def test_CooldownPeriod(mocker, default_conf, fee, caplog):
default_conf['protections'] = [{
"method": "CooldownPeriod",
"stop_duration": 60,
}]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
message = r"Trading stopped due to .*"
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30,
))
assert not freqtrade.protections.global_stop()
assert freqtrade.protections.stop_per_pair('XRP/BTC')
assert PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
min_ago_open=205, min_ago_close=35,
))
assert not freqtrade.protections.global_stop()
assert not PairLocks.is_pair_locked('ETH/BTC')
assert freqtrade.protections.stop_per_pair('ETH/BTC')
assert PairLocks.is_pair_locked('ETH/BTC')
assert not PairLocks.is_global_lock()
def test_LowProfitPairs(mocker, default_conf, fee, caplog):
default_conf['protections'] = [{
"method": "LowProfitPairs",
"lookback_period": 400,
"stop_duration": 60,
"trade_limit": 2,
"required_profit": 0.0,
}]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
message = r"Trading stopped due to .*"
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=800, min_ago_close=450, profit_rate=0.9,
))
# Not locked with 1 trade
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=120, profit_rate=0.9,
))
# Not locked with 1 trade (first trade is outside of lookback_period)
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
# Add positive trade
Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=1.15,
))
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=110, min_ago_close=20, profit_rate=0.8,
))
# Locks due to 2nd trade
assert not freqtrade.protections.global_stop()
assert freqtrade.protections.stop_per_pair('XRP/BTC')
assert PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
def test_stoploss_guard(mocker, default_conf, fee, caplog):
default_conf['protections'] = [{
"method": "StoplossGuard",
"lookback_period": 60,
"stop_duration": 40,
"trade_limit": 3
}]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
message = r"Trading stopped due to .*"
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30,
))
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
# This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade(
'BCH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100,
))
Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30,
))
# 3 Trades closed - but the 2nd has been closed too long ago.
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
'LTC/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30,
))
assert freqtrade.protections.global_stop()
assert log_has_re(message, caplog)
assert PairLocks.is_global_lock()
# Test 5m after lock-period - this should try and relock the pair, but end-time
# should be the previous end-time
end_time = PairLocks.get_pair_longest_lock('*').lock_end_time + timedelta(minutes=5)
assert freqtrade.protections.global_stop(end_time)
assert not PairLocks.is_global_lock(end_time)
def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair):
default_conf['protections'] = [{
"method": "StoplossGuard",
"lookback_period": 60,
"trade_limit": 2,
"stop_duration": 60,
"only_per_pair": only_per_pair
}]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
message = r"Trading stopped due to .*"
pair = 'XRP/BTC'
assert not freqtrade.protections.stop_per_pair(pair)
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
Trade.query.session.add(generate_mock_trade(
pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, profit_rate=0.9,
))
assert not freqtrade.protections.stop_per_pair(pair)
assert not freqtrade.protections.global_stop()
assert not log_has_re(message, caplog)
caplog.clear()
# This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade(
pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, profit_rate=0.9,
))
# Trade does not count for per pair stop as it's the wrong pair.
Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30, profit_rate=0.9,
))
# 3 Trades closed - but the 2nd has been closed too long ago.
assert not freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
if not only_per_pair:
assert log_has_re(message, caplog)
else:
assert not log_has_re(message, caplog)
caplog.clear()
# 2nd Trade that counts with correct pair
Trade.query.session.add(generate_mock_trade(
pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, profit_rate=0.9,
))
assert freqtrade.protections.stop_per_pair(pair)
assert freqtrade.protections.global_stop() != only_per_pair
assert PairLocks.is_pair_locked(pair)
assert PairLocks.is_global_lock() != only_per_pair
def global_stop(self, now: Optional[datetime] = None) -> Optional[PairLock]:
if not now:
now = datetime.now(timezone.utc)
result = None
for protection_handler in self._protection_handlers:
if protection_handler.has_global_stop:
lock, until, reason = protection_handler.global_stop(now)
# Early stopping - first positive result blocks further trades
if lock and until:
if not PairLocks.is_global_lock(until):
result = PairLocks.lock_pair('*', until, reason, now=now)
return result
def test_MaxDrawdown(mocker, default_conf, fee, caplog):
default_conf['protections'] = [{
"method": "MaxDrawdown",
"lookback_period": 1000,
"stop_duration": 60,
"trade_limit": 3,
"max_allowed_drawdown": 0.15
}]
freqtrade = get_patched_freqtradebot(mocker, default_conf)
message = r"Trading stopped due to Max.*"
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
caplog.clear()
Trade.session.add(
generate_mock_trade(
'XRP/BTC',
fee.return_value,
False,
sell_reason=SellType.STOP_LOSS.value,
min_ago_open=1000,
min_ago_close=900,
profit_rate=1.1,
))
Trade.session.add(
generate_mock_trade(
'ETH/BTC',
fee.return_value,
False,
sell_reason=SellType.STOP_LOSS.value,
min_ago_open=1000,
min_ago_close=900,
profit_rate=1.1,
))
Trade.session.add(
generate_mock_trade(
'NEO/BTC',
fee.return_value,
False,
sell_reason=SellType.STOP_LOSS.value,
min_ago_open=1000,
min_ago_close=900,
profit_rate=1.1,
))
# No losing trade yet ... so max_drawdown will raise exception
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
Trade.session.add(
generate_mock_trade(
'XRP/BTC',
fee.return_value,
False,
sell_reason=SellType.STOP_LOSS.value,
min_ago_open=500,
min_ago_close=400,
profit_rate=0.9,
))
# Not locked with one trade
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
Trade.session.add(
generate_mock_trade(
'XRP/BTC',
fee.return_value,
False,
sell_reason=SellType.STOP_LOSS.value,
min_ago_open=1200,
min_ago_close=1100,
profit_rate=0.5,
))
# Not locked with 1 trade (2nd trade is outside of lookback_period)
assert not freqtrade.protections.global_stop()
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC')
assert not PairLocks.is_global_lock()
assert not log_has_re(message, caplog)
# Winning trade ... (should not lock, does not change drawdown!)
Trade.session.add(
generate_mock_trade(
'XRP/BTC',
fee.return_value,
False,
sell_reason=SellType.ROI.value,
min_ago_open=320,
min_ago_close=410,
profit_rate=1.5,
))
assert not freqtrade.protections.global_stop()
assert not PairLocks.is_global_lock()
caplog.clear()
# Add additional negative trade, causing a loss of > 15%
Trade.session.add(
generate_mock_trade(
'XRP/BTC',
fee.return_value,
False,
sell_reason=SellType.ROI.value,
min_ago_open=20,
min_ago_close=10,
profit_rate=0.8,
))
assert not freqtrade.protections.stop_per_pair('XRP/BTC')
# local lock not supported
assert not PairLocks.is_pair_locked('XRP/BTC')
assert freqtrade.protections.global_stop()
assert PairLocks.is_global_lock()
assert log_has_re(message, caplog)
def test_PairLocks(use_db):
PairLocks.timeframe = '5m'
# No lock should be present
if use_db:
assert len(PairLock.query.all()) == 0
else:
PairLocks.use_db = False
assert PairLocks.use_db == use_db
pair = 'ETH/BTC'
assert not PairLocks.is_pair_locked(pair)
PairLocks.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
# ETH/BTC locked for 4 minutes
assert PairLocks.is_pair_locked(pair)
# XRP/BTC should not be locked now
pair = 'XRP/BTC'
assert not PairLocks.is_pair_locked(pair)
# Unlocking a pair that's not locked should not raise an error
PairLocks.unlock_pair(pair)
PairLocks.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
assert PairLocks.is_pair_locked(pair)
# Get both locks from above
locks = PairLocks.get_pair_locks(None)
assert len(locks) == 2
# Unlock original pair
pair = 'ETH/BTC'
PairLocks.unlock_pair(pair)
assert not PairLocks.is_pair_locked(pair)
assert not PairLocks.is_global_lock()
pair = 'BTC/USDT'
# Lock until 14:30
lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
PairLocks.lock_pair(pair, lock_time)
assert not PairLocks.is_pair_locked(pair)
assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-10))
assert not PairLocks.is_global_lock(lock_time + timedelta(minutes=-10))
assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
assert not PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
# Should not be locked after time expired
assert not PairLocks.is_pair_locked(pair,
lock_time + timedelta(minutes=10))
locks = PairLocks.get_pair_locks(pair, lock_time + timedelta(minutes=-2))
assert len(locks) == 1
assert 'PairLock' in str(locks[0])
# Unlock all
PairLocks.unlock_pair(pair, lock_time + timedelta(minutes=-2))
assert not PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
# Global lock
PairLocks.lock_pair('*', lock_time)
assert PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
# Global lock also locks every pair seperately
assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
assert PairLocks.is_pair_locked('XRP/USDT',
lock_time + timedelta(minutes=-50))
if use_db:
assert len(PairLock.query.all()) > 0
else:
# Nothing was pushed to the database
assert len(PairLock.query.all()) == 0
# Reset use-db variable
PairLocks.use_db = True