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Merge branch 'develop' into feature_keyval_storage

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Matthias
2024-02-20 19:21:44 +01:00
parent ab062d7bb1 bfb0b535b7
commit f1af00dd39
36 changed files with 426 additions and 113 deletions
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7
tests/data/test_btanalysis.py
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@@ -455,6 +455,13 @@ def test_calculate_max_drawdown2():
with pytest.raises(ValueError, match='No losing trade, therefore no drawdown.'):
calculate_max_drawdown(df, date_col='open_date', value_col='profit')
df1 = DataFrame(zip(values[:5], dates[:5]), columns=['profit', 'open_date'])
df1.loc[:, 'profit'] = df1['profit'] * -1
# No winning trade ...
drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown(
df1, date_col='open_date', value_col='profit')
assert drawdown == 0.043965
@pytest.mark.parametrize('profits,relative,highd,lowd,result,result_rel', [
([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 3, 4, 1000.0, 0.090909),

27
tests/exchange/test_bybit.py
View File

@@ -1,20 +1,40 @@
from datetime import datetime, timedelta, timezone
from unittest.mock import MagicMock
import pytest
from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.tradingmode import TradingMode
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange
from freqtrade.exceptions import OperationalException
from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has
from tests.exchange.test_exchange import ccxt_exceptionhandlers
def test_additional_exchange_init_bybit(default_conf, mocker):
def test_additional_exchange_init_bybit(default_conf, mocker, caplog):
default_conf['dry_run'] = False
default_conf['trading_mode'] = TradingMode.FUTURES
default_conf['margin_mode'] = MarginMode.ISOLATED
api_mock = MagicMock()
api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False})
get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
api_mock.is_unified_enabled = MagicMock(return_value=[False, False])
exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
assert api_mock.set_position_mode.call_count == 1
assert api_mock.is_unified_enabled.call_count == 1
assert exchange.unified_account is False
assert log_has("Bybit: Standard account.", caplog)
api_mock.set_position_mode.reset_mock()
api_mock.is_unified_enabled = MagicMock(return_value=[False, True])
with pytest.raises(OperationalException, match=r"Bybit: Unified account is not supported.*"):
get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
assert log_has("Bybit: Unified account.", caplog)
# exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
# assert api_mock.set_position_mode.call_count == 1
# assert api_mock.is_unified_enabled.call_count == 1
# assert exchange.unified_account is True
ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'bybit',
"additional_exchange_init", "set_position_mode")
@@ -111,6 +131,7 @@ def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker):
'amount': 20.0,
})
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id='bybit')
res = exchange.fetch_order('123', 'BTC/USDT')

133
tests/exchange/test_exchange.py
View File

@@ -2303,6 +2303,66 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
assert res[pair2].at[0, 'open']
def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None:
start = datetime(2021, 8, 1, 0, 0, 0, 0, tzinfo=timezone.utc)
ohlcv = generate_test_data_raw('1h', 100, start.strftime('%Y-%m-%d'))
time_machine.move_to(start, tick=False)
pairs = [
('ETH/BTC', '1d', CandleType.SPOT),
('TKN/BTC', '1d', CandleType.SPOT),
('LTC/BTC', '1d', CandleType.SPOT),
('LTC/BTC', '5m', CandleType.SPOT),
('LTC/BTC', '1h', CandleType.SPOT),
]
ohlcv_data = {
p: ohlcv for p in pairs
}
ohlcv_mock = mocker.patch(f"{EXMS}.refresh_latest_ohlcv", return_value=ohlcv_data)
mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100)
exchange = get_patched_exchange(mocker, default_conf)
assert len(exchange._expiring_candle_cache) == 0
res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp())
assert ohlcv_mock.call_count == 1
assert ohlcv_mock.call_args_list[0][0][0] == pairs
assert len(ohlcv_mock.call_args_list[0][0][0]) == 5
assert len(res) == 5
# length of 3 - as we have 3 different timeframes
assert len(exchange._expiring_candle_cache) == 3
ohlcv_mock.reset_mock()
res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp())
assert ohlcv_mock.call_count == 0
# Expire 5m cache
time_machine.move_to(start + timedelta(minutes=6), tick=False)
ohlcv_mock.reset_mock()
res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp())
assert ohlcv_mock.call_count == 1
assert len(ohlcv_mock.call_args_list[0][0][0]) == 1
# Expire 5m and 1h cache
time_machine.move_to(start + timedelta(hours=2), tick=False)
ohlcv_mock.reset_mock()
res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp())
assert ohlcv_mock.call_count == 1
assert len(ohlcv_mock.call_args_list[0][0][0]) == 2
# Expire all caches
time_machine.move_to(start + timedelta(days=1, hours=2), tick=False)
ohlcv_mock.reset_mock()
res = exchange.refresh_ohlcv_with_cache(pairs, start.timestamp())
assert ohlcv_mock.call_count == 1
assert len(ohlcv_mock.call_args_list[0][0][0]) == 5
assert ohlcv_mock.call_args_list[0][0][0] == pairs
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
ohlcv = [
@@ -3177,6 +3237,7 @@ def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, or
def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder,
call_corder, call_forder):
default_conf['dry_run'] = False
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(return_value=corder)
api_mock.fetch_order = MagicMock(return_value={})
@@ -3190,6 +3251,7 @@ def test_cancel_order_with_result(default_conf, mocker, exchange_name, corder,
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, caplog):
default_conf['dry_run'] = False
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
api_mock = MagicMock()
api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
@@ -3287,6 +3349,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
order.myid = 123
order.symbol = 'TKN/BTC'
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
exchange._dry_run_open_orders['X'] = order
assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
@@ -3331,10 +3394,80 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
order_id='_', pair='TKN/BTC')
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog):
default_conf['dry_run'] = True
default_conf['exchange']['log_responses'] = True
order = MagicMock()
order.myid = 123
order.symbol = 'TKN/BTC'
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
mocker.patch(f'{EXMS}.exchange_has', return_value=False)
exchange._dry_run_open_orders['X'] = order
# Dry run - regular fetch_order behavior
assert exchange.fetch_order('X', 'TKN/BTC').myid == 123
with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
exchange.fetch_order('Y', 'TKN/BTC')
default_conf['dry_run'] = False
mocker.patch(f'{EXMS}.exchange_has', return_value=False)
api_mock = MagicMock()
api_mock.fetch_open_order = MagicMock(
return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'})
api_mock.fetch_closed_order = MagicMock(
return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.fetch_order(
'X', 'TKN/BTC') == {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}
assert log_has(
("API fetch_open_order: {\'id\': \'123\', \'amount\': 2, \'symbol\': \'TKN/BTC\'}"
),
caplog
)
assert api_mock.fetch_open_order.call_count == 1
assert api_mock.fetch_closed_order.call_count == 0
caplog.clear()
# open_order doesn't find order
api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
api_mock.fetch_closed_order = MagicMock(
return_value={'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
assert exchange.fetch_order(
'X', 'TKN/BTC') == {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}
assert log_has(
("API fetch_closed_order: {\'id\': \'123\', \'amount\': 2, \'symbol\': \'TKN/BTC\'}"
),
caplog
)
assert api_mock.fetch_open_order.call_count == 1
assert api_mock.fetch_closed_order.call_count == 1
caplog.clear()
with pytest.raises(InvalidOrderException):
api_mock.fetch_open_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
api_mock.fetch_closed_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
exchange.fetch_order(order_id='_', pair='TKN/BTC')
assert api_mock.fetch_open_order.call_count == 1
api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
'fetch_order_emulated', 'fetch_open_order',
retries=1,
order_id='_', pair='TKN/BTC', params={})
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
default_conf['dry_run'] = True
mocker.patch(f"{EXMS}.exchange_has", return_value=True)
order = MagicMock()
order.myid = 123
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)

3
tests/exchange_online/conftest.py
View File

@@ -324,7 +324,8 @@ def get_futures_exchange(exchange_name, exchange_conf, class_mocker):
@pytest.fixture(params=EXCHANGES, scope="class")
def exchange(request, exchange_conf):
def exchange(request, exchange_conf, class_mocker):
class_mocker.patch('freqtrade.exchange.bybit.Bybit.additional_exchange_init')
yield from get_exchange(request.param, exchange_conf)

4
tests/persistence/test_persistence.py
View File

@@ -1400,6 +1400,8 @@ def test_to_json(fee):
'is_open': None,
'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
'open_fill_date': None,
'open_fill_timestamp': None,
'close_date': None,
'close_timestamp': None,
'open_rate': 0.123,
@@ -1486,6 +1488,8 @@ def test_to_json(fee):
'quote_currency': 'BTC',
'open_date': trade.open_date.strftime(DATETIME_PRINT_FORMAT),
'open_timestamp': int(trade.open_date.timestamp() * 1000),
'open_fill_date': None,
'open_fill_timestamp': None,
'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
'close_timestamp': int(trade.close_date.timestamp() * 1000),
'open_rate': 0.123,

2
tests/persistence/test_trade_fromjson.py
View File

@@ -223,7 +223,7 @@ def test_trade_serialize_load_back(fee):
'realized_profit_ratio', 'close_profit_pct',
'trade_duration_s', 'trade_duration',
'profit_ratio', 'profit_pct', 'profit_abs', 'stop_loss_abs',
'initial_stop_loss_abs',
'initial_stop_loss_abs', 'open_fill_date', 'open_fill_timestamp',
'orders',
]
failed = []

36
tests/plugins/test_pairlist.py
View File

@@ -621,13 +621,20 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 6, "refresh_period": 86400}],
"BTC", "binance", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'HOT/BTC', 'NEO/BTC']),
# VolumePairlist in range mode as filter.
# TKN/BTC is removed because it doesn't have enough candles
([{"method": "VolumePairList", "number_assets": 5},
{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 2, "refresh_period": 86400}],
"BTC", "binance", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
# ftx data is already in Quote currency, therefore won't require conversion
# ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
# "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
# "BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
])
def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
pairlists, base_currency, exchange, volumefilter_result) -> None:
def test_VolumePairList_range(
mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
pairlists, base_currency, exchange, volumefilter_result, time_machine) -> None:
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
whitelist_conf['exchange']['name'] = exchange
@@ -686,23 +693,36 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
get_tickers=tickers,
markets=PropertyMock(return_value=shitcoinmarkets)
)
start_dt = dt_now()
time_machine.move_to(start_dt)
# remove ohlcv when looback_timeframe != 1d
# to enforce fallback to ticker data
if 'lookback_timeframe' in pairlists[0]:
if pairlists[0]['lookback_timeframe'] != '1d':
ohlcv_data = []
ohlcv_data = {}
mocker.patch.multiple(
EXMS,
refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
)
ohclv_mock = mocker.patch(f"{EXMS}.refresh_latest_ohlcv", return_value=ohlcv_data)
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert ohclv_mock.call_count == 1
assert isinstance(whitelist, list)
assert whitelist == volumefilter_result
# Test caching
ohclv_mock.reset_mock()
freqtrade.pairlists.refresh_pairlist()
# in "filter" mode, caching is disabled.
assert ohclv_mock.call_count == 0
whitelist = freqtrade.pairlists.whitelist
assert whitelist == volumefilter_result
time_machine.move_to(start_dt + timedelta(days=2))
ohclv_mock.reset_mock()
freqtrade.pairlists.refresh_pairlist()
assert ohclv_mock.call_count == 1
whitelist = freqtrade.pairlists.whitelist
assert whitelist == volumefilter_result
def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:

2
tests/rpc/test_rpc.py
View File

@@ -25,6 +25,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'quote_currency': 'BTC',
'open_date': ANY,
'open_timestamp': ANY,
'open_fill_date': ANY,
'open_fill_timestamp': ANY,
'is_open': ANY,
'fee_open': ANY,
'fee_open_cost': ANY,

8
tests/rpc/test_rpc_apiserver.py
View File

@@ -180,7 +180,9 @@ def test_api_auth():
def test_api_ws_auth(botclient):
ftbot, client = botclient
def url(token): return f"/api/v1/message/ws?token={token}"
def url(token):
return f"/api/v1/message/ws?token={token}"
bad_token = "bad-ws_token"
with pytest.raises(WebSocketDisconnect):
@@ -1165,6 +1167,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'current_rate': current_rate,
'open_date': ANY,
'open_timestamp': ANY,
'open_fill_date': ANY,
'open_fill_timestamp': ANY,
'open_rate': 0.123,
'pair': 'ETH/BTC',
'base_currency': 'ETH',
@@ -1368,6 +1372,8 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
'close_rate': 0.265441,
'open_date': ANY,
'open_timestamp': ANY,
'open_fill_date': ANY,
'open_fill_timestamp': ANY,
'open_rate': 0.245441,
'pair': 'ETH/BTC',
'base_currency': 'ETH',

6
tests/rpc/test_rpc_telegram.py
View File

@@ -1507,7 +1507,7 @@ async def test_telegram_entry_tag_performance_handle(
await telegram._enter_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TEST1\t3.987 USDT (5.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
assert '`TEST1\t3.987 USDT (5.00%) (1)`' in msg_mock.call_args_list[0][0][0]
context.args = ['XRP/USDT']
await telegram._enter_tag_performance(update=update, context=context)
@@ -1538,7 +1538,7 @@ async def test_telegram_exit_reason_performance_handle(
await telegram._exit_reason_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>roi\t2.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
assert '`roi\t2.842 USDT (10.00%) (1)`' in msg_mock.call_args_list[0][0][0]
context.args = ['XRP/USDT']
await telegram._exit_reason_performance(update=update, context=context)
@@ -1570,7 +1570,7 @@ async def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ti
await telegram._mix_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
assert ('<code>TEST3 roi\t2.842 USDT (10.00%) (1)</code>'
assert ('`TEST3 roi\t2.842 USDT (10.00%) (1)`'
in msg_mock.call_args_list[0][0][0])
context.args = ['XRP/USDT']

11
tests/utils/test_datetime_helpers.py
View File

@@ -3,8 +3,8 @@ from datetime import datetime, timedelta, timezone
import pytest
import time_machine
from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_ts_def, dt_utc,
format_date, format_ms_time, shorten_date)
from freqtrade.util import (dt_floor_day, dt_from_ts, dt_humanize, dt_now, dt_ts, dt_ts_def,
dt_ts_none, dt_utc, format_date, format_ms_time, shorten_date)
def test_dt_now():
@@ -29,6 +29,13 @@ def test_dt_ts_def():
assert dt_ts_def(datetime(2023, 5, 5, tzinfo=timezone.utc), 123) == 1683244800000
def test_dt_ts_none():
assert dt_ts_none(None) is None
assert dt_ts_none(None) is None
assert dt_ts_none(datetime(2023, 5, 5, tzinfo=timezone.utc)) == 1683244800000
assert dt_ts_none(datetime(2023, 5, 5, tzinfo=timezone.utc)) == 1683244800000
def test_dt_utc():
assert dt_utc(2023, 5, 5) == datetime(2023, 5, 5, tzinfo=timezone.utc)
assert dt_utc(2023, 5, 5, 0, 0, 0, 555500) == datetime(2023, 5, 5, 0, 0, 0, 555500,

2
tests/utils/test_periodiccache.py
View File

@@ -5,7 +5,7 @@ from freqtrade.util import PeriodicCache
def test_ttl_cache():
with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
with time_machine.travel("2021-09-01 05:00:00 +00:00", tick=False) as t:
cache = PeriodicCache(5, ttl=60)
cache1h = PeriodicCache(5, ttl=3600)