Add test for backtesting _enter_trade

freqtrade/optimize/backtesting.py

@@ -22,8 +22,7 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.mixins import LoggingMixin
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
                                                  store_backtest_stats)
-from freqtrade.persistence import PairLocks, Trade
-from freqtrade.persistence.models import LocalTrade
+from freqtrade.persistence import LocalTrade, PairLocks, Trade
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -267,13 +266,13 @@ class Backtesting:
 
         return None
 
-    def _enter_trade(self, pair: str, row, max_open_trades: int,
+    def _enter_trade(self, pair: str, row: List, max_open_trades: int,
                      open_trade_count: int) -> Optional[LocalTrade]:
         try:
             stake_amount = self.wallets.get_trade_stake_amount(
                 pair, max_open_trades - open_trade_count, None)
         except DependencyException:
-            stake_amount = 0
+            return None
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # print(f"{pair}, {stake_amount}")

tests/data/test_btanalysis.py

@@ -301,7 +301,6 @@ def test_calculate_csum(testdatadir):
     assert csum_min1 == csum_min + 5
     assert csum_max1 == csum_max + 5
 
-
     with pytest.raises(ValueError, match='Trade dataframe empty.'):
         csum_min, csum_max = calculate_csum(DataFrame())
 

tests/optimize/test_backtesting.py

@@ -17,8 +17,9 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
 from freqtrade.strategy.interface import SellType
@@ -447,6 +448,44 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
         Backtesting(default_conf)
 
 
+def test_backtest__enter_trade(default_conf, fee, mocker, testdatadir) -> None:
+    default_conf['ask_strategy']['use_sell_signal'] = False
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    patch_exchange(mocker)
+    default_conf['stake_amount'] = 'unlimited'
+    backtesting = Backtesting(default_conf)
+    pair = 'UNITTEST/BTC'
+    row = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
+        1,  # Sell
+        0.001,  # Open
+        0.0011,  # Close
+        0,  # Sell
+        0.00099,  # Low
+        0.0012,  # High
+    ]
+    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=0)
+    assert isinstance(trade, LocalTrade)
+    assert trade.stake_amount == 495
+
+    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=2)
+    assert trade is None
+
+    # Stake-amount too high!
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
+
+    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=0)
+    assert trade is None
+
+    # Stake-amount too high!
+    mocker.patch("freqtrade.wallets.Wallets.get_trade_stake_amount",
+                 side_effect=DependencyException)
+
+    trade = backtesting._enter_trade(pair, row=row, max_open_trades=2, open_trade_count=0)
+    assert trade is None
+
+
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)

tests/test_persistence.py

@@ -1,12 +1,11 @@
 # pragma pylint: disable=missing-docstring, C0103
-from types import FunctionType
 import logging
+from types import FunctionType
 from unittest.mock import MagicMock
 
 import arrow
 import pytest
 from sqlalchemy import create_engine
-from sqlalchemy.sql.schema import Column
 
 from freqtrade import constants
 from freqtrade.exceptions import DependencyException, OperationalException