def test_stoploss(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
}
))
assert edge.stoploss('E/F') == -0.01
def patch_edge(mocker) -> None:
# "ETH/BTC",
# "LTC/BTC",
# "XRP/BTC",
# "NEO/BTC"
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'NEO/BTC': PairInfo(-0.20, 0.66, 3.71, 0.50, 1.71, 10, 25),
'LTC/BTC': PairInfo(-0.21, 0.66, 3.71, 0.50, 1.71, 11, 20),
}
))
mocker.patch('freqtrade.edge.Edge.calculate', MagicMock(return_value=True))
def test_adjust(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
}
))
pairs = ['A/B', 'C/D', 'E/F', 'G/H']
assert(edge.adjust(pairs) == ['E/F', 'C/D'])
def test_edge_stake_amount(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
}
))
assert edge._capital_ratio == 0.5
assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
capital_in_trade=25) == 31.25
assert edge.stake_amount('E/F', free_capital=20, total_capital=100,
capital_in_trade=25) == 20
assert edge.stake_amount('E/F', free_capital=0, total_capital=100,
capital_in_trade=25) == 0
# Test with increased allowed_risk
# Result should be no more than allowed capital
edge._allowed_risk = 0.4
edge._capital_ratio = 0.5
assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
capital_in_trade=25) == 62.5
assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
capital_in_trade=0) == 50
edge._capital_ratio = 1
# Full capital is available
assert edge.stake_amount('E/F', free_capital=100, total_capital=100,
capital_in_trade=0) == 100
# Full capital is available
assert edge.stake_amount('E/F', free_capital=0, total_capital=100,
capital_in_trade=0) == 0
def test_generate_edge_table():
results = {}
results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
assert generate_edge_table(results).count('+') == 7
assert generate_edge_table(results).count('| ETH/BTC |') == 1
assert generate_edge_table(results).count(
'| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1
def test_generate_edge_table(edge_conf, mocker):
results = {}
results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
assert generate_edge_table(results).count(':|') == 7
assert generate_edge_table(results).count('| ETH/BTC |') == 1
assert generate_edge_table(results).count(
'| risk reward ratio | required risk reward | expectancy |') == 1
def test_nonexisting_stake_amount(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.11, 0.66, 3.71, 0.50, 1.71, 10, 60),
}
))
# should use strategy stoploss
assert edge.stake_amount('N/O', 1, 2, 1) == 0.15
def test_generate_edge_table(edge_conf, mocker):
patch_exchange(mocker)
edge_cli = EdgeCli(edge_conf)
results = {}
results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
assert edge_cli._generate_edge_table(results).count(':|') == 7
assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
assert edge_cli._generate_edge_table(results).count(
'| risk reward ratio | required risk reward | expectancy |') == 1
def test_rpc_edge_enabled(mocker, edge_conf) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
}
))
freqtradebot = get_patched_freqtradebot(mocker, edge_conf)
rpc = RPC(freqtradebot)
ret = rpc._rpc_edge()
assert len(ret) == 1
assert ret[0]['Pair'] == 'E/F'
assert ret[0]['Winrate'] == 0.66
assert ret[0]['Expectancy'] == 1.71
assert ret[0]['Stoploss'] == -0.02
def test_edge_enabled(edge_conf, update, mocker) -> None:
msg_mock = MagicMock()
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
}
))
mocker.patch.multiple(
'freqtrade.rpc.telegram.Telegram',
_init=MagicMock(),
_send_msg=msg_mock
)
freqtradebot = get_patched_freqtradebot(mocker, edge_conf)
telegram = Telegram(freqtradebot)
telegram._edge(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert '<b>Edge only validated following pairs:</b>\n<pre>' in msg_mock.call_args_list[0][0][0]
assert 'Pair Winrate Expectancy Stoploss' in msg_mock.call_args_list[0][0][0]
def test_stake_amount(mocker, edge_conf):
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
}
))
free = 100
total = 100
in_trade = 25
assert edge.stake_amount('E/F', free, total, in_trade) == 31.25
free = 20
total = 100
in_trade = 25
assert edge.stake_amount('E/F', free, total, in_trade) == 20
free = 0
total = 100
in_trade = 25
assert edge.stake_amount('E/F', free, total, in_trade) == 0
