def test_api_backtesting(botclient, mocker, fee, caplog):
ftbot, client = botclient
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
# Backtesting not started yet
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_started'
assert not result['running']
assert result['status_msg'] == 'Backtest not yet executed'
assert result['progress'] == 0
# Reset backtesting
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
# start backtesting
data = {
"strategy": "DefaultStrategy",
"timeframe": "5m",
"timerange": "20180110-20180111",
"max_open_trades": 3,
"stake_amount": 100,
"dry_run_wallet": 1000,
"enable_protections": False
}
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['progress'] == 0
assert result['running']
assert result['status_msg'] == 'Backtest started'
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'ended'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
assert result['progress'] == 1
assert result['backtest_result']
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'not_running'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Simulate running backtest
ApiServer._bgtask_running = True
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
assert result['status'] == 'stopping'
assert not result['running']
assert result['status_msg'] == 'Backtest ended'
# Get running backtest...
rc = client_get(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
assert result['running']
assert result['step'] == "backtest"
assert result['status_msg'] == "Backtest running"
# Try delete with task still running
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'running'
# Post to backtest that's still running
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert_response(rc, 502)
result = rc.json()
assert 'Bot Background task already running' in result['error']
ApiServer._bgtask_running = False
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
side_effect=DependencyException())
rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
assert log_has("Backtesting caused an error: ", caplog)
# Delete backtesting to avoid leakage since the backtest-object may stick around.
rc = client_delete(client, f"{BASE_URI}/backtest")
assert_response(rc)
result = rc.json()
assert result['status'] == 'reset'
assert not result['running']
assert result['status_msg'] == 'Backtest reset'
def test_api_run(default_conf, mocker, caplog):
default_conf.update({
"api_server": {
"enabled": True,
"listen_ip_address": "127.0.0.1",
"listen_port": 8080,
"username": "******",
"password": "******",
}
})
mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
server_mock = MagicMock()
mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer',
server_mock)
apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)),
default_conf)
assert server_mock.call_count == 1
assert apiserver._config == default_conf
apiserver.start_api()
assert server_mock.call_count == 2
assert server_mock.call_args_list[0][0][0].host == "127.0.0.1"
assert server_mock.call_args_list[0][0][0].port == 8080
assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog)
assert log_has("Starting Local Rest Server.", caplog)
# Test binding to public
caplog.clear()
server_mock.reset_mock()
apiserver._config.update({
"api_server": {
"enabled": True,
"listen_ip_address": "0.0.0.0",
"listen_port": 8089,
"password": "",
}
})
apiserver.start_api()
assert server_mock.call_count == 1
assert server_mock.call_args_list[0][0][0].host == "0.0.0.0"
assert server_mock.call_args_list[0][0][0].port == 8089
assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog)
assert log_has("Starting Local Rest Server.", caplog)
assert log_has(
"SECURITY WARNING - Local Rest Server listening to external connections",
caplog)
assert log_has(
"SECURITY WARNING - This is insecure please set to your loopback,"
"e.g 127.0.0.1 in config.json", caplog)
assert log_has(
"SECURITY WARNING - No password for local REST Server defined. "
"Please make sure that this is intentional!", caplog)
assert log_has_re(
"SECURITY WARNING - `jwt_secret_key` seems to be default.*", caplog)
# Test crashing API server
caplog.clear()
mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer',
MagicMock(side_effect=Exception))
apiserver.start_api()
assert log_has("Api server failed to start.", caplog)
def test_migrate_mid_state(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee_open FLOAT NOT NULL,
fee_close FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
open_rate, stake_amount, amount, open_date)
VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine',
lambda *args, **kwargs: engine)
# Create table using the old format
engine.execute(create_table_old)
engine.execute(insert_table_old)
# Run init to test migration
init(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.open_trade_price == trade._calc_open_trade_price()
assert log_has("trying trades_bak0", caplog)
assert log_has(
"Running database migration for trades - backup: trades_bak0", caplog)
def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets,
tickers, ohlcv_history, pairlists,
base_currency, whitelist_result,
caplog) -> None:
whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
ohlcv_data = {
('ETH/BTC', '1d'): ohlcv_history,
('TKN/BTC', '1d'): ohlcv_history,
('LTC/BTC', '1d'): ohlcv_history,
('XRP/BTC', '1d'): ohlcv_history,
('HOT/BTC', '1d'): ohlcv_history,
}
mocker.patch('freqtrade.exchange.Exchange.exchange_has',
MagicMock(return_value=True))
if whitelist_result == 'static_in_the_middle':
with pytest.raises(
OperationalException,
match=r"StaticPairList can only be used in the first position "
r"in the list of Pairlist Handlers."):
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
return
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
mocker.patch.multiple('freqtrade.exchange.Exchange',
get_tickers=tickers,
markets=PropertyMock(return_value=shitcoinmarkets))
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
)
# Provide for PerformanceFilter's dependency
mocker.patch.multiple('freqtrade.persistence.Trade',
get_overall_performance=MagicMock(return_value=[]))
# Set whitelist_result to None if pairlist is invalid and should produce exception
if whitelist_result == 'filter_at_the_beginning':
with pytest.raises(
OperationalException,
match=
r"This Pairlist Handler should not be used at the first position "
r"in the list of Pairlist Handlers."):
freqtrade.pairlists.refresh_pairlist()
else:
freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist
assert isinstance(whitelist, list)
# Verify length of pairlist matches (used for ShuffleFilter without seed)
if type(whitelist_result) is list:
assert whitelist == whitelist_result
else:
len(whitelist) == whitelist_result
for pairlist in pairlists:
if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
len(ohlcv_history) <= pairlist['min_days_listed']:
assert log_has_re(
r'^Removed .* from whitelist, because age .* is less than '
r'.* day.*', caplog)
if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
assert log_has_re(
r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog)
if pairlist['method'] == 'PriceFilter' and whitelist_result:
assert (
log_has_re(
r'^Removed .* from whitelist, because 1 unit is .*%$',
caplog) or log_has_re(
r'^Removed .* from whitelist, '
r'because last price < .*%$', caplog)
or log_has_re(
r'^Removed .* from whitelist, '
r'because last price > .*%$', caplog)
or log_has_re(
r"^Removed .* from whitelist, because ticker\['last'\] "
r"is empty.*", caplog))
if pairlist['method'] == 'VolumePairList':
logmsg = (
"DEPRECATED: using any key other than quoteVolume for "
"VolumePairList is deprecated.")
if pairlist['sort_key'] != 'quoteVolume':
assert log_has(logmsg, caplog)
else:
assert not log_has(logmsg, caplog)
def test_download_trades_history(trades_history, mocker, default_conf,
testdatadir, caplog) -> None:
ght_mock = MagicMock(
side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', ght_mock)
exchange = get_patched_exchange(mocker, default_conf)
file1 = testdatadir / 'ETH_BTC-trades.json.gz'
data_handler = get_datahandler(testdatadir, data_format='jsongz')
_backup_file(file1)
assert not file1.is_file()
assert _download_trades_history(data_handler=data_handler,
exchange=exchange,
pair='ETH/BTC')
assert log_has("New Amount of trades: 5", caplog)
assert file1.is_file()
ght_mock.reset_mock()
since_time = int(trades_history[-3][0] // 1000)
since_time2 = int(trades_history[-1][0] // 1000)
timerange = TimeRange('date', None, since_time, 0)
assert _download_trades_history(data_handler=data_handler,
exchange=exchange,
pair='ETH/BTC',
timerange=timerange)
assert ght_mock.call_count == 1
# Check this in seconds - since we had to convert to seconds above too.
assert int(ght_mock.call_args_list[0][1]['since'] //
1000) == since_time2 - 5
assert ght_mock.call_args_list[0][1]['from_id'] is not None
# clean files freshly downloaded
_clean_test_file(file1)
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
MagicMock(side_effect=ValueError))
assert not _download_trades_history(
data_handler=data_handler, exchange=exchange, pair='ETH/BTC')
assert log_has_re(
'Failed to download historic trades for pair: "ETH/BTC".*', caplog)
file2 = testdatadir / 'XRP_ETH-trades.json.gz'
_backup_file(file2, True)
ght_mock.reset_mock()
mocker.patch('freqtrade.exchange.Exchange.get_historic_trades', ght_mock)
# Since before first start date
since_time = int(trades_history[0][0] // 1000) - 500
timerange = TimeRange('date', None, since_time, 0)
assert _download_trades_history(data_handler=data_handler,
exchange=exchange,
pair='XRP/ETH',
timerange=timerange)
assert ght_mock.call_count == 1
assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time
assert ght_mock.call_args_list[0][1]['from_id'] is None
assert log_has_re(
r'Start earlier than available data. Redownloading trades for.*',
caplog)
_clean_test_file(file2)
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
stop_loss FLOAT,
initial_stop_loss FLOAT,
max_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
stoploss_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
open_order_id, stoploss_order_id)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine',
lambda *args, **kwargs: engine)
# Create table using the old format
engine.execute(create_table_old)
engine.execute("create index ix_trades_is_open on trades(is_open)")
engine.execute("create index ix_trades_pair on trades(pair)")
engine.execute(insert_table_old)
# fake previous backup
engine.execute("create table trades_bak as select * from trades")
engine.execute("create table trades_bak1 as select * from trades")
# Run init to test migration
init(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has(
"Running database migration for trades - backup: trades_bak2", caplog)
assert trade.open_trade_price == trade._calc_open_trade_price()
assert trade.close_profit_abs is None
assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
def test_setup_bt_configuration_with_arguments(mocker, default_conf,
caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.configuration.configuration.create_datadir',
lambda c, x: x)
args = [
'backtesting',
'--config',
'config.json',
'--strategy',
'DefaultStrategy',
'--datadir',
'/foo/bar',
'--ticker-interval',
'1m',
'--enable-position-stacking',
'--disable-max-market-positions',
'--timerange',
':100',
'--export',
'/bar/foo',
'--export-filename',
'foo_bar.json',
'--fee',
'0',
]
config = setup_configuration(get_args(args), RunMode.BACKTEST)
assert 'max_open_trades' in config
assert 'stake_currency' in config
assert 'stake_amount' in config
assert 'exchange' in config
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert config['runmode'] == RunMode.BACKTEST
assert log_has('Using data directory: {} ...'.format(config['datadir']),
caplog)
assert 'ticker_interval' in config
assert log_has(
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
caplog)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...',
caplog)
assert log_has('max_open_trades set to unlimited ...', caplog)
assert 'timerange' in config
assert log_has(
'Parameter --timerange detected: {} ...'.format(config['timerange']),
caplog)
assert 'export' in config
assert log_has(
'Parameter --export detected: {} ...'.format(config['export']), caplog)
assert 'exportfilename' in config
assert log_has(
'Storing backtest results to {} ...'.format(config['exportfilename']),
caplog)
assert 'fee' in config
assert log_has(
'Parameter --fee detected, setting fee to: {} ...'.format(
config['fee']), caplog)
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
return _load_pair_as_ticks(pair, timeframe)
api_mock = MagicMock()
api_mock.fetch_ohlcv = load_pairs
patch_exchange(mocker, api_mock)
backtestmock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
backtestmock)
gen_table_mock = MagicMock()
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table',
gen_table_mock)
gen_strattable_mock = MagicMock()
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
gen_strattable_mock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config',
'config.json',
'--datadir',
str(testdatadir),
'--strategy-path',
str(Path(__file__).parents[2] / 'freqtrade/templates'),
'--ticker-interval',
'1m',
'--timerange',
'1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'SampleStrategy',
]
args = get_args(args)
start_backtesting(args)
# 2 backtests, 4 tables
assert backtestmock.call_count == 2
assert gen_table_mock.call_count == 4
assert gen_strattable_mock.call_count == 1
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14T20:57:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy SampleStrategy',
]
for line in exists:
assert log_has(line, caplog)
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
default_conf['ask_strategy'].update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
patch_exchange(mocker)
backtestmock = MagicMock(
return_value={
'results': pd.DataFrame(columns=BT_DATA_COLUMNS),
'config': default_conf,
'locks': [],
'final_balance': 1000,
})
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
backtestmock)
text_table_mock = MagicMock()
sell_reason_mock = MagicMock()
strattable_mock = MagicMock()
strat_summary = MagicMock()
mocker.patch.multiple(
'freqtrade.optimize.optimize_reports',
text_table_bt_results=text_table_mock,
text_table_strategy=strattable_mock,
generate_pair_metrics=MagicMock(),
generate_sell_reason_stats=sell_reason_mock,
generate_strategy_comparison=strat_summary,
generate_daily_stats=MagicMock(),
)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config',
'config.json',
'--datadir',
str(testdatadir),
'--strategy-path',
str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe',
'1m',
'--timerange',
'1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategyLegacy',
]
args = get_args(args)
start_backtesting(args)
# 2 backtests, 4 tables
assert backtestmock.call_count == 2
assert text_table_mock.call_count == 4
assert strattable_mock.call_count == 1
assert sell_reason_mock.call_count == 2
assert strat_summary.call_count == 1
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy',
]
for line in exists:
assert log_has(line, caplog)
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog,
testdatadir, capsys):
default_conf['ask_strategy'].update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({
'pair': ['XRP/BTC', 'LTC/BTC'],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'open_date':
pd.to_datetime([
'2018-01-29 18:40:00',
'2018-01-30 03:30:00',
],
utc=True),
'close_date':
pd.to_datetime([
'2018-01-29 20:45:00',
'2018-01-30 05:35:00',
],
utc=True),
'trade_duration': [235, 40],
'is_open': [False, False],
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [SellType.ROI, SellType.ROI]
})
result2 = pd.DataFrame({
'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1],
'profit_abs': [0.01, 0.02, 0.2],
'open_date':
pd.to_datetime([
'2018-01-29 18:40:00', '2018-01-30 03:30:00', '2018-01-30 05:30:00'
],
utc=True),
'close_date':
pd.to_datetime([
'2018-01-29 20:45:00', '2018-01-30 05:35:00', '2018-01-30 08:30:00'
],
utc=True),
'trade_duration': [47, 40, 20],
'is_open': [False, False, False],
'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[{
'results': result1,
'config': default_conf,
'locks': [],
'final_balance': 1000,
}, {
'results': result2,
'config': default_conf,
'locks': [],
'final_balance': 1000,
}])
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
backtestmock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config',
'config.json',
'--datadir',
str(testdatadir),
'--strategy-path',
str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe',
'1m',
'--timerange',
'1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategyLegacy',
]
args = get_args(args)
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy',
]
for line in exists:
assert log_has(line, caplog)
captured = capsys.readouterr()
assert 'BACKTESTING REPORT' in captured.out
assert 'SELL REASON STATS' in captured.out
assert 'LEFT OPEN TRADES REPORT' in captured.out
assert 'STRATEGY SUMMARY' in captured.out
def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
"""
On this test we will buy and sell a crypto currency.
Buy
- Buy: 90.99181073 Crypto at 0.00001099 BTC
(90.99181073*0.00001099 = 0.0009999 BTC)
- Buying fee: 0.25%
- Total cost of buy trade: 0.001002500 BTC
((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
Sell
- Sell: 90.99181073 Crypto at 0.00001173 BTC
(90.99181073*0.00001173 = 0,00106733394 BTC)
- Selling fee: 0.25%
- Total cost of sell trade: 0.001064666 BTC
((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
Profit/Loss: +0.000062166 BTC
(Sell:0.001064666 - Buy:0.001002500)
Profit/Loss percentage: 0.0620
((0.001064666/0.001002500)-1 = 6.20%)
:param limit_buy_order:
:param limit_sell_order:
:return:
"""
trade = Trade(
id=2,
pair='ETH/BTC',
stake_amount=0.001,
open_rate=0.01,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='bittrex',
)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.open_order_id is None
assert trade.open_rate == 0.00001099
assert trade.close_profit is None
assert trade.close_date is None
assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, "
"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
caplog)
caplog.clear()
trade.open_order_id = 'something'
trade.update(limit_sell_order)
assert trade.open_order_id is None
assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201058
assert trade.close_date is not None
assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, "
"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
caplog)
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
csv_file = Path(tmpdir) / "test.csv"
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
return_value=True)
def fake_iterator(*args, **kwargs):
yield from [saved_hyperopt_results]
mocker.patch(
'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
side_effect=fake_iterator)
args = [
"hyperopt-list",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 10/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--best",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 1/12", " 5/12", " 10/12"])
assert all(x not in captured.out for x in [
" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12", " 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--profitable",
"--no-color",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
"Sell hyperspace params", "ROI table", "Stoploss"
])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades",
"20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(
x not in captured.out for x in
[" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--max-trades",
"20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12", " 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--min-avg-profit",
"0.11",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-avg-profit",
"0.10",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", " 11/12"
])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-total-profit",
"0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-total-profit",
"0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"
])
assert all(x not in captured.out for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-objective",
"0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--max-objective",
"0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"
])
assert all(x not in captured.out for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--no-color",
"--min-avg-time",
"2000",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--max-avg-time",
"1500",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12", " 6/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--export-csv",
str(csv_file),
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
log_has("CSV file created: test_file.csv", caplog)
assert csv_file.is_file()
line = csv_file.read_text()
assert (
'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662'
in line
or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662"
in line)
csv_file.unlink()
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
patch_exchange(mocker)
backtestmock = MagicMock()
mocker.patch(
'freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
backtestmock)
text_table_mock = MagicMock()
sell_reason_mock = MagicMock()
strattable_mock = MagicMock()
strat_summary = MagicMock()
mocker.patch.multiple(
'freqtrade.optimize.optimize_reports',
text_table_bt_results=text_table_mock,
text_table_strategy=strattable_mock,
generate_pair_metrics=MagicMock(),
generate_sell_reason_stats=sell_reason_mock,
generate_strategy_metrics=strat_summary,
generate_daily_stats=MagicMock(),
)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config',
'config.json',
'--datadir',
str(testdatadir),
'--strategy-path',
str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe',
'1m',
'--timerange',
'1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategyLegacy',
]
args = get_args(args)
start_backtesting(args)
# 2 backtests, 4 tables
assert backtestmock.call_count == 2
assert text_table_mock.call_count == 4
assert strattable_mock.call_count == 1
assert sell_reason_mock.call_count == 2
assert strat_summary.call_count == 1
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategyLegacy',
]
for line in exists:
assert log_has(line, caplog)
def test_hyperopt_list(mocker, capsys, caplog, hyperopt_results):
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.load_previous_results',
MagicMock(return_value=hyperopt_results))
args = [
"hyperopt-list",
"--no-details",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 10/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--best",
"--no-details",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 1/12", " 5/12", " 10/12"])
assert all(x not in captured.out for x in [
" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12", " 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--profitable",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
"Sell hyperspace params", "ROI table", "Stoploss"
])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--no-color",
"--min-trades",
"20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out
for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
assert all(
x not in captured.out for x in
[" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--max-trades",
"20",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12", " 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-profit",
"0.11",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 10/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-profit",
"0.10",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12", " 11/12"
])
assert all(x not in captured.out
for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--min-total-profit",
"0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--max-total-profit",
"0.4",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"
])
assert all(x not in captured.out for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--no-details",
"--min-objective",
"0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--max-objective",
"0.1",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
" 11/12"
])
assert all(x not in captured.out for x in [" 4/12", " 10/12", " 12/12"])
args = [
"hyperopt-list",
"--profitable",
"--no-details",
"--min-avg-time",
"2000",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 10/12"])
assert all(x not in captured.out for x in [
" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
" 9/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--max-avg-time",
"1500",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
assert all(x in captured.out for x in [" 2/12", " 6/12"])
assert all(x not in captured.out for x in [
" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
" 9/12", " 10/12", " 11/12", " 12/12"
])
args = [
"hyperopt-list",
"--no-details",
"--export-csv",
"test_file.csv",
]
pargs = get_args(args)
pargs['config'] = None
start_hyperopt_list(pargs)
captured = capsys.readouterr()
log_has("CSV file created: test_file.csv", caplog)
f = Path("test_file.csv")
assert 'Best,1,2,-1.25%,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text(
)
assert f.is_file()
f.unlink()
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
Test Database migration (starting with new pairformat)
"""
caplog.set_level(logging.DEBUG)
amount = 103.223
# Always create all columns apart from the last!
create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
id INTEGER NOT NULL,
exchange VARCHAR NOT NULL,
pair VARCHAR NOT NULL,
is_open BOOLEAN NOT NULL,
fee FLOAT NOT NULL,
open_rate FLOAT,
close_rate FLOAT,
close_profit FLOAT,
stake_amount FLOAT NOT NULL,
amount FLOAT,
open_date DATETIME NOT NULL,
close_date DATETIME,
open_order_id VARCHAR,
stop_loss FLOAT,
initial_stop_loss FLOAT,
max_rate FLOAT,
sell_reason VARCHAR,
strategy VARCHAR,
ticker_interval INTEGER,
stoploss_order_id VARCHAR,
PRIMARY KEY (id),
CHECK (is_open IN (0, 1))
);"""
insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
open_rate, stake_amount, amount, open_date,
stop_loss, initial_stop_loss, max_rate, ticker_interval,
open_order_id, stoploss_order_id)
VALUES ('binance', 'ETC/BTC', 1, {fee},
0.00258580, {stake}, {amount},
'2019-11-28 12:44:24.000000',
0.0, 0.0, 0.0, '5m',
'buy_order', 'stop_order_id222')
""".format(fee=fee.return_value,
stake=default_conf.get("stake_amount"),
amount=amount)
engine = create_engine('sqlite://')
mocker.patch('freqtrade.persistence.models.create_engine',
lambda *args, **kwargs: engine)
# Create table using the old format
with engine.begin() as connection:
connection.execute(text(create_table_old))
connection.execute(
text("create index ix_trades_is_open on trades(is_open)"))
connection.execute(text("create index ix_trades_pair on trades(pair)"))
connection.execute(text(insert_table_old))
# fake previous backup
connection.execute(
text("create table trades_bak as select * from trades"))
connection.execute(
text("create table trades_bak1 as select * from trades"))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
assert len(Trade.query.filter(Trade.id == 1).all()) == 1
trade = Trade.query.filter(Trade.id == 1).first()
assert trade.fee_open == fee.return_value
assert trade.fee_close == fee.return_value
assert trade.open_rate_requested is None
assert trade.close_rate_requested is None
assert trade.is_open == 1
assert trade.amount == amount
assert trade.amount_requested == amount
assert trade.stake_amount == default_conf.get("stake_amount")
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
assert trade.stoploss_last_update is None
assert log_has("trying trades_bak1", caplog)
assert log_has("trying trades_bak2", caplog)
assert log_has(
"Running database migration for trades - backup: trades_bak2", caplog)
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.close_profit_abs is None
assert log_has("Moving open orders to Orders table.", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
caplog.clear()
# Drop latest column
with engine.begin() as connection:
connection.execute(text("alter table orders rename to orders_bak"))
inspector = inspect(engine)
with engine.begin() as connection:
for index in inspector.get_indexes('orders_bak'):
connection.execute(text(f"drop index {index['name']}"))
# Recreate table
connection.execute(
text("""
CREATE TABLE orders (
id INTEGER NOT NULL,
ft_trade_id INTEGER,
ft_order_side VARCHAR NOT NULL,
ft_pair VARCHAR NOT NULL,
ft_is_open BOOLEAN NOT NULL,
order_id VARCHAR NOT NULL,
status VARCHAR,
symbol VARCHAR,
order_type VARCHAR,
side VARCHAR,
price FLOAT,
amount FLOAT,
filled FLOAT,
remaining FLOAT,
cost FLOAT,
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
PRIMARY KEY (id),
CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
)
"""))
connection.execute(
text("""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date)
select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
order_filled_date, order_update_date
from orders_bak
"""))
# Run init to test migration
init_db(default_conf['db_url'], default_conf['dry_run'])
assert log_has("trying orders_bak1", caplog)
orders = Order.query.all()
assert len(orders) == 2
assert orders[0].order_id == 'buy_order'
assert orders[0].ft_order_side == 'buy'
assert orders[1].order_id == 'stop_order_id222'
assert orders[1].ft_order_side == 'stoploss'
