def mock_trade_6(fee): """ Simulate prod entry with open sell order """ trade = Trade( pair='LTC/BTC', stake_amount=0.001, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_rate=0.15, exchange='binance', strategy='SampleStrategy', buy_tag='TEST2', open_order_id="prod_sell_6", timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell') trade.orders.append(o) return trade
def mock_trade_2(fee): """ Closed trade... """ trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, close_rate=0.128, close_profit=0.005, close_profit_abs=0.000584127, exchange='binance', is_open=False, open_order_id='dry_run_sell_12345', strategy='StrategyTestV2', timeframe=5, buy_tag='TEST1', sell_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), ) o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETC/BTC', 'sell') trade.orders.append(o) return trade
def mock_trade_3(fee): """ Closed trade """ trade = Trade( pair='XRP/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.05, close_rate=0.06, close_profit=0.01, close_profit_abs=0.000155, exchange='binance', is_open=False, strategy='StrategyTestV2', timeframe=5, sell_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), ) o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'XRP/BTC', 'sell') trade.orders.append(o) return trade
def mock_trade_5(fee): """ Simulate prod entry with stoploss """ trade = Trade( pair='XRP/BTC', stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), is_open=True, open_rate=0.123, exchange='binance', strategy='SampleStrategy', buy_tag='TEST1', stoploss_order_id='prod_stoploss_3455', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_5_stoploss(), 'XRP/BTC', 'stoploss') trade.orders.append(o) return trade
def mock_trade_usdt_7(fee): """ Simulate prod entry with open sell order """ trade = Trade( pair='LTC/USDT', stake_amount=20.0, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=False, open_rate=10.0, close_rate=8.0, close_profit=-0.2, close_profit_abs=-4.0, exchange='binance', strategy='SampleStrategy', open_order_id="prod_sell_6", timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_usdt_7(), 'LTC/USDT', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_usdt_7_sell(), 'LTC/USDT', 'sell') trade.orders.append(o) return trade
def test_strategy_test_v2(result, fee): strategy = StrategyTestV2({}) metadata = {'pair': 'ETH/BTC'} assert type(strategy.minimal_roi) is dict assert type(strategy.stoploss) is float assert type(strategy.timeframe) is str indicators = strategy.populate_indicators(result, metadata) assert type(indicators) is DataFrame assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame assert type(strategy.populate_sell_trend(indicators, metadata)) is DataFrame trade = Trade( open_rate=19_000, amount=0.1, pair='ETH/BTC', fee_open=fee.return_value ) assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1, rate=20000, time_in_force='gtc', current_time=datetime.utcnow()) is True assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1, rate=20000, time_in_force='gtc', sell_reason='roi', current_time=datetime.utcnow()) is True assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(), current_rate=20_000, current_profit=0.05) == strategy.stoploss
def mock_trade_1(fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='dry_run_buy_12345', strategy='DefaultStrategy', ) o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy') trade.orders.append(o) return trade
def mock_trade_1(fee): trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_rate=0.123, exchange='binance', open_order_id='dry_run_buy_12345', strategy='StrategyTestV2', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy') trade.orders.append(o) return trade
def mock_trade_5(fee): """ Simulate prod entry with stoploss """ trade = Trade(pair='XRP/BTC', stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', strategy='SampleStrategy', stoploss_order_id='prod_stoploss_3455') o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_5_stoploss(), 'XRP/BTC', 'stoploss') trade.orders.append(o) return trade
def mock_trade_4(fee): """ Simulate prod entry """ trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, exchange='bittrex', open_order_id='prod_buy_12345', strategy='DefaultStrategy', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy') trade.orders.append(o) return trade
def mock_trade_6(fee): """ Simulate prod entry with open sell order """ trade = Trade( pair='LTC/BTC', stake_amount=0.001, amount=2.0, amount_requested=2.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.15, exchange='bittrex', strategy='SampleStrategy', open_order_id="prod_sell_6", ) o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell') trade.orders.append(o) return trade
def mock_trade_3(fee): """ Closed trade """ trade = Trade( pair='XRP/BTC', stake_amount=0.001, amount=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.05, close_rate=0.06, close_profit=0.01, exchange='bittrex', is_open=False, ) o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'XRP/BTC', 'sell') trade.orders.append(o) return trade
def mock_trade_usdt_4(fee): """ Simulate prod entry """ trade = Trade( pair='ETC/USDT', stake_amount=20.0, amount=10.0, amount_requested=10.01, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), is_open=True, open_rate=2.0, exchange='binance', open_order_id='prod_buy_12345', strategy='StrategyTestV2', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy') trade.orders.append(o) return trade
def mock_trade_2(fee): """ Closed trade... """ trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, close_rate=0.128, close_profit=0.005, exchange='bittrex', is_open=False, open_order_id='dry_run_sell_12345', strategy='DefaultStrategy', ) o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETC/BTC', 'sell') trade.orders.append(o) return trade