvider(default_conf, exchange) res = dp.ticker('UNITTEST/BTC') @@ -301,7 +301,7 @@ def test_current_whitelist(mocker, default_conf, tickers): # patch default conf to volumepairlist default_conf['pairlists'][0] = {'method': 'VolumePairList', "number_assets": 5} - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, exchange_has=MagicMock(return_value=True), get_tickers=tickers) exchange = get_patched_exchange(mocker, default_conf) diff --git a/tests/data/test_entryexitanalysis.py b/tests/data/test_entryexitanalysis.py old mode 100755 new mode 100644 diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 7d313c446..c967f0c89 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -26,7 +26,7 @@ from freqtrade.enums import CandleType from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import file_dump_json from freqtrade.resolvers import StrategyResolver -from tests.conftest import (CURRENT_TEST_STRATEGY, get_patched_exchange, log_has, log_has_re, +from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_patched_exchange, log_has, log_has_re, patch_exchange) @@ -66,7 +66,7 @@ def test_load_data_7min_timeframe(caplog, testdatadir) -> None: def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history) + mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history) file = testdatadir / 'UNITTEST_BTC-1m.json' load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC']) assert file.is_file() @@ -77,7 +77,7 @@ def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history) + mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history) file = testdatadir / 'futures/UNITTEST_USDT_USDT-1h-mark.json' load_data(datadir=testdatadir, timeframe='1h', pairs=['UNITTEST/BTC'], candle_type='mark') assert file.is_file() @@ -109,7 +109,7 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog, Test load_pair_history() with 1 min timeframe """ tmpdir1 = Path(tmpdir) - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list) + mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list) exchange = get_patched_exchange(mocker, default_conf) file = tmpdir1 / 'MEME_BTC-1m.json' @@ -191,7 +191,7 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None: test_data = None test_filename = testdatadir.joinpath('UNITTEST_BTC-1m.json') - with open(test_filename, "rt") as file: + with test_filename.open("rt") as file: test_data = json.load(file) test_data_df = ohlcv_to_dataframe(test_data, '1m', 'UNITTEST/BTC', @@ -277,7 +277,7 @@ def test_download_pair_history( subdir, file_tail ) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list) + mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list) exchange = get_patched_exchange(mocker, default_conf) tmpdir1 = Path(tmpdir) file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.json' @@ -328,7 +328,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None: json_dump_mock = mocker.patch( 'freqtrade.data.history.jsondatahandler.JsonDataHandler.ohlcv_store', return_value=None) - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick) + mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=tick) exchange = get_patched_exchange(mocker, default_conf) _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC", timeframe='1m', candle_type='spot') @@ -340,7 +340,7 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None: def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', + mocker.patch(f'{EXMS}.get_historic_ohlcv', side_effect=Exception('File Error')) tmpdir1 = Path(tmpdir) exchange = get_patched_exchange(mocker, default_conf) @@ -506,9 +506,7 @@ def test_refresh_backtest_ohlcv_data( mocker, default_conf, markets, caplog, testdatadir, trademode, callcount): dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_pair_history', MagicMock()) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) mocker.patch.object(Path, "exists", MagicMock(return_value=True)) mocker.patch.object(Path, "unlink", MagicMock()) @@ -531,9 +529,7 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir): MagicMock()) ex = get_patched_exchange(mocker, default_conf) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) timerange = TimeRange.parse_timerange("20190101-20190102") unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["BTT/BTC", "LTC/USDT"], timeframes=["1m", "5m"], @@ -551,9 +547,7 @@ def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir): def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, testdatadir): dl_mock = mocker.patch('freqtrade.data.history.history_utils._download_trades_history', MagicMock()) - mocker.patch( - 'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) mocker.patch.object(Path, "exists", MagicMock(return_value=True)) mocker.patch.object(Path, "unlink", MagicMock()) @@ -577,8 +571,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad tmpdir) -> None: tmpdir1 = Path(tmpdir) ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history)) - mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', - ght_mock) + mocker.patch(f'{EXMS}.get_historic_trades', ght_mock) exchange = get_patched_exchange(mocker, default_conf) file1 = tmpdir1 / 'ETH_BTC-trades.json.gz' data_handler = get_datahandler(tmpdir1, data_format='jsongz') @@ -604,8 +597,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad file1.unlink() - mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', - MagicMock(side_effect=ValueError)) + mocker.patch(f'{EXMS}.get_historic_trades', MagicMock(side_effect=ValueError)) assert not _download_trades_history(data_handler=data_handler, exchange=exchange, pair='ETH/BTC') @@ -615,8 +607,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad copyfile(testdatadir / file2.name, file2) ght_mock.reset_mock() - mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', - ght_mock) + mocker.patch(f'{EXMS}.get_historic_trades', ght_mock) # Since before first start date since_time = int(trades_history[0][0] // 1000) - 500 timerange = TimeRange('date', None, since_time, 0) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index e414d7624..be0346b78 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -14,7 +14,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.edge import Edge, PairInfo from freqtrade.enums import ExitType from freqtrade.exceptions import OperationalException -from tests.conftest import get_patched_freqtradebot, log_has +from tests.conftest import EXMS, get_patched_freqtradebot, log_has from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, _get_frame_time_from_offset) @@ -261,7 +261,7 @@ def mocked_load_data(datadir, pairs=[], timeframe='0m', def test_edge_process_downloaded_data(mocker, edge_conf): freqtrade = get_patched_freqtradebot(mocker, edge_conf) - mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.001)) mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock()) mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) @@ -273,7 +273,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf): def test_edge_process_no_data(mocker, edge_conf, caplog): freqtrade = get_patched_freqtradebot(mocker, edge_conf) - mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.001)) mocker.patch('freqtrade.edge.edge_positioning.refresh_data', MagicMock()) mocker.patch('freqtrade.edge.edge_positioning.load_data', MagicMock(return_value={})) edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy) @@ -286,7 +286,7 @@ def test_edge_process_no_data(mocker, edge_conf, caplog): def test_edge_process_no_trades(mocker, edge_conf, caplog): freqtrade = get_patched_freqtradebot(mocker, edge_conf) - mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0.001) + mocker.patch(f'{EXMS}.get_fee', return_value=0.001) mocker.patch('freqtrade.edge.edge_positioning.refresh_data', ) mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data) # Return empty @@ -303,7 +303,7 @@ def test_edge_process_no_pairs(mocker, edge_conf, caplog): mocker.patch('freqtrade.freqtradebot.validate_config_consistency') freqtrade = get_patched_freqtradebot(mocker, edge_conf) - fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0.001) + fee_mock = mocker.patch(f'{EXMS}.get_fee', return_value=0.001) mocker.patch('freqtrade.edge.edge_positioning.refresh_data') mocker.patch('freqtrade.edge.edge_positioning.load_data', mocked_load_data) # Return empty @@ -319,7 +319,7 @@ def test_edge_process_no_pairs(mocker, edge_conf, caplog): def test_edge_init_error(mocker, edge_conf,): edge_conf['stake_amount'] = 0.5 - mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001)) + mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.001)) with pytest.raises(OperationalException, match='Edge works only with unlimited stake amount'): get_patched_freqtradebot(mocker, edge_conf) diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py index 79d3c0836..616910682 100644 --- a/tests/exchange/test_binance.py +++ b/tests/exchange/test_binance.py @@ -7,7 +7,7 @@ import pytest from freqtrade.enums import CandleType, MarginMode, TradingMode from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException -from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re +from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -34,8 +34,8 @@ def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expecte default_conf['dry_run'] = False default_conf['margin_mode'] = MarginMode.ISOLATED default_conf['trading_mode'] = trademode - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') @@ -113,8 +113,8 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker): api_mock = MagicMock() order_type = 'stop_loss_limit' default_conf['dry_run'] = True - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance') @@ -600,7 +600,7 @@ def test_get_maintenance_ratio_and_amt_binance( mm_ratio, amt, ): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, id="binance") exchange._leverage_tiers = leverage_tiers (result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, nominal_value) diff --git a/tests/exchange/test_bitpanda.py b/tests/exchange/test_bitpanda.py index 4bd168e7e..de44be986 100644 --- a/tests/exchange/test_bitpanda.py +++ b/tests/exchange/test_bitpanda.py @@ -1,7 +1,7 @@ from datetime import datetime from unittest.mock import MagicMock -from tests.conftest import get_patched_exchange +from tests.conftest import EXMS, get_patched_exchange def test_get_trades_for_order(default_conf, mocker): @@ -9,7 +9,7 @@ def test_get_trades_for_order(default_conf, mocker): order_id = 'ABCD-ABCD' since = datetime(2018, 5, 5, 0, 0, 0) default_conf["dry_run"] = False - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) api_mock = MagicMock() api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV', diff --git a/tests/exchange/test_bybit.py b/tests/exchange/test_bybit.py index 7c8324bf6..d0d5114a1 100644 --- a/tests/exchange/test_bybit.py +++ b/tests/exchange/test_bybit.py @@ -1,3 +1,4 @@ +from datetime import datetime, timezone from unittest.mock import MagicMock from freqtrade.enums.marginmode import MarginMode @@ -55,3 +56,19 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker): kwargs = api_mock.fetch_funding_rate_history.call_args_list[0][1] assert kwargs['params'] == {'until': since_ms_end} assert kwargs['since'] == since_ms + + +def test_bybit_get_funding_fees(default_conf, mocker): + now = datetime.now(timezone.utc) + exchange = get_patched_exchange(mocker, default_conf, id='bybit') + exchange._fetch_and_calculate_funding_fees = MagicMock() + exchange.get_funding_fees('BTC/USDT:USDT', 1, False, now) + assert exchange._fetch_and_calculate_funding_fees.call_count == 0 + + default_conf['trading_mode'] = 'futures' + default_conf['margin_mode'] = 'isolated' + exchange = get_patched_exchange(mocker, default_conf, id='bybit') + exchange._fetch_and_calculate_funding_fees = MagicMock() + exchange.get_funding_fees('BTC/USDT:USDT', 1, False, now) + + assert exchange._fetch_and_calculate_funding_fees.call_count == 1 diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py index f1d240f9f..f06a53308 100644 --- a/tests/exchange/test_ccxt_compat.py +++ b/tests/exchange/test_ccxt_compat.py @@ -17,7 +17,7 @@ from freqtrade.enums import CandleType from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date from freqtrade.exchange.exchange import Exchange, timeframe_to_msecs from freqtrade.resolvers.exchange_resolver import ExchangeResolver -from tests.conftest import get_default_conf_usdt +from tests.conftest import EXMS, get_default_conf_usdt EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str] @@ -309,7 +309,7 @@ def exchange(request, exchange_conf): @pytest.fixture(params=EXCHANGES, scope="class") def exchange_futures(request, exchange_conf, class_mocker): - if not EXCHANGES[request.param].get('futures') is True: + if EXCHANGES[request.param].get('futures') is not True: yield None, request.param else: exchange_conf = set_test_proxy( @@ -322,13 +322,12 @@ def exchange_futures(request, exchange_conf, class_mocker): class_mocker.patch( 'freqtrade.exchange.binance.Binance.fill_leverage_tiers') - class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees') + class_mocker.patch(f'{EXMS}.fetch_trading_fees') class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init') class_mocker.patch('freqtrade.exchange.binance.Binance.additional_exchange_init') class_mocker.patch('freqtrade.exchange.bybit.Bybit.additional_exchange_init') - class_mocker.patch('freqtrade.exchange.exchange.Exchange.load_cached_leverage_tiers', - return_value=None) - class_mocker.patch('freqtrade.exchange.exchange.Exchange.cache_leverage_tiers') + class_mocker.patch(f'{EXMS}.load_cached_leverage_tiers', return_value=None) + class_mocker.patch(f'{EXMS}.cache_leverage_tiers') exchange = ExchangeResolver.load_exchange( request.param, exchange_conf, validate=True, load_leverage_tiers=True) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 13613df37..940319a45 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -22,12 +22,12 @@ from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_CO calculate_backoff, remove_credentials) from freqtrade.exchange.exchange import amount_to_contract_precision from freqtrade.resolvers.exchange_resolver import ExchangeResolver -from tests.conftest import (generate_test_data_raw, get_mock_coro, get_patched_exchange, log_has, - log_has_re, num_log_has_re) +from tests.conftest import (EXMS, generate_test_data_raw, get_mock_coro, get_patched_exchange, + log_has, log_has_re, num_log_has_re) # Make sure to always keep one exchange here which is NOT subclassed!! -EXCHANGES = ['bittrex', 'binance', 'kraken', 'gate'] +EXCHANGES = ['bittrex', 'binance', 'kraken', 'gate', 'kucoin', 'bybit'] get_entry_rate_data = [ ('other', 20, 19, 10, 0.0, 20), # Full ask side @@ -150,9 +150,9 @@ def test_remove_credentials(default_conf, caplog) -> None: def test_init_ccxt_kwargs(default_conf, mocker, caplog): - mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={})) - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - aei_mock = mocker.patch('freqtrade.exchange.Exchange.additional_exchange_init') + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_stakecurrency') + aei_mock = mocker.patch(f'{EXMS}.additional_exchange_init') caplog.set_level(logging.INFO) conf = copy.deepcopy(default_conf) @@ -218,12 +218,12 @@ def test_init_exception(default_conf, mocker): def test_exchange_resolver(default_conf, mocker, caplog): - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock())) - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=MagicMock())) + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') exchange = ExchangeResolver.load_exchange('zaif', default_conf) assert isinstance(exchange, Exchange) @@ -362,9 +362,8 @@ def test_price_to_precision(price, precision_mode, precision, expected): def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precision, expected): markets = PropertyMock(return_value={'ETH/BTC': {'precision': {'price': precision}}}) exchange = get_patched_exchange(mocker, default_conf, id="binance") - mocker.patch('freqtrade.exchange.Exchange.markets', markets) - mocker.patch('freqtrade.exchange.Exchange.precisionMode', - PropertyMock(return_value=precision_mode)) + mocker.patch(f'{EXMS}.markets', markets) + mocker.patch(f'{EXMS}.precisionMode', PropertyMock(return_value=precision_mode)) pair = 'ETH/BTC' assert pytest.approx(exchange.price_get_one_pip(pair, price)) == expected @@ -376,10 +375,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: markets = {'ETH/BTC': {'symbol': 'ETH/BTC'}} # no pair found - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) with pytest.raises(ValueError, match=r'.*get market information.*'): exchange.get_min_pair_stake_amount('BNB/BTC', 1, stoploss) @@ -388,10 +384,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: 'cost': {'min': None, 'max': None}, 'amount': {'min': None, 'max': None}, } - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss) assert result is None result = exchange.get_max_pair_stake_amount('ETH/BTC', 1) @@ -402,10 +395,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: 'cost': {'min': 2, 'max': 10000}, 'amount': {'min': None, 'max': None}, } - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) # min result = exchange.get_min_pair_stake_amount('ETH/BTC', 1, stoploss) expected_result = 2 * (1 + 0.05) / (1 - abs(stoploss)) @@ -422,10 +412,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: 'cost': {'min': None, 'max': None}, 'amount': {'min': 2, 'max': 10000}, } - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss) expected_result = 2 * 2 * (1 + 0.05) / (1 - abs(stoploss)) assert pytest.approx(result) == expected_result @@ -441,10 +428,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: 'cost': {'min': 2, 'max': None}, 'amount': {'min': 2, 'max': None}, } - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss) expected_result = max(2, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss)) assert pytest.approx(result) == expected_result @@ -457,10 +441,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: 'cost': {'min': 8, 'max': 10000}, 'amount': {'min': 2, 'max': 500}, } - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, stoploss) expected_result = max(8, 2 * 2) * (1 + 0.05) / (1 - abs(stoploss)) assert pytest.approx(result) == expected_result @@ -496,10 +477,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' exchange = get_patched_exchange(mocker, default_conf, id="binance") - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) # Contract size 0.01 result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1) @@ -509,10 +487,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None: assert result == 10 markets["ETH/BTC"]["contractSize"] = '10' - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) # With Leverage, Contract size 10 result = exchange.get_min_pair_stake_amount('ETH/BTC', 2, -1, 12.0) assert pytest.approx(result) == (expected_result / 12) * 10.0 @@ -531,10 +506,7 @@ def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None: 'cost': {'min': 0.0001, 'max': 4000}, 'amount': {'min': 0.001, 'max': 10000}, } - mocker.patch( - 'freqtrade.exchange.Exchange.markets', - PropertyMock(return_value=markets) - ) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) result = exchange.get_min_pair_stake_amount('ETH/BTC', 0.020405, stoploss) expected_result = max(0.0001, 0.001 * 0.020405) * (1 + 0.05) / (1 - abs(stoploss)) assert round(result, 8) == round(expected_result, 8) @@ -592,12 +564,12 @@ def test_set_sandbox_exception(default_conf, mocker): def test__load_async_markets(default_conf, mocker, caplog): - mocker.patch('freqtrade.exchange.Exchange._init_ccxt') - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt') + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_markets') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') exchange = Exchange(default_conf) exchange._api_async.load_markets = get_mock_coro(None) exchange._load_async_markets() @@ -614,19 +586,19 @@ def test__load_markets(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError")) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') Exchange(default_conf) assert log_has('Unable to initialize markets.', caplog) expected_return = {'ETH/BTC': 'available'} api_mock = MagicMock() api_mock.load_markets = MagicMock(return_value=expected_return) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) default_conf['exchange']['pair_whitelist'] = ['ETH/BTC'] ex = Exchange(default_conf) @@ -684,11 +656,11 @@ def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog): 'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'}, 'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'}, }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_pricing') Exchange(default_conf) @@ -699,17 +671,17 @@ def test_validate_stakecurrency_error(default_conf, mocker, caplog): 'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'}, 'XRP/ETH': {'quote': 'ETH'}, 'NEO/USDT': {'quote': 'USDT'}, }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') with pytest.raises(OperationalException, match=r'XRP is not available as stake on .*' 'Available currencies are: BTC, ETH, USDT'): Exchange(default_conf) type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.')) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) with pytest.raises(OperationalException, match=r'Could not load markets, therefore cannot start\. Please.*'): @@ -757,11 +729,11 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d id_mock = PropertyMock(return_value='test_exchange') type(api_mock).id = id_mock - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') Exchange(default_conf) @@ -770,10 +742,10 @@ def test_validate_pairs_not_available(default_conf, mocker): type(api_mock).markets = PropertyMock(return_value={ 'XRP/BTC': {'inactive': True, 'base': 'XRP', 'quote': 'BTC'} }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}._load_async_markets') with pytest.raises(OperationalException, match=r'not available'): Exchange(default_conf) @@ -782,19 +754,19 @@ def test_validate_pairs_not_available(default_conf, mocker): def test_validate_pairs_exception(default_conf, mocker, caplog): caplog.set_level(logging.INFO) api_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) + mocker.patch(f'{EXMS}.name', PropertyMock(return_value='Binance')) type(api_mock).markets = PropertyMock(return_value={}) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') + mocker.patch(f'{EXMS}._init_ccxt', api_mock) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}._load_async_markets') with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'): Exchange(default_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={})) Exchange(default_conf) assert log_has('Unable to validate pairs (assuming they are correct).', caplog) @@ -806,11 +778,11 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog): 'XRP/BTC': {'quote': 'BTC', 'info': {'prohibitedIn': ['US']}}, 'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'}, # info can also be a string ... }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}.validate_stakecurrency') Exchange(default_conf) assert log_has("Pair XRP/BTC is restricted for some users on this exchange." @@ -825,11 +797,11 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog): 'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'}, 'HELLO-WORLD': {'quote': 'BTC'}, }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') Exchange(default_conf) @@ -842,11 +814,11 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca 'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'}, 'HELLO-WORLD': {'quote': 'BTC'}, }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') Exchange(default_conf) assert type(api_mock).load_markets.call_count == 1 @@ -860,10 +832,10 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog): 'XRP/BTC': {'quote': 'BTC'}, 'NEO/BTC': {'quote': 'BTC'}, 'HELLO-WORLD': {'quote': 'USDT'}, }) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_stakecurrency') with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"): Exchange(default_conf) @@ -883,11 +855,11 @@ def test_validate_timeframes(default_conf, mocker, timeframe): '1h': '1h'}) type(api_mock).timeframes = timeframes - 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_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') Exchange(default_conf) @@ -903,9 +875,9 @@ def test_validate_timeframes_failed(default_conf, mocker): '1h': '1h'}) type(api_mock).timeframes = timeframes - 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_pairs', MagicMock()) + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs', MagicMock()) with pytest.raises(OperationalException, match=r"Invalid timeframe '3m'. This exchange supports.*"): Exchange(default_conf) @@ -925,10 +897,10 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker): # delete timeframes so magicmock does not autocreate it del api_mock.timeframes - 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_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_stakecurrency') with pytest.raises(OperationalException, match=r'The ccxt library does not provide the list of timeframes ' r'for the exchange .* and this exchange ' @@ -945,11 +917,11 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker): # delete timeframes so magicmock does not autocreate it del api_mock.timeframes - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) - mocker.patch('freqtrade.exchange.Exchange._load_markets', + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={'timeframes': None})) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pairs', MagicMock()) + mocker.patch(f'{EXMS}.validate_stakecurrency') with pytest.raises(OperationalException, match=r'The ccxt library does not provide the list of timeframes ' r'for the exchange .* and this exchange ' @@ -969,12 +941,12 @@ def test_validate_timeframes_not_in_config(default_conf, mocker): '1h': '1h'}) type(api_mock).timeframes = timeframes - 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_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange.validate_required_startup_candles') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}.validate_required_startup_candles') Exchange(default_conf) @@ -985,13 +957,13 @@ def test_validate_pricing(default_conf, mocker): 'fetchTicker': True, } type(api_mock).has = PropertyMock(return_value=has) - 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.Exchange.validate_trading_mode_and_margin_mode') - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.name', 'Binance') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_trading_mode_and_margin_mode') + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.name', 'Binance') ExchangeResolver.load_exchange('binance', default_conf) has.update({'fetchTicker': False}) with pytest.raises(OperationalException, match="Ticker pricing not available for .*"): @@ -1020,13 +992,13 @@ def test_validate_ordertypes(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_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}.name', 'Bittrex') default_conf['order_types'] = { 'entry': 'limit', @@ -1037,7 +1009,7 @@ def test_validate_ordertypes(default_conf, mocker): Exchange(default_conf) type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False}) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) default_conf['order_types'] = { 'entry': 'limit', @@ -1080,12 +1052,12 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name, default_conf['trading_mode'] = TradingMode.FUTURES default_conf['margin_mode'] = MarginMode.ISOLATED 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_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') default_conf['order_types'] = { 'entry': 'limit', 'exit': 'limit', @@ -1103,12 +1075,12 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name, 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_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch(f'{EXMS}._init_ccxt', MagicMock(return_value=api_mock)) + mocker.patch(f'{EXMS}._load_markets', MagicMock(return_value={})) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}.validate_stakecurrency') conf = copy.deepcopy(default_conf) Exchange(conf) @@ -1116,14 +1088,14 @@ def test_validate_order_types_not_in_config(default_conf, mocker): def test_validate_required_startup_candles(default_conf, mocker, caplog): api_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) + mocker.patch(f'{EXMS}.name', PropertyMock(return_value='Binance')) - mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange._load_async_markets') - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') + mocker.patch(f'{EXMS}._init_ccxt', api_mock) + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}._load_async_markets') + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}.validate_stakecurrency') default_conf['startup_candle_count'] = 20 ex = Exchange(default_conf) @@ -1220,11 +1192,10 @@ def test_create_dry_run_order_fees( fee, ): mocker.patch( - 'freqtrade.exchange.Exchange.get_fee', - side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0 + f'{EXMS}.get_fee', + side_effect=lambda symbol, taker_or_maker: 2.0 if taker_or_maker == 'taker' else 1.0 ) - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', - return_value=price_side == 'other') + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=price_side == 'other') exchange = get_patched_exchange(mocker, default_conf) order = exchange.create_dry_run_order( @@ -1241,8 +1212,7 @@ def test_create_dry_run_order_fees( else: assert order['fee'] is None - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', - return_value=price_side != 'other') + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=price_side != 'other') order1 = exchange.fetch_dry_run_order(order['id']) assert order1['fee']['rate'] == fee @@ -1264,12 +1234,12 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill exchange_name, order_book_l2_usd, converted): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, exchange_has=MagicMock(return_value=True), fetch_l2_order_book=order_book_l2_usd, ) - order = exchange.create_dry_run_order( + order = exchange.create_order( pair='LTC/USDT', ordertype='limit', side=side, @@ -1303,8 +1273,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, fill order_book_l2_usd.reset_mock() # Empty orderbook test - mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', - return_value={'asks': [], 'bids': []}) + mocker.patch(f'{EXMS}.fetch_l2_order_book', return_value={'asks': [], 'bids': []}) exchange._dry_run_open_orders[order['id']]['status'] = 'open' order_closed = exchange.fetch_dry_run_order(order['id']) @@ -1327,12 +1296,12 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amou exchange_name, order_book_l2_usd): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, exchange_has=MagicMock(return_value=True), fetch_l2_order_book=order_book_l2_usd, ) - order = exchange.create_dry_run_order( + order = exchange.create_order( pair='LTC/USDT', ordertype='market', side=side, @@ -1372,8 +1341,8 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, }) default_conf['dry_run'] = False default_conf['margin_mode'] = 'isolated' - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange._set_leverage = MagicMock() exchange.set_margin_mode = MagicMock() @@ -1425,9 +1394,10 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, assert order['amount'] == 0.01 -def test_buy_dry_run(default_conf, mocker): +@pytest.mark.parametrize("exchange_name", EXCHANGES) +def test_buy_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True - exchange = get_patched_exchange(mocker, default_conf) + exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) order = exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy", amount=1, rate=200, leverage=1.0, @@ -1451,8 +1421,8 @@ def test_buy_prod(default_conf, mocker, exchange_name): } }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy", @@ -1535,8 +1505,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name): } }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) order_type = 'limit' @@ -1601,8 +1571,8 @@ def test_sell_prod(default_conf, mocker, exchange_name): }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, @@ -1674,8 +1644,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name): }) api_mock.options = {} default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) order_type = 'limit' @@ -1741,7 +1711,7 @@ def test_get_balances_prod(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_fetch_positions(default_conf, mocker, exchange_name): - mocker.patch('freqtrade.exchange.Exchange.validate_trading_mode_and_margin_mode') + mocker.patch(f'{EXMS}.validate_trading_mode_and_margin_mode') api_mock = MagicMock() api_mock.fetch_positions = MagicMock(return_value=[ {'symbol': 'ETH/USDT:USDT', 'leverage': 5}, @@ -1797,7 +1767,7 @@ def test_fetch_trading_fees(default_conf, mocker): default_conf['trading_mode'] = TradingMode.FUTURES default_conf['margin_mode'] = MarginMode.ISOLATED api_mock.fetch_trading_fees = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) assert '1INCH/USDT:USDT' in exchange._trading_fees @@ -1812,7 +1782,7 @@ def test_fetch_trading_fees(default_conf, mocker): api_mock.fetch_trading_fees = MagicMock(return_value={}) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.fetch_trading_fees() - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) assert exchange.fetch_trading_fees() == {} @@ -1832,7 +1802,7 @@ def test_fetch_bids_asks(default_conf, mocker): } exchange_name = 'binance' api_mock.fetch_bids_asks = MagicMock(return_value=tick) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) # retrieve original ticker bidsasks = exchange.fetch_bids_asks() @@ -1865,7 +1835,7 @@ def test_fetch_bids_asks(default_conf, mocker): api_mock.fetch_bids_asks = MagicMock(return_value={}) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.fetch_bids_asks() - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) assert exchange.fetch_bids_asks() == {} @@ -1884,7 +1854,7 @@ def test_get_tickers(default_conf, mocker, exchange_name): 'last': 41, } } - mocker.patch('freqtrade.exchange.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) api_mock.fetch_tickers = MagicMock(return_value=tick) api_mock.fetch_bids_asks = MagicMock(return_value={}) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) @@ -1927,7 +1897,7 @@ def test_get_tickers(default_conf, mocker, exchange_name): api_mock.fetch_bids_asks.reset_mock() default_conf['trading_mode'] = TradingMode.FUTURES default_conf['margin_mode'] = MarginMode.ISOLATED - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange.get_tickers() @@ -1936,7 +1906,7 @@ def test_get_tickers(default_conf, mocker, exchange_name): api_mock.fetch_tickers.reset_mock() api_mock.fetch_bids_asks.reset_mock() - mocker.patch('freqtrade.exchange.exchange.Exchange.exchange_has', return_value=False) + mocker.patch(f'{EXMS}.exchange_has', return_value=False) assert exchange.get_tickers() == {} @@ -2190,7 +2160,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach time_machine.move_to(start + timedelta(hours=99, minutes=30)) exchange = get_patched_exchange(mocker, default_conf) - mocker.patch("freqtrade.exchange.Exchange.ohlcv_candle_limit", return_value=100) + mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100) assert exchange._startup_candle_count == 0 exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) @@ -2215,7 +2185,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert len(res[pair1]) == 99 assert len(res[pair2]) == 99 assert exchange._klines - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 exchange._api_async.fetch_ohlcv.reset_mock() # Returned from cache @@ -2224,7 +2194,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert len(res) == 2 assert len(res[pair1]) == 99 assert len(res[pair2]) == 99 - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 # Move time 1 candle further but result didn't change yet time_machine.move_to(start + timedelta(hours=101)) @@ -2234,13 +2204,13 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert len(res[pair1]) == 99 assert len(res[pair2]) == 99 assert res[pair2].at[0, 'open'] - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 refresh_pior = exchange._pairs_last_refresh_time[pair1] # New candle on exchange - return 100 candles - but skip one candle so we actually get 2 candles # in one go new_startdate = (start + timedelta(hours=2)).strftime('%Y-%m-%d %H:%M') - # mocker.patch("freqtrade.exchange.Exchange.ohlcv_candle_limit", return_value=100) + # mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100) ohlcv = generate_test_data_raw('1h', 100, new_startdate) exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv) res = exchange.refresh_latest_ohlcv(pairs) @@ -2252,8 +2222,8 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach assert res[pair2].at[0, 'open'] assert refresh_pior != exchange._pairs_last_refresh_time[pair1] - assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-1][0] // 1000 - assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-1][0] // 1000 + assert exchange._pairs_last_refresh_time[pair1] == ohlcv[-2][0] // 1000 + assert exchange._pairs_last_refresh_time[pair2] == ohlcv[-2][0] // 1000 exchange._api_async.fetch_ohlcv.reset_mock() # Retry same call - from cache @@ -2340,8 +2310,8 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog): "kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?" "symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735" "429 Too Many Requests" '{"code":"429000","msg":"Too Many Requests"}')) - exchange = get_patched_exchange(mocker, default_conf, api_mock, id="KuCoin") - mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='KuCoin')) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin") + mocker.patch(f'{EXMS}.name', PropertyMock(return_value='KuCoin')) msg = "Kucoin 429 error, avoid triggering DDosProtection backoff delay" assert not num_log_has_re(msg, caplog) @@ -2499,8 +2469,7 @@ def test_get_entry_rate(mocker, default_conf, caplog, side, ask, bid, default_conf['entry_pricing']['price_last_balance'] = last_ab default_conf['entry_pricing']['price_side'] = side exchange = get_patched_exchange(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - return_value={'ask': ask, 'last': last, 'bid': bid}) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'ask': ask, 'last': last, 'bid': bid}) assert exchange.get_rate('ETH/BTC', side="entry", is_short=False, refresh=True) == expected assert not log_has("Using cached entry rate for ETH/BTC.", caplog) @@ -2521,8 +2490,7 @@ def test_get_exit_rate(default_conf, mocker, caplog, side, bid, ask, default_conf['exit_pricing']['price_side'] = side if last_ab is not None: default_conf['exit_pricing']['price_last_balance'] = last_ab - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - return_value={'ask': ask, 'bid': bid, 'last': last}) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'ask': ask, 'bid': bid, 'last': last}) pair = "ETH/BTC" # Test regular mode @@ -2555,8 +2523,7 @@ def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, is_sho default_conf['exit_pricing']['price_side'] = side default_conf['exit_pricing']['price_last_balance'] = last_ab exchange = get_patched_exchange(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - return_value={'ask': ask, 'last': last, 'bid': bid}) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'ask': ask, 'last': last, 'bid': bid}) with pytest.raises(PricingError): exchange.get_rate('ETH/BTC', refresh=True, side=entry, is_short=is_short) @@ -2580,7 +2547,7 @@ def test_get_exit_rate_orderbook( default_conf['exit_pricing']['use_order_book'] = True default_conf['exit_pricing']['order_book_top'] = 1 pair = "ETH/BTC" - mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) + mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2) exchange = get_patched_exchange(mocker, default_conf) rate = exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) assert not log_has("Using cached exit rate for ETH/BTC.", caplog) @@ -2598,8 +2565,7 @@ def test_get_exit_rate_orderbook_exception(default_conf, mocker, caplog): default_conf['exit_pricing']['order_book_top'] = 1 pair = "ETH/BTC" # Test What happens if the exchange returns an empty orderbook. - mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', - return_value={'bids': [[]], 'asks': [[]]}) + mocker.patch(f'{EXMS}.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) exchange = get_patched_exchange(mocker, default_conf) with pytest.raises(PricingError): exchange.get_rate(pair, refresh=True, side="exit", is_short=False) @@ -2613,8 +2579,7 @@ def test_get_exit_rate_exception(default_conf, mocker, is_short): # Ticker on one side can be empty in certain circumstances. default_conf['exit_pricing']['price_side'] = 'ask' pair = "ETH/BTC" - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - return_value={'ask': None, 'bid': 0.12, 'last': None}) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'ask': None, 'bid': 0.12, 'last': None}) exchange = get_patched_exchange(mocker, default_conf) with pytest.raises(PricingError, match=r"Exit-Rate for ETH/BTC was empty."): exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) @@ -2622,8 +2587,7 @@ def test_get_exit_rate_exception(default_conf, mocker, is_short): exchange._config['exit_pricing']['price_side'] = 'bid' assert exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) == 0.12 # Reverse sides - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', - return_value={'ask': 0.13, 'bid': None, 'last': None}) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'ask': 0.13, 'bid': None, 'last': None}) with pytest.raises(PricingError, match=r"Exit-Rate for ETH/BTC was empty."): exchange.get_rate(pair, refresh=True, side="exit", is_short=is_short) @@ -2989,7 +2953,7 @@ async def test__async_get_trade_history_time_empty(default_conf, mocker, caplog, @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) pair = 'ETH/BTC' @@ -3011,7 +2975,7 @@ def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange_name, trades_history): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=False) + mocker.patch(f'{EXMS}.exchange_has', return_value=False) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) pair = 'ETH/BTC' @@ -3027,7 +2991,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange def test_cancel_order_dry_run(default_conf, mocker, exchange_name): default_conf['dry_run'] = True exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True) assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {} assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {} @@ -3155,33 +3119,33 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name): @pytest.mark.parametrize("exchange_name", EXCHANGES) def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name): default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123}) - mocker.patch('freqtrade.exchange.Gate.fetch_stoploss_order', return_value={'for': 123}) + mocker.patch(f'{EXMS}.fetch_stoploss_order', return_value={'for': 123}) + mocker.patch('freqtrade.exchange.gate.Gate.fetch_stoploss_order', return_value={'for': 123}) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) res = {'fee': {}, 'status': 'canceled', 'amount': 1234} - mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res) - mocker.patch('freqtrade.exchange.Gate.cancel_stoploss_order', return_value=res) + mocker.patch(f'{EXMS}.cancel_stoploss_order', return_value=res) + mocker.patch('freqtrade.exchange.gate.Gate.cancel_stoploss_order', return_value=res) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) assert co == res - mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled') - mocker.patch('freqtrade.exchange.Gate.cancel_stoploss_order', return_value='canceled') + mocker.patch(f'{EXMS}.cancel_stoploss_order', return_value='canceled') + mocker.patch('freqtrade.exchange.gate.Gate.cancel_stoploss_order', return_value='canceled') # Fall back to fetch_stoploss_order co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) assert co == {'for': 123} exc = InvalidOrderException("") - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc) - mocker.patch('freqtrade.exchange.Gate.fetch_stoploss_order', side_effect=exc) + mocker.patch(f'{EXMS}.fetch_stoploss_order', side_effect=exc) + mocker.patch('freqtrade.exchange.gate.Gate.fetch_stoploss_order', side_effect=exc) co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555) assert co['amount'] == 555 assert co == {'fee': {}, 'status': 'canceled', 'amount': 555, 'info': {}} with pytest.raises(InvalidOrderException): exc = InvalidOrderException("Did not find order") - mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc) - mocker.patch('freqtrade.exchange.Gate.cancel_stoploss_order', side_effect=exc) + mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=exc) + mocker.patch('freqtrade.exchange.gate.Gate.cancel_stoploss_order', side_effect=exc) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123) @@ -3274,7 +3238,7 @@ def test_fetch_order_or_stoploss_order(default_conf, mocker): exchange = get_patched_exchange(mocker, default_conf, id='binance') fetch_order_mock = MagicMock() fetch_stoploss_order_mock = MagicMock() - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, fetch_order=fetch_order_mock, fetch_stoploss_order=fetch_stoploss_order_mock, ) @@ -3314,7 +3278,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode, default_conf["dry_run"] = False default_conf["trading_mode"] = trading_mode default_conf["margin_mode"] = 'isolated' - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) api_mock = MagicMock() api_mock.fetch_my_trades = MagicMock(return_value=[{'id': 'TTR67E-3PFBD-76IISV', @@ -3357,7 +3321,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode, 'get_trades_for_order', 'fetch_my_trades', order_id=order_id, pair='ETH/USDT:USDT', since=since) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=False)) assert exchange.get_trades_for_order(order_id, 'ETH/USDT:USDT', since) == [] @@ -3403,7 +3367,7 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker): def test_merge_ft_has_dict(default_conf, mocker): - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), @@ -3438,7 +3402,7 @@ def test_merge_ft_has_dict(default_conf, mocker): def test_get_valid_pair_combination(default_conf, mocker, markets): - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), @@ -3530,7 +3494,7 @@ def test_get_markets(default_conf, mocker, markets_static, spot_only, futures_only, expected_keys, test_comment # Here for debugging purposes (Not used within method) ): - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, _init_ccxt=MagicMock(return_value=MagicMock()), _load_async_markets=MagicMock(), validate_pairs=MagicMock(), @@ -3549,7 +3513,7 @@ def test_get_markets(default_conf, mocker, markets_static, def test_get_markets_error(default_conf, mocker): ex = get_patched_exchange(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=None)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=None)) with pytest.raises(OperationalException, match="Markets were not loaded."): ex.get_markets('LTC', 'USDT', True, False) @@ -3694,7 +3658,7 @@ def test_market_is_tradable( quote, spot, margin, futures, trademode, add_dict, exchange, expected_result ) -> None: default_conf['trading_mode'] = trademode - mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode') + mocker.patch(f'{EXMS}.validate_trading_mode_and_margin_mode') ex = get_patched_exchange(mocker, default_conf, id=exchange) market = { 'symbol': market_symbol, @@ -3739,7 +3703,7 @@ def test_order_has_fee(order, expected) -> None: (0.34, 'USDT', 0.01)), ]) def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: - mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01)) + mocker.patch(f'{EXMS}.calculate_fee_rate', MagicMock(return_value=0.01)) ex = get_patched_exchange(mocker, default_conf) assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected @@ -3784,7 +3748,7 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None: 'fee': {'currency': None, 'cost': 0.005}}, None, None), ]) def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None: - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081}) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'last': 0.081}) if unknown_fee_rate: default_conf['exchange']['unknown_fee_rate'] = unknown_fee_rate @@ -3856,7 +3820,7 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name): ]) type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True}) - # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y) + # mocker.patch(f'{EXMS}.get_funding_fees', lambda pair, since: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ') unix_time = int(date_time.timestamp()) @@ -4256,8 +4220,7 @@ def test__fetch_and_calculate_funding_fees( type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True}) ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange) - mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock( - return_value=['1h', '4h', '8h'])) + mocker.patch(f'{EXMS}.timeframes', PropertyMock(return_value=['1h', '4h', '8h'])) funding_fees = ex._fetch_and_calculate_funding_fees( pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2) assert pytest.approx(funding_fees) == expected_fees @@ -4267,7 +4230,7 @@ def test__fetch_and_calculate_funding_fees( assert pytest.approx(funding_fees) == -expected_fees # Return empty "refresh_latest" - mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", return_value={}) + mocker.patch(f"{EXMS}.refresh_latest_ohlcv", return_value={}) ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange) with pytest.raises(ExchangeError, match="Could not find funding rates."): ex._fetch_and_calculate_funding_fees( @@ -4293,7 +4256,7 @@ def test__fetch_and_calculate_funding_fees_datetime_called( return_value=funding_rate_history_octohourly) type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True}) - mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock(return_value=['4h', '8h'])) + mocker.patch(f'{EXMS}.timeframes', PropertyMock(return_value=['4h', '8h'])) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange) d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z') @@ -4316,7 +4279,7 @@ def test__get_contract_size(mocker, default_conf, pair, expected_size, trading_m default_conf['trading_mode'] = trading_mode default_conf['margin_mode'] = 'isolated' exchange = get_patched_exchange(mocker, default_conf, api_mock) - mocker.patch('freqtrade.exchange.Exchange.markets', { + mocker.patch(f'{EXMS}.markets', { 'LTC/USD': { 'symbol': 'LTC/USD', 'contractSize': None, @@ -4352,7 +4315,7 @@ def test__order_contracts_to_amount( api_mock = MagicMock() default_conf['trading_mode'] = trading_mode default_conf['margin_mode'] = 'isolated' - mocker.patch('freqtrade.exchange.Exchange.markets', markets) + mocker.patch(f'{EXMS}.markets', markets) exchange = get_patched_exchange(mocker, default_conf, api_mock) orders = [ @@ -4474,7 +4437,7 @@ def test__trades_contracts_to_amount( api_mock = MagicMock() default_conf['trading_mode'] = trading_mode default_conf['margin_mode'] = 'isolated' - mocker.patch('freqtrade.exchange.Exchange.markets', markets) + mocker.patch(f'{EXMS}.markets', markets) exchange = get_patched_exchange(mocker, default_conf, api_mock) trades = [ @@ -4510,7 +4473,7 @@ def test__amount_to_contracts( default_conf['trading_mode'] = 'spot' default_conf['margin_mode'] = 'isolated' exchange = get_patched_exchange(mocker, default_conf, api_mock) - mocker.patch('freqtrade.exchange.Exchange.markets', { + mocker.patch(f'{EXMS}.markets', { 'LTC/USD': { 'symbol': 'LTC/USD', 'contractSize': None, @@ -4768,7 +4731,7 @@ def test_get_max_pair_stake_amount( }, } - mocker.patch('freqtrade.exchange.Exchange.markets', markets) + mocker.patch(f'{EXMS}.markets', markets) assert exchange.get_max_pair_stake_amount('XRP/USDT:USDT', 2.0) == 20000 assert exchange.get_max_pair_stake_amount('XRP/USDT:USDT', 2.0, 5) == 4000 assert exchange.get_max_pair_stake_amount('LTC/USDT:USDT', 2.0) == float('inf') @@ -4778,7 +4741,7 @@ def test_get_max_pair_stake_amount( default_conf['trading_mode'] = 'spot' exchange = get_patched_exchange(mocker, default_conf, api_mock) - mocker.patch('freqtrade.exchange.Exchange.markets', markets) + mocker.patch(f'{EXMS}.markets', markets) assert exchange.get_max_pair_stake_amount('BTC/USDT', 2.0) == 20000 assert exchange.get_max_pair_stake_amount('ADA/USDT', 2.0) == 500 @@ -4789,7 +4752,7 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers, exchange_name api_mock.fetch_leverage_tiers = MagicMock() type(api_mock).has = PropertyMock(return_value={'fetchLeverageTiers': True}) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.exchange.Exchange.validate_trading_mode_and_margin_mode') + mocker.patch(f'{EXMS}.validate_trading_mode_and_margin_mode') api_mock.fetch_leverage_tiers = MagicMock(return_value={ 'ADA/USDT:USDT': [ @@ -4942,7 +4905,7 @@ def test_get_maintenance_ratio_and_amt_exceptions(mocker, default_conf, leverage api_mock = MagicMock() default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange._leverage_tiers = leverage_tiers @@ -4979,7 +4942,7 @@ def test_get_maintenance_ratio_and_amt( api_mock = MagicMock() default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange._leverage_tiers = leverage_tiers exchange.get_maintenance_ratio_and_amt(pair, value) == (mmr, maintAmt) @@ -5015,10 +4978,10 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers): exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01) -@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gate', 'okx']) +@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gate', 'okx', 'bybit']) def test__get_params(mocker, default_conf, exchange_name): api_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name) exchange._params = {'test': True} @@ -5036,6 +4999,9 @@ def test__get_params(mocker, default_conf, exchange_name): params2['tdMode'] = 'isolated' params2['posSide'] = 'net' + if exchange_name == 'bybit': + params2['position_idx'] = 0 + assert exchange._get_params( side="buy", ordertype='market', @@ -5105,7 +5071,7 @@ def test_get_liquidation_price1(mocker, default_conf): ] api_mock.fetch_positions = MagicMock(return_value=positions) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), ) default_conf['dry_run'] = False @@ -5275,7 +5241,7 @@ def test_get_liquidation_price( default_conf_usdt['trading_mode'] = trading_mode default_conf_usdt['exchange']['name'] = exchange_name default_conf_usdt['margin_mode'] = margin_mode - mocker.patch('freqtrade.exchange.Gate.validate_ordertypes') + mocker.patch('freqtrade.exchange.gate.Gate.validate_ordertypes') exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name) exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01)) @@ -5320,8 +5286,8 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun 'symbol': 'ETH/BTC', }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock) exchange.get_contract_size = MagicMock(return_value=contract_size) diff --git a/tests/exchange/test_gate.py b/tests/exchange/test_gate.py index f777dd7d0..db7591a40 100644 --- a/tests/exchange/test_gate.py +++ b/tests/exchange/test_gate.py @@ -7,18 +7,18 @@ from freqtrade.enums import MarginMode, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import Gate from freqtrade.resolvers.exchange_resolver import ExchangeResolver -from tests.conftest import get_patched_exchange +from tests.conftest import EXMS, get_patched_exchange def test_validate_order_types_gate(default_conf, mocker): default_conf['exchange']['name'] = 'gate' - mocker.patch('freqtrade.exchange.Exchange._init_ccxt') - mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={}) - mocker.patch('freqtrade.exchange.Exchange.validate_pairs') - mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') - mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') - mocker.patch('freqtrade.exchange.Exchange.validate_pricing') - mocker.patch('freqtrade.exchange.Exchange.name', 'Gate') + mocker.patch(f'{EXMS}._init_ccxt') + mocker.patch(f'{EXMS}._load_markets', return_value={}) + mocker.patch(f'{EXMS}.validate_pairs') + mocker.patch(f'{EXMS}.validate_timeframes') + mocker.patch(f'{EXMS}.validate_stakecurrency') + mocker.patch(f'{EXMS}.validate_pricing') + mocker.patch(f'{EXMS}.name', 'Gate') exch = ExchangeResolver.load_exchange('gate', default_conf, True) assert isinstance(exch, Gate) @@ -105,7 +105,7 @@ def test_stoploss_adjust_gate(mocker, default_conf, sl1, sl2, sl3, side): ('maker', 0.0, 0.0), ]) def test_fetch_my_trades_gate(mocker, default_conf, takerormaker, rate, cost): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) tick = {'ETH/USDT:USDT': { 'info': {'user_id': '', 'taker_fee': '0.0018', diff --git a/tests/exchange/test_huobi.py b/tests/exchange/test_huobi.py index e5fa986c3..5e4fd7316 100644 --- a/tests/exchange/test_huobi.py +++ b/tests/exchange/test_huobi.py @@ -5,7 +5,7 @@ import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException -from tests.conftest import get_patched_exchange +from tests.conftest import EXMS, get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -26,8 +26,8 @@ def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected, } }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') @@ -79,8 +79,8 @@ def test_create_stoploss_order_dry_run_huobi(default_conf, mocker): api_mock = MagicMock() order_type = 'stop-limit' default_conf['dry_run'] = True - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi') diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py index 3a183de93..40a5a5b38 100644 --- a/tests/exchange/test_kraken.py +++ b/tests/exchange/test_kraken.py @@ -5,7 +5,7 @@ import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException -from tests.conftest import get_patched_exchange +from tests.conftest import EXMS, get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -28,8 +28,8 @@ def test_buy_kraken_trading_agreement(default_conf, mocker): }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken") order = exchange.create_order( @@ -68,8 +68,8 @@ def test_sell_kraken_trading_agreement(default_conf, mocker): }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken") order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, @@ -191,8 +191,8 @@ def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adj }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') @@ -262,8 +262,8 @@ def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adj def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side): api_mock = MagicMock() default_conf['dry_run'] = True - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken') diff --git a/tests/exchange/test_kucoin.py b/tests/exchange/test_kucoin.py index 65c855b7a..e0bb32b7c 100644 --- a/tests/exchange/test_kucoin.py +++ b/tests/exchange/test_kucoin.py @@ -5,7 +5,7 @@ import ccxt import pytest from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException -from tests.conftest import get_patched_exchange +from tests.conftest import EXMS, get_patched_exchange from tests.exchange.test_exchange import ccxt_exceptionhandlers @@ -26,8 +26,8 @@ def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected } }) default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') if order_type == 'limit': @@ -87,8 +87,8 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker): api_mock = MagicMock() order_type = 'market' default_conf['dry_run'] = True - mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin') @@ -125,3 +125,45 @@ def test_stoploss_adjust_kucoin(mocker, default_conf): # Test with invalid order case order['stopPrice'] = None assert exchange.stoploss_adjust(1501, order, 'sell') + + +@pytest.mark.parametrize("side", ["buy", "sell"]) +@pytest.mark.parametrize("ordertype,rate", [ + ("market", None), + ("market", 200), + ("limit", 200), + ("stop_loss_limit", 200) +]) +def test_kucoin_create_order(default_conf, mocker, side, ordertype, rate): + api_mock = MagicMock() + order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6)) + api_mock.create_order = MagicMock(return_value={ + 'id': order_id, + 'info': { + 'foo': 'bar' + }, + 'symbol': 'XRP/USDT', + 'amount': 1 + }) + default_conf['dry_run'] = False + mocker.patch(f'{EXMS}.amount_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) + exchange = get_patched_exchange(mocker, default_conf, api_mock, id='kucoin') + exchange._set_leverage = MagicMock() + exchange.set_margin_mode = MagicMock() + + order = exchange.create_order( + pair='XRP/USDT', + ordertype=ordertype, + side=side, + amount=1, + rate=rate, + leverage=1.0 + ) + + assert 'id' in order + assert 'info' in order + assert order['id'] == order_id + assert order['amount'] == 1 + # Status must be faked to open for kucoin. + assert order['status'] == 'open' diff --git a/tests/exchange/test_okx.py b/tests/exchange/test_okx.py index 46b1852a0..fce77f4c7 100644 --- a/tests/exchange/test_okx.py +++ b/tests/exchange/test_okx.py @@ -46,7 +46,7 @@ def test_get_maintenance_ratio_and_amt_okx( default_conf['margin_mode'] = 'isolated' default_conf['dry_run'] = False mocker.patch.multiple( - 'freqtrade.exchange.Okx', + 'freqtrade.exchange.okx.Okx', exchange_has=MagicMock(return_value=True), load_leverage_tiers=MagicMock(return_value={ 'ETH/USDT:USDT': [ diff --git a/tests/freqai/conftest.py b/tests/freqai/conftest.py index bee7df27e..68e7ea49a 100644 --- a/tests/freqai/conftest.py +++ b/tests/freqai/conftest.py @@ -27,7 +27,7 @@ def freqai_conf(default_conf, tmpdir): "timerange": "20180110-20180115", "freqai": { "enabled": True, - "purge_old_models": True, + "purge_old_models": 2, "train_period_days": 2, "backtest_period_days": 10, "live_retrain_hours": 0, @@ -46,6 +46,8 @@ def freqai_conf(default_conf, tmpdir): "use_SVM_to_remove_outliers": True, "stratify_training_data": 0, "indicator_periods_candles": [10], + "shuffle_after_split": False, + "buffer_train_data_candles": 0 }, "data_split_parameters": {"test_size": 0.33, "shuffle": False}, "model_training_parameters": {"n_estimators": 100}, diff --git a/tests/freqai/test_freqai_backtesting.py b/tests/freqai/test_freqai_backtesting.py index 60963e762..0a8059966 100644 --- a/tests/freqai/test_freqai_backtesting.py +++ b/tests/freqai/test_freqai_backtesting.py @@ -35,8 +35,8 @@ def test_freqai_backtest_start_backtest_list(freqai_conf, mocker, testdatadir, c args = get_args(args) bt_config = setup_optimize_configuration(args, RunMode.BACKTEST) Backtesting(bt_config) - assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical ' - 'populate_any_indicators.', caplog) + assert log_has_re('Using --strategy-list with FreqAI REQUIRES all strategies to have identical', + caplog) Backtesting.cleanup() diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py index 79c04e6b3..f8bee3659 100644 --- a/tests/freqai/test_freqai_interface.py +++ b/tests/freqai/test_freqai_interface.py @@ -1,5 +1,6 @@ import platform import shutil +import sys from pathlib import Path from unittest.mock import MagicMock @@ -13,10 +14,14 @@ from freqtrade.freqai.utils import download_all_data_for_training, get_required_ from freqtrade.optimize.backtesting import Backtesting from freqtrade.persistence import Trade from freqtrade.plugins.pairlistmanager import PairListManager -from tests.conftest import create_mock_trades, get_patched_exchange, log_has_re +from tests.conftest import EXMS, create_mock_trades, get_patched_exchange, log_has_re from tests.freqai.conftest import get_patched_freqai_strategy, make_rl_config +def is_py11() -> bool: + return sys.version_info >= (3, 11) + + def is_arm() -> bool: machine = platform.machine() return "arm" in machine or "aarch64" in machine @@ -27,25 +32,32 @@ def is_mac() -> bool: return "Darwin" in machine -@pytest.mark.parametrize('model, pca, dbscan, float32, can_short', [ - ('LightGBMRegressor', True, False, True, True), - ('XGBoostRegressor', False, True, False, True), - ('XGBoostRFRegressor', False, False, False, True), - ('CatboostRegressor', False, False, False, True), - ('ReinforcementLearner', False, True, False, True), - ('ReinforcementLearner_multiproc', False, False, False, True), - ('ReinforcementLearner_test_3ac', False, False, False, False), - ('ReinforcementLearner_test_3ac', False, False, False, True), - ('ReinforcementLearner_test_4ac', False, False, False, True) - ]) -def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, - dbscan, float32, can_short): - if is_arm() and model == 'CatboostRegressor': +def can_run_model(model: str) -> None: + if (is_arm() or is_py11()) and "Catboost" in model: pytest.skip("CatBoost is not supported on ARM") if is_mac() and not is_arm() and 'Reinforcement' in model: pytest.skip("Reinforcement learning module not available on intel based Mac OS") + if is_py11() and 'Reinforcement' in model: + pytest.skip("Reinforcement learning currently not available on python 3.11.") + + +@pytest.mark.parametrize('model, pca, dbscan, float32, can_short, shuffle, buffer', [ + ('LightGBMRegressor', True, False, True, True, False, 0), + ('XGBoostRegressor', False, True, False, True, False, 10), + ('XGBoostRFRegressor', False, False, False, True, False, 0), + ('CatboostRegressor', False, False, False, True, True, 0), + ('ReinforcementLearner', False, True, False, True, False, 0), + ('ReinforcementLearner_multiproc', False, False, False, True, False, 0), + ('ReinforcementLearner_test_3ac', False, False, False, False, False, 0), + ('ReinforcementLearner_test_3ac', False, False, False, True, False, 0), + ('ReinforcementLearner_test_4ac', False, False, False, True, False, 0) + ]) +def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, + dbscan, float32, can_short, shuffle, buffer): + + can_run_model(model) model_save_ext = 'joblib' freqai_conf.update({"freqaimodel": model}) freqai_conf.update({"timerange": "20180110-20180130"}) @@ -53,6 +65,8 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, freqai_conf['freqai']['feature_parameters'].update({"principal_component_analysis": pca}) freqai_conf['freqai']['feature_parameters'].update({"use_DBSCAN_to_remove_outliers": dbscan}) freqai_conf.update({"reduce_df_footprint": float32}) + freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle}) + freqai_conf['freqai']['feature_parameters'].update({"buffer_train_data_candles": buffer}) if 'ReinforcementLearner' in model: model_save_ext = 'zip' @@ -114,7 +128,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, ('CatboostClassifierMultiTarget', "freqai_test_multimodel_classifier_strat") ]) def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, strat): - if is_arm() and 'Catboost' in model: + if (is_arm() or is_py11()) and 'Catboost' in model: pytest.skip("CatBoost is not supported on ARM") freqai_conf.update({"timerange": "20180110-20180130"}) @@ -156,7 +170,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s 'XGBoostRFClassifier', ]) def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model): - if is_arm() and model == 'CatboostClassifier': + if (is_arm() or is_py11()) and model == 'CatboostClassifier': pytest.skip("CatBoost is not supported on ARM") freqai_conf.update({"freqaimodel": model}) @@ -203,13 +217,11 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model): ], ) def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog): + can_run_model(model) + freqai_conf.get("freqai", {}).update({"save_backtest_models": True}) freqai_conf['runmode'] = RunMode.BACKTEST - if is_arm() and "Catboost" in model: - pytest.skip("CatBoost is not supported on ARM") - if is_mac() and 'Reinforcement' in model: - pytest.skip("Reinforcement learning module not available on intel based Mac OS") Trade.use_db = False freqai_conf.update({"freqaimodel": model}) @@ -506,6 +518,8 @@ def test_get_state_info(mocker, freqai_conf, dp_exists, caplog, tickers): if is_mac(): pytest.skip("Reinforcement learning module not available on intel based Mac OS") + if is_py11(): + pytest.skip("Reinforcement learning currently not available on python 3.11.") freqai_conf.update({"freqaimodel": "ReinforcementLearner"}) freqai_conf.update({"timerange": "20180110-20180130"}) @@ -517,7 +531,7 @@ def test_get_state_info(mocker, freqai_conf, dp_exists, caplog, tickers): strategy = get_patched_freqai_strategy(mocker, freqai_conf) exchange = get_patched_exchange(mocker, freqai_conf) ticker_mock = MagicMock(return_value=tickers()['ETH/BTC']) - mocker.patch("freqtrade.exchange.Exchange.fetch_ticker", ticker_mock) + mocker.patch(f"{EXMS}.fetch_ticker", ticker_mock) strategy.dp = DataProvider(freqai_conf, exchange) if not dp_exists: diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 4e78fc139..ae06fca1d 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -8,7 +8,7 @@ from freqtrade.data.history import get_timerange from freqtrade.enums import ExitType from freqtrade.optimize.backtesting import Backtesting from freqtrade.persistence.trade_model import LocalTrade -from tests.conftest import patch_exchange +from tests.conftest import EXMS, patch_exchange from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, _get_frame_time_from_offset, tests_timeframe) @@ -921,10 +921,10 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer) default_conf["use_exit_signal"] = data.use_exit_signal default_conf["max_open_trades"] = 10 - mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) - mocker.patch("freqtrade.exchange.Binance.get_max_leverage", return_value=100) + mocker.patch(f"{EXMS}.get_fee", return_value=0.0) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch('freqtrade.exchange.binance.Binance.get_max_leverage', return_value=100) patch_exchange(mocker) frame = _build_backtest_dataframe(data.data) backtesting = Backtesting(default_conf) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index e407b4173..8dee45b6d 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -26,8 +26,8 @@ from freqtrade.optimize.backtest_caching import get_strategy_run_id from freqtrade.optimize.backtesting import Backtesting from freqtrade.persistence import LocalTrade, Trade from freqtrade.resolvers import StrategyResolver -from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange, - patched_configuration_load_config_file) +from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_args, log_has, log_has_re, + patch_exchange, patched_configuration_load_config_file) ORDER_TYPES = [ @@ -245,7 +245,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog) def test_start(mocker, fee, default_conf, caplog) -> None: start_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock) patched_configuration_load_config_file(mocker, default_conf) @@ -269,7 +269,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None: """ default_conf["order_types"] = order_types patch_exchange(mocker) - get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) + get_fee = mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.5)) backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) assert backtesting.config == default_conf @@ -290,7 +290,7 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None: default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'HyperoptableStrategy'] - mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) + mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.5)) with pytest.raises(OperationalException, match=r"Timeframe needs to be set in either configuration"): Backtesting(default_conf) @@ -300,7 +300,7 @@ def test_data_with_fee(default_conf, mocker) -> None: patch_exchange(mocker) default_conf['fee'] = 0.1234 - fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) + fee_mock = mocker.patch(f'{EXMS}.get_fee', MagicMock(return_value=0.5)) backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) assert backtesting.fee == 0.1234 @@ -404,7 +404,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None: - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.data.history.history_utils.load_pair_history', MagicMock(return_value=pd.DataFrame())) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) @@ -436,9 +436,9 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None: - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) - mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.get_tickers', tickers) + mocker.patch(f'{EXMS}.price_to_precision', lambda s, x, y: y) mocker.patch('freqtrade.data.history.get_timerange', get_timerange) patch_exchange(mocker) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest') @@ -474,9 +474,9 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti def test_backtest__enter_trade(default_conf, fee, mocker) -> None: default_conf['use_exit_signal'] = False - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.00001) + mocker.patch(f'{EXMS}.get_max_pair_stake_amount', return_value=float('inf')) patch_exchange(mocker) default_conf['stake_amount'] = 'unlimited' default_conf['max_open_trades'] = 2 @@ -525,7 +525,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None: assert trade.stake_amount == 495 assert trade.is_short is True - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=300.0) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=300.0) trade = backtesting._enter_trade(pair, row=row, direction='long') assert trade assert trade.stake_amount == 300.0 @@ -533,10 +533,10 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None: def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: default_conf_usdt['use_exit_signal'] = False - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) - mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=100) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f"{EXMS}.get_max_leverage", return_value=100) mocker.patch("freqtrade.optimize.backtesting.price_to_precision", lambda p, *args: p) patch_exchange(mocker) default_conf_usdt['stake_amount'] = 300 @@ -564,7 +564,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: ] backtesting.strategy.leverage = MagicMock(return_value=5.0) - mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", + mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.01, 0.01)) # leverage = 5 @@ -601,7 +601,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: assert pytest.approx(trade.liquidation_price) == 0.11787191 # Stake-amount too high! - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=600.0) trade = backtesting._enter_trade(pair, row=row, direction='long') assert trade is None @@ -616,9 +616,9 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None: default_conf['use_exit_signal'] = False - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) patch_exchange(mocker) default_conf['timeframe_detail'] = '1m' default_conf['max_open_trades'] = 2 @@ -681,9 +681,9 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: default_conf['use_exit_signal'] = False default_conf['max_open_trades'] = 10 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) patch_exchange(mocker) backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) @@ -766,9 +766,9 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: @pytest.mark.parametrize('use_detail', [True, False]) def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None: default_conf_usdt['use_exit_signal'] = False - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) if use_detail: default_conf_usdt['timeframe_detail'] = '1m' patch_exchange(mocker) @@ -854,12 +854,12 @@ def test_backtest_one_detail_futures( default_conf_usdt['margin_mode'] = 'isolated' default_conf_usdt['candle_type_def'] = CandleType.FUTURES - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['XRP/USDT:USDT'])) - mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", + mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.01, 0.01)) default_conf_usdt['timeframe'] = '1h' if use_detail: @@ -945,12 +945,12 @@ def test_backtest_one_detail_futures_funding_fees( default_conf_usdt['minimal_roi'] = {'0': 1} default_conf_usdt['dry_run_wallet'] = 100000 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['XRP/USDT:USDT'])) - mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", + mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.01, 0.01)) default_conf_usdt['timeframe'] = '1h' if use_detail: @@ -1010,9 +1010,9 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) default_conf['startup_candle_count'] = 0 # Cancel unfilled order after 4 minutes on 5m timeframe. default_conf["unfilledtimeout"] = {"entry": 4} - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) patch_exchange(mocker) default_conf['max_open_trades'] = 1 backtesting = Backtesting(default_conf) @@ -1035,9 +1035,9 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None: default_conf['use_exit_signal'] = False default_conf['max_open_trades'] = 1 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) patch_exchange(mocker) backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) @@ -1061,9 +1061,9 @@ def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> N default_conf['use_exit_signal'] = False default_conf['max_open_trades'] = 10 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) patch_exchange(mocker) backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) @@ -1105,9 +1105,9 @@ def test_processed(default_conf, mocker, testdatadir) -> None: def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadir) -> None: default_conf['use_exit_signal'] = False default_conf['max_open_trades'] = 10 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=100000) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=100000) patch_exchange(mocker) backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) @@ -1155,9 +1155,9 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad default_conf['enable_protections'] = True default_conf['timeframe'] = '1m' default_conf['max_open_trades'] = 1 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) tests = [ ['sine', 9], ['raise', 10], @@ -1203,9 +1203,9 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir, default_conf['protections'] = protections default_conf['enable_protections'] = True - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) # While entry-signals are unrealistic, running backtesting # over and over again should not cause different results @@ -1262,9 +1262,9 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir): def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir): - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) default_conf['max_open_trades'] = 10 backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC', datadir=testdatadir) @@ -1310,9 +1310,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir) dataframe['exit_short'] = 0 return dataframe - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f'{EXMS}.get_fee', fee) patch_exchange(mocker) pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC'] diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py index 23b5eb93b..9fc726bd1 100644 --- a/tests/optimize/test_backtesting_adjust_position.py +++ b/tests/optimize/test_backtesting_adjust_position.py @@ -12,17 +12,17 @@ from freqtrade.data import history from freqtrade.data.history import get_timerange from freqtrade.enums import ExitType from freqtrade.optimize.backtesting import Backtesting -from tests.conftest import patch_exchange +from tests.conftest import EXMS, patch_exchange def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None: default_conf['use_exit_signal'] = False default_conf['max_open_trades'] = 10 - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) mocker.patch('freqtrade.optimize.backtesting.amount_to_contract_precision', lambda x, *args, **kwargs: round(x, 8)) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) patch_exchange(mocker) default_conf.update({ "stake_amount": 100.0, @@ -99,10 +99,10 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> ]) def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, leverage) -> None: default_conf['use_exit_signal'] = False - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=10) - mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) - mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=10) + mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch(f"{EXMS}.get_max_leverage", return_value=10) patch_exchange(mocker) default_conf.update({ diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py index 8241a5362..64172bf1c 100644 --- a/tests/optimize/test_edge_cli.py +++ b/tests/optimize/test_edge_cli.py @@ -6,7 +6,7 @@ from unittest.mock import MagicMock from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge from freqtrade.enums import RunMode from freqtrade.optimize.edge_cli import EdgeCli -from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, patch_exchange, +from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_args, log_has, patch_exchange, patched_configuration_load_config_file) @@ -71,7 +71,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N def test_start(mocker, fee, edge_conf, caplog) -> None: start_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) patch_exchange(mocker) mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock) patched_configuration_load_config_file(mocker, edge_conf) @@ -101,7 +101,7 @@ def test_edge_init_fee(mocker, edge_conf) -> None: patch_exchange(mocker) edge_conf['fee'] = 0.1234 edge_conf['stake_amount'] = 20 - fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) + fee_mock = mocker.patch(f'{EXMS}.get_fee', return_value=0.5) edge_cli = EdgeCli(edge_conf) assert edge_cli.edge.fee == 0.1234 assert fee_mock.call_count == 0 diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 36ceaeab2..998798580 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -20,7 +20,7 @@ from freqtrade.optimize.hyperopt_tools import HyperoptTools from freqtrade.optimize.optimize_reports import generate_strategy_stats from freqtrade.optimize.space import SKDecimal from freqtrade.strategy import IntParameter -from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re, +from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, get_args, get_markets, log_has, log_has_re, patch_exchange, patched_configuration_load_config_file) @@ -859,7 +859,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None: def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) # No hyperopt needed hyperopt_conf.update({ @@ -897,10 +897,10 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None: def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None: - mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock()) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - mocker.patch('freqtrade.exchange.Exchange._load_markets') - mocker.patch('freqtrade.exchange.Exchange.markets', + mocker.patch(f'{EXMS}.validate_config', MagicMock()) + mocker.patch(f'{EXMS}.get_fee', fee) + mocker.patch(f'{EXMS}._load_markets') + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=get_markets())) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) # No hyperopt needed @@ -938,7 +938,7 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmpdir, fee) -> None: patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) hyperopt_conf.update({ @@ -996,7 +996,7 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmpdir, f # This test is to ensure that unlimited max_open_trades are ignored for the backtesting # if we have an unlimited stake amount patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) hyperopt_conf.update({ 'strategy': 'HyperoptableStrategy', @@ -1024,7 +1024,7 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmpdir, fee, capsys) -> Non # This test is to ensure that after hyperopting, max_open_trades is never # saved as inf in the output json params patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) hyperopt_conf.update({ 'strategy': 'HyperoptableStrategy', @@ -1070,7 +1070,7 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmpdir, fee) -> None # This test is to ensure that max_open_trades is the same across all functions needing it # after it has been changed from the hyperopt patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0) + mocker.patch(f'{EXMS}.get_fee', return_value=0) (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True) hyperopt_conf.update({ diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 549202284..f71e6c492 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -255,7 +255,7 @@ def test_write_read_backtest_candles(tmpdir): # test directory exporting stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict, '2022_01_01_15_05_13') - scp = open(stored_file, "rb") + scp = stored_file.open("rb") pickled_signal_candles = joblib.load(scp) scp.close() @@ -269,7 +269,7 @@ def test_write_read_backtest_candles(tmpdir): # test file exporting filename = Path(tmpdir / 'testresult') stored_file = store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13') - scp = open(stored_file, "rb") + scp = stored_file.open("rb") pickled_signal_candles = joblib.load(scp) scp.close() diff --git a/tests/persistence/test_persistence.py b/tests/persistence/test_persistence.py index d06f05179..6d907ccf0 100644 --- a/tests/persistence/test_persistence.py +++ b/tests/persistence/test_persistence.py @@ -2440,6 +2440,7 @@ def test_select_filled_orders(fee): def test_order_to_ccxt(limit_buy_order_open): order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy') + order.ft_trade_id = 1 order.query.session.add(order) Order.query.session.commit() diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index 739c3a7ac..40a3871d7 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -18,8 +18,8 @@ from freqtrade.persistence import Trade from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, expand_pairlist from freqtrade.plugins.pairlistmanager import PairListManager from freqtrade.resolvers import PairListResolver -from tests.conftest import (create_mock_trades_usdt, get_patched_exchange, get_patched_freqtradebot, - log_has, log_has_re, num_log_has) +from tests.conftest import (EXMS, create_mock_trades_usdt, get_patched_exchange, + get_patched_freqtradebot, log_has, log_has_re, num_log_has) # Exclude RemotePairList from tests. @@ -116,7 +116,7 @@ def static_pl_conf(whitelist_conf): def test_log_cached(mocker, static_pl_conf, markets, tickers): - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -139,7 +139,7 @@ def test_log_cached(mocker, static_pl_conf, markets, tickers): def test_load_pairlist_noexist(mocker, markets, default_conf): freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) plm = PairListManager(freqtrade.exchange, default_conf, MagicMock()) with pytest.raises(OperationalException, match=r"Impossible to load Pairlist 'NonexistingPairList'. " @@ -150,7 +150,7 @@ def test_load_pairlist_noexist(mocker, markets, default_conf): def test_load_pairlist_verify_multi(mocker, markets_static, default_conf): freqtrade = get_patched_freqtradebot(mocker, default_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_static)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets_static)) plm = PairListManager(freqtrade.exchange, default_conf, MagicMock()) # Call different versions one after the other, should always consider what was passed in # and have no side-effects (therefore the same check multiple times) @@ -166,7 +166,7 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf): freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) freqtrade.pairlists.refresh_pairlist() # List ordered by BaseVolume whitelist = ['ETH/BTC', 'TKN/BTC'] @@ -180,7 +180,7 @@ def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf): def test_refresh_static_pairlist(mocker, markets, static_pl_conf): freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), markets=PropertyMock(return_value=markets), ) @@ -204,7 +204,7 @@ def test_refresh_static_pairlist_noexist(mocker, markets, static_pl_conf, pairs, static_pl_conf['exchange']['pair_whitelist'] += pairs freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), markets=PropertyMock(return_value=markets), ) @@ -221,7 +221,7 @@ def test_invalid_blacklist(mocker, markets, static_pl_conf, caplog): static_pl_conf['exchange']['pair_blacklist'] = ['*/BTC'] freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), markets=PropertyMock(return_value=markets), ) @@ -237,7 +237,7 @@ def test_remove_logs_for_pairs_already_in_blacklist(mocker, markets, static_pl_c logger = logging.getLogger(__name__) freqtrade = get_patched_freqtradebot(mocker, static_pl_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), markets=PropertyMock(return_value=markets), ) @@ -264,14 +264,14 @@ def test_remove_logs_for_pairs_already_in_blacklist(mocker, markets, static_pl_c def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf): mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_tickers=tickers, exchange_has=MagicMock(return_value=True), ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=shitcoinmarkets), ) # argument: use the whitelist dynamically by exchange-volume @@ -291,7 +291,7 @@ def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_ tickers_dict = tickers() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), ) # Remove caching of ticker data to emulate changing volume by the time of second call @@ -302,7 +302,7 @@ def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_ freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_2) # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=shitcoinmarkets), ) @@ -320,11 +320,11 @@ def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf): mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, exchange_has=MagicMock(return_value=True), ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets_empty)) # argument: use the whitelist dynamically by exchange-volume whitelist = [] @@ -523,15 +523,15 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t ('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_vola, } - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, get_tickers=tickers, markets=PropertyMock(return_value=shitcoinmarkets) ) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data), ) @@ -649,7 +649,7 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ('HOT/BTC', '1d', CandleType.SPOT): ohlcv_history_high_volume, } - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) if volumefilter_result == 'default_refresh_too_short': with pytest.raises(OperationalException, @@ -675,7 +675,7 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, else: freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_tickers=tickers, markets=PropertyMock(return_value=shitcoinmarkets) ) @@ -687,7 +687,7 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_data = [] mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data), ) @@ -702,7 +702,7 @@ def test_PrecisionFilter_error(mocker, whitelist_conf) -> None: whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}] del whitelist_conf['stoploss'] - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) with pytest.raises(OperationalException, match=r"PrecisionFilter can only work with stoploss defined\..*"): @@ -713,7 +713,7 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None: whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}] if hasattr(Trade, 'query'): del Trade.query - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) exchange = get_patched_exchange(mocker, whitelist_conf) pm = PairListManager(exchange, whitelist_conf, MagicMock()) pm.refresh_pairlist() @@ -755,7 +755,7 @@ def test_PerformanceFilter_lookback(mocker, default_conf_usdt, fee, caplog) -> N {"method": "StaticPairList"}, {"method": "PerformanceFilter", "minutes": 60, "min_profit": 0.01} ] - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) exchange = get_patched_exchange(mocker, default_conf_usdt) pm = PairListManager(exchange, default_conf_usdt) pm.refresh_pairlist() @@ -781,7 +781,7 @@ def test_PerformanceFilter_keep_mid_order(mocker, default_conf_usdt, fee, caplog {"method": "StaticPairList", "allow_inactive": True}, {"method": "PerformanceFilter", "minutes": 60, } ] - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) exchange = get_patched_exchange(mocker, default_conf_usdt) pm = PairListManager(exchange, default_conf_usdt) pm.refresh_pairlist() @@ -806,7 +806,7 @@ def test_PerformanceFilter_keep_mid_order(mocker, default_conf_usdt, fee, caplog def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, get_tickers=tickers, exchange_has=MagicMock(return_value=False), ) @@ -819,7 +819,7 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> None: default_conf['pairlists'] = [{'method': 'StaticPairList'}, {'method': 'SpreadFilter'}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, get_tickers=tickers, exchange_has=MagicMock(return_value=False), ) @@ -832,7 +832,7 @@ def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> N @pytest.mark.parametrize("pairlist", TESTABLE_PAIRLISTS) def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): whitelist_conf['pairlists'][0]['method'] = pairlist - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True) ) @@ -861,7 +861,7 @@ def test_pairlist_class(mocker, whitelist_conf, markets, pairlist): def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist, whitelist, caplog, log_message, tickers): whitelist_conf['pairlists'][0]['method'] = pairlist - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -881,10 +881,10 @@ def test__whitelist_for_active_markets(mocker, whitelist_conf, markets, pairlist def test__whitelist_for_active_markets_empty(mocker, whitelist_conf, pairlist, tickers): whitelist_conf['pairlists'][0]['method'] = pairlist - mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=None), get_tickers=tickers ) @@ -897,7 +897,7 @@ def test__whitelist_for_active_markets_empty(mocker, whitelist_conf, pairlist, t def test_volumepairlist_invalid_sortvalue(mocker, whitelist_conf): whitelist_conf['pairlists'][0].update({"sort_key": "asdf"}) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) with pytest.raises(OperationalException, match=r"key asdf not in .*"): get_patched_freqtradebot(mocker, whitelist_conf) @@ -905,7 +905,7 @@ def test_volumepairlist_invalid_sortvalue(mocker, whitelist_conf): def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -925,7 +925,7 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'AgeFilter', 'min_days_listed': -1}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -941,7 +941,7 @@ def test_agefilter_max_days_lower_than_min_days(mocker, default_conf, markets, t {'method': 'AgeFilter', 'min_days_listed': 3, "max_days_listed": 2}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -956,7 +956,7 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'AgeFilter', 'min_days_listed': 99999}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -976,7 +976,7 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o ('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history, } mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers, @@ -1000,14 +1000,14 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o ('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history, ('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history.iloc[[0]], } - mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data) + mocker.patch(f'{EXMS}.refresh_latest_ohlcv', return_value=ohlcv_data) freqtrade.pairlists.refresh_pairlist() assert len(freqtrade.pairlists.whitelist) == 3 assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1 # Move to next day t.move_to("2021-09-02 01:00:00 +00:00") - mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data) + mocker.patch(f'{EXMS}.refresh_latest_ohlcv', return_value=ohlcv_data) freqtrade.pairlists.refresh_pairlist() assert len(freqtrade.pairlists.whitelist) == 3 assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1 @@ -1021,7 +1021,7 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o ('LTC/BTC', '1d', CandleType.SPOT): ohlcv_history, ('XRP/BTC', '1d', CandleType.SPOT): ohlcv_history, } - mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data) + mocker.patch(f'{EXMS}.refresh_latest_ohlcv', return_value=ohlcv_data) freqtrade.pairlists.refresh_pairlist() assert len(freqtrade.pairlists.whitelist) == 4 # Called once (only for XRP/BTC) @@ -1033,7 +1033,7 @@ def test_OffsetFilter_error(mocker, whitelist_conf) -> None: [{"method": "StaticPairList"}, {"method": "OffsetFilter", "offset": -1}] ) - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) with pytest.raises(OperationalException, match=r'OffsetFilter requires offset to be >= 0'): @@ -1044,7 +1044,7 @@ def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers): default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'RangeStabilityFilter', 'lookback_days': 99999}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -1074,7 +1074,7 @@ def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, oh 'min_rate_of_change': min_rate_of_change, "max_rate_of_change": max_rate_of_change}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -1088,7 +1088,7 @@ def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, oh ('BLK/BTC', '1d', CandleType.SPOT): ohlcv_history, } mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data), ) @@ -1109,7 +1109,7 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}, {'method': 'SpreadFilter', 'max_spread_ratio': 0.1}] - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), get_tickers=tickers @@ -1123,7 +1123,7 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo tickers.return_value['ETH/BTC']['ask'] = 0.0 del tickers.return_value['TKN/BTC'] del tickers.return_value['LTC/BTC'] - mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers) + mocker.patch.multiple(EXMS, get_tickers=tickers) ftbot.pairlists.refresh_pairlist() assert log_has_re(r'Removed .* invalid ticker data.*', caplog) @@ -1197,7 +1197,7 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo ]) def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, desc_expected, exception_expected): - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True) ) @@ -1214,7 +1214,7 @@ def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig, def test_pairlistmanager_no_pairlist(mocker, whitelist_conf): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) whitelist_conf['pairlists'] = [] @@ -1266,14 +1266,14 @@ def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, o allowlist_conf['pairlists'] = pairlists allowlist_conf['exchange']['pair_whitelist'] = pair_allowlist - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) freqtrade = get_patched_freqtradebot(mocker, allowlist_conf) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, get_tickers=tickers, markets=PropertyMock(return_value=markets) ) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch.multiple(EXMS, get_historic_ohlcv=MagicMock(return_value=ohlcv_history_list), ) mocker.patch.multiple('freqtrade.persistence.Trade', @@ -1371,7 +1371,7 @@ def test_expand_pairlist_keep_invalid(wildcardlist, pairs, expected): def test_ProducerPairlist_no_emc(mocker, whitelist_conf): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) whitelist_conf['pairlists'] = [ { @@ -1388,8 +1388,8 @@ def test_ProducerPairlist_no_emc(mocker, whitelist_conf): def test_ProducerPairlist(mocker, whitelist_conf, markets): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) - mocker.patch.multiple('freqtrade.exchange.Exchange', + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) + mocker.patch.multiple(EXMS, markets=PropertyMock(return_value=markets), exchange_has=MagicMock(return_value=True), ) diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 31e19ce3f..d368107df 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -1,6 +1,3 @@ -# pragma pylint: disable=missing-docstring, C0103 -# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments - from copy import deepcopy from datetime import datetime, timedelta, timezone from unittest.mock import ANY, MagicMock, PropertyMock @@ -15,19 +12,10 @@ from freqtrade.persistence import Trade from freqtrade.persistence.pairlock_middleware import PairLocks from freqtrade.rpc import RPC, RPCException from freqtrade.rpc.fiat_convert import CryptoToFiatConverter -from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot, - patch_get_signal) +from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt, + get_patched_freqtradebot, patch_get_signal) -# Functions for recurrent object patching -def prec_satoshi(a, b) -> float: - """ - :return: True if A and B differs less than one satoshi. - """ - return abs(a - b) < 0.00000001 - - -# Unit tests def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: gen_response = { 'trade_id': 1, @@ -68,9 +56,6 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'close_profit': None, 'close_profit_pct': None, 'close_profit_abs': None, - 'current_profit': -0.00408133, - 'current_profit_pct': -0.41, - 'current_profit_abs': -4.09e-06, 'profit_ratio': -0.00408133, 'profit_pct': -0.41, 'profit_abs': -4.09e-06, @@ -91,6 +76,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'stoploss_entry_dist_ratio': -0.10376381, 'open_order': None, 'realized_profit': 0.0, + 'total_profit_abs': -4.09e-06, + 'total_profit_fiat': ANY, 'exchange': 'binance', 'leverage': 1.0, 'interest_rate': 0.0, @@ -109,7 +96,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: } mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, _dry_is_price_crossed=MagicMock(side_effect=[False, True]), @@ -134,9 +121,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'profit_ratio': 0.0, 'profit_pct': 0.0, 'profit_abs': 0.0, - 'current_profit': 0.0, - 'current_profit_pct': 0.0, - 'current_profit_abs': 0.0, + 'total_profit_abs': 0.0, 'stop_loss_abs': 0.0, 'stop_loss_pct': None, 'stop_loss_ratio': None, @@ -184,10 +169,10 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: response = deepcopy(gen_response) assert results[0] == response - mocker.patch('freqtrade.exchange.Exchange.get_rate', + mocker.patch(f'{EXMS}.get_rate', MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) results = rpc._rpc_trade_status() - assert isnan(results[0]['current_profit']) + assert isnan(results[0]['profit_ratio']) assert isnan(results[0]['current_rate']) response_norate = deepcopy(gen_response) # Update elements that are NaN when no rate is available. @@ -198,9 +183,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'profit_ratio': ANY, 'profit_pct': ANY, 'profit_abs': ANY, - 'current_profit_abs': ANY, - 'current_profit': ANY, - 'current_profit_pct': ANY, + 'total_profit_abs': ANY, 'current_rate': ANY, }) assert results[0] == response_norate @@ -214,7 +197,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -226,7 +209,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: freqtradebot.state = State.RUNNING with pytest.raises(RPCException, match=r'.*no active trade*'): rpc._rpc_status_table(default_conf['stake_currency'], 'USD') - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False) freqtradebot.enter_positions() result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD') @@ -237,7 +220,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert '0.00' == result[0][3] assert isnan(fiat_profit_sum) - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True) freqtradebot.process() result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD') @@ -248,7 +231,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: assert '-0.41%' == result[0][3] assert isnan(fiat_profit_sum) - # Test with fiatconvert + # Test with fiat convert rpc._fiat_converter = CryptoToFiatConverter() result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD') assert "Since" in headers @@ -268,7 +251,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None: # 3 on top of the initial one. assert result[0][4] == '1/4' - mocker.patch('freqtrade.exchange.Exchange.get_rate', + mocker.patch(f'{EXMS}.get_rate', MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD') assert 'instantly' == result[0][2] @@ -281,7 +264,7 @@ def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee, limit_buy_order, limit_sell_order, markets, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, markets=PropertyMock(return_value=markets) @@ -322,7 +305,7 @@ def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee, def test_rpc_trade_history(mocker, default_conf, markets, fee, is_short): mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets) ) @@ -350,7 +333,7 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short): stoploss_mock = MagicMock() cancel_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets), cancel_order=cancel_mock, cancel_stoploss_order=stoploss_mock, @@ -384,15 +367,13 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short): assert stoploss_mock.call_count == 1 assert res['cancel_order_count'] == 2 - stoploss_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', - side_effect=InvalidOrderException) + stoploss_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException) res = rpc._rpc_delete('3') assert stoploss_mock.call_count == 1 stoploss_mock.reset_mock() - cancel_mock = mocker.patch('freqtrade.exchange.Exchange.cancel_order', - side_effect=InvalidOrderException) + cancel_mock = mocker.patch(f'{EXMS}.cancel_order', side_effect=InvalidOrderException) res = rpc._rpc_delete('4') assert cancel_mock.call_count == 1 @@ -403,7 +384,7 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -440,7 +421,7 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None: assert stats['best_rate'] == 10.0 # Test non-available pair - mocker.patch('freqtrade.exchange.Exchange.get_rate', + mocker.patch(f'{EXMS}.get_rate', MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available"))) stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency) assert stats['trade_count'] == 7 @@ -474,7 +455,7 @@ def test_rpc_balance_handle_error(default_conf, mocker): mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=mock_balance), get_tickers=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx')) ) @@ -537,7 +518,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers): mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, validate_trading_mode_and_margin_mode=MagicMock(), get_balances=MagicMock(return_value=mock_balance), fetch_positions=MagicMock(return_value=mock_pos), @@ -553,8 +534,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers): rpc._fiat_converter = CryptoToFiatConverter() result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency']) - assert prec_satoshi(result['total'], 30.30909624) - assert prec_satoshi(result['value'], 454636.44360691) + assert pytest.approx(result['total']) == 30.30909624 + assert pytest.approx(result['value']) == 454636.44360691 assert tickers.call_count == 1 assert tickers.call_args_list[0][1]['cached'] is True assert 'USD' == result['symbol'] @@ -614,7 +595,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers): def test_rpc_start(mocker, default_conf) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock() ) @@ -635,7 +616,7 @@ def test_rpc_start(mocker, default_conf) -> None: def test_rpc_stop(mocker, default_conf) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock() ) @@ -657,7 +638,7 @@ def test_rpc_stop(mocker, default_conf) -> None: def test_rpc_stopentry(mocker, default_conf) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock() ) @@ -677,7 +658,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: cancel_order_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, cancel_order=cancel_order_mock, fetch_order=MagicMock( @@ -725,15 +706,14 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: freqtradebot.state = State.RUNNING assert cancel_order_mock.call_count == 0 - mocker.patch( - 'freqtrade.exchange.Exchange._dry_is_price_crossed', MagicMock(return_value=False)) + mocker.patch(f'{EXMS}._dry_is_price_crossed', MagicMock(return_value=False)) freqtradebot.enter_positions() # make an limit-buy open trade trade = Trade.query.filter(Trade.id == '3').first() filled_amount = trade.amount / 2 # Fetch order - it's open first, and closed after cancel_order is called. mocker.patch( - 'freqtrade.exchange.Exchange.fetch_order', + f'{EXMS}.fetch_order', side_effect=[{ 'id': trade.orders[0].order_id, 'status': 'open', @@ -755,7 +735,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: assert pytest.approx(trade.amount) == filled_amount mocker.patch( - 'freqtrade.exchange.Exchange.fetch_order', + f'{EXMS}.fetch_order', return_value={ 'status': 'open', 'type': 'limit', @@ -769,7 +749,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: amount = trade.amount # make an limit-buy open trade, if there is no 'filled', don't sell it mocker.patch( - 'freqtrade.exchange.Exchange.fetch_order', + f'{EXMS}.fetch_order', return_value={ 'status': 'open', 'type': 'limit', @@ -787,7 +767,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: # make an limit-sell open trade mocker.patch( - 'freqtrade.exchange.Exchange.fetch_order', + f'{EXMS}.fetch_order', return_value={ 'status': 'open', 'type': 'limit', @@ -807,7 +787,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -830,7 +810,7 @@ def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -862,7 +842,7 @@ def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee): mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets) ) @@ -875,23 +855,23 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee): assert len(res) == 2 assert res[0]['enter_tag'] == 'TEST1' assert res[0]['count'] == 1 - assert prec_satoshi(res[0]['profit_pct'], 0.5) + assert pytest.approx(res[0]['profit_pct']) == 0.5 assert res[1]['enter_tag'] == 'Other' assert res[1]['count'] == 1 - assert prec_satoshi(res[1]['profit_pct'], 1.0) + assert pytest.approx(res[1]['profit_pct']) == 1.0 # Test for a specific pair res = rpc._rpc_enter_tag_performance('ETC/BTC') assert len(res) == 1 assert res[0]['count'] == 1 assert res[0]['enter_tag'] == 'TEST1' - assert prec_satoshi(res[0]['profit_pct'], 0.5) + assert pytest.approx(res[0]['profit_pct']) == 0.5 def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -918,7 +898,7 @@ def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker) def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee): mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets) ) @@ -931,23 +911,23 @@ def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee): assert len(res) == 2 assert res[0]['exit_reason'] == 'sell_signal' assert res[0]['count'] == 1 - assert prec_satoshi(res[0]['profit_pct'], 0.5) + assert pytest.approx(res[0]['profit_pct']) == 0.5 assert res[1]['exit_reason'] == 'roi' assert res[1]['count'] == 1 - assert prec_satoshi(res[1]['profit_pct'], 1.0) + assert pytest.approx(res[1]['profit_pct']) == 1.0 # Test for a specific pair res = rpc._rpc_exit_reason_performance('ETC/BTC') assert len(res) == 1 assert res[0]['count'] == 1 assert res[0]['exit_reason'] == 'sell_signal' - assert prec_satoshi(res[0]['profit_pct'], 0.5) + assert pytest.approx(res[0]['profit_pct']) == 0.5 def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -971,7 +951,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None: def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee): mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets) ) @@ -984,10 +964,10 @@ def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee): assert len(res) == 2 assert res[0]['mix_tag'] == 'TEST1 sell_signal' assert res[0]['count'] == 1 - assert prec_satoshi(res[0]['profit_pct'], 0.5) + assert pytest.approx(res[0]['profit_pct']) == 0.5 assert res[1]['mix_tag'] == 'Other roi' assert res[1]['count'] == 1 - assert prec_satoshi(res[1]['profit_pct'], 1.0) + assert pytest.approx(res[1]['profit_pct']) == 1.0 # Test for a specific pair res = rpc._rpc_mix_tag_performance('ETC/BTC') @@ -995,13 +975,13 @@ def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee): assert len(res) == 1 assert res[0]['count'] == 1 assert res[0]['mix_tag'] == 'TEST1 sell_signal' - assert prec_satoshi(res[0]['profit_pct'], 0.5) + assert pytest.approx(res[0]['profit_pct']) == 0.5 def test_rpc_count(mocker, default_conf, ticker, fee) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -1026,7 +1006,7 @@ def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) buy_mm = MagicMock(return_value=limit_buy_order_open) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -1155,7 +1135,7 @@ def test_rpc_whitelist_dynamic(mocker, default_conf) -> None: default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 4, }] - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) freqtradebot = get_patched_freqtradebot(mocker, default_conf) @@ -1252,6 +1232,6 @@ def test_rpc_health(mocker, default_conf) -> None: freqtradebot = get_patched_freqtradebot(mocker, default_conf) rpc = RPC(freqtradebot) - result = rpc._health() - assert result['last_process'] == '1970-01-01 00:00:00+00:00' - assert result['last_process_ts'] == 0 + result = rpc.health() + assert result['last_process'] is None + assert result['last_process_ts'] is None diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 94b210c76..f898dd476 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -24,7 +24,7 @@ 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 tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_mock_coro, +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) @@ -473,9 +473,9 @@ def test_api_balance(botclient, mocker, rpc_balance, tickers): ftbot, client = botclient ftbot.config['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance) - mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) - mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination', + mocker.patch(f'{EXMS}.get_balances', return_value=rpc_balance) + mocker.patch(f'{EXMS}.get_tickers', tickers) + mocker.patch(f'{EXMS}.get_valid_pair_combination', side_effect=lambda a, b: f"{a}/{b}") ftbot.wallets.update() @@ -507,7 +507,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets, is_short): ftbot, client = botclient patch_get_signal(ftbot) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -594,7 +594,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets): ftbot, client = botclient patch_get_signal(ftbot) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -613,7 +613,7 @@ def test_api_trades(botclient, mocker, fee, markets, is_short): ftbot, client = botclient patch_get_signal(ftbot) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets) ) rc = client_get(client, f"{BASE_URI}/trades") @@ -644,7 +644,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets, is_short): ftbot, client = botclient patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets), fetch_ticker=ticker, ) @@ -668,7 +668,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short): stoploss_mock = MagicMock() cancel_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets), cancel_order=cancel_mock, cancel_stoploss_order=stoploss_mock, @@ -713,7 +713,7 @@ def test_api_delete_open_order(botclient, mocker, fee, markets, ticker, is_short stoploss_mock = MagicMock() cancel_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, markets=PropertyMock(return_value=markets), fetch_ticker=ticker, cancel_order=cancel_mock, @@ -731,15 +731,13 @@ def test_api_delete_open_order(botclient, mocker, fee, markets, ticker, is_short assert_response(rc, 502) assert 'No open order for trade_id' in rc.json()['error'] trade = Trade.get_trades([Trade.id == 6]).first() - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - side_effect=ExchangeError) + mocker.patch(f'{EXMS}.fetch_order', side_effect=ExchangeError) rc = client_delete(client, f"{BASE_URI}/trades/6/open-order") assert_response(rc, 502) assert 'Order not found.' in rc.json()['error'] trade = Trade.get_trades([Trade.id == 6]).first() - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - return_value=trade.orders[-1].to_ccxt_object()) + mocker.patch(f'{EXMS}.fetch_order', return_value=trade.orders[-1].to_ccxt_object()) rc = client_delete(client, f"{BASE_URI}/trades/6/open-order") assert_response(rc) @@ -782,7 +780,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets): ftbot, client = botclient patch_get_signal(ftbot) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -844,7 +842,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected) ftbot, client = botclient patch_get_signal(ftbot) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -902,7 +900,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short): ftbot, client = botclient patch_get_signal(ftbot, enter_long=not is_short, enter_short=is_short) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -983,7 +981,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, ftbot, client = botclient patch_get_signal(ftbot) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -1008,13 +1006,13 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'close_profit_pct': None, 'close_profit_abs': None, 'close_rate': None, - 'current_profit': ANY, - 'current_profit_pct': ANY, - 'current_profit_abs': ANY, 'profit_ratio': ANY, 'profit_pct': ANY, 'profit_abs': ANY, 'profit_fiat': ANY, + 'total_profit_abs': ANY, + 'total_profit_fiat': ANY, + 'realized_profit': 0.0, 'current_rate': current_rate, 'open_date': ANY, 'open_timestamp': ANY, @@ -1068,7 +1066,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'orders': [ANY], } - mocker.patch('freqtrade.exchange.Exchange.get_rate', + mocker.patch(f'{EXMS}.get_rate', MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available"))) rc = client_get(client, f"{BASE_URI}/status") @@ -1181,7 +1179,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint): ftbot.config['force_entry_enable'] = True fbuy_mock = MagicMock(return_value=None) - mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock) + mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock) rc = client_post(client, f"{BASE_URI}/{endpoint}", data={"pair": "ETH/BTC"}) assert_response(rc) @@ -1207,7 +1205,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint): strategy=CURRENT_TEST_STRATEGY, trading_mode=TradingMode.SPOT )) - mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock) + mocker.patch("freqtrade.rpc.rpc.RPC._rpc_force_entry", fbuy_mock) rc = client_post(client, f"{BASE_URI}/{endpoint}", data={"pair": "ETH/BTC"}) @@ -1244,6 +1242,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint): 'profit_pct': None, 'profit_abs': None, 'profit_fiat': None, + 'realized_profit': 0.0, 'fee_close': 0.0025, 'fee_close_cost': None, 'fee_close_currency': None, @@ -1275,7 +1274,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint): def test_api_forceexit(botclient, mocker, ticker, fee, markets): ftbot, client = botclient mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value=ticker), fetch_ticker=ticker, get_fee=fee, @@ -1630,7 +1629,7 @@ def test_sysinfo(botclient): def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir): ftbot, client = botclient - mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch(f'{EXMS}.get_fee', fee) rc = client_get(client, f"{BASE_URI}/backtest") # Backtest prevented in default mode @@ -1737,9 +1736,15 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir): data['stake_amount'] = 101 mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy', - side_effect=DependencyException()) + side_effect=DependencyException('DeadBeef')) rc = client_post(client, f"{BASE_URI}/backtest", data=data) - assert log_has("Backtesting caused an error: ", caplog) + 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'] # Delete backtesting to avoid leakage since the backtest-object may stick around. rc = client_delete(client, f"{BASE_URI}/backtest") @@ -1795,8 +1800,8 @@ def test_health(botclient): assert_response(rc) ret = rc.json() - assert ret['last_process_ts'] == 0 - assert ret['last_process'] == '1970-01-01T00:00:00+00:00' + assert ret["last_process_ts"] is None + assert ret["last_process"] is None def test_api_ws_subscribe(botclient, mocker): diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 855062af0..26cb93821 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -20,7 +20,8 @@ from telegram.error import BadRequest, NetworkError, TelegramError from freqtrade import __version__ from freqtrade.constants import CANCEL_REASON from freqtrade.edge import PairInfo -from freqtrade.enums import ExitType, RPCMessageType, RunMode, SignalDirection, State +from freqtrade.enums import (ExitType, MarketDirection, RPCMessageType, RunMode, SignalDirection, + State) from freqtrade.exceptions import OperationalException from freqtrade.freqtradebot import FreqtradeBot from freqtrade.loggers import setup_logging @@ -29,9 +30,9 @@ from freqtrade.persistence.models import Order from freqtrade.rpc import RPC from freqtrade.rpc.rpc import RPCException from freqtrade.rpc.telegram import Telegram, authorized_only -from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, create_mock_trades_usdt, - get_patched_freqtradebot, log_has, log_has_re, patch_exchange, - patch_get_signal, patch_whitelist) +from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades, + create_mock_trades_usdt, get_patched_freqtradebot, log_has, log_has_re, + patch_exchange, patch_get_signal, patch_whitelist) class DummyCls(Telegram): @@ -106,7 +107,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None: "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " "['stopbuy', 'stopentry'], ['whitelist'], ['blacklist'], " "['blacklist_delete', 'bl_delete'], " - "['logs'], ['edge'], ['health'], ['help'], ['version']" + "['logs'], ['edge'], ['health'], ['help'], ['version'], ['marketdir']" "]") assert log_has(message_str, caplog) @@ -202,6 +203,9 @@ def test_telegram_status(default_conf, update, mocker) -> None: 'close_profit_ratio': None, 'profit': -0.0059, 'profit_ratio': -0.0059, + 'profit_abs': -0.225, + 'realized_profit': 0.0, + 'total_profit_abs': -0.225, 'initial_stop_loss_abs': 1.098e-05, 'stop_loss_abs': 1.099e-05, 'exit_order_status': None, @@ -236,7 +240,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None: default_conf['telegram']['chat_id'] = "123" default_conf['position_adjustment_enable'] = True mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_order=MagicMock(return_value=None), get_rate=MagicMock(return_value=0.22), ) @@ -275,6 +279,7 @@ def test_telegram_status_multi_entry(default_conf, update, mocker, fee) -> None: assert msg_mock.call_count == 4 msg = msg_mock.call_args_list[0][0][0] assert re.search(r'Number of Entries.*2', msg) + assert re.search(r'Number of Exits.*0', msg) assert re.search(r'Average Entry Price', msg) assert re.search(r'Order filled', msg) assert re.search(r'Close Date:', msg) is None @@ -288,7 +293,7 @@ def test_telegram_status_closed_trade(default_conf, update, mocker, fee) -> None default_conf['telegram']['chat_id'] = "123" default_conf['position_adjustment_enable'] = True mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_order=MagicMock(return_value=None), get_rate=MagicMock(return_value=0.22), ) @@ -310,7 +315,7 @@ def test_telegram_status_closed_trade(default_conf, update, mocker, fee) -> None def test_status_handle(default_conf, update, ticker, fee, mocker) -> None: default_conf['max_open_trades'] = 3 mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=True), @@ -387,7 +392,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None: def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -432,7 +437,7 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi return_value=1.1 ) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -487,7 +492,7 @@ def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machi def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker ) @@ -521,7 +526,7 @@ def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mach return_value=1.1 ) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -591,7 +596,7 @@ def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_mac return_value=1.1 ) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -672,7 +677,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f limit_sell_order_usdt, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, ) @@ -702,7 +707,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f msg_mock.reset_mock() # Update the ticker with a market going up - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up) + mocker.patch(f'{EXMS}.fetch_ticker', ticker_sell_up) # Simulate fulfilled LIMIT_SELL order for trade oobj = Order.parse_from_ccxt_object( limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell') @@ -735,7 +740,7 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -760,10 +765,9 @@ def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tickers) -> None: default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance) - mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers) - mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination', - side_effect=lambda a, b: f"{a}/{b}") + mocker.patch(f'{EXMS}.get_balances', return_value=rpc_balance) + mocker.patch(f'{EXMS}.get_tickers', tickers) + mocker.patch(f'{EXMS}.get_valid_pair_combination', side_effect=lambda a, b: f"{a}/{b}") telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) patch_get_signal(freqtradebot) @@ -786,7 +790,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick def test_balance_handle_empty_response(default_conf, update, mocker) -> None: default_conf['dry_run'] = False - mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={}) + mocker.patch(f'{EXMS}.get_balances', return_value={}) telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) patch_get_signal(freqtradebot) @@ -799,7 +803,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None: def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None: - mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={}) + mocker.patch(f'{EXMS}.get_balances', return_value={}) telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) patch_get_signal(freqtradebot) @@ -927,7 +931,7 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee, patch_exchange(mocker) patch_whitelist(mocker, default_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=True), @@ -945,7 +949,7 @@ def test_telegram_forceexit_handle(default_conf, update, ticker, fee, assert trade # Increase the price and sell it - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up) + mocker.patch(f'{EXMS}.fetch_ticker', ticker_sell_up) # /forceexit 1 context = MagicMock() @@ -996,7 +1000,7 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee, patch_whitelist(mocker, default_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=True), @@ -1012,7 +1016,7 @@ def test_telegram_force_exit_down_handle(default_conf, update, ticker, fee, # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_sell_down ) @@ -1067,7 +1071,7 @@ def test_forceexit_all_handle(default_conf, update, ticker, fee, mocker) -> None mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock()) patch_whitelist(mocker, default_conf) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=True), @@ -1152,7 +1156,7 @@ def test_forceexit_handle_invalid(default_conf, update, mocker) -> None: def test_force_exit_no_pair(default_conf, update, ticker, fee, mocker) -> None: default_conf['max_open_trades'] = 4 mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=True), @@ -1206,7 +1210,7 @@ def test_force_enter_handle(default_conf, update, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) fbuy_mock = MagicMock(return_value=None) - mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock) + mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock) telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf) patch_get_signal(freqtradebot) @@ -1223,7 +1227,7 @@ def test_force_enter_handle(default_conf, update, mocker) -> None: # Reset and retry with specified price fbuy_mock = MagicMock(return_value=None) - mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock) + mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock) # /forcelong ETH/BTC 0.055 context = MagicMock() context.args = ["ETH/BTC", "0.055"] @@ -1252,7 +1256,7 @@ def test_force_enter_no_pair(default_conf, update, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) fbuy_mock = MagicMock(return_value=None) - mocker.patch('freqtrade.rpc.RPC._rpc_force_entry', fbuy_mock) + mocker.patch('freqtrade.rpc.rpc.RPC._rpc_force_entry', fbuy_mock) telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) @@ -1279,7 +1283,7 @@ def test_force_enter_no_pair(default_conf, update, mocker) -> None: def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -1297,7 +1301,7 @@ def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, moc def test_telegram_entry_tag_performance_handle( default_conf_usdt, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -1328,7 +1332,7 @@ def test_telegram_entry_tag_performance_handle( def test_telegram_exit_reason_performance_handle(default_conf_usdt, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -1359,7 +1363,7 @@ def test_telegram_exit_reason_performance_handle(default_conf_usdt, update, tick def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -1391,7 +1395,7 @@ def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ticker, def test_count_handle(default_conf, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -1420,7 +1424,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None: def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, ) @@ -1488,7 +1492,7 @@ def test_whitelist_static(default_conf, update, mocker) -> None: def test_whitelist_dynamic(default_conf, update, mocker) -> None: - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', return_value=True) default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 4 }] @@ -1682,7 +1686,7 @@ def test_telegram_delete_trade(mocker, update, default_conf, fee, is_short): def test_telegram_delete_open_order(mocker, update, default_conf, fee, is_short, ticker): mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, ) telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) @@ -1703,8 +1707,7 @@ def test_telegram_delete_open_order(mocker, update, default_conf, fee, is_short, msg_mock.reset_mock() trade = Trade.get_trades([Trade.id == 6]).first() - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - return_value=trade.orders[-1].to_ccxt_object()) + mocker.patch(f'{EXMS}.fetch_order', return_value=trade.orders[-1].to_ccxt_object()) context = MagicMock() context.args = [6] telegram._cancel_open_order(update=update, context=context) @@ -2394,3 +2397,15 @@ def test__send_msg_keyboard(default_conf, mocker, caplog) -> None: assert log_has("using custom keyboard from config.json: " "[['/daily', '/stats', '/balance', '/profit', '/profit 5'], ['/count', " "'/start', '/reload_config', '/help']]", caplog) + + +def test_change_market_direction(default_conf, mocker, update) -> None: + telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) + assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.NONE + context = MagicMock() + context.args = ["long"] + telegram._changemarketdir(update, context) + assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.LONG + context = MagicMock() + context.args = ["invalid"] + assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.LONG diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py index a8fd0c34b..f55582107 100644 --- a/tests/rpc/test_rpc_webhook.py +++ b/tests/rpc/test_rpc_webhook.py @@ -356,6 +356,14 @@ def test_exception_send_msg(default_conf, mocker, caplog): } webhook.send_msg(msg) + # Test no failure for not implemented but known messagetypes + for e in RPCMessageType: + msg = { + 'type': e, + 'status': 'whatever' + } + webhook.send_msg(msg) + def test__send_msg(default_conf, mocker, caplog): default_conf["webhook"] = get_webhook_dict() diff --git a/tests/strategy/strats/broken_strats/broken_futures_strategies.py b/tests/strategy/strats/broken_strats/broken_futures_strategies.py index 7e6955d37..bb7ce2b32 100644 --- a/tests/strategy/strats/broken_strats/broken_futures_strategies.py +++ b/tests/strategy/strats/broken_strats/broken_futures_strategies.py @@ -7,6 +7,7 @@ from datetime import datetime from pandas import DataFrame +from freqtrade.persistence.trade_model import Order from freqtrade.strategy.interface import IStrategy @@ -35,7 +36,7 @@ class TestStrategyImplementBuyTimeout(TestStrategyNoImplementSell): def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return super().populate_exit_trend(dataframe, metadata) - def check_buy_timeout(self, pair: str, trade, order: dict, + def check_buy_timeout(self, pair: str, trade, order: Order, current_time: datetime, **kwargs) -> bool: return False @@ -44,6 +45,6 @@ class TestStrategyImplementSellTimeout(TestStrategyNoImplementSell): def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return super().populate_exit_trend(dataframe, metadata) - def check_sell_timeout(self, pair: str, trade, order: dict, + def check_sell_timeout(self, pair: str, trade, order: Order, current_time: datetime, **kwargs) -> bool: return False diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py index 6f5ff573b..2d5121403 100644 --- a/tests/strategy/strats/strategy_test_v3.py +++ b/tests/strategy/strats/strategy_test_v3.py @@ -197,7 +197,7 @@ class StrategyTestV3(IStrategy): if current_profit < -0.0075: orders = trade.select_filled_orders(trade.entry_side) - return round(orders[0].cost, 0) + return round(orders[0].safe_cost, 0) return None diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index fe562907a..7b1399507 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -214,12 +214,12 @@ def test_ignore_expired_candle(default_conf): current_time = latest_date + timedelta(seconds=30 + 300) - assert not strategy.ignore_expired_candle( + assert strategy.ignore_expired_candle( latest_date=latest_date, current_time=current_time, timeframe_seconds=300, enter=True - ) is True + ) is not True def test_assert_df_raise(mocker, caplog, ohlcv_history): @@ -291,18 +291,6 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None: assert len(processed['UNITTEST/BTC']) == 103 -def test_populate_any_indicators(default_conf, testdatadir) -> None: - strategy = StrategyResolver.load_strategy(default_conf) - - timerange = TimeRange.parse_timerange('1510694220-1510700340') - data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange, - fill_up_missing=True) - processed = strategy.populate_any_indicators('UNITTEST/BTC', data, '5m') - assert processed == data - assert id(processed) == id(data) - assert len(processed['UNITTEST/BTC']) == 103 - - def test_freqai_not_initialized(default_conf) -> None: strategy = StrategyResolver.load_strategy(default_conf) strategy.ft_bot_start() diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py index f42f9e681..36e997f7b 100644 --- a/tests/strategy/test_strategy_helpers.py +++ b/tests/strategy/test_strategy_helpers.py @@ -119,53 +119,54 @@ def test_merge_informative_pair_suffix_append_timeframe(): merge_informative_pair(data, informative, '15m', '1h', suffix="suf") -def test_stoploss_from_open(): +@pytest.mark.parametrize("side,profitrange", [ + # profit range for long is [-1, inf] while for shorts is [-inf, 1] + ("long", [-0.99, 2, 30]), + ("short", [-2.0, 0.99, 30]), +]) +def test_stoploss_from_open(side, profitrange): open_price_ranges = [ [0.01, 1.00, 30], [1, 100, 30], [100, 10000, 30], ] - # profit range for long is [-1, inf] while for shorts is [-inf, 1] - current_profit_range_dict = {'long': [-0.99, 2, 30], 'short': [-2.0, 0.99, 30]} - desired_stop_range = [-0.50, 0.50, 30] - for side, current_profit_range in current_profit_range_dict.items(): - for open_range in open_price_ranges: - for open_price in np.linspace(*open_range): - for desired_stop in np.linspace(*desired_stop_range): + for open_range in open_price_ranges: + for open_price in np.linspace(*open_range): + for desired_stop in np.linspace(-0.50, 0.50, 30): + if side == 'long': + # -1 is not a valid current_profit, should return 1 + assert stoploss_from_open(desired_stop, -1) == 1 + else: + # 1 is not a valid current_profit for shorts, should return 1 + assert stoploss_from_open(desired_stop, 1, True) == 1 + + for current_profit in np.linspace(*profitrange): if side == 'long': - # -1 is not a valid current_profit, should return 1 - assert stoploss_from_open(desired_stop, -1) == 1 + current_price = open_price * (1 + current_profit) + expected_stop_price = open_price * (1 + desired_stop) + stoploss = stoploss_from_open(desired_stop, current_profit) + stop_price = current_price * (1 - stoploss) else: - # 1 is not a valid current_profit for shorts, should return 1 - assert stoploss_from_open(desired_stop, 1, True) == 1 + current_price = open_price * (1 - current_profit) + expected_stop_price = open_price * (1 - desired_stop) + stoploss = stoploss_from_open(desired_stop, current_profit, True) + stop_price = current_price * (1 + stoploss) - for current_profit in np.linspace(*current_profit_range): - if side == 'long': - current_price = open_price * (1 + current_profit) - expected_stop_price = open_price * (1 + desired_stop) - stoploss = stoploss_from_open(desired_stop, current_profit) - stop_price = current_price * (1 - stoploss) - else: - current_price = open_price * (1 - current_profit) - expected_stop_price = open_price * (1 - desired_stop) - stoploss = stoploss_from_open(desired_stop, current_profit, True) - stop_price = current_price * (1 + stoploss) + assert stoploss >= 0 + # Technically the formula can yield values greater than 1 for shorts + # eventhough it doesn't make sense because the position would be liquidated + if side == 'long': + assert stoploss <= 1 - assert stoploss >= 0 - # Technically the formula can yield values greater than 1 for shorts - # eventhough it doesn't make sense because the position would be liquidated - if side == 'long': - assert stoploss <= 1 - - # there is no correct answer if the expected stop price is above - # the current price - if ((side == 'long' and expected_stop_price > current_price) - or (side == 'short' and expected_stop_price < current_price)): - assert stoploss == 0 - else: - assert pytest.approx(stop_price) == expected_stop_price + # there is no correct answer if the expected stop price is above + # the current price + if ((side == 'long' and expected_stop_price > current_price) + or (side == 'short' and expected_stop_price < current_price)): + assert stoploss == 0 + else: + assert pytest.approx(stop_price) == expected_stop_price def test_stoploss_from_absolute(): diff --git a/tests/test_configuration.py b/tests/test_configuration.py index a2a1b72cc..aab868bec 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -59,7 +59,7 @@ def test_load_config_incorrect_stake_amount(default_conf) -> None: def test_load_config_file(default_conf, mocker, caplog) -> None: del default_conf['user_data_dir'] default_conf['datadir'] = str(default_conf['datadir']) - file_mock = mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open( + file_mock = mocker.patch('freqtrade.configuration.load_config.Path.open', mocker.mock_open( read_data=json.dumps(default_conf) )) @@ -73,7 +73,8 @@ def test_load_config_file_error(default_conf, mocker, caplog) -> None: default_conf['datadir'] = str(default_conf['datadir']) filedata = json.dumps(default_conf).replace( '"stake_amount": 0.001,', '"stake_amount": .001,') - mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(read_data=filedata)) + mocker.patch('freqtrade.configuration.load_config.Path.open', + mocker.mock_open(read_data=filedata)) mocker.patch.object(Path, "read_text", MagicMock(return_value=filedata)) with pytest.raises(OperationalException, match=r".*Please verify the following segment.*"): @@ -272,7 +273,7 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> def test_load_config_file_exception(mocker) -> None: mocker.patch( - 'freqtrade.configuration.configuration.open', + 'freqtrade.configuration.configuration.Path.open', MagicMock(side_effect=FileNotFoundError('File not found')) ) @@ -701,15 +702,16 @@ def test_set_loggers_journald(mocker): 'logfile': 'journald', } + setup_logging_pre() setup_logging(config) - assert len(logger.handlers) == 2 + assert len(logger.handlers) == 3 assert [x for x in logger.handlers if type(x).__name__ == "JournaldLogHandler"] assert [x for x in logger.handlers if type(x) == logging.StreamHandler] # reset handlers to not break pytest logger.handlers = orig_handlers -def test_set_loggers_journald_importerror(mocker, import_fails): +def test_set_loggers_journald_importerror(import_fails): logger = logging.getLogger() orig_handlers = logger.handlers logger.handlers = [] @@ -718,7 +720,7 @@ def test_set_loggers_journald_importerror(mocker, import_fails): 'logfile': 'journald', } with pytest.raises(OperationalException, - match=r'You need the systemd python package.*'): + match=r'You need the cysystemd python package.*'): setup_logging(config) logger.handlers = orig_handlers diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index dc4539401..5e9cca0f8 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -22,9 +22,10 @@ from freqtrade.persistence import Order, PairLocks, Trade from freqtrade.persistence.models import PairLock from freqtrade.plugins.protections.iprotection import ProtectionReturn from freqtrade.worker import Worker -from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot, - get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, - patch_get_signal, patch_wallet, patch_whitelist) +from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt, + get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, + patch_edge, patch_exchange, patch_get_signal, patch_wallet, + patch_whitelist) from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) @@ -46,7 +47,7 @@ def patch_RPCManager(mocker) -> MagicMock: def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None: - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) assert freqtrade.state is State.RUNNING @@ -164,7 +165,7 @@ def test_check_available_stake_amount( patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee @@ -234,7 +235,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker, 'last': enter_price, } mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value=ticker_val), get_fee=fee, ) @@ -269,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) - patch_exchange(mocker) default_conf_usdt['max_open_trades'] = 2 mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), @@ -304,7 +305,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order, patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), @@ -340,7 +341,7 @@ def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocke patch_exchange(mocker) patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, ) @@ -366,7 +367,7 @@ def test_create_trade_minimal_amount( patch_exchange(mocker) enter_mock = MagicMock(return_value=limit_order_open[entry_side(is_short)]) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=enter_mock, get_fee=fee, @@ -401,7 +402,7 @@ def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, @@ -428,7 +429,7 @@ def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_b patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), get_fee=fee, @@ -479,7 +480,7 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_fee=fee, ) default_conf_usdt['stake_amount'] = 10 @@ -502,7 +503,7 @@ def test_create_trades_multiple_trades( default_conf_usdt['dry_run_wallet'] = 60.0 * max_open mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, @@ -524,7 +525,7 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, patch_exchange(mocker) default_conf_usdt['max_open_trades'] = 4 mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, @@ -558,7 +559,7 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), fetch_order=MagicMock(return_value=limit_order[entry_side(is_short)]), @@ -594,7 +595,7 @@ def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> No patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError) ) @@ -611,7 +612,7 @@ def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) - msg_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=OperationalException) ) @@ -630,7 +631,7 @@ def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_ patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), fetch_order=MagicMock(return_value=limit_buy_order_usdt_open), @@ -657,7 +658,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}), fetch_order=MagicMock(return_value=limit_buy_order_usdt), @@ -705,7 +706,7 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) refresh_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=TemporaryError), refresh_latest_ohlcv=refresh_mock, @@ -785,7 +786,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, default_conf_usdt['exchange']['name'] = exchange_name if margin_mode: default_conf_usdt['margin_mode'] = margin_mode - mocker.patch('freqtrade.exchange.Gate.validate_ordertypes') + mocker.patch('freqtrade.exchange.gate.Gate.validate_ordertypes') patch_RPCManager(mocker) patch_exchange(mocker, id=exchange_name) freqtrade = FreqtradeBot(default_conf_usdt) @@ -796,7 +797,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, enter_rate_mock = MagicMock(return_value=bid) enter_mm = MagicMock(return_value=open_order) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=enter_rate_mock, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, @@ -813,7 +814,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, get_max_leverage=MagicMock(return_value=10), ) mocker.patch.multiple( - 'freqtrade.exchange.Okx', + 'freqtrade.exchange.okx.Okx', get_max_pair_stake_amount=MagicMock(return_value=500000), ) pair = 'ETH/USDT' @@ -862,8 +863,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['cost'] = 300 order['id'] = '444' - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=order)) + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount, is_short=is_short) trade = Trade.query.all()[2] trade.is_short = is_short @@ -881,8 +881,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['average'] = 0.5 order['cost'] = 10.0 order['id'] = '555' - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=order)) + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order)) assert freqtrade.execute_entry(pair, stake_amount) trade = Trade.query.all()[3] trade.is_short = is_short @@ -919,19 +918,18 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['average'] = 0.5 order['cost'] = 0.0 order['id'] = '66' - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=order)) + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=order)) assert not freqtrade.execute_entry(pair, stake_amount) assert freqtrade.strategy.leverage.call_count == 0 if trading_mode == 'spot' else 2 # Fail to get price... - mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0)) + mocker.patch(f'{EXMS}.get_rate', MagicMock(return_value=0.0)) with pytest.raises(PricingError, match="Could not determine entry price."): freqtrade.execute_entry(pair, stake_amount, is_short=is_short) # In case of custom entry price - mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50) + mocker.patch(f'{EXMS}.get_rate', return_value=0.50) order['status'] = 'open' order['id'] = '5566' freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508 @@ -948,7 +946,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, freqtrade.strategy.custom_entry_price = lambda **kwargs: None mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=MagicMock(return_value=10), ) @@ -978,7 +976,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, order['id'] = '55672' mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_max_pair_stake_amount=MagicMock(return_value=500), ) freqtrade.exchange.get_max_pair_stake_amount = MagicMock(return_value=500) @@ -1001,7 +999,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order, is_short) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1036,7 +1034,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, default_conf_usdt['margin_mode'] = 'isolated' freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1066,11 +1064,11 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho patch_exchange(mocker) order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + mocker.patch(f'{EXMS}.fetch_order', return_value=order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) stoploss = MagicMock(return_value={'id': 13434334}) - mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss) + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -1098,7 +1096,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1135,7 +1133,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ trade.stoploss_order_id = "100" hanging_stoploss_order = MagicMock(return_value={'status': 'open'}) - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', hanging_stoploss_order) + mocker.patch(f'{EXMS}.fetch_stoploss_order', hanging_stoploss_order) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id == "100" @@ -1148,7 +1146,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ trade.stoploss_order_id = "100" canceled_stoploss_order = MagicMock(return_value={'status': 'canceled'}) - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', canceled_stoploss_order) + mocker.patch(f'{EXMS}.fetch_stoploss_order', canceled_stoploss_order) stoploss.reset_mock() assert freqtrade.handle_stoploss_on_exchange(trade) is False @@ -1183,17 +1181,14 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ 'average': 2, 'amount': enter_order['amount'], }) - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hit) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hit) assert freqtrade.handle_stoploss_on_exchange(trade) is True assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog) assert trade.stoploss_order_id is None assert trade.is_open is False caplog.clear() - mocker.patch( - 'freqtrade.exchange.Exchange.create_stoploss', - side_effect=ExchangeError() - ) + mocker.patch(f'{EXMS}.create_stoploss', side_effect=ExchangeError()) trade.is_open = True freqtrade.handle_stoploss_on_exchange(trade) assert log_has('Unable to place a stoploss order on exchange.', caplog) @@ -1203,9 +1198,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ # It should try to add stoploss order trade.stoploss_order_id = 100 stoploss.reset_mock() - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', - side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Exchange.create_stoploss', stoploss) + mocker.patch(f'{EXMS}.fetch_stoploss_order', side_effect=InvalidOrderException()) + mocker.patch(f'{EXMS}.create_stoploss', stoploss) freqtrade.handle_stoploss_on_exchange(trade) assert stoploss.call_count == 1 @@ -1214,8 +1208,8 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ trade.stoploss_order_id = None trade.is_open = False stoploss.reset_mock() - mocker.patch('freqtrade.exchange.Exchange.fetch_order') - mocker.patch('freqtrade.exchange.Exchange.create_stoploss', stoploss) + mocker.patch(f'{EXMS}.fetch_order') + mocker.patch(f'{EXMS}.create_stoploss', stoploss) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert stoploss.call_count == 0 @@ -1237,10 +1231,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ freqtrade.config['trailing_stop'] = True stoploss = MagicMock(side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order_with_result', + mocker.patch(f'{EXMS}.cancel_stoploss_order_with_result', side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_cancelled) - mocker.patch('freqtrade.exchange.Exchange.create_stoploss', stoploss) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_cancelled) + mocker.patch(f'{EXMS}.create_stoploss', stoploss) assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id is None assert trade.is_open is False @@ -1256,7 +1250,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1269,7 +1263,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, get_fee=fee, ) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}), create_stoploss=MagicMock(side_effect=ExchangeError()), ) @@ -1303,7 +1297,7 @@ def test_create_stoploss_order_invalid_order( {'id': order['id']} ]) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1313,7 +1307,7 @@ def test_create_stoploss_order_invalid_order( get_fee=fee, ) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', fetch_order=MagicMock(return_value={'status': 'canceled'}), create_stoploss=MagicMock(side_effect=InvalidOrderException()), ) @@ -1352,7 +1346,7 @@ def test_create_stoploss_order_insufficient_funds( mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1366,7 +1360,7 @@ def test_create_stoploss_order_insufficient_funds( fetch_order=MagicMock(return_value={'status': 'canceled'}), ) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', create_stoploss=MagicMock(side_effect=InsufficientFundsError()), ) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) @@ -1403,7 +1397,7 @@ def test_handle_stoploss_on_exchange_trailing( stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, @@ -1416,7 +1410,7 @@ def test_handle_stoploss_on_exchange_trailing( get_fee=fee, ) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', create_stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) @@ -1459,7 +1453,7 @@ def test_handle_stoploss_on_exchange_trailing( } }) - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.binance.Binance.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 5% assert freqtrade.handle_trade(trade) is False @@ -1467,7 +1461,7 @@ def test_handle_stoploss_on_exchange_trailing( # price jumped 2x mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': bid[0], 'ask': ask[0], @@ -1477,8 +1471,8 @@ def test_handle_stoploss_on_exchange_trailing( cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 'so1'}) - mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock) - mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss_order_mock) + mocker.patch('freqtrade.exchange.binance.Binance.cancel_stoploss_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss_order_mock) # stoploss should not be updated as the interval is 60 seconds assert freqtrade.handle_trade(trade) is False @@ -1506,7 +1500,7 @@ def test_handle_stoploss_on_exchange_trailing( # price fell below stoploss, so dry-run sells trade. mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': bid[1], 'ask': ask[1], @@ -1528,7 +1522,7 @@ def test_handle_stoploss_on_exchange_trailing_error( patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1541,7 +1535,7 @@ def test_handle_stoploss_on_exchange_trailing_error( get_fee=fee, ) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', create_stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) @@ -1579,9 +1573,9 @@ def test_handle_stoploss_on_exchange_trailing_error( 'stopPrice': '0.1' } } - mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', + mocker.patch('freqtrade.exchange.binance.Binance.cancel_stoploss_order', side_effect=InvalidOrderException()) - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', + mocker.patch('freqtrade.exchange.binance.Binance.fetch_stoploss_order', return_value=stoploss_order_hanging) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog) @@ -1592,8 +1586,8 @@ def test_handle_stoploss_on_exchange_trailing_error( # Fail creating stoploss order trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime caplog.clear() - cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock()) - mocker.patch("freqtrade.exchange.Binance.create_stoploss", side_effect=ExchangeError()) + cancel_mock = mocker.patch('freqtrade.exchange.binance.Binance.cancel_stoploss_order') + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', side_effect=ExchangeError()) freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging) assert cancel_mock.call_count == 1 assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog) @@ -1603,14 +1597,14 @@ def test_stoploss_on_exchange_price_rounding( mocker, default_conf_usdt, fee, open_trade_usdt) -> None: patch_RPCManager(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_fee=fee, ) price_mock = MagicMock(side_effect=lambda p, s: int(s)) stoploss_mock = MagicMock(return_value={'id': '13434334'}) adjust_mock = MagicMock(return_value=False) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', create_stoploss=stoploss_mock, stoploss_adjust=adjust_mock, price_to_precision=price_mock, @@ -1636,7 +1630,7 @@ def test_handle_stoploss_on_exchange_custom_stop( stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -1649,7 +1643,7 @@ def test_handle_stoploss_on_exchange_custom_stop( get_fee=fee, ) mocker.patch.multiple( - 'freqtrade.exchange.Binance', + 'freqtrade.exchange.binance.Binance', create_stoploss=stoploss, stoploss_adjust=MagicMock(return_value=True), ) @@ -1692,14 +1686,14 @@ def test_handle_stoploss_on_exchange_custom_stop( } }) - mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hanging) + mocker.patch('freqtrade.exchange.binance.Binance.fetch_stoploss_order', stoploss_order_hanging) assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_stoploss_on_exchange(trade) is False # price jumped 2x mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': 4.38 if not is_short else 1.9 / 2, 'ask': 4.4 if not is_short else 2.2 / 2, @@ -1709,8 +1703,8 @@ def test_handle_stoploss_on_exchange_custom_stop( cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock(return_value={'id': 'so1'}) - mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock) - mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss_order_mock) + mocker.patch('freqtrade.exchange.binance.Binance.cancel_stoploss_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss_order_mock) # stoploss should not be updated as the interval is 60 seconds assert freqtrade.handle_trade(trade) is False @@ -1740,7 +1734,7 @@ def test_handle_stoploss_on_exchange_custom_stop( # price fell below stoploss, so dry-run sells trade. mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': 4.17, 'ask': 4.19, @@ -1764,7 +1758,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde edge_conf['dry_run_wallet'] = 999.9 edge_conf['exchange']['name'] = 'binance' mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, @@ -1817,7 +1811,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde 'stopPrice': '2.178' }) - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_order_hanging) # stoploss initially at 20% as edge dictated it. assert freqtrade.handle_trade(trade) is False @@ -1826,11 +1820,11 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde cancel_order_mock = MagicMock() stoploss_order_mock = MagicMock() - mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock) - mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss_order_mock) + mocker.patch(f'{EXMS}.cancel_stoploss_order', cancel_order_mock) + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss_order_mock) # price goes down 5% - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ + mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': 2.19 * 0.95, 'ask': 2.2 * 0.95, 'last': 2.19 * 0.95 @@ -1845,7 +1839,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde cancel_order_mock.assert_not_called() # price jumped 2x - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={ + mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': 4.38, 'ask': 4.4, 'last': 4.38 @@ -1895,9 +1889,8 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - return_value=limit_order[entry_side(is_short)]) - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + 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() @@ -1921,7 +1914,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog 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('freqtrade.exchange.Exchange.fetch_order', return_value=order) + mocker.patch(f'{EXMS}.fetch_order', return_value=order) # TODO: should not be magicmock trade = MagicMock() @@ -1947,8 +1940,8 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + mocker.patch(f'{EXMS}.fetch_order', return_value=order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=0.0) order_id = order['id'] @@ -1999,7 +1992,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca limit_buy_order_usdt_new['status'] = 'canceled' mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', side_effect=ValueError) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt_new) + mocker.patch(f'{EXMS}.fetch_order', return_value=limit_buy_order_usdt_new) res = freqtrade.update_trade_state(trade, order_id) # Cancelled empty assert res is True @@ -2018,9 +2011,9 @@ def test_update_trade_state_withorderdict( trades_for_order[0]['amount'] = initial_amount order_id = "oid_123456" order['id'] = order_id - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! - mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=ValueError)) patch_exchange(mocker) amount = sum(x['amount'] for x in trades_for_order) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) @@ -2062,7 +2055,7 @@ def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit caplog) -> None: order = limit_order[entry_side(is_short)] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) + mocker.patch(f'{EXMS}.fetch_order', return_value=order) # TODO: should not be magicmock trade = MagicMock() @@ -2080,8 +2073,7 @@ def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - MagicMock(side_effect=InvalidOrderException)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=InvalidOrderException)) # TODO: should not be magicmock trade = MagicMock() @@ -2101,9 +2093,9 @@ def test_update_trade_state_sell( buy_order = limit_order[entry_side(is_short)] open_order = limit_order_open[exit_side(is_short)] l_order = limit_order[exit_side(is_short)] - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) # fetch_order should not be called!! - mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(side_effect=ValueError)) wallet_mock = MagicMock() mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock) @@ -2153,7 +2145,7 @@ def test_handle_trade( patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, @@ -2206,7 +2198,7 @@ def test_handle_overlapping_signals( patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ open_order, @@ -2284,7 +2276,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, patch_RPCManager(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ open_order, @@ -2327,7 +2319,7 @@ def test_handle_trade_use_exit_signal( caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(side_effect=[ enter_open_order, @@ -2367,7 +2359,7 @@ def test_close_trade( patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=open_order), get_fee=fee, @@ -2424,7 +2416,7 @@ def test_manage_open_orders_entry_usercustom( patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order=cancel_order_mock, @@ -2485,7 +2477,7 @@ def test_manage_open_orders_entry( cancel_order_mock = MagicMock(return_value=limit_buy_cancel) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_mock, @@ -2524,7 +2516,7 @@ def test_adjust_entry_cancel( limit_buy_cancel['status'] = 'canceled' cancel_order_mock = MagicMock(return_value=limit_buy_cancel) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_mock, @@ -2565,7 +2557,7 @@ def test_adjust_entry_maintain_replace( limit_buy_cancel['status'] = 'canceled' cancel_order_mock = MagicMock(return_value=limit_buy_cancel) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order_with_result=cancel_order_mock, @@ -2617,7 +2609,7 @@ def test_check_handle_cancelled_buy( patch_exchange(mocker) old_order.update({"status": "canceled", 'filled': 0.0}) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=old_order), cancel_order=cancel_order_mock, @@ -2647,7 +2639,7 @@ def test_manage_open_orders_buy_exception( cancel_order_mock = MagicMock() patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, validate_pairs=MagicMock(), fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError), @@ -2685,10 +2677,10 @@ def test_manage_open_orders_exit_usercustom( rpc_mock = patch_RPCManager(mocker) cancel_order_mock = MagicMock() patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.0) + mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.0) et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit') mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock @@ -2766,7 +2758,7 @@ def test_manage_open_orders_exit( limit_sell_order_old['side'] = 'buy' if is_short else 'sell' patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order=cancel_order_mock, @@ -2808,7 +2800,7 @@ def test_check_handle_cancelled_exit( patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_sell_order_old), cancel_order_with_result=cancel_order_mock @@ -2849,7 +2841,7 @@ def test_manage_open_orders_partial( cancel_order_mock = MagicMock(return_value=limit_buy_canceled) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock @@ -2889,7 +2881,7 @@ def test_manage_open_orders_partial_fee( mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=0)) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, @@ -2937,7 +2929,7 @@ def test_manage_open_orders_partial_except( cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(return_value=limit_buy_order_old_partial), cancel_order_with_result=cancel_order_mock, @@ -2983,7 +2975,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade handle_cancel_exit=MagicMock(), ) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')), cancel_order=cancel_order_mock @@ -3013,7 +3005,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ del cancel_buy_order['filled'] cancel_order_mock = MagicMock(return_value=cancel_buy_order) - mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) + mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade._notify_enter_cancel = MagicMock() @@ -3044,11 +3036,12 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ # Order remained open for some reason (cancel failed) cancel_buy_order['status'] = 'open' cancel_order_mock = MagicMock(return_value=cancel_buy_order) - mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock) + trade.open_order_id = 'some_open_order' + mocker.patch(f'{EXMS}.cancel_order_with_result', cancel_order_mock) assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert log_has_re(r"Order .* for .* not cancelled.", caplog) # min_pair_stake empty should not crash - mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=None) + mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=None) assert not freqtrade.handle_cancel_enter(trade, limit_order[entry_side(is_short)], reason) @@ -3060,9 +3053,9 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho patch_RPCManager(mocker) patch_exchange(mocker) cancel_order_mock = mocker.patch( - 'freqtrade.exchange.Exchange.cancel_order_with_result', + f'{EXMS}.cancel_order_with_result', return_value=limit_buy_order_canceled_empty) - nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel') + notify_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel') freqtrade = FreqtradeBot(default_conf_usdt) reason = CANCEL_REASON['TIMEOUT'] @@ -3077,7 +3070,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho r'Removing .* from database\.', caplog ) - assert nofiy_mock.call_count == 1 + assert notify_mock.call_count == 1 @pytest.mark.parametrize("is_short", [False, True]) @@ -3094,7 +3087,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order l_order = limit_order[entry_side(is_short)] cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, cancel_order=cancel_order_mock, fetch_order=MagicMock(side_effect=InvalidOrderException) ) @@ -3114,7 +3107,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order l_order['filled'] = 1.0 order = deepcopy(l_order) order['status'] = 'canceled' - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) + mocker.patch(f'{EXMS}.fetch_order', return_value=order) assert not freqtrade.handle_cancel_enter(trade, l_order, reason) assert cancel_order_mock.call_count == 1 @@ -3124,11 +3117,11 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: patch_exchange(mocker) cancel_order_mock = MagicMock() mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, cancel_order=cancel_order_mock, ) - mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441) - mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.2) + mocker.patch(f'{EXMS}.get_rate', return_value=0.245441) + mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.2) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_order_fee') @@ -3230,9 +3223,8 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=0.0) - mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', - side_effect=InvalidOrderException()) + mocker.patch(f'{EXMS}.get_min_pair_stake_amount', return_value=0.0) + mocker.patch(f'{EXMS}.cancel_order_with_result', side_effect=InvalidOrderException()) freqtrade = FreqtradeBot(default_conf_usdt) @@ -3240,6 +3232,7 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None: trade = MagicMock() reason = CANCEL_REASON['TIMEOUT'] order = {'remaining': 1, + 'id': '125', 'amount': 1, 'status': "open"} assert not freqtrade.handle_cancel_exit(trade, order, reason) @@ -3254,7 +3247,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), @@ -3275,7 +3268,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_down if is_short else ticker_usdt_sell_up ) # Prevented sell ... @@ -3337,7 +3330,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), @@ -3355,7 +3348,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down ) freqtrade.execute_trade_exit( @@ -3406,7 +3399,7 @@ def test_execute_trade_exit_custom_exit_price( rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), @@ -3429,7 +3422,7 @@ def test_execute_trade_exit_custom_exit_price( # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_up ) @@ -3487,7 +3480,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=False), @@ -3505,7 +3498,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_up if is_short else ticker_usdt_sell_down ) @@ -3555,8 +3548,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( def test_execute_trade_exit_sloe_cancel_exception( mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', - side_effect=InvalidOrderException()) + mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException()) mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300)) create_order_mock = MagicMock(side_effect=[ {'id': '12345554'}, @@ -3564,7 +3556,7 @@ def test_execute_trade_exit_sloe_cancel_exception( ]) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, create_order=create_order_mock, @@ -3602,7 +3594,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange( cancel_order = MagicMock(return_value=True) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, @@ -3629,7 +3621,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange( # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_up ) @@ -3653,7 +3645,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, @@ -3668,7 +3660,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( } }) - mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss) + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss) freqtrade = FreqtradeBot(default_conf_usdt) freqtrade.strategy.order_types['stoploss_on_exchange'] = True @@ -3707,7 +3699,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( "fee": None, "trades": None }) - mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_executed) + mocker.patch(f'{EXMS}.fetch_stoploss_order', stoploss_executed) freqtrade.exit_positions(trades) assert trade.stoploss_order_id is None @@ -3750,7 +3742,7 @@ def test_execute_trade_exit_market_order( rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, _dry_is_price_crossed=MagicMock(return_value=True), @@ -3769,7 +3761,7 @@ def test_execute_trade_exit_market_order( # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_up, _dry_is_price_crossed=MagicMock(return_value=False), ) @@ -3825,7 +3817,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds') mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, create_order=MagicMock(side_effect=[ @@ -3844,7 +3836,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u # Increase the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_up ) @@ -3879,7 +3871,7 @@ def test_exit_profit_only( patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': bid, 'ask': ask, @@ -3930,7 +3922,7 @@ def test_sell_not_enough_balance(default_conf_usdt, limit_order, limit_order_ope patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 0.00002172, 'ask': 0.00002173, @@ -4007,7 +3999,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, ) @@ -4023,7 +4015,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, # Decrease the price and sell it mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt_sell_down ) @@ -4052,7 +4044,7 @@ def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_ patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 2.19, 'ask': 2.2, @@ -4103,7 +4095,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 2.0, 'ask': 2.0, @@ -4127,7 +4119,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, assert freqtrade.handle_trade(trade) is False # Raise praise into profits - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', + mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': 2.0 * val1, 'ask': 2.0 * val1, @@ -4138,7 +4130,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, assert freqtrade.handle_trade(trade) is False caplog.clear() # Price fell - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', + mocker.patch(f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': 2.0 * val2, 'ask': 2.0 * val2, @@ -4173,7 +4165,7 @@ def test_trailing_stop_loss_positive( patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': enter_price - (-0.01 if is_short else 0.01), 'ask': enter_price - (-0.01 if is_short else 0.01), @@ -4208,7 +4200,7 @@ def test_trailing_stop_loss_positive( # Raise ticker_usdt above buy price mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': enter_price + (-0.06 if is_short else 0.06), 'ask': enter_price + (-0.06 if is_short else 0.06), @@ -4230,7 +4222,7 @@ def test_trailing_stop_loss_positive( caplog.clear() mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': enter_price + (-0.135 if is_short else 0.125), 'ask': enter_price + (-0.135 if is_short else 0.125), @@ -4246,7 +4238,7 @@ def test_trailing_stop_loss_positive( assert log_has("ETH/USDT - Adjusting stoploss...", caplog) mocker.patch( - 'freqtrade.exchange.Exchange.fetch_ticker', + f'{EXMS}.fetch_ticker', MagicMock(return_value={ 'bid': enter_price + (-0.02 if is_short else 0.02), 'ask': enter_price + (-0.02 if is_short else 0.02), @@ -4271,7 +4263,7 @@ def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limi patch_exchange(mocker) eside = entry_side(is_short) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 2.0, 'ask': 2.0, @@ -4312,7 +4304,7 @@ def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limi def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker): - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', @@ -4338,7 +4330,7 @@ def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fe def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker): - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) walletmock = mocker.patch('freqtrade.wallets.Wallets.update') mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=8.1122) amount = sum(x['amount'] for x in trades_for_order) @@ -4363,7 +4355,7 @@ def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_ord def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee): - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) amount = buy_order_fee['amount'] trade = Trade( @@ -4417,7 +4409,7 @@ def test_get_real_amount( buy_order['fee'] = fee_par trades_for_order[0]['fee'] = fee_par - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) amount = sum(x['amount'] for x in trades_for_order) trade = Trade( pair='LTC/ETH', @@ -4431,7 +4423,7 @@ def test_get_real_amount( freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) if not use_ticker_usdt_rate: - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError) + mocker.patch(f'{EXMS}.fetch_ticker', side_effect=ExchangeError) caplog.clear() order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy') @@ -4463,7 +4455,7 @@ def test_get_real_amount_multi( if fee_currency: trades_for_order[0]['fee']['currency'] = fee_currency - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) default_conf_usdt['stake_currency'] = "ETH" @@ -4480,8 +4472,8 @@ def test_get_real_amount_multi( # Fake markets entry to enable fee parsing markets['BNB/ETH'] = markets['ETH/USDT'] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'ask': 0.19, 'last': 0.2}) # Amount is reduced by "fee" @@ -4510,7 +4502,7 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_ limit_buy_order_usdt = deepcopy(buy_order_fee) limit_buy_order_usdt['fee'] = {'cost': 0.004} - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', @@ -4531,9 +4523,9 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_ def test_get_real_amount_fees_order(default_conf_usdt, market_buy_order_usdt_doublefee, fee, mocker): - tfo_mock = mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) - mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination', return_value='BNB/USDT') - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 200}) + tfo_mock = mocker.patch(f'{EXMS}.get_trades_for_order', return_value=[]) + mocker.patch(f'{EXMS}.get_valid_pair_combination', return_value='BNB/USDT') + mocker.patch(f'{EXMS}.fetch_ticker', return_value={'last': 200}) trade = Trade( pair='LTC/USDT', amount=30.0, @@ -4559,7 +4551,7 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o limit_buy_order_usdt = deepcopy(buy_order_fee) limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001 - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', @@ -4584,7 +4576,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord limit_buy_order_usdt = deepcopy(buy_order_fee) trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15 - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades_for_order) amount = float(sum(x['amount'] for x in trades_for_order)) trade = Trade( pair='LTC/ETH', @@ -4664,7 +4656,7 @@ def test_get_real_amount_in_point(default_conf_usdt, buy_order_fee, fee, mocker, ] }] - mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades) + mocker.patch(f'{EXMS}.get_trades_for_order', return_value=trades) amount = float(sum(x['amount'] for x in trades)) trade = Trade( pair='CEL/USDT', @@ -4746,9 +4738,9 @@ def test_order_book_depth_of_market( default_conf_usdt['entry_pricing']['check_depth_of_market']['bids_to_ask_delta'] = delta patch_RPCManager(mocker) patch_exchange(mocker) - mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) + mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), get_fee=fee, @@ -4794,7 +4786,7 @@ def test_order_book_entry_pricing1(mocker, default_conf_usdt, order_book_l2, exc patch_exchange(mocker) ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last}) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2, fetch_ticker=ticker_usdt_mock, ) @@ -4822,7 +4814,7 @@ def test_check_depth_of_market(default_conf_usdt, mocker, order_book_l2) -> None """ patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_l2_order_book=order_book_l2 ) default_conf_usdt['telegram']['enabled'] = False @@ -4843,7 +4835,7 @@ def test_order_book_exit_pricing( """ test order book ask strategy """ - mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2) + mocker.patch(f'{EXMS}.fetch_l2_order_book', order_book_l2) default_conf_usdt['exchange']['name'] = 'binance' default_conf_usdt['exit_pricing']['use_order_book'] = True default_conf_usdt['exit_pricing']['order_book_top'] = 1 @@ -4851,7 +4843,7 @@ def test_order_book_exit_pricing( patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, 'ask': 2.2, @@ -4884,8 +4876,7 @@ def test_order_book_exit_pricing( assert freqtrade.handle_trade(trade) is True assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0] - mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', - return_value={'bids': [[]], 'asks': [[]]}) + mocker.patch(f'{EXMS}.fetch_l2_order_book', return_value={'bids': [[]], 'asks': [[]]}) with pytest.raises(PricingError): freqtrade.handle_trade(trade) assert log_has_re( @@ -4897,14 +4888,14 @@ def test_startup_state(default_conf_usdt, mocker): default_conf_usdt['pairlist'] = {'method': 'VolumePairList', 'config': {'number_assets': 20} } - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) worker = get_patched_worker(mocker, default_conf_usdt) assert worker.freqtrade.state is State.RUNNING def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker): - mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) + mocker.patch(f'{EXMS}.exchange_has', MagicMock(return_value=True)) reinit_mock = MagicMock() mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock) @@ -4929,7 +4920,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_ default_conf_usdt['tradable_balance_ratio'] = 1.0 patch_exchange(mocker) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, create_order=MagicMock(return_value=limit_buy_order_usdt_open), get_fee=fee, @@ -4961,7 +4952,7 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim is_short, buy_calls, sell_calls): default_conf_usdt['cancel_open_orders_on_exit'] = True mocker.patch( - 'freqtrade.exchange.Exchange.fetch_order', + f'{EXMS}.fetch_order', side_effect=[ ExchangeError(), limit_order[exit_side(is_short)], @@ -5017,17 +5008,17 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s matching_buy_order.update({ 'status': 'closed', }) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order) + mocker.patch(f'{EXMS}.fetch_order', return_value=matching_buy_order) freqtrade.startup_update_open_orders() # Only stoploss and sell orders are kept open assert len(Order.get_open_orders()) == 2 caplog.clear() - mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=ExchangeError) + mocker.patch(f'{EXMS}.fetch_order', side_effect=ExchangeError) freqtrade.startup_update_open_orders() assert log_has_re(r"Error updating Order .*", caplog) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException) + mocker.patch(f'{EXMS}.fetch_order', side_effect=InvalidOrderException) hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_order') # Orders which are no longer found after X days should be assumed as canceled. freqtrade.startup_update_open_orders() @@ -5072,7 +5063,7 @@ def test_update_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_ 'currency': order['symbol'].split('/')[0]}}) return order - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', side_effect=[ patch_with_fee(mock_order_2_sell(is_short=is_short)), patch_with_fee(mock_order_3_sell(is_short=is_short)), @@ -5132,8 +5123,7 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog, is_sh freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', - return_value={'status': 'open'}) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', return_value={'status': 'open'}) create_mock_trades(fee, is_short) trades = Trade.get_trades().all() @@ -5173,7 +5163,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state') - mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mock_fo = mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', return_value={'status': 'open'}) def reset_open_orders(trade): @@ -5259,7 +5249,7 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap caplog.clear() # Test error case - mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mock_fo = mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', side_effect=ExchangeError()) order = mock_order_5_stoploss(is_short=is_short) @@ -5439,11 +5429,10 @@ def test_update_funding_fees( return ret - mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', - side_effect=refresh_latest_ohlcv_mock) + mocker.patch(f'{EXMS}.refresh_latest_ohlcv', side_effect=refresh_latest_ohlcv_mock) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=enter_rate_mock, fetch_ticker=MagicMock(return_value={ 'bid': 1.9, @@ -5467,7 +5456,7 @@ def test_update_funding_fees( assert len(trades) == 3 for trade in trades: assert pytest.approx(trade.funding_fees) == 0 - mocker.patch('freqtrade.exchange.Exchange.create_order', return_value=open_exit_order) + mocker.patch(f'{EXMS}.create_order', return_value=open_exit_order) time_machine.move_to("2021-09-01 08:00:00 +00:00") if schedule_off: for trade in trades: @@ -5497,7 +5486,7 @@ def test_update_funding_fees( def test_update_funding_fees_error(mocker, default_conf, caplog): - mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', side_effect=ExchangeError()) + mocker.patch(f'{EXMS}.get_funding_fees', side_effect=ExchangeError()) default_conf['trading_mode'] = 'futures' default_conf['margin_mode'] = 'isolated' freqtrade = get_patched_freqtradebot(mocker, default_conf) @@ -5522,7 +5511,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: stake_amount = 10 buy_rate_mock = MagicMock(return_value=bid) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={ 'bid': 10, @@ -5551,9 +5540,8 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: 'id': '650', 'order_id': '650' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_successful_buy_order)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_buy_order)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_successful_buy_order)) assert freqtrade.execute_entry(pair, stake_amount) # Should create an closed trade with an no open order id @@ -5603,10 +5591,8 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: 'id': '651', 'order_id': '651' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=open_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', - MagicMock(return_value=open_dca_order_1)) + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=open_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=open_dca_order_1)) assert freqtrade.execute_entry(pair, stake_amount, trade=trade) orders = Order.query.all() @@ -5637,9 +5623,9 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: # Assume it does nothing since order is still open fetch_order_mm = MagicMock(side_effect=make_sure_its_651) - mocker.patch('freqtrade.exchange.Exchange.create_order', fetch_order_mm) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', fetch_order_mm) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', fetch_order_mm) + mocker.patch(f'{EXMS}.create_order', fetch_order_mm) + mocker.patch(f'{EXMS}.fetch_order', fetch_order_mm) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', fetch_order_mm) freqtrade.update_trades_without_assigned_fees() orders = Order.query.all() @@ -5679,11 +5665,9 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: 'datetime': arrow.utcnow().isoformat(), } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - MagicMock(return_value=closed_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_dca_order_1)) freqtrade.manage_open_orders() @@ -5723,11 +5707,9 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: 'id': '652', 'order_id': '652' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_dca_order_2)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - MagicMock(return_value=closed_dca_order_2)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_dca_order_2)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_dca_order_2)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_dca_order_2)) assert freqtrade.execute_entry(pair, stake_amount, trade=trade) @@ -5761,11 +5743,9 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None: 'id': '653', 'order_id': '653' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_sell_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - MagicMock(return_value=closed_sell_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_sell_dca_order_1)) assert freqtrade.execute_trade_exit(trade=trade, limit=8, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), @@ -5811,7 +5791,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: amount = 100 buy_rate_mock = MagicMock(return_value=bid) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={ 'bid': 10, @@ -5839,9 +5819,8 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: 'id': '600', 'order_id': '600' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_successful_buy_order)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_buy_order)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_successful_buy_order)) assert freqtrade.execute_entry(pair, amount) # Should create an closed trade with an no open order id @@ -5894,11 +5873,9 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: 'id': '601', 'order_id': '601' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_sell_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - MagicMock(return_value=closed_sell_dca_order_1)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_1)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_sell_dca_order_1)) assert freqtrade.execute_trade_exit(trade=trade, limit=ask, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), @@ -5940,11 +5917,9 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None: 'id': '602', 'order_id': '602' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_sell_dca_order_2)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order', - MagicMock(return_value=closed_sell_dca_order_2)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_sell_dca_order_2)) + mocker.patch(f'{EXMS}.fetch_order', MagicMock(return_value=closed_sell_dca_order_2)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_sell_dca_order_2)) assert freqtrade.execute_trade_exit(trade=trade, limit=ask, exit_check=ExitCheckTuple(exit_type=ExitType.PARTIAL_EXIT), @@ -6007,7 +5982,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: price = order[2] price_mock = MagicMock(return_value=price) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=price_mock, fetch_ticker=MagicMock(return_value={ 'bid': 10, @@ -6034,9 +6009,8 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: 'id': f'60{idx}', 'order_id': f'60{idx}' } - mocker.patch('freqtrade.exchange.Exchange.create_order', - MagicMock(return_value=closed_successful_order)) - mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', + mocker.patch(f'{EXMS}.create_order', MagicMock(return_value=closed_successful_order)) + mocker.patch(f'{EXMS}.fetch_order_or_stoploss_order', MagicMock(return_value=closed_successful_order)) if order[0] == 'buy': assert freqtrade.execute_entry(pair, amount, trade=trade) @@ -6094,7 +6068,7 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) buy_rate_mock = MagicMock(return_value=10) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_rate=buy_rate_mock, fetch_ticker=MagicMock(return_value={ 'bid': 10, diff --git a/tests/test_integration.py b/tests/test_integration.py index 4d8b282c9..a3dd8d935 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -6,7 +6,7 @@ from freqtrade.enums import ExitCheckTuple, ExitType, TradingMode from freqtrade.persistence import Trade from freqtrade.persistence.models import Order from freqtrade.rpc.rpc import RPC -from tests.conftest import get_patched_freqtradebot, log_has_re, patch_get_signal +from tests.conftest import EXMS, get_patched_freqtradebot, log_has_re, patch_get_signal def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, @@ -56,9 +56,9 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]] ) cancel_order_mock = MagicMock() - mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss) + mocker.patch('freqtrade.exchange.binance.Binance.create_stoploss', stoploss) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, amount_to_precision=lambda s, x, y: y, @@ -147,7 +147,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati default_conf['telegram']['enabled'] = True mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, get_fee=fee, amount_to_precision=lambda s, x, y: y, @@ -217,7 +217,7 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, ) @@ -239,7 +239,7 @@ def test_dca_buying(default_conf_usdt, ticker_usdt, fee, mocker) -> None: # Reduce bid amount ticker_usdt_modif = ticker_usdt.return_value ticker_usdt_modif['bid'] = ticker_usdt_modif['bid'] * 0.995 - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif) + mocker.patch(f'{EXMS}.fetch_ticker', return_value=ticker_usdt_modif) # additional buy order freqtrade.process() @@ -286,7 +286,7 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: round(y, 4), @@ -311,7 +311,7 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None: # Reduce bid amount ticker_usdt_modif = ticker_usdt.return_value ticker_usdt_modif['ask'] = ticker_usdt_modif['ask'] * 1.004 - mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value=ticker_usdt_modif) + mocker.patch(f'{EXMS}.fetch_ticker', return_value=ticker_usdt_modif) # additional buy order freqtrade.process() @@ -361,16 +361,16 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, ) - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False) - mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10) - mocker.patch("freqtrade.exchange.Exchange.get_funding_fees", return_value=0) - mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt", return_value=(0, 0)) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False) + mocker.patch(f"{EXMS}.get_max_leverage", return_value=10) + mocker.patch(f"{EXMS}.get_funding_fees", return_value=0) + mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0, 0)) patch_get_signal(freqtrade) freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96 @@ -413,7 +413,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) assert trade.initial_stop_loss_pct is None # Fill order - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True) freqtrade.process() trade = Trade.get_trades().first() assert len(trade.orders) == 2 @@ -428,7 +428,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) # 2nd order - not filling freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120) - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=False) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False) freqtrade.process() trade = Trade.get_trades().first() @@ -452,7 +452,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker) # Fill DCA order freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None) - mocker.patch('freqtrade.exchange.Exchange._dry_is_price_crossed', return_value=True) + mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=True) freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError) freqtrade.process() @@ -477,14 +477,14 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) freqtrade.trading_mode = TradingMode.FUTURES mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker_usdt, get_fee=fee, amount_to_precision=lambda s, x, y: y, price_to_precision=lambda s, x, y: y, get_min_pair_stake_amount=MagicMock(return_value=10), ) - mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10) + mocker.patch(f"{EXMS}.get_max_leverage", return_value=10) patch_get_signal(freqtrade) freqtrade.strategy.leverage = MagicMock(return_value=leverage) @@ -532,8 +532,7 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera assert trade.is_open # use amount that would trunc to 0.0 once selling - mocker.patch("freqtrade.exchange.Exchange.amount_to_contract_precision", - lambda s, p, v: round(v, 1)) + mocker.patch(f"{EXMS}.amount_to_contract_precision", lambda s, p, v: round(v, 1)) freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-0.01) freqtrade.process() trade = Trade.get_trades().first() diff --git a/tests/test_misc.py b/tests/test_misc.py index 596c7bd51..6b4343ab2 100644 --- a/tests/test_misc.py +++ b/tests/test_misc.py @@ -46,7 +46,7 @@ def test_shorten_date() -> None: def test_file_dump_json(mocker) -> None: - file_open = mocker.patch('freqtrade.misc.open', MagicMock()) + file_open = mocker.patch('freqtrade.misc.Path.open', MagicMock()) json_dump = mocker.patch('rapidjson.dump', MagicMock()) file_dump_json(Path('somefile'), [1, 2, 3]) assert file_open.call_count == 1 diff --git a/tests/test_wallets.py b/tests/test_wallets.py index 61e8f279d..7ccc8d0f5 100644 --- a/tests/test_wallets.py +++ b/tests/test_wallets.py @@ -6,13 +6,13 @@ import pytest from freqtrade.constants import UNLIMITED_STAKE_AMOUNT from freqtrade.exceptions import DependencyException -from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_wallet +from tests.conftest import EXMS, create_mock_trades, get_patched_freqtradebot, patch_wallet def test_sync_wallet_at_boot(mocker, default_conf): default_conf['dry_run'] = False mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value={ "BNT": { "free": 1.0, @@ -45,7 +45,7 @@ def test_sync_wallet_at_boot(mocker, default_conf): assert 'USDT' in freqtrade.wallets._wallets assert freqtrade.wallets._last_wallet_refresh > 0 mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value={ "BNT": { "free": 1.2, @@ -87,7 +87,7 @@ def test_sync_wallet_at_boot(mocker, default_conf): def test_sync_wallet_missing_data(mocker, default_conf): default_conf['dry_run'] = False mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value={ "BNT": { "free": 1.0, @@ -136,7 +136,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r result1, result2, limit_buy_order_open, fee, mocker) -> None: mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, fetch_ticker=ticker, create_order=MagicMock(return_value=limit_buy_order_open), get_fee=fee @@ -312,7 +312,7 @@ def test_sync_wallet_futures_live(mocker, default_conf): } ] mocker.patch.multiple( - 'freqtrade.exchange.Exchange', + EXMS, get_balances=MagicMock(return_value={ "USDT": { "free": 900, diff --git a/tests/test_worker.py b/tests/test_worker.py index 88d495e13..79e2f35d4 100644 --- a/tests/test_worker.py +++ b/tests/test_worker.py @@ -8,11 +8,11 @@ import time_machine from freqtrade.data.dataprovider import DataProvider from freqtrade.enums import State from freqtrade.worker import Worker -from tests.conftest import get_patched_worker, log_has, log_has_re +from tests.conftest import EXMS, get_patched_worker, log_has, log_has_re def test_worker_state(mocker, default_conf, markets) -> None: - mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)) + mocker.patch(f'{EXMS}.markets', PropertyMock(return_value=markets)) worker = get_patched_worker(mocker, default_conf) assert worker.freqtrade.state is State.RUNNING