def test_create_btc_bot(self):
""" tests storing and querying a bot that trades with btc as quote asset. """
session = get_session()
self.assertEqual(len(session.query(Models.Bot).all()), 0)
# Create ADABOT
adabot = Models.Bot(
name="ada_test_bot",
quote_asset = 'BTC',
starting_balance = 1,
current_balance = 1,
profit_target = 2,
test_run=True
)
session.add(adabot)
session.commit()
self.assertEqual(len(session.query(Models.Bot).all()), 1)
adabot = session.query(Models.Bot).filter_by(name="ada_test_bot").first()
self.assertEqual(adabot.test_run, True)
self.assertEqual(adabot.quote_asset, 'BTC')
self.assertEqual(adabot.starting_balance, 1)
self.assertEqual(adabot.current_balance, 1)
self.assertEqual(adabot.profit_target, 2)
self.assertEqual(adabot.profit_loss, 100)
def setUp(self):
self.exchange = Binance()
self.df_BTCUSD_1k = pd.read_csv('./tests/data/BTCUSD_1m_1k.csv')
self.df_BTCUSD_10k = pd.read_csv('./tests/data/BTCUSD_1m_10k.csv')
self.df_ADABTC_1k = pd.read_csv('./tests/data/ADABTC_1m_1k.csv')
# define bot params
self.bot_name = 'ada_test_bot'
self.bot_id = 1
self.starting_balance = 2
self.current_balance = 3
self.profit_target = 4
self.test_run = True
self.quote_asset = 'BTC'
# define pair params
self.pair_id_ada = 2
self.symbol_ada = 'ADABTC'
self.profit_loss_ada = 5
self.pair_id_eth = 3
self.symbol_eth = 'ETHBTC'
self.profit_loss_eth = 6
# define order params
self.order_1_id = 1
self.order_2_id = 2
self.order_symbol = self.symbol_eth
self.entry_price = 2
self.original_quantity = 3
self.executed_quantity = 4
self.status = 'NEW'
self.is_closed = True
self.side = 'BUY'
self.is_test = True
self.session = get_session()
self.assertEqual(len(self.session.query(Bot).all()), 0)
# Create bot
bot = Bot(
id=self.bot_id,
name=self.bot_name,
quote_asset=self.quote_asset,
starting_balance=self.starting_balance,
current_balance=self.current_balance,
profit_target=self.profit_target,
test_run=self.test_run,
)
# Create ETHBTC pair
ethpair = Pair(
id=self.pair_id_eth,
bot_id=self.bot_id,
symbol=self.symbol_eth,
profit_loss=self.profit_loss_eth,
)
# Create ADABTC pair
adapair = Pair(
id=self.pair_id_ada,
bot_id=self.bot_id,
symbol=self.symbol_ada,
profit_loss=self.profit_loss_ada,
)
# Create ethereum buy order
eth_order = Order(
id=self.order_1_id,
bot_id=self.bot_id,
symbol=self.order_symbol,
entry_price=self.entry_price,
original_quantity=self.original_quantity,
executed_quantity=self.executed_quantity,
status=self.status,
side=self.side,
is_test=self.is_test,
)
eth_order_closed = Order(
id=self.order_2_id,
bot_id=self.bot_id,
symbol=self.order_symbol,
entry_price=self.entry_price,
original_quantity=self.original_quantity,
executed_quantity=self.executed_quantity,
is_closed=self.is_closed,
status=self.status,
side=self.side,
is_test=self.is_test,
)
self.session.add(bot)
self.session.add(adapair)
self.session.add(ethpair)
self.session.add(eth_order)
self.session.add(eth_order_closed)
self.session.commit()
self.bot = self.session.query(Bot).filter_by(
name=self.bot_name).first()
self.strategy = EMACrossover(5, 30)
self.om = OrderManagement(bot=self.bot,
session=self.session,
exchange=self.exchange,
strategy=self.strategy)
def setUp(self):
"""Create a bot with 2 pairs and 1 open orders"""
# define bot params
self.bot_name = 'ada_test_bot'
self.bot_id = 1
self.starting_balance = 2
self.current_balance = 3
self.profit_target = 4
self.test_run = True
self.quote_asset = 'BTC'
# define pair params
self.pair_id_ada = 2
self.symbol_ada = 'ADABTC'
self.profit_loss_ada = 5
self.pair_id_eth = 3
self.symbol_eth = 'ETHBTC'
self.profit_loss_eth = 6
# define order params
self.order_id = 1
self.order_symbol = self.symbol_eth
self.entry_price = 2
self.original_quantity = 3
self.executed_quantity = 4
self.status = 'NEW'
self.side = 'BUY'
self.is_test = True
self.session = get_session()
self.assertEqual(len(self.session.query(Models.Bot).all()), 0)
# Create bot
bot = Models.Bot(
id=self.bot_id,
name=self.bot_name,
quote_asset=self.quote_asset,
starting_balance=self.starting_balance,
current_balance=self.current_balance,
profit_target=self.profit_target,
test_run=self.test_run,
)
# TODO Should check if pair contains the quote asset saved in bot.
# Create ETHBTC pair
ethpair = Models.Pair(
id=self.pair_id_eth,
bot_id=self.bot_id,
symbol=self.symbol_eth,
profit_loss=self.profit_loss_eth,
)
# Create ADABTC pair
adapair = Models.Pair(
id=self.pair_id_ada,
bot_id=self.bot_id,
symbol=self.symbol_ada,
profit_loss=self.profit_loss_ada,
)
# Create ethereum buy order
ethorder = Models.Order(
id=self.order_id,
bot_id=self.bot_id,
symbol=self.order_symbol,
entry_price=self.entry_price,
original_quantity=self.original_quantity,
executed_quantity=self.executed_quantity,
status=self.status,
side=self.side,
is_test=self.is_test,
)
self.session.add(bot)
self.session.add(adapair)
self.session.add(ethpair)
self.session.add(ethorder)
self.session.commit()
self.bot = self.session.query(Models.Bot).filter_by(name=self.bot_name).first()
def setUp(self):
self.exchange = Binance()
self.df_BTCUSD_1k = pd.read_csv('./tests/data/BTCUSD_1m_1k.csv')
self.df_BTCUSD_10k = pd.read_csv('./tests/data/BTCUSD_1m_10k.csv')
self.df_ADABTC_1k = pd.read_csv('./tests/data/ADABTC_1m_1k.csv')
# define bot params
self.bot_name = 'ada_test_bot'
self.bot_id = 1
self.starting_balance = 2
self.current_balance = 3
self.profit_target = 4
self.test_run = True
self.quote_asset = 'BTC'
# define pair params
self.pair_id_ada = 2
self.symbol_ada = 'ADABTC'
self.profit_loss_ada = 5
self.pair_id_eth = 3
self.symbol_eth = 'ETHBTC'
self.profit_loss_eth = 6
# define order params
self.order_1_id = 1
self.order_2_id = 2
self.order_symbol = self.symbol_eth
self.entry_price = 2
self.original_quantity = 3
self.executed_quantity = 4
self.status = 'NEW'
self.is_closed = True
self.side = 'BUY'
self.is_test = True
self.session = get_session()
self.assertEqual(len(self.session.query(Bot).all()), 0)
# Create bot
bot = Bot(
id=self.bot_id,
name=self.bot_name,
quote_asset=self.quote_asset,
starting_balance=self.starting_balance,
current_balance=self.current_balance,
# profit_target=self.profit_target,
test_run=self.test_run,
)
# Create entry and exit settings
entrysets = EntrySettings(
id=1,
name='TimStoploss',
initial_entry_allocation=0.01,
signal_distance=0.2, # in %
)
exitsets = ExitSettings(
id=1,
name='TimLoss',
profit_target=1, # in %
stop_loss_value=10, # in %
exit_on_signal=False)
bot.entry_settings = entrysets
bot.exit_settings = exitsets
# Create ETHBTC pair
ethpair = Pair(
id=self.pair_id_eth,
bot_id=self.bot_id,
symbol=self.symbol_eth,
profit_loss=self.profit_loss_eth,
)
# Create ADABTC pair
adapair = Pair(
id=self.pair_id_ada,
bot_id=self.bot_id,
symbol=self.symbol_ada,
profit_loss=self.profit_loss_ada,
)
# Create ethereum buy order
eth_order = Order(
id=self.order_1_id,
bot_id=self.bot_id,
symbol=self.order_symbol,
entry_price=self.entry_price,
original_quantity=self.original_quantity,
executed_quantity=self.executed_quantity,
status=self.status,
side=self.side,
is_test=self.is_test,
)
eth_order_closed = Order(
id=self.order_2_id,
bot_id=self.bot_id,
symbol=self.order_symbol,
entry_price=self.entry_price,
original_quantity=self.original_quantity,
executed_quantity=self.executed_quantity,
is_closed=self.is_closed,
status=self.status,
side=self.side,
is_test=self.is_test,
)
self.session.add(bot)
self.session.add(adapair)
self.session.add(ethpair)
self.session.add(eth_order)
self.session.add(eth_order_closed)
self.session.commit()
self.bot = self.session.query(Bot).filter_by(
name=self.bot_name).first()
self.strategy = EMAXStrategy(5, 30)
self.om = BotController(bot=self.bot,
session=self.session,
exchange=self.exchange,
strategy=self.strategy)