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Merge branch 'develop' into pr/Axel-CH/8779

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pull/8779/head
Matthias 3 years ago
parent 5cf6f0b491 e5a88fdeda
commit 3e986e24fa
10 changed files with 52 additions and 52 deletions
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2
freqtrade/exchange/exchange.py
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@ -2152,7 +2152,7 @@ class Exchange:
except IndexError:
logger.exception("Error loading %s. Result was %s.", pair, data)
return pair, timeframe, candle_type, [], self._ohlcv_partial_candle
logger.debug("Done fetching pair %s, interval %s ...", pair, timeframe)
logger.debug("Done fetching pair %s, %s interval %s...", pair, candle_type, timeframe)
return pair, timeframe, candle_type, data, self._ohlcv_partial_candle
except ccxt.NotSupported as e:

3
freqtrade/persistence/trade_model.py
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@ -1055,7 +1055,8 @@ class LocalTrade:
def select_filled_orders(self, order_side: Optional[str] = None) -> List['Order']:
"""
Finds filled orders for this orderside.
Finds filled orders for this order side.
Will not return open orders which already partially filled.
:param order_side: Side of the order (either 'buy', 'sell', or None)
:return: array of Order objects
"""

2
freqtrade/plugins/protections/iprotection.py
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@ -42,7 +42,7 @@ class IProtection(LoggingMixin, ABC):
self._stop_duration = (tf_in_min * self._stop_duration_candles)
else:
self._stop_duration_candles = None
self._stop_duration = protection_config.get('stop_duration', 60)
self._stop_duration = int(protection_config.get('stop_duration', 60))
if 'lookback_period_candles' in protection_config:
self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1))
self._lookback_period = tf_in_min * self._lookback_period_candles

9
tests/conftest_trades.py
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@ -22,15 +22,15 @@ def mock_order_1(is_short: bool):
return {
'id': f'1234_{direc(is_short)}',
'symbol': 'ETH/BTC',
'status': 'closed',
'status': 'open',
'side': entry_side(is_short),
'type': 'limit',
'price': 0.123,
'average': 0.123,
'amount': 123.0,
'filled': 123.0,
'filled': 50.0,
'cost': 15.129,
'remaining': 0.0,
'remaining': 123.0 - 50.0,
}
@ -103,7 +103,6 @@ def mock_trade_2(fee, is_short: bool):
close_profit_abs=-0.005584127 if is_short else 0.000584127,
exchange='binance',
is_open=False,
# open_order_id=f'dry_run_sell_{direc(is_short)}_12345',
strategy='StrategyTestV3',
timeframe=5,
enter_tag='TEST1',
@ -412,7 +411,7 @@ def short_trade(fee):
# close_profit_abs=-0.6925113200000013,
exchange='binance',
is_open=True,
# open_order_id='dry_run_exit_short_12345',
open_order_id=None,
strategy='DefaultStrategy',
timeframe=5,
exit_reason='sell_signal',

14
tests/conftest_trades_usdt.py
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@ -36,13 +36,13 @@ def mock_order_usdt_1_exit(is_short: bool):
return {
'id': f'prod_exit_1_{direc(is_short)}',
'symbol': 'LTC/USDT',
'status': 'closed',
'status': 'open',
'side': exit_side(is_short),
'type': 'limit',
'price': 8.0,
'amount': 2.0,
'filled': 2.0,
'remaining': 0.0,
'filled': 0.0,
'remaining': 2.0,
}
@ -96,13 +96,13 @@ def mock_order_usdt_2_exit(is_short: bool):
return {
'id': f'12366_{direc(is_short)}',
'symbol': 'NEO/USDT',
'status': 'closed',
'status': 'open',
'side': exit_side(is_short),
'type': 'limit',
'price': 2.05,
'amount': 100.0,
'filled': 100.0,
'remaining': 0.0,
'filled': 0.0,
'remaining': 100.0,
}
@ -378,7 +378,7 @@ def mock_trade_usdt_7(fee, is_short: bool):
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
open_rate=2.0,
exchange='binance',
# open_order_id=f'1234_{direc(is_short)}',
open_order_id=None,
strategy='StrategyTestV2',
timeframe=5,
is_short=is_short,

31
tests/persistence/test_persistence.py
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@ -1977,9 +1977,9 @@ def test_select_order(fee, is_short):
# Open buy order, no sell order
order = trades[0].select_order(trades[0].entry_side, True)
assert order is None
order = trades[0].select_order(trades[0].entry_side, False)
assert order is not None
order = trades[0].select_order(trades[0].entry_side, False)
assert order is None
order = trades[0].select_order(trades[0].exit_side, None)
assert order is None
@ -2450,7 +2450,16 @@ def test_select_filled_orders(fee):
# Closed buy order, no sell order
orders = trades[0].select_filled_orders('buy')
assert isinstance(orders, list)
assert len(orders) == 0
orders = trades[0].select_filled_orders('sell')
assert orders is not None
assert len(orders) == 0
# closed buy order, and closed sell order
orders = trades[1].select_filled_orders('buy')
assert isinstance(orders, list)
assert len(orders) == 1
order = orders[0]
assert order.amount > 0
@ -2458,33 +2467,25 @@ def test_select_filled_orders(fee):
assert order.side == 'buy'
assert order.ft_order_side == 'buy'
assert order.status == 'closed'
orders = trades[0].select_filled_orders('sell')
assert orders is not None
assert len(orders) == 0
# closed buy order, and closed sell order
orders = trades[1].select_filled_orders('buy')
assert orders is not None
assert len(orders) == 1
orders = trades[1].select_filled_orders('sell')
assert orders is not None
assert isinstance(orders, list)
assert len(orders) == 1
# Has open buy order
orders = trades[3].select_filled_orders('buy')
assert orders is not None
assert isinstance(orders, list)
assert len(orders) == 0
orders = trades[3].select_filled_orders('sell')
assert orders is not None
assert isinstance(orders, list)
assert len(orders) == 0
# Open sell order
orders = trades[4].select_filled_orders('buy')
assert orders is not None
assert isinstance(orders, list)
assert len(orders) == 1
orders = trades[4].select_filled_orders('sell')
assert orders is not None
assert isinstance(orders, list)
assert len(orders) == 0

3
tests/rpc/test_rpc.py
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@ -362,9 +362,8 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
res = rpc._rpc_delete('2')
assert isinstance(res, dict)
assert cancel_mock.call_count == 1
assert stoploss_mock.call_count == 1
assert res['cancel_order_count'] == 2
assert res['cancel_order_count'] == 1
stoploss_mock = mocker.patch(f'{EXMS}.cancel_stoploss_order', side_effect=InvalidOrderException)

10
tests/rpc/test_rpc_apiserver.py
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@ -706,7 +706,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
assert len(trades) - 1 == len(Trade.session.scalars(select(Trade)).all())
rc = client_delete(client, f"{BASE_URI}/trades/2")
assert_response(rc)
assert rc.json()['result_msg'] == 'Deleted trade 2. Closed 2 open orders.'
assert rc.json()['result_msg'] == 'Deleted trade 2. Closed 1 open orders.'
assert len(trades) - 2 == len(Trade.session.scalars(select(Trade)).all())
assert stoploss_mock.call_count == 1
@ -841,7 +841,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
'profit_factor': 0.0, 'winrate': 0.0, 'expectancy': -0.0033695635,
'expectancy_ratio': -1.0, 'trading_volume': 91.074,
'expectancy_ratio': -1.0, 'trading_volume': 75.945,
}
),
(
@ -857,7 +857,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
'profit_factor': None, 'winrate': 1.0, 'expectancy': 0.0003695635,
'expectancy_ratio': 100, 'trading_volume': 91.074,
'expectancy_ratio': 100, 'trading_volume': 75.945,
}
),
(
@ -874,7 +874,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
'profit_factor': 0.02775724835771106, 'winrate': 0.5,
'expectancy': -0.0027145635000000003, 'expectancy_ratio': -0.48612137582114445,
'trading_volume': 91.074,
'trading_volume': 75.945,
}
)
])
@ -1122,7 +1122,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
assert_response(rc)
resp_values = rc.json()
assert len(resp_values) == 4
assert resp_values[0]['profit_abs'] is None
assert resp_values[0]['profit_abs'] == 0.0
def test_api_version(botclient):

6
tests/rpc/test_rpc_telegram.py
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@ -316,7 +316,7 @@ async def test_telegram_status_multi_entry(default_conf, update, mocker, fee) ->
create_mock_trades(fee)
trades = Trade.get_open_trades()
trade = trades[0]
trade = trades[3]
# Average may be empty on some exchanges
trade.orders[0].average = 0
trade.orders.append(Order(
@ -344,9 +344,9 @@ async def test_telegram_status_multi_entry(default_conf, update, mocker, fee) ->
await telegram._status(update=update, context=MagicMock())
assert msg_mock.call_count == 4
msg = msg_mock.call_args_list[0][0][0]
msg = msg_mock.call_args_list[3][0][0]
assert re.search(r'Number of Entries.*2', msg)
assert re.search(r'Number of Exits.*0', msg)
assert re.search(r'Number of Exits.*1', 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

24
tests/test_freqtradebot.py
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@ -28,9 +28,9 @@ 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)
from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, 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)
from tests.conftest_trades_usdt import mock_trade_usdt_4
@ -5353,8 +5353,8 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize("is_short,buy_calls,sell_calls", [
(False, 1, 2),
(True, 1, 2),
(False, 1, 1),
(True, 1, 1),
])
def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, limit_order_open,
is_short, buy_calls, sell_calls):
@ -5411,7 +5411,7 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
freqtrade.config['dry_run'] = False
freqtrade.startup_update_open_orders()
assert len(Order.get_open_orders()) == 3
assert len(Order.get_open_orders()) == 4
matching_buy_order = mock_order_4(is_short=is_short)
matching_buy_order.update({
'status': 'closed',
@ -5419,7 +5419,7 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
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
assert len(Order.get_open_orders()) == 3
caplog.clear()
mocker.patch(f'{EXMS}.fetch_order', side_effect=ExchangeError)
@ -5431,7 +5431,7 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
# Orders which are no longer found after X days should be assumed as canceled.
freqtrade.startup_update_open_orders()
assert log_has_re(r"Order is older than \d days.*", caplog)
assert hto_mock.call_count == 2
assert hto_mock.call_count == 3
assert hto_mock.call_args_list[0][0][0]['status'] == 'canceled'
assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled'
@ -5475,7 +5475,6 @@ def test_update_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_
side_effect=[
patch_with_fee(mock_order_2_sell(is_short=is_short)),
patch_with_fee(mock_order_3_sell(is_short=is_short)),
patch_with_fee(mock_order_1(is_short=is_short)),
patch_with_fee(mock_order_2(is_short=is_short)),
patch_with_fee(mock_order_3(is_short=is_short)),
patch_with_fee(mock_order_4(is_short=is_short)),
@ -5585,14 +5584,15 @@ def test_handle_insufficient_funds(mocker, default_conf_usdt, fee, is_short, cap
caplog.clear()
# No open order
trade = trades[0]
trade = trades[1]
reset_open_orders(trade)
assert not trade.has_open_orders
assert trade.stoploss_order_id is None
freqtrade.handle_insufficient_funds(trade)
order = mock_order_1(is_short=is_short)
assert log_has_re(r"Order Order(.*order_id=" + order['id'] + ".*) is no longer open.", caplog)
order = trade.orders[0]
assert log_has_re(r"Order Order(.*order_id=" + order.order_id + ".*) is no longer open.",
caplog)
assert mock_fo.call_count == 0
assert mock_uts.call_count == 0
# No change to orderid - as update_trade_state is mocked

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