Beispiel #1
0
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
                                     ticker_sell_up, limit_buy_order,
                                     limit_sell_order):
    mocker.patch.multiple(
        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
        get_price=MagicMock(return_value={'bitcoin': {
            'usd': 15000.0
        }}),
    )
    mocker.patch(
        'freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
        return_value=15000.0)
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        fetch_ticker=ticker,
        get_fee=fee,
    )

    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
    patch_get_signal(freqtradebot)
    stake_currency = default_conf['stake_currency']
    fiat_display_currency = default_conf['fiat_display_currency']

    rpc = RPC(freqtradebot)

    # Create some test data
    freqtradebot.enter_positions()
    trade = Trade.query.first()
    # Simulate fulfilled LIMIT_BUY order for trade
    oobj = Order.parse_from_ccxt_object(limit_buy_order,
                                        limit_buy_order['symbol'], 'buy')
    trade.update_trade(oobj)
    # Update the ticker with a market going up
    mocker.patch.multiple('freqtrade.exchange.Exchange',
                          fetch_ticker=ticker_sell_up,
                          get_fee=fee)
    oobj = Order.parse_from_ccxt_object(limit_sell_order,
                                        limit_sell_order['symbol'], 'sell')
    trade.update_trade(oobj)
    trade.close_date = datetime.utcnow()
    trade.is_open = False

    for trade in Trade.query.order_by(Trade.id).all():
        trade.open_rate = None

    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert prec_satoshi(stats['profit_closed_coin'], 0)
    assert prec_satoshi(stats['profit_closed_percent_mean'], 0)
    assert prec_satoshi(stats['profit_closed_fiat'], 0)
    assert prec_satoshi(stats['profit_all_coin'], 0)
    assert prec_satoshi(stats['profit_all_percent_mean'], 0)
    assert prec_satoshi(stats['profit_all_fiat'], 0)
    assert stats['trade_count'] == 1
    assert stats['first_trade_date'] == 'just now'
    assert stats['latest_trade_date'] == 'just now'
    assert stats['avg_duration'] == '0:00:00'
    assert stats['best_pair'] == 'ETH/BTC'
    assert prec_satoshi(stats['best_rate'], 6.2)
Beispiel #2
0
def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
                                     ticker_sell_up, limit_buy_order, limit_sell_order):
    patch_exchange(mocker)
    mocker.patch.multiple(
        'freqtrade.rpc.fiat_convert.Market',
        ticker=MagicMock(return_value={'price_usd': 15000.0}),
    )
    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
                 return_value=15000.0)
    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        get_ticker=ticker,
        get_fee=fee,
        markets=PropertyMock(return_value=markets)
    )

    freqtradebot = FreqtradeBot(default_conf)
    patch_get_signal(freqtradebot, (True, False))
    stake_currency = default_conf['stake_currency']
    fiat_display_currency = default_conf['fiat_display_currency']

    rpc = RPC(freqtradebot)

    # Create some test data
    freqtradebot.create_trades()
    trade = Trade.query.first()
    # Simulate fulfilled LIMIT_BUY order for trade
    trade.update(limit_buy_order)
    # Update the ticker with a market going up
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        get_ticker=ticker_sell_up,
        get_fee=fee
    )
    trade.update(limit_sell_order)
    trade.close_date = datetime.utcnow()
    trade.is_open = False

    for trade in Trade.query.order_by(Trade.id).all():
        trade.open_rate = None

    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert prec_satoshi(stats['profit_closed_coin'], 0)
    assert prec_satoshi(stats['profit_closed_percent'], 0)
    assert prec_satoshi(stats['profit_closed_fiat'], 0)
    assert prec_satoshi(stats['profit_all_coin'], 0)
    assert prec_satoshi(stats['profit_all_percent'], 0)
    assert prec_satoshi(stats['profit_all_fiat'], 0)
    assert stats['trade_count'] == 1
    assert stats['first_trade_date'] == 'just now'
    assert stats['latest_trade_date'] == 'just now'
    assert stats['avg_duration'] == '0:00:00'
    assert stats['best_pair'] == 'ETH/BTC'
    assert prec_satoshi(stats['best_rate'], 6.2)
Beispiel #3
0
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
                              limit_buy_order, limit_sell_order,
                              mocker) -> None:
    mocker.patch.multiple(
        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
        get_price=MagicMock(return_value={'bitcoin': {
            'usd': 15000.0
        }}),
    )
    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',
        fetch_ticker=ticker,
        get_fee=fee,
    )

    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
    patch_get_signal(freqtradebot, (True, False))
    stake_currency = default_conf['stake_currency']
    fiat_display_currency = default_conf['fiat_display_currency']

    rpc = RPC(freqtradebot)
    rpc._fiat_converter = CryptoToFiatConverter()

    res = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert res['trade_count'] == 0
    assert res['first_trade_date'] == ''
    assert res['first_trade_timestamp'] == 0
    assert res['latest_trade_date'] == ''
    assert res['latest_trade_timestamp'] == 0

    # Create some test data
    freqtradebot.enter_positions()
    trade = Trade.query.first()
    # Simulate fulfilled LIMIT_BUY order for trade
    trade.update(limit_buy_order)

    # Update the ticker with a market going up
    mocker.patch.multiple('freqtrade.exchange.Exchange',
                          fetch_ticker=ticker_sell_up)
    trade.update(limit_sell_order)
    trade.close_date = datetime.utcnow()
    trade.is_open = False

    freqtradebot.enter_positions()
    trade = Trade.query.first()
    # Simulate fulfilled LIMIT_BUY order for trade
    trade.update(limit_buy_order)

    # Update the ticker with a market going up
    mocker.patch.multiple('freqtrade.exchange.Exchange',
                          fetch_ticker=ticker_sell_up)
    trade.update(limit_sell_order)
    trade.close_date = datetime.utcnow()
    trade.is_open = False

    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
    assert prec_satoshi(stats['profit_closed_percent'], 6.2)
    assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
    assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
    assert prec_satoshi(stats['profit_all_percent'], 2.89)
    assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
    assert stats['trade_count'] == 2
    assert stats['first_trade_date'] == 'just now'
    assert stats['latest_trade_date'] == 'just now'
    assert stats['avg_duration'] == '0:00:00'
    assert stats['best_pair'] == 'ETH/BTC'
    assert prec_satoshi(stats['best_rate'], 6.2)

    # Test non-available pair
    mocker.patch(
        'freqtrade.freqtradebot.FreqtradeBot.get_sell_rate',
        MagicMock(
            side_effect=DependencyException("Pair 'ETH/BTC' not available")))
    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert stats['trade_count'] == 2
    assert stats['first_trade_date'] == 'just now'
    assert stats['latest_trade_date'] == 'just now'
    assert stats['avg_duration'] == '0:00:00'
    assert stats['best_pair'] == 'ETH/BTC'
    assert prec_satoshi(stats['best_rate'], 6.2)
    assert isnan(stats['profit_all_coin'])
Beispiel #4
0
def profit(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
    return rpc._rpc_trade_statistics(config['stake_currency'],
                                     config.get('fiat_display_currency'))
Beispiel #5
0
def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
                              limit_buy_order, limit_sell_order, markets, mocker) -> None:
    mocker.patch.multiple(
        'freqtrade.rpc.fiat_convert.Market',
        ticker=MagicMock(return_value={'price_usd': 15000.0}),
    )
    patch_exchange(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',
        get_ticker=ticker,
        get_fee=fee,
        markets=PropertyMock(return_value=markets)
    )

    freqtradebot = FreqtradeBot(default_conf)
    patch_get_signal(freqtradebot, (True, False))
    stake_currency = default_conf['stake_currency']
    fiat_display_currency = default_conf['fiat_display_currency']

    rpc = RPC(freqtradebot)
    rpc._fiat_converter = CryptoToFiatConverter()

    with pytest.raises(RPCException, match=r'.*no closed trade*'):
        rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)

    # Create some test data
    freqtradebot.create_trades()
    trade = Trade.query.first()
    # Simulate fulfilled LIMIT_BUY order for trade
    trade.update(limit_buy_order)

    # Update the ticker with a market going up
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        get_ticker=ticker_sell_up
    )
    trade.update(limit_sell_order)
    trade.close_date = datetime.utcnow()
    trade.is_open = False

    freqtradebot.create_trades()
    trade = Trade.query.first()
    # Simulate fulfilled LIMIT_BUY order for trade
    trade.update(limit_buy_order)

    # Update the ticker with a market going up
    mocker.patch.multiple(
        'freqtrade.exchange.Exchange',
        get_ticker=ticker_sell_up
    )
    trade.update(limit_sell_order)
    trade.close_date = datetime.utcnow()
    trade.is_open = False

    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
    assert prec_satoshi(stats['profit_closed_percent'], 6.2)
    assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
    assert prec_satoshi(stats['profit_all_coin'], 5.632e-05)
    assert prec_satoshi(stats['profit_all_percent'], 2.81)
    assert prec_satoshi(stats['profit_all_fiat'], 0.8448)
    assert stats['trade_count'] == 2
    assert stats['first_trade_date'] == 'just now'
    assert stats['latest_trade_date'] == 'just now'
    assert stats['avg_duration'] == '0:00:00'
    assert stats['best_pair'] == 'ETH/BTC'
    assert prec_satoshi(stats['best_rate'], 6.2)

    # Test non-available pair
    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
    # invalidate ticker cache
    rpc._freqtrade.exchange._cached_ticker = {}
    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
    assert stats['trade_count'] == 2
    assert stats['first_trade_date'] == 'just now'
    assert stats['latest_trade_date'] == 'just now'
    assert stats['avg_duration'] == '0:00:00'
    assert stats['best_pair'] == 'ETH/BTC'
    assert prec_satoshi(stats['best_rate'], 6.2)
    assert isnan(stats['profit_all_coin'])