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conftest_trades_usdt.py
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from datetime import datetime, timedelta, timezone
from freqtrade.persistence.models import Order, Trade
MOCK_TRADE_COUNT = 6
def entry_side(is_short: bool):
return "sell" if is_short else "buy"
def exit_side(is_short: bool):
return "buy" if is_short else "sell"
def direc(is_short: bool):
return "short" if is_short else "long"
def mock_order_usdt_1(is_short: bool):
return {
"id": f"prod_entry_1_{direc(is_short)}",
"symbol": "LTC/USDT",
"status": "closed",
"side": entry_side(is_short),
"type": "limit",
"price": 10.0,
"amount": 2.0,
"filled": 2.0,
"remaining": 0.0,
}
def mock_order_usdt_1_exit(is_short: bool):
return {
"id": f"prod_exit_1_{direc(is_short)}",
"symbol": "LTC/USDT",
"status": "open",
"side": exit_side(is_short),
"type": "limit",
"price": 8.0,
"amount": 2.0,
"filled": 0.0,
"remaining": 2.0,
}
def mock_trade_usdt_1(fee, is_short: bool):
"""
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(days=2, minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, 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=-4.09,
exchange="binance",
strategy="SampleStrategy",
timeframe=5,
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), "LTC/USDT", entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(
mock_order_usdt_1_exit(is_short), "LTC/USDT", exit_side(is_short)
)
trade.orders.append(o)
return trade
def mock_order_usdt_2(is_short: bool):
return {
"id": f"1235_{direc(is_short)}",
"symbol": "NEO/USDT",
"status": "closed",
"side": entry_side(is_short),
"type": "limit",
"price": 2.0,
"amount": 100.0,
"filled": 100.0,
"remaining": 0.0,
}
def mock_order_usdt_2_exit(is_short: bool):
return {
"id": f"12366_{direc(is_short)}",
"symbol": "NEO/USDT",
"status": "open",
"side": exit_side(is_short),
"type": "limit",
"price": 2.05,
"amount": 100.0,
"filled": 0.0,
"remaining": 100.0,
}
def mock_trade_usdt_2(fee, is_short: bool):
"""
Closed trade...
"""
trade = Trade(
pair="NEO/USDT",
stake_amount=200.0,
amount=100.0,
amount_requested=100.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=2.0,
close_rate=2.05,
close_profit=0.05,
close_profit_abs=3.9875,
exchange="binance",
is_open=False,
strategy="StrategyTestV2",
timeframe=5,
enter_tag="TEST1",
exit_reason="exit_signal",
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), "NEO/USDT", entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(
mock_order_usdt_2_exit(is_short), "NEO/USDT", exit_side(is_short)
)
trade.orders.append(o)
return trade
def mock_order_usdt_3(is_short: bool):
return {
"id": f"41231a12a_{direc(is_short)}",
"symbol": "XRP/USDT",
"status": "closed",
"side": entry_side(is_short),
"type": "limit",
"price": 1.0,
"amount": 30.0,
"filled": 30.0,
"remaining": 0.0,
}
def mock_order_usdt_3_exit(is_short: bool):
return {
"id": f"41231a666a_{direc(is_short)}",
"symbol": "XRP/USDT",
"status": "closed",
"side": exit_side(is_short),
"type": "stop_loss_limit",
"price": 1.1,
"average": 1.1,
"amount": 30.0,
"filled": 30.0,
"remaining": 0.0,
}
def mock_trade_usdt_3(fee, is_short: bool):
"""
Closed trade
"""
trade = Trade(
pair="XRP/USDT",
stake_amount=30.0,
amount=30.0,
amount_requested=30.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=1.0,
close_rate=1.1,
close_profit=0.1,
close_profit_abs=2.8425,
exchange="binance",
is_open=False,
strategy="StrategyTestV2",
timeframe=5,
enter_tag="TEST3",
exit_reason="roi",
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), "XRP/USDT", entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(
mock_order_usdt_3_exit(is_short), "XRP/USDT", exit_side(is_short)
)
trade.orders.append(o)
return trade
def mock_order_usdt_4(is_short: bool):
return {
"id": f"prod_buy_12345_{direc(is_short)}",
"symbol": "NEO/USDT",
"status": "open",
"side": entry_side(is_short),
"type": "limit",
"price": 2.0,
"amount": 10.0,
"filled": 0.0,
"remaining": 30.0,
}
def mock_trade_usdt_4(fee, is_short: bool):
"""
Simulate prod entry
"""
trade = Trade(
pair="NEO/USDT",
stake_amount=20.0,
amount=0.0,
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",
strategy="StrategyTestV2",
timeframe=5,
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), "NEO/USDT", entry_side(is_short))
trade.orders.append(o)
return trade
def mock_order_usdt_5(is_short: bool):
return {
"id": f"prod_buy_3455_{direc(is_short)}",
"symbol": "XRP/USDT",
"status": "closed",
"side": entry_side(is_short),
"type": "limit",
"price": 2.0,
"amount": 10.0,
"filled": 10.0,
"remaining": 0.0,
}
def mock_order_usdt_5_stoploss(is_short: bool):
return {
"id": f"prod_stoploss_3455_{direc(is_short)}",
"symbol": "XRP/USDT",
"status": "open",
"side": exit_side(is_short),
"type": "stop_loss_limit",
"price": 2.0,
"amount": 10.0,
"filled": 0.0,
"remaining": 30.0,
}
def mock_trade_usdt_5(fee, is_short: bool):
"""
Simulate prod entry with stoploss
"""
trade = Trade(
pair="XRP/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=12),
is_open=True,
open_rate=2.0,
exchange="binance",
strategy="SampleStrategy",
timeframe=5,
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), "XRP/USDT", entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), "XRP/USDT", "stoploss")
trade.orders.append(o)
return trade
def mock_order_usdt_6(is_short: bool):
return {
"id": f"prod_entry_6_{direc(is_short)}",
"symbol": "LTC/USDT",
"status": "closed",
"side": entry_side(is_short),
"type": "limit",
"price": 10.0,
"amount": 2.0,
"filled": 2.0,
"remaining": 0.0,
}
def mock_order_usdt_6_exit(is_short: bool):
return {
"id": f"prod_exit_6_{direc(is_short)}",
"symbol": "LTC/USDT",
"status": "open",
"side": exit_side(is_short),
"type": "limit",
"price": 12.0,
"amount": 2.0,
"filled": 0.0,
"remaining": 2.0,
}
def mock_trade_usdt_6(fee, is_short: bool):
"""
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=5),
fee_open=fee.return_value,
fee_close=fee.return_value,
is_open=True,
open_rate=10.0,
exchange="binance",
strategy="SampleStrategy",
timeframe=5,
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), "LTC/USDT", entry_side(is_short))
trade.orders.append(o)
o = Order.parse_from_ccxt_object(
mock_order_usdt_6_exit(is_short), "LTC/USDT", exit_side(is_short)
)
trade.orders.append(o)
return trade
def mock_order_usdt_7(is_short: bool):
return {
"id": f"1234_{direc(is_short)}",
"symbol": "ADA/USDT",
"status": "closed",
"side": entry_side(is_short),
"type": "limit",
"price": 2.0,
"amount": 10.0,
"filled": 10.0,
"remaining": 0.0,
}
def mock_trade_usdt_7(fee, is_short: bool):
trade = Trade(
pair="ADA/USDT",
stake_amount=20.0,
amount=10.0,
amount_requested=10.0,
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=2.0,
exchange="binance",
strategy="StrategyTestV2",
timeframe=5,
is_short=is_short,
)
o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), "ADA/USDT", entry_side(is_short))
trade.orders.append(o)
return trade