Merge branch 'freqtrade:develop' into feature/multiple_open_orders

tests/test_integration.py

@@ -429,6 +429,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
     assert pytest.approx(trade.initial_stop_loss) == 1.96 * (1 - 0.1 / leverage)
     assert trade.initial_stop_loss_pct == -0.1
+    assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount
 
     # 2nd order - not filling
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)
@@ -473,13 +474,38 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert pytest.approx(trade.orders[1].amount) == 30.150753768 * leverage
     assert pytest.approx(trade.orders[-1].amount) == 61.538461232 * leverage
 
+    # Full exit
+    mocker.patch(f'{EXMS}._dry_is_price_crossed', return_value=False)
+    freqtrade.strategy.custom_exit = MagicMock(return_value='Exit now')
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=2.02)
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 5
+    assert trade.orders[-1].side == trade.exit_side
+    assert trade.orders[-1].status == 'open'
+    assert trade.orders[-1].price == 2.02
+    assert pytest.approx(trade.amount) == 91.689215 * leverage
+    assert pytest.approx(trade.orders[-1].amount) == 91.689215 * leverage
+    assert freqtrade.strategy.adjust_entry_price.call_count == 0
+    # Process again, should not adjust entry price
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 5
+    assert trade.orders[-1].status == 'open'
+    assert trade.orders[-1].price == 2.02
+    # Adjust entry price cannot be called - this is an exit order
+    assert freqtrade.strategy.adjust_entry_price.call_count == 0
+
 
 @pytest.mark.parametrize('leverage', [1, 2])
 def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, leverage) -> None:
     default_conf_usdt['position_adjustment_enable'] = True
-
+    spot = leverage == 1
+    if not spot:
+        default_conf_usdt['trading_mode'] = 'futures'
+        default_conf_usdt['margin_mode'] = 'isolated'
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-    freqtrade.trading_mode = TradingMode.FUTURES
+    assert freqtrade.trading_mode == TradingMode.FUTURES if not spot else TradingMode.SPOT
     mocker.patch.multiple(
         EXMS,
         fetch_ticker=ticker_usdt,
@@ -487,8 +513,11 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
         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),
+        get_funding_fees=MagicMock(return_value=0),
     )
     mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
+    starting_amount = freqtrade.wallets.get_total('USDT')
+    assert starting_amount == 1000
 
     patch_get_signal(freqtrade)
     freqtrade.strategy.leverage = MagicMock(return_value=leverage)
@@ -498,8 +527,14 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     trade = Trade.get_trades().first()
     assert len(trade.orders) == 1
     assert pytest.approx(trade.stake_amount) == 60
+    assert trade.leverage == leverage
     assert pytest.approx(trade.amount) == 30.0 * leverage
     assert trade.open_rate == 2.0
+    assert pytest.approx(freqtrade.wallets.get_free('USDT')) == starting_amount - 60
+    if spot:
+        assert pytest.approx(freqtrade.wallets.get_total('USDT')) == starting_amount - 60
+    else:
+        assert freqtrade.wallets.get_total('USDT') == starting_amount
 
     # Too small size
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59)
@@ -521,6 +556,15 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert pytest.approx(trade.amount) == 20.099 * leverage
     assert trade.open_rate == 2.0
     assert trade.is_open
+    assert trade.realized_profit > 0.098 * leverage
+    expected_profit = starting_amount - 40.1980 + trade.realized_profit
+    assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
+
+    if spot:
+        assert pytest.approx(freqtrade.wallets.get_total('USDT')) == expected_profit
+    else:
+        # total won't change in futures mode, only free / used will.
+        assert freqtrade.wallets.get_total('USDT') == starting_amount + trade.realized_profit
     caplog.clear()
 
     # Sell more than what we got (we got ~20 coins left)
@@ -545,3 +589,10 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert pytest.approx(trade.stake_amount) == 40.198
     assert trade.is_open
     assert log_has_re('Amount to exit is 0.0 due to exchange limits - not exiting.', caplog)
+    expected_profit = starting_amount - 40.1980 + trade.realized_profit
+    assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
+    if spot:
+        assert pytest.approx(freqtrade.wallets.get_total('USDT')) == expected_profit
+    else:
+        # total won't change in futures mode, only free / used will.
+        assert freqtrade.wallets.get_total('USDT') == starting_amount + trade.realized_profit